20260806

.gitignore

@@ -1 +1,3 @@
-.vscode
+.vscode/
+tmp/
+__DEPRECATED__/

config_service.code-workspace

@@ -1,7 +0,0 @@
-{
-	"folders": [
-		{
-			"path": "."
-		}
-	]
-}

data/admin/README

@@ -0,0 +1 @@
+dist.json.cfg - MUST BE STRICT JSON: no comments, macros, etc.

data/admin/cvtt_hosts.cfg

@@ -7,11 +7,11 @@
 {
     "cvtt.vpn": {
         // ----------- C l o u d
-        "cloud11": {
-            "type": "cloud",
-            "users": ["oleg", "cvtt"],
-            "docker": "true",
-        },
+#        "cloud11": {
+#            "type": "cloud",
+#            "users": ["oleg", "cvtt"],
+#            "docker": "true",
+#        },
         "cloud15": {
             "type": "cloud",
             "users": ["oleg"],
@@ -27,11 +27,6 @@
             "users": ["oleg", "cvtt", "cvttdist", "git"],
             "docker": "true",
         },
-        "cloud22": {
-            "type": "cloud",
-            "users": ["oleg"],
-            "docker": "false",
-        },
         "cloud23": {
             "type": "cloud",
             "users": ["oleg", "cvtt"],
@@ -57,14 +52,29 @@
             "users": ["oleg", "cvtt"],
             "docker": "true",
         },
+        "cloud32": {
+            "type": "cloud",
+            "users": ["oleg"],
+            "docker": "false",
+        },
+        "cloud33": {
+            "type": "cloud",
+            "users": ["oleg"],
+            "docker": "false",
+        },
 
         // ----------- B a r e  M e t a l
-        "hs01": {
+        "hpbs01": {
             "type": "metal",
             "users": ["oleg", "cvtt", "cvttdist", "git"],
             "docker": "true",
         },
-        "hbkp01": {
+        "hpve01": {
+            "type": "metal",
+            "users": ["oleg"],
+            "docker": "false",
+        },
+        "hpve02": {
             "type": "metal",
             "users": ["oleg"],
             "docker": "false",
@@ -114,30 +124,11 @@
         },
 
         // -- Headless
-        # "cvtt-build": {
-        #     "type": "vm",
-        #     "users": ["oleg"],
-        #     "docker": "true",
-        #     "to_check": "No",
-        # },
         "cvtt-md": {
             "type": "vm",
             "users": ["oleg", "cvtt"],
             "docker": "true",
         },
-        # "cvtt-testserver": {
-        #     "type": "vm",
-        #     "users": ["oleg", "cvtt"],
-        #     "docker": "true",
-        #     "to_check": "No",
-        # },
-        # "cvtt-testdb": {
-        #     "type": "vm",
-        #     "users": ["oleg", "cvtt"],
-        #     "docker": "true",
-        #     "to_check": "false",
-        #     "timeout_sec": 11,
-        # },
         "ops-server": {
             "type": "vm",
             "users": ["oleg", "cvtt"],
@@ -156,13 +147,5 @@
             "to_check": "Yes",
         },
     },
-
-    "cryptovaltrading.com": {
-        "cloud18": {
-            "users": ["oleg"],
-            "type": "cloud",
-            "ssh_port": 7822,
-        },
-    },
 }
 

data/admin/cvtt_services.cfg

@@ -2,7 +2,7 @@
     "Mattermost": {
         "to_check": "Yes",
         "protocol": "https",
-        "host": "mattermost.cryptovaltrading.com",
+        "host": "mattermost.cvtt.net",
         "port": 443
     },
     "Gitea": {
@@ -45,12 +45,12 @@
         "host": "trading-calendar.cvtt.net",
         "port": 443
     },
-    "US EQTY Rel.Liquidity": {
-        "to_check": "Yes",
-        "protocol": "http",
-        "host": "cloud23.cvtt.vpn",
-        "port": 5678
-    },
+    # "US EQTY Rel.Liquidity": {
+    #     "to_check": "Yes",
+    #     "protocol": "http",
+    #     "host": "cloud23.cvtt.vpn",
+    #     "port": 5678
+    # },
     # "PyTorch (Jupyter)": {
     #     "to_check": "No",
     #     "protocol": "http",

data/admin/dist.json.cfg

@@ -0,0 +1,61 @@
+{
+    "cvttpy_tools": {
+        "dist_root": "/home/cvttdist/software/cvtt2",
+        "dist_user": "cvttdist",
+        "dist_locations": [
+            "cloud21.cvtt.vpn:22",
+            "hpbs01.cvtt.vpn:22"
+        ]
+    },
+    "cvttpy_trading": {
+        "dist_root": "/home/cvttdist/software/cvtt2",
+        "dist_user": "cvttdist",
+        "dist_locations": [
+            "cloud21.cvtt.vpn:22",
+            "hpbs01.cvtt.vpn:22"
+        ],
+        "dependencies": [
+            "cvttpy_tools"
+        ]
+    },
+    "cvttpy_apps": {
+        "dist_root": "/home/cvttdist/software/cvtt2",
+        "dist_user": "cvttdist",
+        "dist_locations": [
+            "cloud21.cvtt.vpn:22",
+            "hpbs01.cvtt.vpn:22"
+        ], 
+        "dependencies": [
+            "cvttpy_tools",
+            "cvttpy_trading"
+        ]
+    },
+    "cvttpy_microservices": {
+        "dist_root": "/home/cvttdist/software/cvtt2",
+        "dist_user": "cvttdist",
+        "dist_locations": [
+            "cloud21.cvtt.vpn:22",
+            "hpbs01.cvtt.vpn:22"
+        ], 
+        "dependencies": [
+            "cvttpy_tools",
+            "cvttpy_trading"
+        ]
+    },
+    "cvtt_docker": {
+        "dist_root": "/home/cvttdist/software/cvtt2",
+        "dist_user": "cvttdist",
+        "dist_locations": [
+            "cloud21.cvtt.vpn:22",
+            "hpbs01.cvtt.vpn:22"
+        ]
+    },
+    "cvtt_dashboard": {
+        "dist_root": "/home/cvttdist/software/cvtt2",
+        "dist_user": "cvttdist",
+        "dist_locations": [
+            "cloud21.cvtt.vpn:22",
+            "hpbs01.cvtt.vpn:22"
+        ]
+    }
+}

data/apps/__DEPRECATED__/__OLD__strategies .cfg

@@ -1,32 +0,0 @@
-{
-    "CVTT_QST001": {
-        "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
-        , "params": {
-            "dummy": "dummy"
-        }
-    }
-    , "VWAP001": {
-        "class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
-        , "params": {
-            "vwap_interval": "1 hour"
-            , "hist_md_source": {
-                "loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TsMdLoader"
-                , "credentials_key":  "TSDB_MD_CVTTDATA_RO"
-                , "interval": "2 hours"
-                #, "from_time" is calculated
-            }
-        }
-    }
-    , "DAILY_STOCK_001": {
-        "class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
-        , "params": {
-            "liquidate_at": "15:45" # EDT Time
-        }
-    }
-    , "MAN-TPOS-BY-REDIS": {
-        "class": "cvttpy.trading.strategies.manual_strat.TgtPosByRedisStrategy"
-        , "params": {
-            "redis_subject": "MAN_TGT_POS"
-        }
-    }
-}

data/apps/__DEPRECATED__/active_instruments.cfg

@@ -1,10 +0,0 @@
-{
-    "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"
-        }
-    }
-}

data/apps/__DEPRECATED__/cvtt.cfg

@@ -1,251 +0,0 @@
-@var ResultPath=/tmp
-
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "comm_settings": "/comm/pubsub/redis/cloud17"
-    # , "cvttcomm": {
-    #     "type": "redis"
-    #     # , "comm_settings": "/comm/pubsub/redis/localhost"
-    #     , "comm_settings": "/comm/pubsub/redis/cloud17"
-    # }
-    , "session_type": "PERMANENT"
-    , "books": {
-        "CVTT_BK01": {}
-    }
-    ###### 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": "${SourcePath}/20240424.ALPACA.QAT.db"
-                # }
-            ]
-        }
-        , "accounting": {
-            "initial_positions": {
-                "COINBASE": {
-                    "BTC": 0
-                    , "USD": 1000.0
-                }
-            }
-        }
-        , "order_entry": {
-            "execution": {
-                "top_only": true
-                ,"min_order_age_sec": 0.1
-                , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
-                # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-            }
-        }
-    }
-    ###### N E W  S E C T I O N - end
-    , "backtest": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                }
-                ,"order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                }
-                ,"accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-            }
-        }
-        , "source": {
-            "database": {
-                "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-                , "credentials_key": "TSDB_MD_CVTTDATA_RO"
-            }
-            # , "interval": "4 hours"
-            , "interval": "6 hours"
-            , "from_time": "2024-04-01 09:00:00"
-        }
-        , "initial_positions": {
-            "COINBASE": {
-                "BTC": 0
-                , "USD": 1000.0
-            }
-        }
-        , "simulation": {
-            "speed_factor": 0.0
-        }
-        , "execution": {
-            "top_only": true
-            ,"min_order_age_sec": 0.1
-            , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
-            # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-        }
-        , "result": {
-            "repository": "${ResultPath}/backtest_results.json"
-            , "db_file": "${ResultPath}/%T.backtest.db"
-        }
-    }
-    # --------------------------------------------------------------------
-    , "trader": {
-        "app_channel": "TRDR"    active_exchanges_: str
-
-        , "is_short_allowed": false
-        , "exchanges_settings": {
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-            }
-        }
-        , "algos": {
-            "TRDALGO_001": {
-                "class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
-                , "params": {}
-            }
-            , "TRDALGO_MOOMOC_01": {
-                "class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
-                , "params": {
-                },
-            }
-            , "TRDALGO_TWAP01": {
-                "class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
-                , "params": {
-                    "num_slices":                     5
-                    , "duration_sec":              1500  # 25 min
-                    , "max_order_usd":              100
-                    , "passive_stage_t1":           0.4  # join BBO, the rest is aggressive
-                    , "aggressive_stage_t2":        0.4
-                    , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
-                    , "marketable_stage_added_ticks": 0
-                },
-            }
-            , "TRDALGO_ICEBERG01": {
-                "class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
-                , "params": {
-                    "num_slices":                     5
-                    , "duration_sec":              1500  # 25 min
-                    , "max_order_usd":              100
-                    , "passive_stage_t1":             0
-                    , "aggressive_stage_t2":          0
-                    , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
-                    , "marketable_stage_added_ticks":   0
-                },
-            }
-        }
-        , "trading_pos_diff_pct_trigger": 10.0
-        , "trading_depth": {
-            "BTC": 0.001
-            # "BTC": 0.1
-        }
-    }
-    # --------------------------------------------------------------------
-    "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"
-                }
-            }
-        }
-    }
-    # --------------------------------------------------------------------
-    , "quant": {
-        "app_channel": "QUANT"
-        , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
-        , "exchanges_settings": {
-            "COINBASE_AT": {
-                "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": {
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "trade": "COINBASE_ADV"
-                    , "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-    }
-    , "trading_recorder": {
-        # "format":  "CSV"
-        # "format":  "TSDB"
-        "format":  "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": "/tmp/cvtt_backtest.db"
-        }
-    }
-}
-

data/apps/__DEPRECATED__/cvtt_crypto_coinbs.cfg

@@ -1,214 +0,0 @@
-@var ResultPath=/tmp
-
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "comm_settings": "/comm/pubsub/redis/cloud17"
-    # , "cvttcomm": {
-    #     "type": "redis"
-    # }
-    , "session_type": "PERMANENT"
-    , "books": {
-        "CVTT_BK01": {}
-    }
-    ###### 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": "${SourcePath}/20240424.ALPACA.QAT.db"
-                # }
-            ]
-        }
-        , "accounting": {
-            "initial_positions": {
-                "COINBASE": {
-                    "BTC": 0
-                    , "USD": 1000.0
-                }
-            }
-        }
-        , "order_entry": {
-            "execution": {
-                "top_only": true
-                ,"min_order_age_sec": 0.1
-                , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
-                # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-            }
-        }
-    }
-    ###### N E W  S E C T I O N - end
-    , "backtest": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                }
-                ,"order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                }
-                ,"accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-            }
-        }
-        , "source": {
-            "loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TimescaleTSLoader"
-            , "credentials_key": "TSDB_MD_CVTTDATA_RO"
-            # , "interval": "4 hours"
-            , "interval": "2 hours"
-            , "from_time": "2024-04-15 09:00:00"
-        }
-        , "initial_positions": {
-            "COINBASE": {
-                "BTC": 0
-                , "USD": 1000.0
-            }
-        }
-        , "simulation": {
-            "speed_factor": 0.0
-        }
-        , "execution": {
-            "top_only": true
-            ,"min_order_age_sec": 0.1
-            , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
-            # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-        }
-        , "result": {
-            "repository": "${ResultPath}/backtest_results.json"
-            , "db_file": "${ResultPath}/%T.backtest.db"
-        }
-    }
-    # --------------------------------------------------------------------
-    , "trader": {
-        "app_channel": "TRDR"    active_exchanges_: str
-
-        , "is_short_allowed": false
-        , "exchanges_settings": {
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-            }
-        }
-        , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
-        , "trading_pos_diff_pct_trigger": 10.0
-        , "trading_depth": {
-            "BTC": 0.001
-            # "BTC": 0.1
-        }
-    }
-    # --------------------------------------------------------------------
-    "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"
-                }
-            }
-        }
-    }
-    # --------------------------------------------------------------------
-    , "quant": {
-        "app_channel": "QUANT"
-
-        , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
-        , "exchanges_settings": {
-            "COINBASE_AT": {
-                "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": {
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "trade": "COINBASE_ADV"
-                    , "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-    }
-    , "trading_recorder": {
-        # "format":  "CSV"
-        # "format":  "TSDB"
-        "format":  "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": "/tmp/cvtt_backtest.db"
-        }
-    }
-}
-

data/apps/__DEPRECATED__/cvttcomm.cfg

@@ -1,11 +0,0 @@
-{
-    "type": "redis",
-    "comm_settings": "/comm/pubsub/redis/localhost"
-    , "app_channels": {
-        "executor": "EXEC"
-        , "risk_manager": "RMGR"
-        , "trader": "TRDR"
-        , "quant": "QUANT"
-    }
-}
-

data/apps/__DEPRECATED__/exchange_accounts.cfg

@@ -1,57 +0,0 @@
-@var DatabaseHost=cryptoval1.cvtt.vpn
-# @var DatabaseHost=cryptoval1.sheynin.home
-{
-    "__DUMMY__": {}
-    # ----------------------------- A
-    , "ALPACA_PROD01": {
-        "exchange": "ALPACA_PROD",
-        "credentials_key": "ALPACA_PROD"
-    }
-    , "ALPACA_SIM": {
-        "exchange": "ALPACA_SIM",
-        "credentials_key": "ALPACA_PROD"
-    }
-    , "ALPACA_SNDBX01": {
-        "exchange": "ALPACA_SNDBX",
-        "credentials_key": "ALPACA_SANDBOX"
-    }
-    # ---------------------------- B
-    , "BITSTAMP_ACCT": {
-        "exchange": "BITSTAMP",
-    }
-    , "BNBSPOT_ACCT": {
-        "exchange":          "BNBSPOT"
-    }
-    , "BNBFUT01": {
-        "exchange":          "BNBFUT"
-    }
-    , "BNBFUT02": {
-        "exchange":          "BNBFUT-2"
-    }
-
-    , "BNBSPOT_US01": {
-        "exchange":          "BNBSPOT_US"
-    }
-    , "COINBASE_PROD01": {
-        "exchange":          "COINBASE_AT"
-    }
-    , "COINBASE_SIM": {
-        "exchange_id":          "COINBASE_SIM"
-    }
-    # ---------------------------- G
-    , "GEMINI01": {
-        "exchange": "GEMINI"
-    }
-    , "GEMINI-SNDBX01": {
-        "exchange": "GEMINI-SNDBX"
-    }
-    # ---------------------------- K
-    , "KRAKEN01": {
-        "exchange":          "KRAKEN"
-    }
-    # ---------------------------- O
-    , "OKX01": {
-        "exchange":          "OKX"
-    }
-}
-

data/apps/__DEPRECATED__/executor_app.cfg

@@ -1,24 +0,0 @@
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "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"
-            }
-        }
-    }
-}

