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Cryptoval Trading Technologies
2026-01-12 15:57:01 +00:00
parent 51c4973918
commit fa41082dcb
3 changed files with 0 additions and 415 deletions
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data/apps/algo_trade.cfg
-89
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@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
}
}
}
}
data/apps/cvtt_eqt_alpaca.cfg
-191
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@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"
}
}
}
data/apps/cvtt_musvc_crypto.cfg
-135
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@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"
}
}
}
}