20250812

config_service.code-workspace

@@ -1,7 +1,7 @@
 {
 	"folders": [
 		{
-			"path": "../../../../works/repos/config_service"
+			"path": "."
 		}
 	]
 }

data/admin/cvtt_services.cfg

@@ -34,8 +34,10 @@
     "Youtrack": {
         "to_check": "Yes",
         "protocol": "http",
-        "host": "cloud23.cvtt.vpn",
+        # "host": "vendor-services.cvtt.vpn",
-        "port": 8383
+        # "port": 8383
+        "host": "tasks.cvtt.net",
+        "port": 443
     },
     "Trading Calendar": {
         "to_check": "Yes",

data/apps/cvtt_musvc_crypto.cfg

@@ -0,0 +1,135 @@
+@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"
+            }
+        }
+    }
+}

data/config_service.code-workspace

@@ -1,10 +0,0 @@
-{
-	"folders": [
-		{
-			"path": ".."
-		}
-	],
-	"settings": {
-		"workbench.colorTheme": "Tomorrow Night Blue"
-	}
-}

data/refdata/exchange_instruments.cfg

@@ -43,9 +43,9 @@
                 "md_symbol": "ADAUSDT",
                 "trade_symbol": "ADAUSDT"
             },
-            "PAIR-AVAX-BUSD": {
+            "PAIR-AVAX-USDT": {
-                "md_symbol": "AVAXBUSD",
+                "md_symbol": "AVAXUSDT",
-                "trade_symbol": "AVAXBUSD"
+                "trade_symbol": "AVAXUSDT"
             },
             "PAIR-BCH-BUSD": {
                 "md_symbol": "BCHBUSD",

data/refdata/exchanges.cfg

@@ -9,10 +9,9 @@
          , "name":               "Alpaca Trading"
         , "type":               "EQUITY"
 
-        , "cred_key":  "ALPACA_PROD"
-
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
+            "credentials_key":  "ALPACA_PROD"
+            , "class":  "cvttpy_trading.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             # D E P R E C A T E D
             , "REST": {
@@ -39,7 +38,7 @@
             }
         }
         , "mktdata" : {
-            "class":           "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
+            "class":           "cvttpy_trading.exchanges.alpaca.mkt_data.AlpacaStockFeed"
             , "reconnect_secs": 2.0
 
             # D E P R E C A T E D
@@ -70,7 +69,7 @@
             }
         }
         , "accounting": {
-            "class":  "cvttpy.exchanges.alpaca.acct_client.AlpacaAccounting"
+            "class":  "cvttpy_trading.exchanges.alpaca.acct_client.AlpacaAccounting"
 
             # D E P R E C A T E D
             , "REST": {
@@ -95,10 +94,10 @@
         , "name":               "Alpaca Trading"
         , "type":               "EQUITY"
 
-        , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
+            "credentials_key":  "ALPACA_SANDBOX"
+            , "class":  "cvttpy_trading.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             # D E P R E C A T E D
             , "REST": {
@@ -125,7 +124,7 @@
             }
         }
         , "mktdata" : {
-            "class":           "cvttpy.exchanges.alpaca.mkt_data.AlpacaMdFeed"
+            "class":           "cvttpy_trading.exchanges.alpaca.mkt_data.AlpacaMdFeed"
             , "reconnect_secs": 2.0
 
             # D E P R E C A T E D
@@ -155,7 +154,8 @@
             }
         }
         , "accounting": {
-            "class":  "cvttpy.exchanges.alpaca.acct_client.AlpacaAccounting"
+            "credentials_key":  "ALPACA_SANDBOX"
+            , "class":  "cvttpy_trading.exchanges.alpaca.acct_client.AlpacaAccounting"
 
             # D E P R E C A T E D
             , "REST": {
@@ -180,11 +180,9 @@
         , "name":               "Bitstamp"
         , "type":               "SPOT"
 
-        , "module"              : "cvttpy.oms.exchange"
-        , "connector_class"     : "MdOnlyExchangeConnector"
 
         , "mktdata" : {
-            "class":          "cvttpy.exchanges.bitstamp.mkt_data.BitstampMdFeed"
+            "class":          "cvttpy_trading.exchanges.bitstamp.mkt_data.BitstampMdFeed"
             , "reconnect_secs": 2
 
             # D E P R E C A T E D
@@ -204,7 +202,7 @@
         , "type":               "FUTURES"
 
         , "mktdata" : {
-            "class":           "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
+            "class":           "cvttpy_trading.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
             , "max_connections": 10
             , "reconnect_secs": 2.0
 
@@ -234,7 +232,7 @@
         , "type":               "SPOT"
 
         , "mktdata" : {
-            "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
+            "class": "cvttpy_trading.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
             , "max_connections": 10
             , "reconnect_secs": 2.0
 
@@ -265,7 +263,7 @@
         , "type":               "SPOT"
 
         , "mktdata" : {
-            "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
+            "class": "cvttpy_trading.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
             , "reconnect_secs": 10
 