data/apps/__DEPRECATED__/md_portal.cfg

@@ -1,5 +0,0 @@
-{
-    # ----------------------------------
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-}

data/apps/__DEPRECATED__/md_rec_monitor_cld21.cfg

@@ -1,54 +0,0 @@
-{
-    "check_interval_sec": 10.0
-    , "status_report_interval_sec": 3600.0
-    , "after_alert_interval_sec": 180.0 #
-    , "db": {
-        "CLD21": {
-            "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-            , "cred_key":  "TSDB_MD_CLD21_RO"
-        }
-    }
-    , "mmost": {
-        "cred_key": "MATTERMOST"
-        , "alert_channel": "Alerts-CVTT"
-        , "status_channel": "Status-CVTT"
-    }
-    , "data_checks": {
-        "BNBFUT-1": {
-            "tables": ["bnbfut.md_booktops"]
-            , "exchange_id": "BNBFUT"
-            , "instruments": ["PERP-BTC-USDT"]
-            , "threshold_sec": 30.0
-        }
-        , "BNBFUT-2": {
-            "tables": ["bnbfut.md_trades"]
-            , "exchange_id": "BNBFUT"
-            , "instruments": ["PERP-BTC-USDT"]
-            , "threshold_sec": 30.0
-        }
-        , "BNBSPOT-1": {
-            "tables": ["bnbspot.md_booktops"]
-            , "exchange_id": "BNBSPOT"
-            , "instruments": ["PAIR-BTC-USDT"]
-            , "threshold_sec": 30.0
-        }
-        , "BNBSPOT-2": {
-            "tables": ["bnbspot.md_trades"]
-            , "exchange_id": "BNBSPOT"
-            , "instruments": ["PAIR-BTC-USDT"]
-            , "threshold_sec": 30.0
-        }
-        , "COINBASE-1": {
-            "tables": ["coinbase.md_booktops"]
-            , "exchange_id": "COINBASE"
-            , "instruments": ["PAIR-BTC-USD"]
-            , "threshold_sec": 30.0
-        }
-        , "COINBASE-2": {
-            "tables": ["coinbase.md_trades"]
-            , "exchange_id": "COINBASE"
-            , "instruments": ["PAIR-BTC-USD"]
-            , "threshold_sec": 30.0
-        }
-    }
-}

data/apps/__DEPRECATED__/md_recorder_old.cfg

@@ -1,102 +0,0 @@
-@var WINDOW_SIZE_SEC=2592000 # 30 days
-{
-    "md_recorder": {
-        "db": {
-            "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-            , "connect": {
-                "host": "cryptoval1.cvtt.vpn"
-                , "port": 5432
-                , "database": "coinbase"
-            }
-        }
-        , "trades_tbl": "md_trades"   # D_E_P_R_E_C_A_T_E_D
-        , "booktop_tbl": "md_booktops"    # D_E_P_R_E_C_A_T_E_D
-        , "booksnap_tbl": "md_booksnaps"  # D_E_P_R_E_C_A_T_E_D
-        , "flush_interval_sec": 0.5
-        , "prune_interval_sec": 3600
-
-        , "collections": {
-            "__dummy__": null
-            , "COINBASE": {
-                "instruments": {
-                    "PAIR-BTC-USD": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                        # "BOOK_DEPTH": 3600
-                    }
-                    , "PAIR-ETH-USD": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                        # "BOOK_DEPTH": null
-                    }
-                    , "PAIR-LTC-USD": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                    , "PAIR-XRP-USD": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                }
-            }
-            , "BNBSPOT": {
-                "instruments": {
-                    "PAIR-BTC-USDT": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                    , "PAIR-ETH-USDT": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                    , "PAIR-LTC-USDT": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                    , "PAIR-XRP-USDT": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                    , "PAIR-USDT-USD": {
-                        "TRADES": ${WINDOW_SIZE_SEC},
-                        "BOOK_TOP": ${WINDOW_SIZE_SEC},
-                    }
-                }
-            }
-        }
-    }
-
-    # ----------------------------------
-    , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "exchanges_settings": {
-        "COINBASE_AT": {
-            "order_entry": {
-                "enabled": false
-                , "streaming": true
-            },
-            "mkt_data": {
-                "enabled": true
-                , "streaming": true
-            },
-            "accounting": {
-                "enabled": false
-                , "streaming": false
-            }
-        }
-        "BNBSPOT": {
-            "order_entry": {
-                "enabled": false
-                , "streaming": false
-            },
-            "mkt_data": {
-                "enabled": true
-                , "streaming": true
-            },
-            "accounting": {
-                "enabled": false
-                , "streaming": false
-            }
-        }
-    }
-}
-

data/apps/__DEPRECATED__/quant_app.cfg

@@ -1,39 +0,0 @@
-{
-
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "quant": {
-        "books": {
-            "CVTT_BK01": {}
-        }
-        , "strategies": {
-            "CVTT_QST001": {
-                "class": "cvttpy.trading.strategies.test_strat.TestStrategy"
-                , "params": {
-                    "dummy": "dummy"
-                }
-            }
-        }
-    }
-    , "exchanges_settings": {
-        "COINBASE_AT": {
-            "order_entry": {
-                "enabled": false
-                , "streaming": false
-            },
-            "mkt_data": {
-                "enabled": true
-                , "streaming": true
-            },
-            "accounting": {
-                "enabled": true
-                , "streaming": false
-            }
-            , "credentials_key": {
-                "trade": "COINBASE_ADV"
-                "read_only": "COINBASE_ADV_RO"
-            }
-        }
-    }
-}
-

data/apps/__DEPRECATED__/risk_manager_app.cfg

@@ -1,41 +0,0 @@
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "risk_manager": {
-        "book": "CVTT_BK01"
-        , "database": {
-            "positions_table": "cvtt_positions"
-            , "credentials_key": {
-                "write": "CVTT_DB_01"
-                , "read_only": "CVTT_DB_01"
-            }
-        }
-        , "positions": {
-            "load_interval_sec": 10.0
-            , "to_store_zero_positions": false
-            , "to_save_unchanged_positions": false
-        }
-        , "publish_value_interval": 10.0
-    }
-    , "exchanges_settings": {
-        "COINBASE_AT": {
-            "order_entry": {
-                "enabled": false
-                , "streaming": false
-            },
-            "mkt_data": {
-                "enabled": true
-                , "streaming": true
-            },
-            "accounting": {
-                "enabled": true
-                , "streaming": false
-            }
-            , "credentials_key": {
-                "trade": "COINBASE_ADV"
-                "read_only": "COINBASE_ADV_RO"
-            }
-        }
-    }
-}
-

data/apps/__DEPRECATED__/trader_app.cfg

@@ -1,25 +0,0 @@
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "exchanges_settings": {
-        "COINBASE_AT": {
-            "mkt_data": {
-                "enabled": true
-                , "streaming": true
-            },
-        }
-    }
-    , "trader": {
-        "books": {
-            "CVTT_BK01": {}
-        }
-        , "algos": {
-            "TRDALGO_001": {
-                "class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
-                , "params": {}
-            }
-        }
-        , "trading_pos_diff_pct_trigger": 10.0
-    }
-}
-

data/apps/algo_trade.cfg

@@ -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
-            }
-        }
-    }
-}

data/apps/common/algos.cfg

@@ -1,51 +1,45 @@
 {
-    "DIRECT_ORDER_ALGO": {
-        "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo"
-        , "params": {}
-    }
-    , "TRDALGO_SIMPLE_BO": {
-        "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
-        , "params": {}
-    }
-    , "TRDALGO_MOOMOC_01": {
-        "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo"
-        , "params": {}
-    }
-    , "TRDALGO_TWAP01": {
-        "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
-        , "params": {
-            "num_slices":                     5
-            , "duration_sec":              1500  # 25 min
-            , "max_order_usd":              100
-            , "passive_stage_t1":           0.4  # join BBO, the rest is aggressive
-            , "aggressive_stage_t2":        0.4
-            , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
-            , "marketable_stage_added_ticks": 0
-        },
-    }
-    , "TRDALGO_ICEBERG01_COINBS": {
-        "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
-        , "params": {
-            "num_slices":                     5
-            , "duration_sec":              1500  # 25 min #overloaded by --duration
-            , "max_order_usd":              100.
-            , "passive_stage_t1":             0
-            , "aggressive_stage_t2":          0
-            # , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
-            , "marketable_stage_added_ticks": 0
-            , "advance_on_slice_full_fill":   true  # default true
-        },
-    }
-    , "TRDALGO_ICEBERG01_ALPACA": {
-        "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
-        , "params": {
-            "num_slices":                     5
-            , "duration_sec":              1500  # 25 min
-            , "max_order_usd":              1000.
-            , "passive_stage_t1":             0
-            , "aggressive_stage_t2":          0
-            # , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
-            , "marketable_stage_added_ticks":   0
-        },
-    }
+    "DISABLED": {
+        "name": "Disabled Trading Algo",
+        "class": "cvttpy_trading.trading.algos.disabled.DisabledTradingAlgo",
+        "params": {}
+    }, 
+    "PASS_THROUGH": {
+        "name": "PassThrough Trading Algo",
+        "class": "cvttpy_trading.trading.algos.passthrough.PassThroughTradingAlgo",
+        "params": {
+            "support_send_order": true,
+            "support_cancel_order": true,
+        }
+    }, 
+    "LIQUIDATE": {
+        "name": "Liquidation Trading Algo",
+        "class": "cvttpy_trading.trading.algos.liquidate.LiquidateTradingAlgo",
+        "params": {
+            "order_pricer": {
+                "class": "BookTopJoinPricer",
+                "shift_bps": 10
+            },
+            "instruments": [
+                ["COINBASE", "PAIR-BTC-USD"],
+                ["COINBASE", "PAIR-ETH-USD"]
+            ]
+        }
+    }, 
+    "TARGET_POSITIONS": {
+        "name": "Target Positions Trading Algo"
+        "class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo",
+        "params": {
+            "order_pricer": {
+                "class": "BookTopMidPricer",
+                "shift_bps": 0
+            },
+            "pos_diff_pct_trigger": 10.0,
+            "mkt_data_threshold_sec": 1.0,
+            "instruments": [
+                ["COINBASE", "PAIR-BTC-USD"],
+                ["COINBASE", "PAIR-ETH-USD"]
+            ]
+        }
+    },
 }

data/apps/common/comm.cfg

@@ -7,6 +7,7 @@
             , "read_timeout" : 0.01
             , "ping_timeout_secs": 2.0
             , "verbose": false
+            , "unsubscribe_timeout_sec": 0.5
         }
         , "REDIS_LCLHOST": {
             "type": "redis"
@@ -14,6 +15,7 @@
             , "read_timeout" : 0.01
             , "ping_timeout_secs": 2.0
             , "verbose": false
+            , "unsubscribe_timeout_sec": 0.5
         }
         , "REDIS_LCLHOST_2_DCKR_COMPOSE": {
             "type": "redis"
@@ -22,42 +24,71 @@
             , "ping_timeout_secs": 2.0
             , "verbose": false
         }
-        , "REDIS_tester-01_2_DCKR_COMPOSE": { # to use docker compose service from outside
+        , "REDIS_tester-01_2_DCKR_COMPOSE": { 
             "type": "redis"
             , "url": "redis://cvtt-tester-01.cvtt.vpn:16379"
             , "read_timeout" : 0.01
             , "ping_timeout_secs": 2.0
             , "verbose": false
         }
-        # , "redis": {
-        #     "docker_microservices": { # docker compose used 
-        #         "url": "redis://redis:6379"
-        #         , "type": "redis"
-        #         , "read_timeout" : 0.01
-        #         , "ping_timeout_secs": 2.0
-        #         , "verbose": false
-        #     }
-        #     , "localhost": {
-        #         "url": "redis://localhost"
-        #         , "type": "redis"
-        #         , "read_timeout" : 0.01
-        #         , "ping_timeout_secs": 2.0
-        #         , "verbose": false
-        #     }
-        #     , "localhost-2-docker": {
-        #         "url": "redis://localhost:16379"
-        #         , "type": "redis"
-        #         , "read_timeout" : 0.01
-        #         , "ping_timeout_secs": 2.0
-        #         , "verbose": false
-        #     }
-        #     , "tester-01": { # to use docker compose service from outside
-        #         "url": "redis://cvtt-tester-01.cvtt.vpn:16379"
-        #         , "type": "redis"
-        #         , "read_timeout" : 0.01
-        #         , "ping_timeout_secs": 2.0
-        #         , "verbose": false
-        #     }
-        # }
+        , "REDIS_CLD32_TESTER": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cld32-tester.cvtt.vpn:16379"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+            , "verbose": false
+        }
+        , "REDIS_CLD32_TESTER_OHLCV": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cld32-tester.cvtt.vpn:26379"
+        }
+    }
+    , "cache": {
+        "REDIS_DCKR_COMPOSE": {
+            "type": "redis"
+            , "url": "redis://redis:6379"
+        }
+         , "REDIS_LCLHOST": {
+            "type": "redis"
+            , "url": "redis://localhost:6379"
+        }
+        , "REDIS_LCLHOST_2_DCKR_COMPOSE": {
+            "type": "redis"
+            , "url": "redis://localhost:16379"
+        }
+        , "REDIS_tester-01_2_DCKR_COMPOSE": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cvtt-tester-01.cvtt.vpn:16379"
+        }
+        , "REDIS_CLD32_TESTER": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cld32-tester.cvtt.vpn:16379"
+        }
+        , "REDIS_CLD32_TESTER_OHLCV": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cld32-tester.cvtt.vpn:26379"
+        }
+   }
+    , "md_cache": {
+        "REDIS_DCKR_COMPOSE": {
+            "type": "redis"
+            , "url": "redis://redis:6379/2"
+        }
+         , "REDIS_LCLHOST": {
+            "type": "redis"
+            , "url": "redis://localhost:6379/2"
+        }
+        , "REDIS_LCLHOST_2_DCKR_COMPOSE": {
+            "type": "redis"
+            , "url": "redis://localhost:16379/2"
+        }
+        , "REDIS_tester-01_2_DCKR_COMPOSE": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cvtt-tester-01.cvtt.vpn:16379/2"
+        }
+        , "REDIS_CLD32_TESTER": { # to use docker compose service from outside
+            "type": "redis"
+            , "url": "redis://cld32-tester.cvtt.vpn:16379/2"
+        }
     }
 }

data/apps/common/risk_strategies.cfg

@@ -1,8 +1,12 @@
 {
+    "DISABLED": {
+        "name": "Disabled (Prohibitive) Risk Strategy",
+        "class": "cvttpy_trading.trading.risk.base_risk.ProhibitiveRiskStrategy",
+        "params": {}
+    },
     "PERMISSIVE_RISK_STRATEGY": {
-        "class": "cvttpy.trading.risk.permissive.PermissiveRiskStrategy"
-        , "params": {
-            "dummy": "dummy"
-        }
+        "name": "Permissive Risk Strategy",
+        "class": "cvttpy_trading.trading.risk.base_risk.PermissiveRiskStrategy",
+        "params": {}
     }
 }

data/apps/common/strategies.cfg

@@ -1,31 +0,0 @@
-{
-
-    "hist_md_loaders": @inc=http://@env{CONFIG_SERVICE}/apps/common/hist_md_loaders
-    
-    , "CVTT_QST001": {
-        "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
-        , "default_params": {}
-    }
-    , "VWAP001": {
-        "class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
-        , "default_params": {
-            "vwap_interval": "1 hour"            , "hist_md_source": {
-                "loader": "TimescaleMktDataLoader"
-                , "interval": "2 hours"
-                #, "from_time" is calculated
-            }
-        }
-    }
-    # , "DAILY_STOCK_001": {
-    #     "class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
-    #     , "params": {
-    #         "liquidate_at": "15:45" # EDT Time
-    #     }
-    # }
-    # , "MAN-TPOS-BY-REDIS": {
-    #     "class": "cvttpy.trading.strategies.manual_strat.TgtPosByRedisStrategy"
-    #     , "params": {
-    #         "redis_subject": "MAN_TGT_POS"
-    #     }
-    # }
-}

