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Cryptoval Trading Technologies 2023-11-11 01:41:42 +00:00
parent 5e49af0589
commit fcda6e1d3e
7 changed files with 45 additions and 26 deletions
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1
data/apps/executor_app.cfg
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@ -1,6 +1,7 @@
{ {
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
"order_entry": { "order_entry": {

2
data/apps/md_recorder.cfg
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@ -3,8 +3,6 @@
{ {
"md_recorder": { "md_recorder": {
"db": { "db": {
#"module": "cvttpy.tools.db.timescale.tsdb_client"
#, "class": "TimescaleDbClient"
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "connect": { , "connect": {
"host": "cryptoval1.cvtt.vpn" "host": "cryptoval1.cvtt.vpn"

21
data/apps/redis.cfg
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@ -1,23 +1,16 @@
{ {
"localhost": { "*": {
"url": "redis://localhost" "url": "redis://localhost"
, "app_channels": {
"executor": "EXEC"
, "risk_manager": "RMGR"
, "trader": "TRDR"
, "quant": "QANT"
}
, "read_timeout" : 0.01 , "read_timeout" : 0.01
, "ping_timeout_secs": 1.0 , "ping_timeout_secs": 2.0
}
, "localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
} }
, "cloud17": { , "cloud17": {
"url": "redis://cloud17.cvtt.vpn" "url": "redis://cloud17.cvtt.vpn"
, "app_channels": {
"executor": "EXEC"
, "risk_manager": "RMGR"
, "trader": "TRDR"
, "quant": "QANT"
}
, "read_timeout" : 0.01 , "read_timeout" : 0.01
, "ping_timeout_secs": 2.0 , "ping_timeout_secs": 2.0
} }

2
data/apps/risk_manager_app.cfg
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@ -2,6 +2,7 @@
{ {
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "risk_manager": { , "risk_manager": {
"book": "CVTT_BK01" "book": "CVTT_BK01"
@ -16,7 +17,6 @@
"load_interval_sec": 10.0 "load_interval_sec": 10.0
, "to_store_zero_positions": false , "to_store_zero_positions": false
, "to_save_unchanged_positions": false , "to_save_unchanged_positions": false
, "to_save_unchanged_positions": false
} }
, "publish_value_interval": 10.0 , "publish_value_interval": 10.0
} }

5
data/apps/tests/send_order_cvtt.cfg
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@ -1,5 +1,7 @@
{ {
"__DUMMY__": null "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "exchanges_settings": { , "exchanges_settings": {
"CVTT_COINBASE": { "CVTT_COINBASE": {
@ -18,6 +20,5 @@
# } # }
} }
} }
, "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
} }

11
data/apps/trader_app.cfg
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@ -1,5 +1,6 @@
{ {
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
@ -10,6 +11,16 @@
} }
} }
, "trader": { , "trader": {
"books": {
"CVTT_BK01": {}
}
, "algos": {
"TRDALGO_001": {
"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
, "params": {}
}
}
, "trading_pos_diff_pct_trigger": 10.0
} }
} }

25
data/refdata/exchanges.cfg
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@ -1,3 +1,5 @@
@var DatabaseHost=cryptoval1.cvtt.vpn
# @var DatabaseHost=cryptoval1.sheynin.home
{ {
"__DUMMY__": {} "__DUMMY__": {}
# ---------------------- C # ---------------------- C
@ -13,6 +15,10 @@
, "ws_url": ["WSS", "wss://stream.binance.com/ws"] , "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
# https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
} }
} }
, "BNBFUT": { , "BNBFUT": {
@ -26,6 +32,11 @@
, "reconnect_secs": 2.0 , "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"] , "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
} }
} }
, "BNBFUT-2": { , "BNBFUT-2": {
@ -63,6 +74,11 @@
, "reconnect_secs": 10 , "reconnect_secs": 10
, "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"] , "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
, "REST": {
# https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
} }
} }
# ---------------------- C # ---------------------- C
@ -75,12 +91,11 @@
"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient" "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
} }
, "redis": { , "accounting": {
"url": "redis://cloud17.cvtt.vpn" "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
}
,"listen_channel_prefix": "CVTT_CLNT" ,"listen_channel_prefix": "CVTT_CLNT"
, "executor_channel": "EXEC" , "executor_channel": "EXEC"
, "ping_timeout_secs": 2.0
}
} }
, "CVTT_COINBASE_LOCAL": { , "CVTT_COINBASE_LOCAL": {
"exchange_id": "CVTT_COINBS" "exchange_id": "CVTT_COINBS"
@ -162,7 +177,7 @@
"module": "cvttpy.tools.db.timescale.tsdb_client" "module": "cvttpy.tools.db.timescale.tsdb_client"
, "class": "TimescaleDbClient" , "class": "TimescaleDbClient"
, "connect": { , "connect": {
"host": "cryptoval1.cvtt.vpn" "host": ${DatabaseHost}
, "port": 5432 , "port": 5432
, "database": "coinbase" , "database": "coinbase"
} }