             # D E P R E C A T E D
@@ -293,16 +291,8 @@
         , "type":               "SPOT"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
+            "credentials_key": "COINBASE_ADV_TRD"
-
+            "class":  "cvttpy_trading.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
-            # D E P R E C A T E D
-            # , "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
-            # , "REST": {
-            #     "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
-            #     , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
-            #     , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
-            # }
-            # D E P R E C A T E D
 
             , "api": {
                 "web_socket": {
@@ -317,15 +307,8 @@
         }
 
         , "accounting": {
-            "class":  "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
+            "credentials_key": "COINBASE_ADV_RO"
-
+            "class":  "cvttpy_trading.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
-            # D E P R E C A T E D
-            # , "REST": {
-            #     "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
-            #     , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
-            #     , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
-            # }
-            # D E P R E C A T E D
 
             , "api": {
                 "REST": {
@@ -337,16 +320,12 @@
         }
 
         , "mktdata" : {
-            "class":  "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
+            "class":  "cvttpy_trading.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
 
             , "reconnect_secs": 2
             , "max_connections": 10
             , "price_throttle": true
 
-            # D E P R E C A T E D
-            # , "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
-            # D E P R E C A T E D
-
             , "api": {
                 "REST": {
                     "products_url": "https://api.exchange.coinbase.com/products"
@@ -364,11 +343,8 @@
         , "name": "Gemini"
         , "type": "SPOT"
 
-        , "module"              : "cvttpy.oms.exchange"
-        , "connector_class"     : "MdOnlyExchangeConnector"
-
         , "mktdata" : {
-            "class": "cvttpy.exchanges.gemini.mkt_data.GeminiMdFeed"
+            "class": "cvttpy_trading.exchanges.gemini.mkt_data.GeminiMdFeed"
             , "reconnect_secs": 1
 
             # D E P R E C A T E D
@@ -389,11 +365,8 @@
         , "name": "Gemini"
         , "type": "SPOT"
 
-        , "module"              : "cvttpy.oms.exchange"
-        , "connector_class"     : "MdOnlyExchangeConnector"
-
         , "mktdata" : {
-            "class": "cvttpy.exchanges.gemini.mkt_data.GeminiMdFeed"
+            "class": "cvttpy_trading.exchanges.gemini.mkt_data.GeminiMdFeed"
             , "reconnect_secs": 1
 
             # D E P R E C A T E D
@@ -422,7 +395,7 @@
             }
         }
         , "accounting": {
-            "class": "cvttpy.exchanges.gemini.account.GeminiExchAccounting"
+            "class": "cvttpy_trading.exchanges.gemini.account.GeminiExchAccounting"
             # D E P R E C A T E D
             , "REST": {
                 "open_orders_url": ["POST",  "https://api.sandbox.gemini.com/v1/orders"]
@@ -455,7 +428,7 @@
         , "type":               "SPOT"
 
         , "mktdata" : {
-            "class":           "cvttpy.exchanges.kraken.mkt_data.KrakenMdFeed"
+            "class":           "cvttpy_trading.exchanges.kraken.mkt_data.KrakenMdFeed"
             , "max_connections": 10
             , "reconnect_secs": 2.0
 
@@ -480,7 +453,7 @@
         , "type":               "SPOT"
 
         , "mktdata" : {
-            "class":           "cvttpy.exchanges.okx.mkt_data.OkxMdFeed"
+            "class":           "cvttpy_trading.exchanges.okx.mkt_data.OkxMdFeed"
             , "max_connections": 10
             , "reconnect_secs": 2.0
 
@@ -508,12 +481,12 @@
 
 
     #     , "mktdata" : {
-    #         "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
     #         "ws_url": ["WS", "ws://localhost:10180/ws"]
     #     }
 
     #     , "order_entry": {
-    #         "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
 
     #         , "REST": {
     #             "new_order_url": ["POST", "http://localhost:10182/order"]
@@ -525,7 +498,7 @@
     #         "ws_url": ["WSS", "ws://localhost:10181/ws"]
     #     }
     #     , "accounting": {
-    #         "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.acct_client.MktSimAccounting"
     #         , "REST": {
     #                 "positions_url": ["GET", "http://localhost:10083/positions"]
     #                 , "trades_url": ["GET", "http://localhost:10083/trades"]
@@ -540,12 +513,12 @@
 
 
     #     , "mktdata" : {
-    #         "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
     #         "ws_url": ["WS", "ws://localhost:8080/ws"]
     #     }
 
     #     , "order_entry": {
-    #         "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
 
     #         , "REST": {
     #             "new_order_url": ["POST", "http://localhost:8181/order"]
@@ -557,7 +530,7 @@
     #         "ws_url": ["WSS", "ws://localhost:8180/ws"]
     #     }
     #     , "accounting": {
-    #         "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.acct_client.MktSimAccounting"
     #         , "REST": {
     #                 "positions_url": ["GET", "http://localhost:8182/positions"]
     #                 , "trades_url": ["GET", "http://localhost:8182/trades"]