data/apps/cvtt.cfg

@@ -1,116 +0,0 @@
-@var COORDINATOR_PORT=23456
-@var PASS_THROUGH_STRAT_PORT=12345
-
-
-{
-    "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
-
-    , "comm_settings": "comm/pubsub/redis/localhost"
-
-    , "coordinator": {
-        "api": {
-            "REST": {
-                "port": ${COORDINATOR_PORT},
-                "base_url": ["POST", "http://localhost:${COORDINATOR_PORT}"]
-            }
-        }
-    }
-    , "market_data_gateway": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                },
-            },
-        }
-        , "channel_prefix": "MD_GW"
-        , "app_status_channel": "MD_GW_APP_STATUS"
-        , "exchanges": [
-            "BNBFUT"
-            , "COINBASE_AT"
-        ]
-    }
-    , "order_entry_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            }
-        }
-        , "channel_prefix": "OE_GW"
-        , "app_status_channel": "OE_GW_APP_STATUS"
-        , "exchanges": [
-            "ALPACA_SNDBX"
-        ]
-    }
-    , "accounting_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            }
-        }
-        , "channel_prefix": "ACCT_GW"
-        , "app_status_channel": "ACCT_GW_APP_STATUS"
-        , "exchanges": [
-            "ALPACA_SNDBX"
-        ]
-    }
-    , "quant": {
-        "channel_prefix": "QUANT"
-        , "app_status_channel": "QUANT_MS_STATUS"
-        , "passthrough_strategy": {
-            "REST": {
-                "port": ${PASS_THROUGH_STRAT_PORT}
-                "base_url": ["POST", "http://localhost:${PASS_THROUGH_STRAT_PORT}"]
-            }
-            , "WS": {
-                "url": "ws://localhost:12346/ws"
-            }
-        }
-    }
-    , "trader": {
-        "channel_prefix": "TRADER"
-        , "app_status_channel": "TRADER_MS_STATUS"
-    }
-}

data/apps/cvtt_eqt_alpaca.cfg

@@ -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"
-        }
-    }
-}
-

data/apps/cvtt_musvc.cfg

@@ -1,169 +0,0 @@
-@var COORDINATOR_REST_PORT=23456
-@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": ${GLOBAL_CHANNEL_PREFIX}
-
-    , "accounting_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            },
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS"
-        , "exchanges": [
-            "ALPACA_SNDBX", "COINBASE_AT"
-        ]
-    }
-    , "bookkeeper": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS"
-        , "db": {
-            "server_type": "timescale",
-            "cred_key": "TSDB_CVTT_TESTER_01_DIRECT"
-            # "cred_key": "TSDB_CVTT_TRADINNG_PROD-01-RW"
-        }
-    }
-    , "coordinator": {
-        "api": {
-            "REST": {
-                "port": @env{COORDINATOR_REST_PORT},
-                "base_url": ["POST", "http://localhost:@env{COORDINATOR_REST_PORT}"]
-            }
-        }
-    }
-    , "market_data_gateway": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                },
-            },
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
-        , "exchanges": [
-            "COINBASE_AT"
-            , "COINBASE_FUT"
-            # , "BNBSPOT"
-            # , "BNBFUT"
-            # , "KRAKEN"
-            # , "BITSTAMP"
-            # , "OKX"
-            # , "GEMINI"
-            # , "ALPACA_SNDBX"
-        ]
-    }
-    , "order_entry_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS"
-        , "exchanges": [
-            "ALPACA_SNDBX"
-        ]
-    }
-    , "pricer": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER_MUSVC_STATUS"
-        , "api": {
-            "REST": {
-                "port": @env{PRICER_REST_PORT},
-                "base_url": ["POST", "http://localhost:@env{PRICER_REST_PORT}"]
-            }
-            , "WS": {
-                "url": "ws://localhost:@env{PRICER_WS_PORT}/ws"
-            }
-        }
-    }
-    , "quant": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.QUANT"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.QUANT_MUSVC_STATUS"
-    }
-    , "risk_manager": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR_MUSVC_STATUS"
-        , "revalue_interval_sec": 10.5
-    }
-    , "trader": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS"
-
-        , "pos_diff_pct_trigger": 10.0
-        , "trading_depth": {
-            "BTC": 0.001
-            # "BTC": 0.1
-        }
-
-    }
-}

data/apps/cvtt_musvc_crypto.cfg

@@ -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"
-            }
-        }
-    }
-}

data/apps/dashboard/cvtt_dashboard_test.cfg

@@ -0,0 +1,87 @@
+{
+    "cvtt_fgw": {
+        "REST": {
+            # "service": "cvtt-tester-01.cvtt.vpn:23456",
+            # "service": "dev-server-02.cvtt.vpn:23456",
+            "service": "cld32-tester.cvtt.vpn:23456",
+        },
+        "healthcheck": {
+            "endpoint": "/ping"
+            "interval_sec": 5,
+        },
+        "alerts": {
+            "endpoint": "/alerts",
+            "default_depth_hours": 48,
+            "interval_sec": 5
+        },
+        "consolidated_log": {
+            "endpoint": "/conslog",
+        },
+        "mktdata": {
+            "endpoints": {
+                "subscribe": "/mktdata/subscribe",
+                "last_trade": "/mktdata/last_trade",
+                "last_quote": "/mktdata/book_top",
+                "md_history": "/md_summary"
+            }
+        },
+        "books": {
+            "endpoints": {
+                "book_list": "/books",
+                "book_positions": "/book_positions",
+                "book_trades": "/book_trades",
+                "book_transactions": "/book_transactions",
+                "book_orders": "/book_orders",
+                "exchange_positions": "/exchange_positions",
+                "change_book_config": "/change_book_config",
+                "list_trading_algos": "/list_trading_algos",
+                "current_trading_algo": "/current_trading_algo",
+                "change_trading_algo": "/change_trading_algo",
+                "list_risk_strategies": "/list_risk_strategies",
+                "current_risk_strategy": "/current_risk_strategy",
+                "change_risk_strategy": "/change_risk_strategy",
+                "trading_instructions": "/trading_instructions",
+                "open_orders": "/open_orders"
+            }
+        },
+        "apps": {
+            "endpoints": {
+                "app_list": "/app_list",
+                "app_route": "/app_route"
+            }
+        },
+        "trading_instructions": {
+            "liquidate": {
+                "md_threshold_sec": 120 # 
+            }
+        }
+    },
+    "exchange_ids": {
+        "COINBASE_AT": "COINBASE"
+        , "BNBSPOT": "BNBSPOT"
+    },
+    "instruments": {
+        "COINBASE_AT": [
+            "PAIR-ADA-USD",
+            "PAIR-AVAX-USD",
+            "PAIR-BCH-USD",
+            "PAIR-BNB-USD",
+            "PAIR-BTC-USD",
+            "PAIR-DOGE-USD",
+            "PAIR-DOT-USD",
+            "PAIR-ETH-USD",
+            "PAIR-HBAR-USD",
+            "PAIR-LINK-USD",
+            "PAIR-LTC-USD",
+            "PAIR-SHIB-USD",
+            "PAIR-SOL-USD",
+            "PAIR-SUI-USD",
+            "PAIR-XLM-USD",
+            "PAIR-XRP-USD"
+        ],
+        # "BNBSPOT": [
+        #     "PAIR-BTC-USDT",
+        #     "PAIR-BTC-USDT"
+        # ]
+    }
+}

data/apps/md/md_recorder/cloud28/md_recorder.cfg

@@ -0,0 +1,185 @@
+{
+    "refdata": {
+        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
+        , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
+        , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
+        , "dynamic_instrument_exchanges": ["ALPACA"]
+        , "exchanges": {
+            "COINBASE_AT": {
+                "exchange_id":          "COINBASE"
+                , "name":               "Coinbase Advanced Trade"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    "class":  "cvttpy_trading.exchanges.coinbase.spot.mkt_data.CoinbaseSpotMdFeed"
+
+                    , "reconnect_secs": 2
+                    , "max_connections": 10
+                    , "price_throttle": true
+
+                    , "api": {
+                        "web_socket": {
+                            "url": "wss://ws-feed.exchange.coinbase.com"
+                        }
+                    }
+                }
+            }
+            , "BNBSPOT": {
+                "exchange_id":          "BNBSPOT"
+                , "name":               "Binance Spot"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    "class": "cvttpy_trading.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+
+                    , "api": {
+                        "web_socket": {
+                            "url": "wss://stream.binance.com/ws"
+                        },
+                        "REST": {
+                            "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
+                        }
+                    }
+                }
+            }
+            , "BNBFUT": {
+                "exchange_id":          "BNBFUT"
+                , "name":               "Binance Futures USD-M"
+                , "type":               "FUTURES"
+
+                , "mktdata" : {
+                    "class":           "cvttpy_trading.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+                    , "api": {
+                        "web_socket": {
+                            "url": "wss://fstream.binance.com/ws"
+                        },
+                        "REST": {
+                            "depth_snapshot_url": ["GET",  "https://fapi.binance.com/fapi/v1/depth"],
+                        }
+                    }
+                }
+            }
+        }
+    }
+    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
+
+    , "md_recorder": {
+        "instrument_groups": {
+            "BNBFUT_CLOUD28": [
+                "BNBFUT:PERP-BTC-USDT"
+                , "BNBFUT:PERP-ETH-USDT"
+            ],
+            "BNBSPOT_CLOUD28": [
+                "BNBSPOT:PAIR-ADA-USDT"
+                , "BNBSPOT:PAIR-AVAX-USDT"
+                , "BNBSPOT:PAIR-BCH-USDT"
+                , "BNBSPOT:PAIR-BTC-USDT"
+                , "BNBSPOT:PAIR-DOT-USDT"
+                , "BNBSPOT:PAIR-ETH-USDT"
+                , "BNBSPOT:PAIR-LTC-USDT"
+                , "BNBSPOT:PAIR-SOL-USDT"
+                , "BNBSPOT:PAIR-USDC-USDT"
+                , "BNBSPOT:PAIR-XRP-USDT"
+            ],
+            "COINBASE_CLOUD28": [
+                "COINBASE:PAIR-ADA-USD"
+                , "COINBASE:PAIR-AVAX-USD"
+                , "COINBASE:PAIR-BCH-USD"
+                , "COINBASE:PAIR-BTC-USD"
+                , "COINBASE:PAIR-DOT-USD"
+                , "COINBASE:PAIR-ETH-USD"
+                , "COINBASE:PAIR-LTC-USD"
+                , "COINBASE:PAIR-SOL-USD"
+                , "COINBASE:PAIR-XRP-USD"
+            ]
+        }
+        , "db": {
+            "class": "cvttpy_tools.db.timescale.tsdb_client.TimescaleDbClient"
+        }
+        , "flush_interval_sec": 0.5
+
+        , "collections": {
+            "__dummy__": null
+            , "ALPACA": {
+                # dynamic instruments names
+                "tables": {
+                    "trades": "alpaca_iex.md_trades"
+                    , "booktops": "alpaca_iex.md_booktops"
+                    , "booksnaps": "alpaca_iex.md_booksnaps"
+                }
+            }
+            , "BNBSPOT": {
+                "instruments": {
+                    "PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-AVAX-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbspot.md_trades"
+                    , "booktops": "bnbspot.md_booktops"
+                    , "booksnaps": "bnbspot.md_booksnaps"
+                }
+            }
+            , "BNBFUT": {
+                "instruments": {
+                    "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbfut.md_trades"
+                    , "booktops": "bnbfut.md_booktops"
+                    , "booksnaps": "bnbfut.md_booksnaps"
+                }
+            }
+            , "COINBASE": {
+                "instruments": {
+                    "PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-AVAX-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "coinbase.md_trades"
+                    , "booktops": "coinbase.md_booktops"
+                    , "booksnaps": "coinbase.md_booksnaps"
+                }
+            }
+        }
+    }
+
+    # ----------------------------------
+    , "exchanges_settings": {
+        "*": {
+            "order_entry": {
+                "enabled": false
+                , "streaming": false
+            },
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": false
+                , "streaming": false
+            }
+        }
+    }
+}

data/apps/md/md_recorder/cloud29/md_recorder.cfg

@@ -0,0 +1,179 @@
+{
+    "refdata": {
+        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
+        , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
+        , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
+        , "dynamic_instrument_exchanges": ["ALPACA"]
+        , "exchanges": {
+            "COINBASE_AT": {
+                "exchange_id":          "COINBASE"
+                , "name":               "Coinbase Advanced Trade"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    "class": "cvttpy_trading.exchanges.coinbase.spot.mkt_data.CoinbaseSpotMdFeed" # for 1.0.3
+
+                    , "reconnect_secs": 2
+                    , "max_connections": 10
+                    , "price_throttle": true
+
+                    , "api": {
+                        "web_socket": {
+                            "url": "wss://ws-feed.exchange.coinbase.com"
+                        }
+                    }
+                }
+            }
+            , "BNBSPOT": {
+                "exchange_id":          "BNBSPOT"
+                , "name":               "Binance Spot"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    "class": "cvttpy_trading.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+
+                    , "api": {
+                        "web_socket": {
+                            "url": "wss://stream.binance.com/ws"
+                        },
+                        "REST": {
+                            "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
+                        }
+                    }
+                }
+            }
+            , "BNBFUT": {
+                "exchange_id":          "BNBFUT"
+                , "name":               "Binance Futures USD-M"
+                , "type":               "FUTURES"
+
+                , "mktdata" : {
+                    "class":           "cvttpy_trading.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+                    , "api": {
+                        "web_socket": {
+                            "url": "wss://fstream.binance.com/ws"
+                        },
+                        "REST": {
+                            "depth_snapshot_url": ["GET",  "https://fapi.binance.com/fapi/v1/depth"],
+                        }
+                    }
+                }
+            }
+        }
+    }
+    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
+
+    , "md_recorder": {
+        "instrument_groups": {
+            "BNBFUT_CLOUD29": [
+                "BNBFUT:PERP-BTC-USDT"
+                , "BNBFUT:PERP-ETH-USDT"
+            ],
+            "BNBSPOT_CLOUD29": [
+                "BNBSPOT:PAIR-ADA-USDT"
+                , "BNBSPOT:PAIR-AVAX-USDT"
+                , "BNBSPOT:PAIR-BCH-USDT"
+                , "BNBSPOT:PAIR-BTC-USDT"
+                , "BNBSPOT:PAIR-DOT-USDT"
+                , "BNBSPOT:PAIR-ETH-USDT"
+                , "BNBSPOT:PAIR-LINK-USDT"
+                , "BNBSPOT:PAIR-LTC-USDT"
+                , "BNBSPOT:PAIR-SOL-USDT"
+                #, "BNBSPOT:PAIR-USDC-USDT"
+                , "BNBSPOT:PAIR-XRP-USDT"
+            ],
+            "COINBASE_CLOUD29": [
+                "COINBASE:PAIR-ADA-USD"
+                , "COINBASE:PAIR-AVAX-USD"
+                , "COINBASE:PAIR-BCH-USD"
+                , "COINBASE:PAIR-BTC-USD"
+                , "COINBASE:PAIR-DOT-USD"
+                , "COINBASE:PAIR-ETH-USD"
+                , "COINBASE:PAIR-LINK-USD"
+                , "COINBASE:PAIR-LTC-USD"
+                , "COINBASE:PAIR-SOL-USD"
+                , "COINBASE:PAIR-XRP-USD"
+            ],
+        }
+       , "db": {
+            "class": "cvttpy_tools.db.timescale.tsdb_client.TimescaleDbClient"
+        }
+        , "collections": {
+            "__dummy__": null
+            , "BNBSPOT": {
+                "instruments": {
+                    "PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-AVAX-USDT": ["TRADES"]
+                    , "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LINK-USDT": ["TRADES"]
+                    , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbspot.md_trades"
+                    , "booktops": "bnbspot.md_booktops"
+                    , "booksnaps": "bnbspot.md_booksnaps"
+                }
+            }
+            , "BNBFUT": {
+                "instruments": {
+                    "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbfut.md_trades"
+                    , "booktops": "bnbfut.md_booktops"
+                    , "booksnaps": "bnbfut.md_booksnaps"
+                }
+            }
+            , "COINBASE": {
+                "instruments": {
+                    "PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-AVAX-USD": ["TRADES"]
+                    , "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LINK-USD": ["TRADES"]
+                    , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "coinbase.md_trades"
+                    , "booktops": "coinbase.md_booktops"
+                    , "booksnaps": "coinbase.md_booksnaps"
+                }
+            }
+        }
+    }
+
+    # ----------------------------------
+    "exchanges_settings": {
+        "*": {
+            "order_entry": {
+                "enabled": false
+                , "streaming": false
+            },
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": false
+                , "streaming": false
+            }
+        }
+    }
+}

