From fa41082dcb9b4768f9f57073d5fa701b4e542dda Mon Sep 17 00:00:00 2001 From: Cryptoval Trading Technologies Date: Mon, 12 Jan 2026 15:57:01 +0000 Subject: [PATCH] 20260112 --- data/apps/algo_trade.cfg | 89 --------------- data/apps/cvtt_eqt_alpaca.cfg | 191 -------------------------------- data/apps/cvtt_musvc_crypto.cfg | 135 ---------------------- 3 files changed, 415 deletions(-) delete mode 100644 data/apps/algo_trade.cfg delete mode 100644 data/apps/cvtt_eqt_alpaca.cfg delete mode 100644 data/apps/cvtt_musvc_crypto.cfg diff --git a/data/apps/algo_trade.cfg b/data/apps/algo_trade.cfg deleted file mode 100644 index 718c808..0000000 --- a/data/apps/algo_trade.cfg +++ /dev/null @@ -1,89 +0,0 @@ -@var ResultPath=/tmp -@var SourcePath=/home/oleg/develop/cvtt2/tmp -{ - "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata - , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm - , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos - - , "session_type": "CALENDAR" - , "calendar_session": { - "trading_hours_url": [ - "GET" - , "https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS&start={start}&end={end}" - ] - } - ###### N E W S E C T I O N (example) - , "simulation": { - "speed_factor": 0.0, - "time_events_interval_ms": 100 - } - , "market_simulator" : { - "market_data": { - "sources": [ - { - "loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TimescaleTSLoader" - , "credentials_key": "TSDB_MD_CVTTDATA_RO" - # , "interval": "4 hours" - , "interval": "2 hours" - , "from_time": "2024-04-15 09:00:00" - } - # , { - # "loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader", - # "file_name": "${SourcePath}/20240424.ALPACA.QAT.db" - # } - ] - } - , "accounting": { - "initial_positions": { - "COINBASE": { - "BTC": 0 - , "USD": 1000.0 - } - } - } - , "order_entry": { - "execution": { - "top_only": true - ,"min_order_age_sec": 0.1 - , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER" - # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"] - } - } - } - ###### N E W S E C T I O N - end - , "backtest": { - "source": { - "loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader" - , "file_name": "${SourcePath}/20240424.ALPACA.QAT.db" - # , "from_time": "09:29" - } - , "result": { - # "repository": "${ResultPath}/backtest_results.json" - "db_file": "${ResultPath}/%D.backtest.db" - } - , "simulation": { - "speed_factor": 0.0 - } - , "execution": { - "top_only": true - ,"min_order_age_sec": 0.1 - , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER" - } - } - , "exchanges_settings": { - "*": { - "order_entry": { - "enabled": true - , "streaming": true - }, - "mkt_data": { - "enabled": true - , "streaming": true - }, - "accounting": { - "enabled": false - , "streaming": false - } - } - } -} diff --git a/data/apps/cvtt_eqt_alpaca.cfg b/data/apps/cvtt_eqt_alpaca.cfg deleted file mode 100644 index 06d5137..0000000 --- a/data/apps/cvtt_eqt_alpaca.cfg +++ /dev/null @@ -1,191 +0,0 @@ -@var ResultPath=/tmp - -{ "___dummy___": null - , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata - , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm - , "active_instruments": { - "ALPACA_SNDBX": { - "dynamic_stock_list": { - "exchange_id": "ALPACA" - , "list_source": "redis" - , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01" - , "redis_key": "DAY_STOCK_LIST" - } - } - } - - , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01" - , "session_type": "CALENDAR" - , "calendar_session": { - "trading_hours_url": [ - "GET" - , "https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS&start={start}&end={end}" - ] - } - , "books": { - "ALPACA_BK02": {} - , "ALPACA_BK_ILYA_01": {} - } - # -------------------------------------------------------------------- - , "md_portal": { - "app_channel": "MD_PORTAL" - , "exchanges_settings": { - "*": { - "mkt_data": { - "enabled": true - , "streaming": true - }, - } - } - } - # -------------------------------------------------------------------- - , "trader": { - "app_channel": "TRDR" - - , "is_short_allowed": false - , "exchanges_settings": { - "*": { - "mkt_data": { - "enabled": true - , "streaming": true - }, - } - } - , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos - , "trading_pos_diff_pct_trigger": 10.0 - , "trading_depth": { - "USD": 1000.0, - } - } - # -------------------------------------------------------------------- - , "executor": { - "app_channel": "EXEC" - , "exchanges_settings": { - "COINBASE_AT": { - "order_entry": { - "enabled": true - , "streaming": true - }, - "mkt_data": { - "enabled": false - , "streaming": false - }, - "accounting": { - "enabled": false - , "streaming": false - } - , "credentials_key": { - "read_only": "COINBASE_ADV_RO" - , "trade": "COINBASE_ADV_TRD" - } - } - , "ALPACA_SNDBX": { - "order_entry": { - "enabled": true - , "streaming": true - }, - "mkt_data": { - "enabled": false - , "streaming": false - }, - "accounting": { - "enabled": false - , "streaming": false - } - , "credentials_key": { - "read_only": "ALPACA_SANDBOX" - , "trade": "ALPACA_SANDBOX" - } - } - , "ALPACA_SNDBX-MDPORTAL": { - "order_entry": { - "enabled": true - , "streaming": true - }, - "mkt_data": { - "enabled": false - , "streaming": false - }, - "accounting": { - "enabled": false - , "streaming": false - } - , "credentials_key": { - "read_only": "ALPACA_SANDBOX" - , "trade": "ALPACA_SANDBOX" - } - } - } - } - # -------------------------------------------------------------------- - , "quant": { - "app_channel": "QUANT" - , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies - , "exchanges_settings": { - "*": { - "mkt_data": { - "enabled": true - , "streaming": true - } - } - } - } - # -------------------------------------------------------------------- - , "risk_manager": { - "app_channel": "RMGR" - # , "books": { - # "CVTT_BK01": {} - # } - , "db": { - "positions_table": "prod.cvtt_positions" - , "cred_key": { - "write": "TSDB_TRD_CVTTDATA" - , "read_only": "TSDB_TRD_CVTTDATA" - } - } - , "positions": { - "load_interval_sec": 10.0 - , "to_store_zero_positions": false - , "to_save_unchanged_positions": false - } - , "publish_value_interval": 10.0 - , "exchanges_settings": { - "*": { - "mkt_data": { - "enabled": true - , "streaming": true - }, - "accounting": { - "enabled": true - , "streaming": false - } - , "credentials_key": { - "trade": "ALPACA_SANDBOX" - , "read_only": "ALPACA_SANDBOX" - } - } - } - } - , "trading_recorder": { - "app_channel": "TRDREC" - , "format": "SQLite" # formats: "CSV", "TSDB", "SQLite" - , "csv_settings": { - "order_events_file_path": "%T.order_events.csv" - "position_events_file_path": "%T.position_events.csv" - } - , "tsdb_settings": { - "db": { - "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" - , "cred_key": "TSDB_TRD_CVTTDATA_DB_TEST" - } - , "order_events_table": "backtest.trading_orders" - , "trade_events_table": "backtest.trading_trades" - , "trading_md_summary_table": "backtest.trading_md" - } - , "sqlite_settings": { - # "file_name": "/tmp/%T.cvtt_backtest.db" - "file_name": "/logs/%T.cvtt_alpaca_sandbox.db" - } - } -} - diff --git a/data/apps/cvtt_musvc_crypto.cfg b/data/apps/cvtt_musvc_crypto.cfg deleted file mode 100644 index 0bbe187..0000000 --- a/data/apps/cvtt_musvc_crypto.cfg +++ /dev/null @@ -1,135 +0,0 @@ -@var COORDINATOR_REST_PORT=23456 -# @var COORDINATOR_WS_PORT=12345 - -@var PRICER_REST_PORT=23457 -@var PRICER_WS_PORT=12346 - -@var GLOBAL_CHANNEL_PREFIX=CVTT_MU - -{ - "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata - , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm - , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos - , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies - , "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies - - , "comm_settings": @env{CONFIG_COMM_SETTINGS} - , "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX} - - , "coordinator": { - "api": { - "REST": { - "port": ${COORDINATOR_REST_PORT}, - "base_url": ["POST", "http://localhost:${COORDINATOR_REST_PORT}"] - } - # , "WS": { - # "url": "ws://localhost:${COORDINATOR_WS_PORT}/ws" - # } - } - } - , "market_data_gateway": { - "exchanges_settings": { - "*": { - "mkt_data": { - "enabled": true - , "streaming": true - }, - "order_entry": { - "enabled": false - , "streaming": false - }, - "accounting": { - "enabled": false - , "streaming": false - }, - }, - } - , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS" - , "exchanges": [ - "COINBASE_AT" - , "BNBSPOT" - ] - } - , "order_entry_gateway": { - "exchanges_settings": { - "COINBASE_AT": { - "mkt_data": { - "enabled": false - , "streaming": false - }, - "order_entry": { - "enabled": true - , "streaming": true - }, - "accounting": { - "enabled": false - , "streaming": false - } - } - } - , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS" - , "exchanges": [ - "COINBASE_AT" - ] - } - , "accounting_gateway": { - "exchanges_settings": { - "COINBASE_AT": { - "mkt_data": { - "enabled": false - , "streaming": false - }, - "order_entry": { - "enabled": false - , "streaming": false - }, - "accounting": { - "enabled": true - , "streaming": false - } - } - } - , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS" - , "exchanges": [ - "ALPACA_SNDBX", "COINBASE_AT" - ] - } - , "quant": { - "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.QUANT" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.QUANT_MUSVC_STATUS" - } - , "trader": { - "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS" - } - , "bookkeeper": { - "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS" - , "db": { - "server_type": "timescale", - # "cred_key": "TSDB_TRADING_CVTT_TESTDB" - "cred_key": "TSDB_CVTT_TRADINNG_PROD-01-RW" - } - } - , "risk_manager": { - "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR_MUSVC_STATUS" - , "revalue_interval_sec": 10.5 - } - , "pricer": { - "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER" - , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER_MUSVC_STATUS" - , "api": { - "REST": { - "port": ${PRICER_REST_PORT}, - "base_url": ["POST", "http://localhost:${PRICER_REST_PORT}"] - } - , "WS": { - "url": "ws://localhost:${PRICER_WS_PORT}/ws" - } - } - } -} \ No newline at end of file