data/apps/md/ohlcv_recorder/archive_ohlcv.cfg

@@ -0,0 +1,9 @@
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
+
+    , "db": {
+        "class": "cvttpy_tools.db.timescale.tsdb_client.TimescaleDbClient",
+        "cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
+    }
+}

data/apps/md/ohlcv_recorder/backfill/ohlcv_backfill.cfg

@@ -0,0 +1,26 @@
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+    "md_history_depth_hrs": 36,
+    "to_fill_entire_depth": false, # consider a gap if entire depth is empty, if False - warn and ignore
+    "beacon_instruments": {
+        "COINBASE_AT": [
+            "PAIR-ADA-USD",
+            "PAIR-AVAX-USD",
+            "PAIR-BCH-USD",
+            "PAIR-BNB-USD",
+            "PAIR-BTC-USD",
+            "PAIR-DOGE-USD",
+            "PAIR-DOT-USD",
+            "PAIR-ETH-USD",
+            "PAIR-HBAR-USD",
+            "PAIR-LINK-USD",
+            "PAIR-LTC-USD",
+            "PAIR-SHIB-USD",
+            "PAIR-SOL-USD",
+            "PAIR-SUI-USD",
+            "PAIR-XLM-USD",
+            "PAIR-XRP-USD"
+        ],
+    }
+}
+

data/apps/md/ohlcv_recorder/ohlcv_monitor.cfg

@@ -0,0 +1,144 @@
+{
+    # "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+
+    "db": {
+        "cred_key": @env{DB_CREDENTIALS_KEY}
+    }, 
+    "instruments": [
+        # ------------- BINANCE
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-ADA-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-AVAX-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-BCH-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-BNB-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-BTC-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-DOGE-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-DOT-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-ETH-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-HBAR-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-LINK-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-LTC-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-SHIB-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-SOL-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-SUI-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-XLM-USDT"
+        # },
+        # {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-XRP-USDT"
+        # },
+        # ------------- COINBASE
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-ADA-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-AVAX-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-BCH-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-BNB-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-BTC-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-DOGE-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-DOT-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-ETH-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-HBAR-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-LINK-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-LTC-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-SHIB-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-SOL-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-SUI-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-XLM-USD"
+        },
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-XRP-USD"
+        }
+    ], 
+    "mmost": {
+        "cred_key": "MATTERMOST"
+        , "alert_channel": "Alerts-CVTT"
+        , "status_channel": "Status-CVTT"
+    }
+}

data/apps/md/ohlcv_recorder/ohlcv_rec_bnbspot.cfg

@@ -0,0 +1,114 @@
+@var GLOBAL_CHANNEL_PREFIX=BNBS_OHLCV_REC
+
+{
+    "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
+    , "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
+
+    , "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
+    , "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}"
+
+    , "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
+
+    , "market_data_gateway": {
+        "exchanges_settings": {
+            "*": {
+                "mkt_data": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": false
+                    , "streaming": false
+                },
+            },
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
+        , "exchanges": [
+            "BNBSPOT"
+        ]
+    }
+    , "ohlcv_recorder": {
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
+        , "historical_md": {
+            "db": {
+                "cred_key": "TSDB-CLD32-PROD-OHLCV-DCKR"
+            }
+            , "trades_recording": { # unconditional trades recording for 1min aggregates
+                "flush_interval_sec": 5.0
+                "instruments": [
+                    {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-ADA-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-AVAX-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-BCH-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-BNB-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-BTC-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-DOGE-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-DOT-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-ETH-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-HBAR-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-LINK-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-LTC-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-SHIB-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-SOL-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-SUI-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-XLM-USDT"
+                    }
+                    , {
+                        "exch_acct": "BNBSPOT"
+                        , "instrument_id": "PAIR-XRP-USDT"
+                    }
+                ]
+            }
+        }
+    }
+}

data/apps/md/ohlcv_recorder/ohlcv_rec_coinbase.cfg

@@ -0,0 +1,115 @@
+@var GLOBAL_CHANNEL_PREFIX=CBASE_OHLCV_REC
+
+{
+    "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
+    , "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
+
+    # new communication settings
+    , "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
+    , "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}"
+
+    , "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
+
+    , "market_data_gateway": {
+        "exchanges_settings": {
+            "*": {
+                "mkt_data": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": false
+                    , "streaming": false
+                },
+            },
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
+        , "exchanges": [
+            "COINBASE_AT"
+        ]
+    }
+    , "ohlcv_recorder": {
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
+        , "historical_md": {
+            "db": {
+                "cred_key": "TSDB-CLD32-PROD-OHLCV-DCKR"
+            }
+            , "trades_recording": { # unconditional trades recording for 1min aggregates
+                "flush_interval_sec": 5.0
+                "instruments": [
+                    {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-ADA-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-AVAX-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-BCH-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-BNB-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-BTC-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-DOGE-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-DOT-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-ETH-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-HBAR-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-LINK-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-LTC-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-SHIB-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-SOL-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-SUI-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-XLM-USD"
+                    }
+                    , {
+                        "exch_acct": "COINBASE_AT"
+                        , "instrument_id": "PAIR-XRP-USD"
+                    }
+                ]
+            }
+        }
+    }
+}

data/apps/microservices/cvtt_musvc.cfg

@@ -0,0 +1,271 @@
+@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
+@var EXCHANGES=["COINBASE_AT","COINBASE_FUT"]
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata # tetsetraefafd
+    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm 
+    , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos 
+    , "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
+   
+    , "pubsub_settings":   "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
+    , "cache_settings":    "@env{CACHE_SETTINGS_CONFIG_KEY}"
+    , "md_cache_settings": "@env{MD_CACHE_SETTINGS_CONFIG_KEY}"
+    # , "db_cred_key":       "@env{DB_CREDENTIALS_KEY}"
+
+    , "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
+
+    , "alerts": {
+        "channel": "${GLOBAL_CHANNEL_PREFIX}.ALERT",
+        "ttl_days": 7
+    }
+    , "consolidated_log": {
+        "channel": "${GLOBAL_CHANNEL_PREFIX}.CLOG",
+        "ttl_minutes": 60,
+        "pruners": ["FRONT_GATEWAY"]  # these MuSvcs prune log to TTL
+    }
+    , "accounting_gateway": {
+        "name": "ACCT_GATEWAY",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW.APP_STATUS"
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW."
+        , "exchanges_settings": {
+            "COINBASE_AT": {
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": true
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "read_only": "COINBASE_ADV_RO"
+                }
+            },
+            "COINBASE_FUT": {
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": true
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "read_only": "COINBASE_ADV_RO"
+                }
+            }
+        }
+        , "connectors": {
+            "simulated": false, 
+            "exchanges": ["COINBASE_AT", "COINBASE_FUT"]
+        }
+    }
+    , "bookkeeper": {
+        "name": "BOOKKEEPER",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR.APP_STATUS"
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR."
+        , "db": {
+            "server_type": "timescale",
+            "cred_key": "TSDB-CLD32-TESTER-DIRECT"
+        }
+        , "use_cache": true
+    }
+    , "front_gateway": {
+        "name": "FRONT_GATEWAY",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.FRONT_GW.APP_STATUS"
+        , "api": {
+            "REST": {
+                "port": @env{FRONT_GATEWAY_REST_PORT},
+                "base_url": ["POST", "http://localhost:@env{FRONT_GATEWAY_REST_PORT}"]
+            }
+        }
+        , "musvc_peers": {
+            # enable/disable peer proxy
+            "bookkeeper": true
+            , "pricer": true     
+            , "trader": true
+            , "risk_manager": true
+            # ADD market gateways for USE_INSTRUMENTS
+            , "market_data_gateway": true
+            , "order_entry_gateway": true
+            , "accounting_gateway": true
+        }
+        , "supported_apps": [
+            "STAT_PAIRS_SELECTOR",
+            "STAT_PAIR_QUANT"
+        ]
+        , "app_hb_interval_sec": 15
+    }
+    , "market_data_gateway": {
+        "name": "MD_GATEWAY",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW.APP_STATUS"
+        , "exchanges_settings": {
+            "*": {
+                "mkt_data": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": false
+                    , "streaming": false
+                },
+            },
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW."
+        , "connectors": {
+            "simulated": false, 
+            # "exchanges": ["COINBASE_AT", "COINBASE_FUT"]
+            "exchanges": ${EXCHANGES}
+        }
+        , "reset_md_cache_on_start": true
+    }
+    , "order_entry_gateway": {
+        "name": "OE_GATEWAY",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW.APP_STATUS"
+        , "exchanges_settings": {
+            "COINBASE_AT": {
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "order_entry": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "accounting": {
+                    "enabled": true
+                    , "streaming": false
+                }
+                "credentials_key": {
+                    "read_only": "COINBASE_ADV_RO"
+                }
+            }
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
+        , "connectors": {
+            "simulated": true, 
+            "exchanges": ${EXCHANGES}
+        }
+    }
+    , "pricer": {
+        "name": "PRICER",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER.APP_STATUS"
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER."
+        , "historical_md": {
+            "db": {
+                # "cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
+                # "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
+                # "cred_key": "TSDB-CLD32-TESTER-DIRECT-RO"
+                "cred_key": "@env{DB_CREDENTIALS_KEY}"
+            }
+            , "enable_mda_recording": false # RO account is used
+        }
+        , "pre-subscribe": {
+            "interval_sec": 60
+            , "history_depth_hours": 48
+            , "instruments": [
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-ADA-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-AVAX-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-BCH-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-BNB-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-BTC-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-DOGE-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-DOT-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-ETH-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-HBAR-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-LINK-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-LTC-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-SHIB-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-SOL-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-SUI-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-XLM-USD"
+                },
+                {
+                    "exch_acct": "COINBASE_AT"
+                    , "instrument_id": "PAIR-XRP-USD"
+                }
+            ]
+
+        }
+    }
+    , "risk_manager": {
+        "name": "RISK_MGR",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR.APP_STATUS"
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR."
+        , "revalue_interval_sec": 10.5
+    }
+    , "trader": {
+        "name": "TRADER",
+        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER.APP_STATUS"
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER."
+
+        # -----------------------------------
+        # moved to the algos.cfg for TgtPos Algo
+        # -----------------------------------
+        # , "pos_diff_pct_trigger": 10.0
+
+        # -----------------------------------
+        # moved to the book_config (db)
+        # -----------------------------------
+        # , "trading_depth": {
+        #     "BTC": 0.001
+        #     # "BTC": 0.1
+        # }
+
+    }
+}

data/apps/minimal_md_eqt.cfg

@@ -1,23 +0,0 @@
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "calendar_session": {
-        "trading_hours_url": [
-            "GET"
-            , "https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
-        ]
-    }
-    , "exchanges_settings": {
-        "*": {
-            "mkt_data": {
-                "enabled": true
-                , "streaming": true
-            },
-        }
-    }
-    , "comm_settings": "/comm/pubsub/redis/localhost"
-    # , "cvttcomm": {
-    #     "type": "redis"
-    #     , "comm_settings": "/comm/pubsub/redis/localhost"
-    # }
-}
-

data/apps/simulation/cvtt_simtest.cfg

@@ -1,349 +0,0 @@
-@var COORDINATOR_HOST=localhost
-@var COORDINATOR_REST_PORT=28001
-@var COORDINATOR_WS_PORT=28002
-
-@var GLOBAL_CHANNEL_PREFIX=CVTT_MU_SIM
-
-@var SIM_HOST=localhost
-@var SIM_DATA_DIR=/home/oleg/develop/simulation/data
-
-@var SIM_MD_WS_PORT=28080
-@var SIM_OE_WS_PORT=28081
-@var SIM_OE_REST_PORT=28082
-@var SIM_AC_REST_PORT=28083
-
-
-{
-    # ---------------------------------------
-    "__dummy__": null
-    # ---------------------------------------
-    # Overwriting "exchanges" part in "refdata"
-    # "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    "refdata": {
-        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets ,
-        "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments ,
-        "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments ,
-        "dynamic_instrument_exchanges": ["ALPACA"],
-        "exchanges": {
-            "SIM_COINBASE": {
-                "exchange_id": "COINBASE",
-                "name":        "Coinbase Advanced Trade (Simulation)",
-                "type":        "SPOT",
-
-                "mktdata" : {
-                    "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
-                    "api": @pathptr=simulation/market_simulator/market_data/api
-                },
-                "order_entry": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-                    "api": @ptrpath=simulation/market_simulator/order_entry/api
-                },
-                "accounting": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-                    "api": @ptrpath=simulation/market_simulator/accounting/api
-                },
-            },
-            "SIM_ALPACA": {
-                "exchange_id": "ALPACA",
-                "name":        "Alpaca Trading",
-                "type":        "EQUITY",
-
-                "mktdata" : {
-                    "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
-                    "config_key": "simulation/market_simulator/market_data/api"
-                },
-                "order_entry": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-                    "config_key": "simulation/market_simulator/order_entry/api"
-                },
-                "accounting": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-                    "config_key": "simulation/market_simulator/accounting/api"
-                }
-            },
-        }
-    },
-    "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": "${GLOBAL_CHANNEL_PREFIX}",
-
-    "simulation": {
-        # "speed_factor": 1.0,
-        "speed_factor": 0.0
-        , "time_events_interval_ms": 0
-        , "simtime_file": "${SIM_DATA_DIR}/simtime.bin"
-        , "expected_consumers": [
-            "md_gateway",
-            "mkt_gateway_tester"
-            "coordinator",
-            # "oe_gateway",
-            # "acct_gateway",
-            # "quant",
-            # "trader",
-            # "bookkeeper",
-            # "risk_manager",
-            # "pricer"
-            ]
-        , "consumer_timeout_sec": 30.0
-
-        , "market_simulator" : {
-            "initial_positions": {
-                "exchange": "COINBASE",
-                "assets": {
-                    "BTC": 0.5
-                    , "ETH": 0.0
-                    , "USD": 10_000.0
-                }
-            }
-            , "market_data": {
-                "sources": [
-                    {
-                        "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
-                        , "file_name": "${SIM_DATA_DIR}/20250422.CNBS.BTC_USD.db"
-                        , "table_name": "md_trades"
-                        , "columns": [
-                                        "tstamp"
-                                        , "tstamp_ns as tm"            # must have tm for DataFrame
-                                        , "tstamp_ns as local_time_ns" # must have for simrunner
-                                        , "exchange_id"
-                                        , "instrument_id"
-                                        , "px as price"
-                                        , "qty as quantity"
-                                        , "trade_id"
-                                        , "condition as aggressor_side"
-                                        , "condition as taker_side"
-                                    ]
-                        , "time_column": "tstamp"
-                        , "exchange_id": "COINBASE"
-                        , "instruments": ["PAIR-BTC-USD"]
-                        , "md_type": "TRADES"
-                    }
-                    # , {
-                    #     "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
-                    #     , "credentials_key": "TSDB_MD_CVTTDATA_RO"
-                    #     , "interval": ${INTERVAL}
-                    #     , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
-                    #     , "exchange_id": "COINBASE"
-                    #     , "instruments": ["PAIR-BTC-USD"]
-                    #     , "md_type": "BOOK_TOP"
-                    #     , "table_name": "coinbase.md_booktops"
-                    #     , "columns": [
-                    #         "time",
-                    #         "local_time_ns",
-                    #         "exchange_id",
-                    #         "instrument_id",
-                    #         "bid_price",
-                    #         "bid_quantity",
-                    #         "ask_price",
-                    #         "ask_quantity",
-                    #         "'BT' as type",
-                    #     ]
-                    #     , "time_column": "time"
-                    # }
-                ]
-                , "api": {
-                    "web_socket": {
-                        "url": "ws://${SIM_HOST}:${SIM_MD_WS_PORT}/ws"
-                    }
-                }
-            }
-            , "order_entry": {
-                "execution": {
-                    "execute_on": ["BOOK_TOP", "TRADES"]
-                    "top_only": true
-                    ,"min_order_age_sec": 0.1
-                    , "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
-
-                    , "short_sale_allowed": false
-                    , "fee_schedule": {
-                        "taker_fee_rate": 0.006
-                        "maker_fee_rate": 0.004
-                    }
-                    # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-                }
-                , "api": {
-                    "web_socket": {
-                        "url": "ws://${SIM_HOST}:${SIM_OE_WS_PORT}/ws"
-                    }
-                    , "REST": {
-                        "port": ${SIM_OE_REST_PORT},
-                        "base_url": "http://${SIM_HOST}:${SIM_OE_REST_PORT}",
-                        "endpoints": {
-                            "new_order": ["POST", "/order"],
-                            "cancel_order": ["POST", "/cancel"],
-                            "cancel_all": ["POST", "/cancel_all"],
-                            "open_orders": ["GET", "/open_orders"],
-                            "order_status": ["GET", "/order_status"]
-                        }
-                    }
-                }
-            }
-            , "accounting": {
-                "api": {
-                    "REST": {
-                        "port": ${SIM_AC_REST_PORT},
-                        "base_url": "http://${SIM_HOST}:${SIM_AC_REST_PORT}",
-                        "endpoints": {
-                            "positions": ["GET", "/positions"]
-                            "trades": ["GET", "/trades"]
-
-                        }
-
-                    }
-                }
-            }
-        }
-        , "external_participants": [
-            {
-                "class": "cvttpy.apps.trading_simulator.participants.external_strategy.ExternalStrategySim"
-                "params": {
-                    "reader": {
-                        "source": "file://${SIM_DATA_DIR}/trading_instructions.json"
-                    }
-                    "listener": {
-                        "book_id": "TESTBK_COINBS_01",
-                        "strategy_id": "DUMMY_STRATEGY"
-                    }
-                }
-            }
-        ]
-    }
-
-    , "coordinator": {
-        "api": {
-            "REST": {
-                "port": ${COORDINATOR_REST_PORT},
-                "base_url": ["POST", "http://${COORDINATOR_HOST}:${COORDINATOR_REST_PORT}"],
-            }
-            , "WS": {
-                "url": "ws://${COORDINATOR_HOST}:${COORDINATOR_WS_PORT}/ws"
-            }
-        }
-    }
-    , "market_data_gateway": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                },
-            },
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
-        , "exchanges": [
-            "SIM_COINBASE"
-        ],
-        "presubscribe": [
-            "COINBASE:PAIR-BTC-USD"
-        ]
-    }
-    , "order_entry_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS"
-        , "exchanges": [
-            "SIM_COINBASE"
-        ]
-    }
-    , "accounting_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            },
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS"
-        , "exchanges": [
-            "SIM_COINBASE"
-        ]
-    }
-    , "quant": {
-        "channel_prefix": "${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": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS"
-        , "db": {
-            "server_type": "timescale",
-            "cred_key": "TSDB_TRADING_CVTT_TESTDB"
-        }
-    }
-    , "risk_manager": {
-        "channel_prefix": "${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"
-    }
-}

data/apps/simulation/cvtt_simtest_docker.cfg

@@ -1,349 +0,0 @@
-@var COORDINATOR_HOST=localhost
-@var COORDINATOR_REST_PORT=28001
-@var COORDINATOR_WS_PORT=28002
-
-@var GLOBAL_CHANNEL_PREFIX=CVTT_MU_SIM
-
-@var SIM_HOST=localhost
-@var SIM_DATA_DIR=/home/oleg/develop/simulation/data
-
-@var SIM_MD_WS_PORT=28080
-@var SIM_OE_WS_PORT=28081
-@var SIM_OE_REST_PORT=28082
-@var SIM_AC_REST_PORT=28083
-
-
-{
-    # ---------------------------------------
-    "__dummy__": null
-    # ---------------------------------------
-    # Overwriting "exchanges" part in "refdata"
-    # "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    "refdata": {
-        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets ,
-        "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments ,
-        "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments ,
-        "dynamic_instrument_exchanges": ["ALPACA"],
-        "exchanges": {
-            "SIM_COINBASE": {
-                "exchange_id": "COINBASE",
-                "name":        "Coinbase Advanced Trade (Simulation)",
-                "type":        "SPOT",
-
-                "mktdata" : {
-                    "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
-                    "api": @pathptr=simulation/market_simulator/market_data/api
-                },
-                "order_entry": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-                    "api": @ptrpath=simulation/market_simulator/order_entry/api
-                },
-                "accounting": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-                    "api": @ptrpath=simulation/market_simulator/accounting/api
-                },
-            },
-            "SIM_ALPACA": {
-                "exchange_id": "ALPACA",
-                "name":        "Alpaca Trading",
-                "type":        "EQUITY",
-
-                "mktdata" : {
-                    "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
-                    "config_key": "simulation/market_simulator/market_data/api"
-                },
-                "order_entry": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-                    "config_key": "simulation/market_simulator/order_entry/api"
-                },
-                "accounting": {
-                    "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-                    "config_key": "simulation/market_simulator/accounting/api"
-                }
-            },
-        }
-    },
-    "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": "${GLOBAL_CHANNEL_PREFIX}",
-
-    "simulation": {
-        # "speed_factor": 1.0,
-        "speed_factor": 0.0
-        , "time_events_interval_ms": 0
-        , "simtime_file": "${SIM_DATA_DIR}/simtime.bin"
-        , "expected_consumers": [
-            "md_gateway",
-            "mkt_gateway_tester"
-            "coordinator",
-            # "oe_gateway",
-            # "acct_gateway",
-            # "quant",
-            # "trader",
-            # "bookkeeper",
-            # "risk_manager",
-            # "pricer"
-            ]
-        , "consumer_timeout_sec": 30.0
-
-        , "market_simulator" : {
-            "initial_positions": {
-                "exchange": "COINBASE",
-                "assets": {
-                    "BTC": 0.5
-                    , "ETH": 0.0
-                    , "USD": 10_000.0
-                }
-            }
-            , "market_data": {
-                "sources": [
-                    {
-                        "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
-                        , "file_name": "${SIM_DATA_DIR}/20250422.CNBS.BTC_USD.db"
-                        , "table_name": "md_trades"
-                        , "columns": [
-                                        "tstamp"
-                                        , "tstamp_ns as tm"            # must have tm for DataFrame
-                                        , "tstamp_ns as local_time_ns" # must have for simrunner
-                                        , "exchange_id"
-                                        , "instrument_id"
-                                        , "px as price"
-                                        , "qty as quantity"
-                                        , "trade_id"
-                                        , "condition as aggressor_side"
-                                        , "condition as taker_side"
-                                    ]
-                        , "time_column": "tstamp"
-                        , "exchange_id": "COINBASE"
-                        , "instruments": ["PAIR-BTC-USD"]
-                        , "md_type": "TRADES"
-                    }
-                    # , {
-                    #     "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
-                    #     , "credentials_key": "TSDB_MD_CVTTDATA_RO"
-                    #     , "interval": ${INTERVAL}
-                    #     , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
-                    #     , "exchange_id": "COINBASE"
-                    #     , "instruments": ["PAIR-BTC-USD"]
-                    #     , "md_type": "BOOK_TOP"
-                    #     , "table_name": "coinbase.md_booktops"
-                    #     , "columns": [
-                    #         "time",
-                    #         "local_time_ns",
-                    #         "exchange_id",
-                    #         "instrument_id",
-                    #         "bid_price",
-                    #         "bid_quantity",
-                    #         "ask_price",
-                    #         "ask_quantity",
-                    #         "'BT' as type",
-                    #     ]
-                    #     , "time_column": "time"
-                    # }
-                ]
-                , "api": {
-                    "web_socket": {
-                        "url": "ws://${SIM_HOST}:${SIM_MD_WS_PORT}/ws"
-                    }
-                }
-            }
-            , "order_entry": {
-                "execution": {
-                    "execute_on": ["BOOK_TOP", "TRADES"]
-                    "top_only": true
-                    ,"min_order_age_sec": 0.1
-                    , "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
-
-                    , "short_sale_allowed": false
-                    , "fee_schedule": {
-                        "taker_fee_rate": 0.006
-                        "maker_fee_rate": 0.004
-                    }
-                    # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-                }
-                , "api": {
-                    "web_socket": {
-                        "url": "ws://${SIM_HOST}:${SIM_OE_WS_PORT}/ws"
-                    }
-                    , "REST": {
-                        "port": ${SIM_OE_REST_PORT},
-                        "base_url": "http://${SIM_HOST}:${SIM_OE_REST_PORT}",
-                        "endpoints": {
-                            "new_order": ["POST", "/order"],
-                            "cancel_order": ["POST", "/cancel"],
-                            "cancel_all": ["POST", "/cancel_all"],
-                            "open_orders": ["GET", "/open_orders"],
-                            "order_status": ["GET", "/order_status"]
-                        }
-                    }
-                }
-            }
-            , "accounting": {
-                "api": {
-                    "REST": {
-                        "port": ${SIM_AC_REST_PORT},
-                        "base_url": "http://${SIM_HOST}:${SIM_AC_REST_PORT}",
-                        "endpoints": {
-                            "positions": ["GET", "/positions"]
-                            "trades": ["GET", "/trades"]
-
-                        }
-
-                    }
-                }
-            }
-        }
-        , "external_participants": [
-            {
-                "class": "cvttpy.apps.trading_simulator.participants.external_strategy.ExternalStrategySim"
-                "params": {
-                    "reader": {
-                        "source": "file://${SIM_DATA_DIR}/trading_instructions.json"
-                    }
-                    "listener": {
-                        "book_id": "TESTBK_COINBS_01",
-                        "strategy_id": "DUMMY_STRATEGY"
-                    }
-                }
-            }
-        ]
-    }
-
-    , "coordinator": {
-        "api": {
-            "REST": {
-                "port": ${COORDINATOR_REST_PORT},
-                "base_url": ["POST", "http://${COORDINATOR_HOST}:${COORDINATOR_REST_PORT}"],
-            }
-            , "WS": {
-                "url": "ws://${COORDINATOR_HOST}:${COORDINATOR_WS_PORT}/ws"
-            }
-        }
-    }
-    , "market_data_gateway": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                },
-            },
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
-        , "exchanges": [
-            "SIM_COINBASE"
-        ],
-        "presubscribe": [
-            "COINBASE:PAIR-BTC-USD"
-        ]
-    }
-    , "order_entry_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS"
-        , "exchanges": [
-            "SIM_COINBASE"
-        ]
-    }
-    , "accounting_gateway": {
-        "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            },
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS"
-        , "exchanges": [
-            "SIM_COINBASE"
-        ]
-    }
-    , "quant": {
-        "channel_prefix": "${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": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS"
-        , "db": {
-            "server_type": "timescale",
-            "cred_key": "TSDB_TRADING_CVTT_TESTDB"
-        }
-    }
-    , "risk_manager": {
-        "channel_prefix": "${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"
-    }
-}

data/apps/simulation/rt_simulator.cfg

@@ -0,0 +1,80 @@
+# ===============================================================================
+# REAL TIME SIMULATOR
+# (no Market Data)
+# ===============================================================================
+# Environment setting example
+# SIM_ORDER_ENTRY_WS_PORT=28081
+# SIM_ORDER_ENTRY_REST_PORT=28082
+# SIM_ACCOUNTING_REST_PORT=28083
+
+# simulation/market_simulator -> "" (root)
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata ,# tetsetraefafd
+    "initial_positions": {
+        "exchange": "COINBASE",
+        "assets": {
+            "ADA": 40000.0,
+            "BTC": 0.1,
+            "ETH": 5.0,
+            "USD": 10000.0
+        }
+    },
+    "market_data": {
+        # NOT USED HERE. Use Direct Market data via MDGW
+    }
+    "order_entry": {
+        "api": {
+            "web_socket": {
+                "url": "ws://localhost:@env{SIM_ORDER_ENTRY_WS_PORT}/ws"
+            },
+            "REST": {
+            "port": @env{SIM_ORDER_ENTRY_REST_PORT},
+            "base_url": "http://localhost:@env{SIM_ORDER_ENTRY_REST_PORT}",
+            "endpoints": {
+                "new_order": ["POST", "/order"],
+                "cancel_order": ["POST", "/cancel"],
+                "cancel_all": ["GET", "/cancel_all"],
+                "open_orders": ["GET", "/open_orders"],
+                "order_status": ["GET", "/order_status"]
+            }
+            }
+        },
+        "execution": {
+            "fast": { # formerly known as --debug_mode in OEGW;  use --fast_exec_mode in CL
+                "partial_fill_wait_sec": 5,
+                "full_fill_wait_sec": 5.0,
+                "fee_rate": 0.006
+            },
+            "on_market_data": {  ## DEFAULT METHOD
+                "execute_on": [
+                    "BOOK_TOP",
+                    "TRADES"
+                ],
+                "subscribe_instruments": [
+                    {"exch_acct": "COINBASE_AT", "instrument_id": "PAIR-BTC-USD"},
+                    {"exch_acct": "COINBASE_AT", "instrument_id": "PAIR-ETH-USD"}
+                ]
+                "top_only": true,
+                "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE",
+                "min_order_age_sec": 0.1,
+                "fee_schedule": {
+                    "taker_fee_rate": 0.006,
+                    "maker_fee_rate": 0.004
+                }
+            }
+        },
+    },
+    "accounting": {
+        "exch_acct": "COINBASE_AT",
+        "api": {
+            "REST": {
+                "port": @env{SIM_ACCOUNTING_REST_PORT},
+                "base_url": "http://localhost:@env{SIM_ACCOUNTING_REST_PORT}",
+                "endpoints": {
+                    "positions": ["GET", "/positions"],
+                    "trades": ["GET", "/trades"]
+                }
+            }
+        }
+    }
+}

data/apps/stat_pairs/models/vecm.cfg

@@ -0,0 +1,6 @@
+{
+    "model_class": "cvttpy_apps.apps.stat_pairs.lib.models.VECMModel"
+    , "model_name": "VECM-2H"
+    , "stat_model_price": "close"
+    , "training_window_hours": 2
+}

data/apps/stat_pairs/stat_pair_quant.cfg

@@ -0,0 +1,52 @@
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+
+    "app_name": "@env{APP_NAME}",
+    "app_type": "STAT_PAIR_QUANT",
+
+    # =========== API ============
+    "api": {
+        "REST": {
+            "host": @env{SP_QUANT_REST_HOST}
+            , "port": @env{SP_QUANT_REST_PORT}
+            , "proto": "http"
+        }
+    },
+
+    "interval_sec": 60,
+    "loop_interval_sec": 60.0,
+
+    # ====== Model =======
+    "model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
+
+    # ====== Instrument Validation =======
+    , "instrument_validation": {
+        "market_data_sufficiency": {
+            "maximum_gap_size": "5.0%",
+            "maximum_data_missing": "20.0%",
+            "maximum_latency_sec": 30
+        }
+    },
+    # ====== Trading Analysis =======
+    "analysis": {
+        "entry_diseq": 2.0,
+        "exit_diseq": 0.5,
+        "full_entry_diseq": 3.0,
+        "min_target_strength": 0.4,
+        "mode": "beta-aware"
+    },
+    # ====== Front Gateway ==========
+    "cvtt_fgw": {
+        "REST": {
+            "base_url": "@env{FGW_BASE_URL}",
+            "endpoints": {
+                "register": ["POST", "/app_register"]
+                "app_list": ["GET", "/app_list"]
+                "heartbeat": ["GET", "/app_hb"],
+                "md_history": ["POST", "/md_summary"],
+                "trading_instructions": ["POST", "/trading_instructions"],
+            }
+        }
+    }
+
+}

data/apps/stat_pairs/stat_pairs_selector.cfg

@@ -0,0 +1,191 @@
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+
+    # "app_name": "STAT_PAIR_SELECTOR-TST",
+    "app_name": "@env{APP_NAME}"
+    "app_type": "STAT_PAIRS_SELECTOR"
+
+    , "interval_sec": 60
+    , "history_depth_hours": 26
+
+    , "rerun_interval": 300
+
+    , "model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
+    , "instrument_validation": {
+        "market_data_sufficiency": {
+            "maximum_gap_size": "2.0%",
+            "maximum_data_missing": "20.0%"
+        }
+    }
+    , "mr_evaluation": {
+        "mr_speed_tau": 60,
+        "stationarity_pvalue_max": 0.05,
+        "stability_window": 360,
+        "stability_step": 60,
+        "stability_sensitivity": 0.5,
+        "score_weights": {
+            "speed": 0.3
+            , "stationarity": 0.4
+            , "stability": 0.3
+        },
+        "warnings_marks": {
+            "stationarity": 0.3
+            "stability": 0.3
+        },
+        "total_score_weights": {
+            "liquidity": 0.5,
+            "mr_geometric": 0.5,
+            "mr_arithmetic": 0
+        }
+    }
+    , "cvtt_fgw": {
+        "REST": {
+            # "base_url": "http://cld32-tester.cvtt.vpn:23456",
+            "base_url": "@env{FGW_BASE_URL}",
+            "endpoints": {
+                "register": ["POST", "/app_register"]
+                "heartbeat": ["GET", "/app_hb"],
+                "md_history": ["POST", "/md_summary"]
+            },
+        },
+    }
+    , "api": {
+        "REST": {
+            "host": @env{PAIR_SELECTOR_REST_HOST}
+            , "port": @env{PAIR_SELECTOR_REST_PORT}
+            , "proto": "http"
+        }
+    }
+    # ====== Instruments =======
+    , "instruments": [
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-ADA-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-AVAX-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-BCH-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-BNB-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-BTC-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-DOGE-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-DOT-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-ETH-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-HBAR-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-LINK-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-LTC-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-SHIB-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-SOL-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-SUI-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-XLM-USD"
+        }, 
+        {
+            "exch_acct": "COINBASE_AT"
+            , "instrument_id": "PAIR-XRP-USD"
+        }
+        # =====================================================================
+        #  {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-ADA-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-AVAX-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-BCH-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-BNB-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-BTC-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-DOGE-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-DOT-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-ETH-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-HBAR-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-LINK-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-LTC-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-SHIB-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-SOL-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-SUI-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-XLM-USDT"
+        # }
+        # , {
+        #     "exch_acct": "BNBSPOT"
+        #     , "instrument_id": "PAIR-XRP-USDT"
+        # }
+   ]
+}

data/refdata/assets.cfg

@@ -1,17 +1,182 @@
 {
     "USD": {
+        "name": "USA Dollar",
         "pricing": {
             "method": "fixed"
             , "value": 1.0
         }
         , "qty_precision": "0.01"
     }
-    "BTC": {
-        "pricing": {
+    , "ADA": {
+        "name": "Cardano"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-ADA-USD"
+        }
+        , "qty_precision": "0.01"
+    }
+    , "AVAX": {
+        "name": "Avalanche"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-AVAX-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "BCH": {
+        "name": "Bitcoin Cash"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-BCH-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "BTC": {
+        "name": "Bitcoin"
+        , "image": {
+        }
+        , "pricing": {
             "method": "exch_inst"
             , "exchange_id": "COINBASE"
             , "instrument_id": "PAIR-BTC-USD"
         }
         , "qty_precision": "0.00000001"
     }
+    , "DOGE": {
+        "name": "Dogecoin"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-DOGE-USD"
+        }
+        , "qty_precision": "0.1"
+    }
+    , "DOT": {
+        "name": "Polkadot"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-DOT-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "ETH": {
+        "name": "Ethereum"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-ETH-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "HBAR": {
+        "name": "Hedera"
+        , "image": {
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-HBAR-USD"
+        }
+        , "qty_precision": "0.1"
+    }
+    , "LINK": {
+        "name": "Chainlink"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-LINK-USD"
+        }
+        , "qty_precision": "0.01"
+    }
+    , "LTC": {
+        "name": "Litecoin"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-LTC-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "SHIB": {
+        "name": "SHIBA INU"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-SHIB-USD"
+        }
+        , "qty_precision": "1"
+    }
+    , "SOL": {
+        "name": "Solana"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-SOL-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "SUI": {
+        "name": "SUI"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-SUI-USD"
+        }
+        , "qty_precision": "0.1"
+    }
+    , "XLM": {
+        "name": "Stellar Lumens"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-XLM-USD"
+        }
+        , "qty_precision": "0.00000001"
+    }
+    , "XRP": {
+        "name": "XRP"
+        , "image": {
+            # TBD
+        }
+        , "pricing": {
+            "method": "exch_inst"
+            , "exchange_id": "COINBASE"
+            , "instrument_id": "PAIR-XRP-USD"
+        }
+        , "qty_precision": "0.000001"
+    }
 }

data/refdata/exchange_instruments.cfg

@@ -35,10 +35,6 @@
     }
     , "BNBSPOT": {
         "instruments": {
-            "PAIR-AAVE-BUSD": {
-                "md_symbol": "AAVEBUSD",
-                "trade_symbol": "AAVEBUSD"
-            },
             "PAIR-ADA-USDT": {
                 "md_symbol": "ADAUSDT",
                 "trade_symbol": "ADAUSDT"
@@ -47,30 +43,18 @@
                 "md_symbol": "AVAXUSDT",
                 "trade_symbol": "AVAXUSDT"
             },
-            "PAIR-BCH-BUSD": {
-                "md_symbol": "BCHBUSD",
-                "trade_symbol": "BCHBUSD"
-            },
             "PAIR-BCH-USDT": {
                 "md_symbol": "BCHUSDT",
                 "trade_symbol": "BCHUSDT"
             },
-            "PAIR-BTC-BUSD": {
-                "md_symbol": "BTCBUSD",
-                "trade_symbol": "BTCBUSD"
+            "PAIR-BNB-USDT": {
+                "md_symbol": "BNBUSDT",
+                "trade_symbol": "BNBUSDT"
             },
             "PAIR-BTC-USDT": {
                 "md_symbol": "BTCUSDT",
                 "trade_symbol": "BTCUSDT"
             },
-            "PAIR-BUSD-USDT": {
-                "md_symbol": "BUSDUSDT",
-                "trade_symbol": "BUSDUSDT"
-            },
-            "PAIR-DOGE-BUSD": {
-                "md_symbol": "DOGEBUSD",
-                "trade_symbol": "DOGEBUSD"
-            },
             "PAIR-DOGE-USDT": {
                 "md_symbol": "DOGEUSDT",
                 "trade_symbol": "DOGEUSDT"
@@ -79,10 +63,6 @@
                 "md_symbol": "DOTUSDT",
                 "trade_symbol": "DOTUSDT"
             },
-            "PAIR-ETH-BUSD": {
-                "md_symbol": "ETHBUSD",
-                "trade_symbol": "ETHBUSD"
-            },
             "PAIR-ETH-USD": {
                 "md_symbol": "ETHUSD",
                 "trade_symbol": "ETHUSD"
@@ -91,18 +71,14 @@
                 "md_symbol": "ETHUSDT",
                 "trade_symbol": "ETHUSDT"
             },
-            "PAIR-LINK-BUSD": {
-                "md_symbol": "LINKBUSD",
-                "trade_symbol": "LINKBUSD"
+            "PAIR-HBAR-USDT": {
+                "md_symbol": "HBARUSDT",
+                "trade_symbol": "HBARUSDT"
             },
             "PAIR-LINK-USDT": {
                 "md_symbol": "LINKUSDT",
                 "trade_symbol": "LINKUSDT"
             },
-            "PAIR-LTC-BUSD": {
-                "md_symbol": "LTCBUSD",
-                "trade_symbol": "LTCBUSD"
-            },
             "PAIR-LTC-USDT": {
                 "md_symbol": "LTCUSDT",
                 "trade_symbol": "LTCUSDT"
@@ -111,34 +87,34 @@
                 "md_symbol": "LTCUSD",
                 "trade_symbol": "LTCUSD"
             },
-            "PAIR-MATIC-BUSD": {
-                "md_symbol": "MATICBUSD",
-                "trade_symbol": "MATICBUSD"
-            },
             "PAIR-MATIC-USDT": {
                 "md_symbol": "MATICUSDT",
                 "trade_symbol": "MATICUSDT"
             },
+            "PAIR-SHIB-USDT": {
+                "md_symbol": "SHIBUSDT",
+                "trade_symbol": "SHIBUSDT"
+            },
             "PAIR-SOL-USDT": {
                 "md_symbol": "SOLUSDT",
                 "trade_symbol": "SOLUSDT"
             },
-            "PAIR-UNI-BUSD": {
-                "md_symbol": "UNIBUSD",
-                "trade_symbol": "UNIBUSD"
+            "PAIR-SUI-USDT": {
+                "md_symbol": "SUIUSDT",
+                "trade_symbol": "SUIUSDT"
             },
             "PAIR-USDC-USDT": {
                 "md_symbol": "USDCUSDT",
                 "trade_symbol": "USDCUSDT"
             },
+            "PAIR-XLM-USDT": {
+                "md_symbol": "XLMUSDT",
+                "trade_symbol": "XLMUSDT"
+            },
             "PAIR-XRP-BTC": {
                 "md_symbol": "XRPBTC",
                 "trade_symbol": "XRPBTC"
             },
-            "PAIR-XRP-BUSD": {
-                "md_symbol": "XRPBUSD",
-                "trade_symbol": "XRPBUSD"
-            },
             "PAIR-XRP-USDT": {
                 "md_symbol": "XRPUSDT",
                 "trade_symbol": "XRPUSDT"
@@ -159,10 +135,6 @@
                 "md_symbol": "BCHUSDT"
                 , "trade_symbol": "BCHUSDT"
             }
-            , "PERP-BTC-BUSD": {
-                "md_symbol": "BTCBUSD"
-                , "trade_symbol": "BTCBUSD"
-            }
             , "PERP-BTC-USDT": {
                 "md_symbol": "BTCUSDT"
                 , "trade_symbol": "BTCUSDT"
@@ -171,26 +143,14 @@
                 "md_symbol": "DOGEUSDT"
                 , "trade_symbol": "DOGEUSDT"
             }
-            , "PERP-ETH-BUSD": {
-                "md_symbol": "ETHBUSD"
-                ,  "trade_symbol": "ETHBUSD"
-            },
             "PERP-ETH-USDT": {
                 "md_symbol": "ETHUSDT"
                 , "trade_symbol": "ETHUSDT"
             }
-            , "PERP-LINK-BUSD": {
-                "md_symbol": "LINKBUSD"
-                , "trade_symbol": "LINKBUSD"
-            }
             , "PERP-LINK-USDT": {
                 "md_symbol": "LINKUSDT"
                 , "trade_symbol": "LINKUSDT"
             }
-            , "PERP-LTC-BUSD": {
-                "md_symbol": "LTCBUSD"
-                , "trade_symbol": "LTCBUSD"
-            }
             , "PERP-LTC-USDT": {
                 "md_symbol": "LTCUSDT"
                 , "trade_symbol": "LTCUSDT"
@@ -199,14 +159,6 @@
                 "md_symbol": "MATICUSDT"
                 , "trade_symbol": "MATICUSDT"
             }
-            , "PERP-SOL-BUSD": {
-                "md_symbol": "SOLBUSD"
-                , "trade_symbol": "SOLBUSD"
-            }
-            , "PERP-UNI-BUSD": {
-                "md_symbol": "UNIBUSD"
-                , "trade_symbol": "UNIBUSD"
-            }
         }
     }
     , "BNBSPOT_US": {
@@ -247,10 +199,18 @@
                 "md_symbol": "ADA-USD",
                 "trade_symbol": "ADA-USD"
             },
+            "PAIR-AVAX-USD": {
+                "md_symbol": "AVAX-USD",
+                "trade_symbol": "AVAX-USD"
+            },
             "PAIR-BCH-USD": {
                 "md_symbol": "BCH-USD",
                 "trade_symbol": "BCH-USD"
             },
+            "PAIR-BNB-USD": {
+                "md_symbol": "BNB-USD",
+                "trade_symbol": "BNB-USD"
+            },
             "PAIR-BTC-USD": {
                 "md_symbol": "BTC-USD",
                 "trade_symbol": "BTC-USD"
@@ -267,6 +227,10 @@
                 "md_symbol": "ETH-USD",
                 "trade_symbol": "ETH-USD"
             },
+            "PAIR-HBAR-USD": {
+                "md_symbol": "HBAR-USD",
+                "trade_symbol": "HBAR-USD"
+            },
             "PAIR-LINK-USD": {
                 "md_symbol": "LINK-USD",
                 "trade_symbol": "LINK-USD"
@@ -275,18 +239,18 @@
                 "md_symbol": "LTC-USD",
                 "trade_symbol": "LTC-USD"
             },
-            "PAIR-MATIC-USD": {
-                "md_symbol": "MATIC-USD",
-                "trade_symbol": "MATIC-USD"
-            },
-            "PAIR-MPL-USD": {
-                "md_symbol": "MPL-USD",
-                "trade_symbol": "MPL-USD"
+            "PAIR-SHIB-USD": {
+                "md_symbol": "SHIB-USD",
+                "trade_symbol": "SHIB-USD"
             },
             "PAIR-SOL-USD": {
                 "md_symbol": "SOL-USD",
                 "trade_symbol": "SOL-USD"
             },
+            "PAIR-SUI-USD": {
+                "md_symbol": "SUI-USD",
+                "trade_symbol": "SUI-USD"
+            },
             "PAIR-UNI-USD": {
                 "md_symbol": "UNI-USD",
                 "trade_symbol": "UNI-USD"
@@ -295,6 +259,10 @@
                 "md_symbol": "USDT-USD",
                 "trade_symbol": "USDT-USD"
             },
+            "PAIR-XLM-USD": {
+                "md_symbol": "XLM-USD",
+                "trade_symbol": "XLM-USD"
+            },
             "PAIR-XRP-USD": {
                 "md_symbol": "XRP-USD",
                 "trade_symbol": "XRP-USD"
@@ -302,22 +270,8 @@
         }
     }
     , "COINBASE-FUT": {
-        "instruments": {}
-        , "dynamic_instruments": {
-            # dynamically created instruments (futures)
-            "credentials_key": "COINBASE_ADV_RO"
-            "class": "cvttpy_trading.exchanges.coinbase.futures.market.InstrumentLoader"
-            , "api": {
-                "REST": {
-                    "products_method": "GET"
-                    , "products_url": "https://api.coinbase.com/api/v3/brokerage/products"
-                    , "futures_params": {
-                        "product_type": "FUTURE"
-                        , "contract_expiry_type": "EXPIRING"
-                        , "expiring_contract_status": "STATUS_UNEXPIRED"
-                    }
-                }
-            }
+        "instruments": {
+            # DYNAMIC INSTRUMENTS ONLY
         }
     }
     , "GEMINI": {
@@ -331,118 +285,14 @@
                 }
             }
             # --- PERPs
-            , "PERP-BTC-GUSD": {
-                "md_symbol": "BTCGUSDPERP",
-                "trade_symbol": "BTCGUSDPERP",
-                "base_asset": "BTCGUSDPERP",
-                "specifics": {
-                    "quote_increment": 0.5,
-                }
-            }
-            # "PERP-BNB-GUSD": {
-            #     "md_symbol": "BNBGUSDPERP",
-            #     "trade_symbol": "BNBGUSDPERP",
-            #     "base_asset": "BNBGUSDPERP",
+            # , "PERP-BTC-GUSD": {
+            #     "md_symbol": "BTCGUSDPERP",
+            #     "trade_symbol": "BTCGUSDPERP",
+            #     "base_asset": "BTCGUSDPERP",
             #     "specifics": {
             #         "quote_increment": 0.5,
             #     }
-            # },
-            # "PERP-ETH-GUSD": {
-            #     "md_symbol": "ETHGUSDPERP",
-            #     "trade_symbol": "ETHGUSDPERP",
-            #     "base_asset": "ETHGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-PEPE-GUSD": {
-            #     "md_symbol": "PEPEGUSDPERP",
-            #     "trade_symbol": "PEPEGUSDPERP",
-            #     "base_asset": "PEPEGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-XRP-GUSD": {
-            #     "md_symbol": "XRPGUSDPERP",
-            #     "trade_symbol": "XRPGUSDPERP",
-            #     "base_asset": "XRPGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-SOL-GUSD": {
-            #     "md_symbol": "SOLGUSDPERP",
-            #     "trade_symbol": "SOLGUSDPERP",
-            #     "base_asset": "SOLGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-MATIC-GUSD": {
-            #     "md_symbol": "MATICGUSDPERP",
-            #     "trade_symbol": "MATICGUSDPERP",
-            #     "base_asset": "MATICGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-DOGE-GUSD": {
-            #     "md_symbol": "DOGEGUSDPERP",
-            #     "trade_symbol": "DOGEGUSDPERP",
-            #     "base_asset": "DOGEGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-DOT-GUSD": {
-            #     "md_symbol": "DOTGUSDPERP",
-            #     "trade_symbol": "DOTGUSDPERP",
-            #     "base_asset": "DOTGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-AVAX-GUSD": {
-            #     "md_symbol": "AVAXGUSDPERP",
-            #     "trade_symbol": "AVAXGUSDPERP",
-            #     "base_asset": "AVAXGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-LTC-GUSD": {
-            #     "md_symbol": "LTCGUSDPERP",
-            #     "trade_symbol": "LTCGUSDPERP",
-            #     "base_asset": "LTCGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-INJ-GUSD": {
-            #     "md_symbol": "INJGUSDPERP",
-            #     "trade_symbol": "INJGUSDPERP",
-            #     "base_asset": "INJGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-LINK-GUSD": {
-            #     "md_symbol": "LINKGUSDPERP",
-            #     "trade_symbol": "LINKGUSDPERP",
-            #     "base_asset": "LINKGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
-            # "PERP-WIF-GUSD": {
-            #     "md_symbol": "WIFGUSDPERP",
-            #     "trade_symbol": "WIFGUSDPERP",
-            #     "base_asset": "WIFGUSDPERP",
-            #     "specifics": {
-            #         "quote_increment": 0.5,
-            #     }
-            # },
+            # }
         }
     }
     , "KRAKEN": {

data/refdata/exchanges.cfg

@@ -1,13 +1,60 @@
 @var DatabaseHost=cryptoval1.cvtt.vpn
 # @var DatabaseHost=cryptoval1.sheynin.home
 {
-    "__DUMMY__": {}
+    "__TRADING_SIMULATOR__": {
+        #  ------ VALUES TO BE REPLACED 
+        # "exchange_id":          "COINBASE"
+        # , "name":               "Coinbase AT (Simulated)"
+        # , "type":               "SPOT"
+        # , "quote_asset":        "USD"
+
+        # Environment setting example
+        # ------------------------------------
+        # SIM_ORDER_ENTRY_WS_PORT=28081
+        # SIM_ORDER_ENTRY_REST_PORT=28082
+        # SIM_ACCOUNTING_REST_PORT=28083
+        # SIM_HOST=rt_simulator  # for **docker compose** service rt_simulator
+        "exchange_id": "__SIM-EXCHANGE-ID-PLACEHOLDER__"
+        "mktdata" : {
+            # 
+            "class":  "cvttpy_trading.exchanges.mkt_simulator.md_client.DisabledRtSimulatorMdFeed"
+        },
+        "order_entry": {
+            "class":  "cvttpy_trading.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+
+            , "api": {
+                "web_socket": {
+                    "url": "ws://@env{SIM_HOST}:@env{SIM_ORDER_ENTRY_WS_PORT}/ws"
+                }
+                , "REST": {
+                    "open_orders_url": ["GET", "http://@env{SIM_HOST}:@env{SIM_ORDER_ENTRY_REST_PORT}/open_orders"]
+                    , "order_status_url": ["GET", "http://@env{SIM_HOST}:@env{SIM_ORDER_ENTRY_REST_PORT}/order_status"]
+                    , "new_order_url": ["POST", "http://@env{SIM_HOST}:@env{SIM_ORDER_ENTRY_REST_PORT}/order"]
+                    , "cancel_order_url": ["POST", "http://@env{SIM_HOST}:@env{SIM_ORDER_ENTRY_REST_PORT}/cancel"]
+                    , "cancel_all_url": ["POST", "http://@env{SIM_HOST}:@env{SIM_ORDER_ENTRY_REST_PORT}/cancel_all"]
+                }
+            }
+        },
+
+        "accounting": {
+            "class":  "cvttpy_trading.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+
+            , "api": {
+                "REST": {
+                    "positions_url": ["GET", "http://@env{SIM_HOST}:@env{SIM_ACCOUNTING_REST_PORT}/positions"]
+                    , "trades_url": ["GET", "http://@env{SIM_HOST}:@env{SIM_ACCOUNTING_REST_PORT}/trades"]
+                }
+            }
+        }
+    }, 
+
     # ----------------------------- A
-    , "ALPACA_PROD": {
+    "ALPACA_PROD": {
         # https://docs.alpaca.markets/reference/
         "exchange_id":          "ALPACA"
          , "name":               "Alpaca Trading"
         , "type":               "EQUITY"
+        , "quote_asset":        "USD"
 
         , "order_entry": {
             "credentials_key":  "ALPACA_PROD"
@@ -87,8 +134,8 @@
                 }
             }
         }
-    }
-    , "ALPACA_SNDBX": {
+    }, 
+    "ALPACA_SNDBX": {
         # https://docs.alpaca.markets/reference/
         "exchange_id":          "ALPACA"
         , "name":               "Alpaca Trading"
@@ -173,9 +220,10 @@
                 }
             }
         }
-    }
+    },
+
     # ---------------------------- B
-    , "BITSTAMP": {
+    "BITSTAMP": {
         "exchange_id":          "BITSTAMP"
         , "name":               "Bitstamp"
         , "type":               "SPOT"
@@ -195,11 +243,14 @@
                 }
             }
         }
-    }
-    , "BNBFUT": {
+    }, 
+
+    "BNBFUT": {
         "exchange_id":          "BNBFUT"
         , "name":               "Binance Futures USD-M"
         , "type":               "FUTURES"
+        , "quote_asset":        "USDT"
+
 
         , "mktdata" : {
             "class":           "cvttpy_trading.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
@@ -224,12 +275,13 @@
                 }
             }
         }
-    }
-
-    , "BNBSPOT": {
+    }, 
+    
+    "BNBSPOT": {
         "exchange_id":          "BNBSPOT"
         , "name":               "Binance Spot"
         , "type":               "SPOT"
+        , "quote_asset":        "USDT"
 
         , "mktdata" : {
             "class": "cvttpy_trading.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
@@ -256,8 +308,9 @@
             }
 
         }
-    }
-    , "BNBSPOT_US": {
+    }, 
+    
+    "BNBSPOT_US": {
         "exchange_id":          "BNBSPOT_US"
         , "name":               "Binance.US"
         , "type":               "SPOT"
@@ -284,15 +337,17 @@
                 }
             }
         }
-    }
-    , "COINBASE_AT": {
+    }, 
+    
+    # ---------------------------- C
+    "COINBASE_AT": {
         "exchange_id":          "COINBASE"
         , "name":               "Coinbase Advanced Trade"
         , "type":               "SPOT"
+        , "quote_asset":        "USD"
 
         , "mktdata" : {
             "class":  "cvttpy_trading.exchanges.coinbase.spot.mkt_data.CoinbaseSpotMdFeed"
-            # "class":  "cvttpy_trading.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
 
             , "reconnect_secs": 2
             , "max_connections": 10
@@ -335,13 +390,53 @@
                 }
             }
         }
-
-    }
-    , "COINBASE_FUT": {
+    }, 
+    
+    "COINBASE_FUT": {
         "exchange_id":          "COINBASE-FUT"
         , "name":               "Coinbase Advanced Trade Futures"
         , "type":               "FUTURES"
+        , "quote_asset":        "USDC"
 
+        , "dynamic_instruments": { # DEPRECATED, replaced by "instruments_upload" section
+            # dynamically created instruments (perpetual/expiring futures)
+            "class": "cvttpy_trading.exchanges.coinbase.futures.market.CoinbaseFutInstrumentLoader"
+            "credentials_key": "COINBASE_ADV_RO"
+            , "api": {
+                "REST": {
+                    "products": {
+                        "method": "GET"
+                        , "url": "https://api.coinbase.com/api/v3/brokerage/products"
+                        , "params": {
+                            "product_type": "FUTURE"
+                            , "contract_expiry_type": "PERPETUAL"
+                            , "futures_underlying_type": "FUTURES_UNDERLYING_TYPE_SPOT"
+                            # , "contract_expiry_type": "EXPIRING" #
+                            # , "expiring_contract_status": "STATUS_UNEXPIRED"
+                        }
+                    }
+                }
+            }
+        }
+        , "instruments_upload": { 
+            "class": "cvttpy_trading.exchanges.coinbase.futures.market.CoinbaseFutInstrumentLoader"
+            "credentials_key": "COINBASE_ADV_RO"
+            , "api": {
+                "REST": {
+                    "products": {
+                        "method": "GET"
+                        , "url": "https://api.coinbase.com/api/v3/brokerage/products"
+                        , "params": {
+                            "product_type": "FUTURE"
+                            , "contract_expiry_type": "PERPETUAL"
+                            , "futures_underlying_type": "FUTURES_UNDERLYING_TYPE_SPOT"
+                            # , "contract_expiry_type": "EXPIRING" #
+                            # , "expiring_contract_status": "STATUS_UNEXPIRED"
+                        }
+                    }
+                }
+            }
+        }
         , "mktdata" : {
             "credentials_key": "COINBASE_ADV_TRD"
             "class":  "cvttpy_trading.exchanges.coinbase.futures.mkt_data.CoinbaseFutMdFeed"
@@ -351,17 +446,7 @@
             , "price_throttle": true
 
             , "api": {
-                "REST": {
-                    "products": {
-                        "method": "GET"
-                        , "url": "https://api.coinbase.com/api/v3/brokerage/products"
-                        , "params": {
-                            "product_type": "FUTURE"
-                            , "contract_expiry_type": "EXPIRING"
-                            , "expiring_contract_status": "STATUS_UNEXPIRED"
-                        }
-                    }
-                },
+                # for product/instrument REST settings see exchange_instruments.cfg (COINBASE-FUT)
                 "web_socket": {
                     "url": "wss://advanced-trade-ws.coinbase.com"
                 }
@@ -396,9 +481,10 @@
             }
         }
 
-    }
+    },
+    
     # ---------------------------- G
-    , "GEMINI": {
+    "GEMINI": {
         # https://docs.gemini.com/rest-api
         "exchange_id": "GEMINI"
         , "name": "Gemini"
@@ -418,9 +504,9 @@
                 }
             }
         }
-    }
-
-    , "GEMINI-SNDBX": {
+    }, 
+    
+    "GEMINI-SNDBX": {
         # https://docs.gemini.com/rest-api
         "exchange_id": "GEMINI"
         , "name": "Gemini"
@@ -481,9 +567,10 @@
                 }
             }
         }
-    }
+    },
+    
     # ---------------------------- K
-    , "KRAKEN": {
+    "KRAKEN": {
         "exchange_id":          "KRAKEN"
         , "name":               "KRAKEN"
         , "type":               "SPOT"
@@ -506,9 +593,10 @@
                 , "REST": {}
             }
         }
-    }
+    },
+
     # ---------------------------- O
-    , "OKX": {
+    "OKX": {
         "exchange_id":          "OKX"
         , "name":               "OKX"
         , "type":               "SPOT"
@@ -533,68 +621,3 @@
         }
     }
 }
-
-    # , "ALPACA_SIM": {
-    #     # https://docs.alpaca.markets/reference/
-    #     "exchange_id":          "ALPACA"
-    #      , "name":              "Alpaca Trading"
-    #     , "type":               "EQUITY"
-
-
-    #     , "mktdata" : {
-    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
-    #         "ws_url": ["WS", "ws://localhost:10180/ws"]
-    #     }
-
-    #     , "order_entry": {
-    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-
-    #         , "REST": {
-    #             "new_order_url": ["POST", "http://localhost:10182/order"]
-    #             , "cancel_order_url": ["POST", "http://localhost:10182/cancel"]
-    #             , "cancel_all_url": ["POST", "http://localhost:10182/cancel_all"]
-    #             , "open_orders_url": ["GET", "http://localhost:10182/open_orders"]
-    #             , "order_status_url": ["GET", "http://localhost:10182/order_status"]
-    #         },
-    #         "ws_url": ["WSS", "ws://localhost:10181/ws"]
-    #     }
-    #     , "accounting": {
-    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-    #         , "REST": {
-    #                 "positions_url": ["GET", "http://localhost:10083/positions"]
-    #                 , "trades_url": ["GET", "http://localhost:10083/trades"]
-    #         }
-    #     }
-    # }
-
-    # , "COINBASE_SIM": {
-    #     "exchange_id":          "COINBASE"
-    #     , "name":               "Coinbase Advanced Trade (Simulation)"
-    #     , "type":               "SPOT"
-
-
-    #     , "mktdata" : {
-    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
-    #         "ws_url": ["WS", "ws://localhost:8080/ws"]
-    #     }
-
-    #     , "order_entry": {
-    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-
-    #         , "REST": {
-    #             "new_order_url": ["POST", "http://localhost:8181/order"]
-    #             , "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
-    #             , "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
-    #             , "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
-    #             , "order_status_url": ["GET", "http://localhost:8181/order_status"]
-    #         },
-    #         "ws_url": ["WSS", "ws://localhost:8180/ws"]
-    #     }
-    #     , "accounting": {
-    #         "class":  "cvttpy_trading.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-    #         , "REST": {
-    #                 "positions_url": ["GET", "http://localhost:8182/positions"]
-    #                 , "trades_url": ["GET", "http://localhost:8182/trades"]
-    #         }
-    #     }
-    # }

data/refdata/instruments.cfg

@@ -1,510 +1,485 @@
 {
     # -------------------------------------- PAIRs
     # --- PAIR-A
-    "PAIR-AAVE-BUSD": {
-        "base_asset": "AAVE",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.001",
-        "price_tick": 0.01
-    },
     "PAIR-AAVE-USD": {
         "base_asset": "AAVE",
         "quote_asset": "USD",
         "quantity_precision": "0.001",
         "price_tick": 0.01
-    },
-    "PAIR-ADA-USD": {
+    }
+    , "PAIR-ADA-USD": {
         "base_asset": "ADA",
         "quote_asset": "USD",
-        "quantity_precision": "0.1",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.0001
-    },
-    "PAIR-ADA-USDT": {
+    }
+    , "PAIR-ADA-USDT": {
         "base_asset": "ADA",
         "quote_asset": "USDT",
-        "quantity_precision": "0.1",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.0001
-    },
-    "PAIR-ASD-USDT": {
+    }
+    , "PAIR-ASD-USDT": {
         "base_asset": "ASD",
         "quote_asset": "USDT",
         "quantity_precision": "0.0001",
         "contract_size": 1.0,
         "price_tick": 0.01
-    },
-    "PAIR-AVAX-BUSD": {
-        "base_asset": "AVAX",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.00001",
-        "price_tick": 0.00001
-    },
-    "PAIR-AVAX-USD": {
+    }
+    , "PAIR-AVAX-USD": {
         "base_asset": "AVAX",
         "quote_asset": "USD",
-        "quantity_precision": "0.00001",
-        "price_tick": 0.00001
-    },
-    "PAIR-AVAX-USDT": {
+        "quantity_precision": "0.00000001",
+        "price_tick": 0.01
+    }
+    , "PAIR-AVAX-USDT": {
         "base_asset": "AVAX",
         "quote_asset": "USDT",
-        "quantity_precision": "0.00001",
-        "price_tick": 0.00001
-    },
+        "quantity_precision": "0.00000001",
+        "price_tick": 0.01
+    }
     # --- PAIR-B
-    "PAIR-BCH-BUSD": {
-        "base_asset": "BCH",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.001",
-        "price_tick": 0.1
-    },
-    "PAIR-BCH-USD": {
+    , "PAIR-BCH-USD": {
         "base_asset": "BCH",
         "quote_asset": "USD",
-        "quantity_precision": "0.001",
-        "price_tick": 0.1
-    },
-    "PAIR-BCH-USDT": {
+        "quantity_precision": "0.00000001",
+        "price_tick": 0.01
+    }
+    , "PAIR-BCH-USDT": {
         "base_asset": "BCH",
         "quote_asset": "USDT",
-        "quantity_precision": "0.001",
-        "price_tick": 0.1
-    },
-    "PAIR-BTC-BUSD": {
-        "base_asset": "BTC",
-        "quote_asset": "BUSD",
         "quantity_precision": "0.00000001",
-        "price_tick": 0.1
-    },
-    "PAIR-BTC-MXN": {
-        "base_asset": "BTC",
-        "quote_asset": "MXN",
-        "quantity_precision": "0.000001",
-        "price_tick": 1
-    },
-    "PAIR-BTC-USD": {
+        "price_tick": 0.01
+    }
+    , "PAIR-BNB-USD": {
+        "base_asset": "BNB",
+        "quote_asset": "USD",
+        "quantity_precision": "0.00001",
+        "price_tick": 0.01
+    }
+    , "PAIR-BNB-USDT": {
+        "base_asset": "BNB",
+        "quote_asset": "USD",
+        "quantity_precision": "0.00001",
+        "price_tick": 0.01
+    }
+    , "PAIR-BTC-USD": {
         "base_asset": "BTC",
         "quote_asset": "USD",
         "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
-    "PAIR-BTC-USDT": {
+    }
+    , "PAIR-BTC-USDT": {
         "base_asset": "BTC",
         "quote_asset": "USDT",
         "quantity_precision": "0.00000001",
         "price_tick": 0.1
-    },
-    "PAIR-BUSD-USDT": {
-        "base_asset": "BUSD",
-        "quote_asset": "USDT",
-        "quantity_precision": "0.0001",
-        "price_tick": 0.0001
-    },
+    }
     # --- PAIR-D
-    "PAIR-DOGE-BUSD": {
-        "base_asset": "DOGE",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.00001
-    },
-    "PAIR-DOGE-USD": {
+    , "PAIR-DOGE-USD": {
         "base_asset": "DOGE",
         "quote_asset": "USD",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.1",
         "price_tick": 0.00001
-    },
-    "PAIR-DOGE-USDT": {
+    }
+    , "PAIR-DOGE-USDT": {
         "base_asset": "DOGE",
         "quote_asset": "USDT",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.1",
         "price_tick": 0.00001
-    },
-    "PAIR-DOT-USD": {
+    }
+    , "PAIR-DOT-USD": {
         "base_asset": "DOT",
         "quote_asset": "USD",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.001
-    },
-    "PAIR-DOT-USDT": {
+    }
+    , "PAIR-DOT-USDT": {
         "base_asset": "DOT",
         "quote_asset": "USDT",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.001
-    },
+    }
     # --- PAIR-E
-    "PAIR-ETH-BUSD": {
-        "base_asset": "ETH",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.0001",
-        "price_tick": 0.01
-    },
-    "PAIR-ETH-USD": {
+    , "PAIR-ETH-USD": {
         "base_asset": "ETH",
         "quote_asset": "USD",
-        "quantity_precision": "0.0001",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
-    "PAIR-ETH-USDT": {
+    }
+    , "PAIR-ETH-USDT": {
         "base_asset": "ETH",
         "quote_asset": "USDT",
-        "quantity_precision": "0.0001",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
-    "PAIR-EUR-GBP": {
+    }
+    , "PAIR-EUR-GBP": {
         "base_asset": "EUR",
         "quote_asset": "GBP",
         "quantity_precision": "0.00001",
         "price_tick": 0.00001
-    },
-    "PAIR-EUR-USD": {
+    }
+    , "PAIR-EUR-USD": {
         "base_asset": "EUR",
         "quote_asset": "USD",
         "quantity_precision": "0.00001",
         "price_tick": 0.00001
-    },
+    }
     # --- PAIR-G
-    "PAIR-GENE-USDT": {
+    , "PAIR-GENE-USDT": {
         "base_asset": "GENE",
         "quote_asset": "USDT",
         "quantity_precision": "0.01",
         "price_tick": 0.001
-    },
-    "PAIR-GBP-USD": {
+    }
+    , "PAIR-GBP-USD": {
         "base_asset": "GBP",
         "quote_asset": "USD",
         "quantity_precision": "0.00001",
         "price_tick": 0.00001
-    },
+    }
+    # --- PAIR-H
+    , "PAIR-HBAR-USD": {
+        "base_asset": "HBAR",
+        "quote_asset": "USD",
+        "quantity_precision": "0.1",
+        "price_tick": 0.00001
+    }
+    , "PAIR-HBAR-USDT": {
+        "base_asset": "HBAR",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.1",
+        "price_tick": 0.00001
+    }
     # --- PAIR-L
-    "PAIR-LINK-BUSD": {
-        "base_asset": "LINK",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.001
-    },
-    "PAIR-LINK-USD": {
+    , "PAIR-LINK-USD": {
         "base_asset": "LINK",
         "quote_asset": "USD",
         "quantity_precision": "0.01",
         "price_tick": 0.001
-    },
-    "PAIR-LINK-USDT": {
+    }
+    , "PAIR-LINK-USDT": {
         "base_asset": "LINK",
         "quote_asset": "USDT",
         "quantity_precision": "0.01",
         "price_tick": 0.001
-    },
-    "PAIR-LTC-BUSD": {
-        "base_asset": "LTC",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.001",
-        "price_tick": 0.01
-    },
-    "PAIR-LTC-USD": {
+    }
+    , "PAIR-LTC-USD": {
         "base_asset": "LTC",
         "quote_asset": "USD",
-        "quantity_precision": "0.001",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
-    "PAIR-LTC-USDT": {
+    }
+    , "PAIR-LTC-USDT": {
         "base_asset": "LTC",
         "quote_asset": "USDT",
-        "quantity_precision": "0.001",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
+    }
     # --- PAIR-M
-    "PAIR-MATIC-BUSD": {
+    , "PAIR-MATIC-USD": {
         "base_asset": "MATIC",
         "quote_asset": "USD",
         "quantity_precision": "0.01",
         "price_tick": 0.0001
-    },
-    "PAIR-MATIC-USD": {
-        "base_asset": "MATIC",
-        "quote_asset": "USD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.0001
-    },
-    "PAIR-MATIC-USDT": {
+    }
+    , "PAIR-MATIC-USDT": {
         "base_asset": "MATIC",
         "quote_asset": "USDT",
         "quantity_precision": "0.01",
         "price_tick": 0.0001
-    },
-    "PAIR-MPL-USD": {
+    }
+    , "PAIR-MPL-USD": {
         "base_asset": "MPL",
         "quote_asset": "USD",
         "quantity_precision": "0.001",
         "price_tick": 0.01
-    },
+    }
     # --- PAIR-S
-    "PAIR-SOL-BUSD": {
-        "base_asset": "SOL",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.01
-    },
-    "PAIR-SOL-USD": {
+    , "PAIR-SHIB-USD": {
+        "base_asset": "SHIB",
+        "quote_asset": "USD",
+        "quantity_precision": "1",
+        "price_tick": 0.00000001
+    }
+    , "PAIR-SHIB-USDT": {
+        "base_asset": "SHIB",
+        "quote_asset": "USDT",
+        "quantity_precision": "1",
+        "price_tick": 0.00000001
+    }
+    , "PAIR-SOL-USD": {
         "base_asset": "SOL",
         "quote_asset": "USD",
-        "quantity_precision": "0.001",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
-    "PAIR-SOL-USDT": {
+    }
+    , "PAIR-SOL-USDT": {
         "base_asset": "SOL",
         "quote_asset": "USDT",
-        "quantity_precision": "0.001",
+        "quantity_precision": "0.00000001",
         "price_tick": 0.01
-    },
+    }
+    , "PAIR-SUI-USD": {
+        "base_asset": "SUI",
+        "quote_asset": "USD",
+        "quantity_precision": "0.1",
+        "price_tick": 0.0001
+    }
+    , "PAIR-SUI-USDT": {
+        "base_asset": "SUI",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.1",
+        "price_tick": 0.0001
+    }
     # --- PAIR-U
-    "PAIR-UNI-BUSD": {
-        "base_asset": "UNI",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.01
-    },
-    "PAIR-UNI-USD": {
+    , "PAIR-UNI-USD": {
         "base_asset": "UNI",
         "quote_asset": "USD",
         "quantity_precision": "0.01",
         "price_tick": 0.01
-    },
-    "PAIR-USD-JPY": {
+    }
+    , "PAIR-USD-JPY": {
         "base_asset": "USD",
         "quote_asset": "JPY",
         "quantity_precision": "0.001",
         "price_tick": 0.001
-    },
-    "PAIR-USD-MXN": {
+    }
+    , "PAIR-USD-MXN": {
         "base_asset": "USD",
         "quote_asset": "MXN",
         "quantity_precision": "0.001",
         "price_tick": 0.001
-    },
-    "PAIR-USDC-USDT": {
+    }
+    , "PAIR-USDC-USDT": {
         "base_asset": "USDC",
         "quote_asset": "USDT",
         "quantity_precision": "0.01",
         "price_tick": 0.0001
-    },
-    "PAIR-USDT-USD": {
+    }
+    , "PAIR-USDT-USD": {
         "base_asset": "USDT",
         "quote_asset": "USD",
         "quantity_precision": "0.0001",
         "price_tick": 0.0001
-    },
+    }
     # --- PAIR-X
-    "PAIR-XRP-BTC": {
+    , "PAIR-XLM-USD": {
+        "base_asset": "XLM",
+        "quote_asset": "USD",
+        "quantity_precision": "0.00000001",
+        "price_tick": 0.000001
+    }
+    , "PAIR-XLM-USDT": {
+        "base_asset": "XLM",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.00000001",
+        "price_tick": 0.000001
+    }
+    , "PAIR-XRP-BTC": {
         "base_asset": "XRP",
         "quote_asset": "BTC",
-        "quantity_precision": "1.0",
+        "quantity_precision": "0.000001",
         "price_tick": 0.00000001
-    },
-    "PAIR-XRP-BUSD": {
-        "base_asset": "XRP",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.0001
-    },
-    "PAIR-XRP-EUR": {
+    }
+    , "PAIR-XRP-EUR": {
         "base_asset": "XRP",
         "quote_asset": "EUR",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.000001",
         "price_tick": 0.0001
-    },
-    "PAIR-XRP-MXN": {
+    }
+    , "PAIR-XRP-MXN": {
         "base_asset": "XRP",
         "quote_asset": "MXN",
         "quantity_precision": "0.01",
         "price_tick": 0.000001
-    },
-    "PAIR-XRP-USD": {
+    }
+    , "PAIR-XRP-USD": {
         "base_asset": "XRP",
         "quote_asset": "USD",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.000001",
         "price_tick": 0.0001
-    },
-    "PAIR-XRP-USDT": {
+    }
+    , "PAIR-XRP-USDT": {
         "base_asset": "XRP",
         "quote_asset": "USDT",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.000001",
         "price_tick": 0.0001
-    },
+    }
     # ****************************************************
     # PERPs
     # ****************************************************
     # --- PERP-A
-    "PERP-AAVE-USDT": {
+    , "PERP-AAVE-USDT": {
         "base_asset": "AAVE",
         "quote_asset": "USDT",
         "quantity_precision": "0.001",
         "price_tick": 0.1
-    },
-    "PERP-AVAX-USDT": {
+    }
+    , "PERP-ADA-USDC": {
+        "base_asset": "ADA",
+        "quote_asset": "USDC",
+        "quantity_precision": "1",
+        "price_tick": 0.0001
+    }
+    , "PERP-AVAX-USDC": {
+        "base_asset": "AVAX",
+        "quote_asset": "USDC",
+        "quantity_precision": "0.001",
+        "price_tick": 0.001
+    }
+    , "PERP-AVAX-USDT": {
         "base_asset": "AVAX",
         "quote_asset": "USDT",
-        "quantity_precision": "0.00001",
-        "price_tick": 0.00001
-    },
+        "quantity_precision": "0.001",
+        "price_tick": 0.001
+    }
     # --- PERP-B
-    "PERP-BCH-USDT": {
+    , "PERP-BCH-USDC": {
+        "base_asset": "BCH",
+        "quote_asset": "USDC",
+        "quantity_precision": "0.001",
+        "price_tick": 0.01
+    }
+    , "PERP-BCH-USDT": {
         "base_asset": "BCH",
         "quote_asset": "USDT",
         "quantity_precision": "0.001",
-        "price_tick": 0.1
-    },
-    "PERP-BTC-BUSD": {
-        "base_asset": "BTC",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.00000001",
-        "price_tick": 0.1
-    },
-    "PERP-BTC-GUSD": {
-        "base_asset": "BTC",
-        "quote_asset": "GUSD",
+        "price_tick": 0.01
+    }
+    , "PERP-BNB-USDC": {
+        "base_asset": "BNB",
+        "quote_asset": "USDC",
         "quantity_precision": "0.001",
         "price_tick": 0.01
-    },
-    "PERP-BTC-USD": {
+    }
+    , "PERP-BTC-USD": {
         "base_asset": "BTC",
         "quote_asset": "USD",
-        "quantity_precision": "1",
+        "quantity_precision": "0.0001",
         "price_tick": 0.1
-    },
-    "PERP-BTC-USDC": {
+    }
+    , "PERP-BTC-USDC": {
         "base_asset": "BTC",
         "quote_asset": "USDC",
         "quantity_precision": "0.001",
         "price_tick": 0.01
-    },
-    "PERP-BTC-USDT": {
+    }
+    , "PERP-BTC-USDT": {
         "base_asset": "BTC",
         "quote_asset": "USDT",
         "quantity_precision": "0.001",
         "price_tick": 0.01
-    },
+    }
     # --- PERP-D
-    "PERP-DOGE-USDT": {
+    , "PERP-DOGE-USDC": {
+        "base_asset": "DOGE",
+        "quote_asset": "USDC",
+        "quantity_precision": "1",
+        "price_tick": 0.00001
+    }
+    , "PERP-DOGE-USDT": {
         "base_asset": "DOGE",
         "quote_asset": "USDT",
         "quantity_precision": "1",
-        "price_tick": 0.000001
-    },
+        "price_tick": 0.00001
+    }
+    , "PERP-DOT-USDC": {
+        "base_asset": "DOT",
+        "quote_asset": "USDC",
+        "quantity_precision": "0.1",
+        "price_tick": 0.001
+    }
     # --- PERP-E
-    "PERP-ETH-BUSD": {
-        "base_asset": "ETH",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.0001",
-        "price_tick": 0.01
-    },
-    "PERP-ETH-USDC": {
+    , "PERP-ETH-USDC": {
         "base_asset": "ETH",
         "quote_asset": "USDC",
-        "quantity_precision": "0.001",
+        "quantity_precision": "0.0001",
         "price_tick": 0.01
-    },
-    "PERP-ETH-USD": {
+    }
+    , "PERP-ETH-USD": {
         "base_asset": "ETH",
         "quote_asset": "USD",
         "quantity_precision": "1",
         "price_tick": 0.01
-    },
-    "PERP-ETH-USDT": {
+    }
+    , "PERP-ETH-USDT": {
         "base_asset": "ETH",
         "quote_asset": "USDT",
         "quantity_precision": "0.001",
         "price_tick": 0.01
-    },
+    }
+    # --- PERP-H
+    , "PERP-HBAR-USDC": {
+        "base_asset": "HBAR",
+        "quote_asset": "USDC",
+        "quantity_precision": "1",
+        "price_tick": 0.00001
+    }
     # --- PERP-L
-    "PERP-LINK-BUSD": {
+    , "PERP-LINK-USDC": {
         "base_asset": "LINK",
-        "quote_asset": "BUSD",
+        "quote_asset": "USDC",
         "quantity_precision": "0.01",
         "price_tick": 0.001
-    },
-    "PERP-LINK-USDT": {
+    }
+    , "PERP-LINK-USDT": {
         "base_asset": "LINK",
         "quote_asset": "USDT",
         "quantity_precision": "0.01",
         "price_tick": 0.001
-    },
-    "PERP-LTC-BUSD": {
+    }
+    , "PERP-LTC-USDC": {
         "base_asset": "LTC",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.001",
+        "quote_asset": "USDC",
+        "quantity_precision": "0.01",
         "price_tick": 0.01
-    },
-    "PERP-LTC-USDT": {
+    }
+    , "PERP-LTC-USDT": {
         "base_asset": "LTC",
         "quote_asset": "USDT",
-        "quantity_precision": "0.001",
+        "quantity_precision": "0.01",
         "price_tick": 0.01
-    },
+    }
     # --- PERP-M
-    "PERP-MATIC-USDT": {
+    , "PERP-MATIC-USDT": {
         "base_asset": "MATIC",
         "quote_asset": "USDT",
         "quantity_precision": "1",
         "price_tick": 0.00001
     }
     # --- PERP-S
-    , "PERP-SOL-BUSD": {
-        "base_asset": "SOL",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.01
-    }
-    # --- PERP-U
-    , "PERP-UNI-BUSD": {
-        "base_asset": "UNI",
-        "quote_asset": "BUSD",
-        "quantity_precision": "0.01",
-        "price_tick": 0.01
-    }
-    # ****************************************************
-    # PERPCs (coin-margined)
-    # ****************************************************
-    # --- PERPC-B
-    , "PERPC-BTC-USD": {
-        "base_asset": "BTC",
-        "quote_asset": "USD",
-        "quantity_precision": "1",
-        "price_tick": 0.1
-    }
-    # --- PERPC-D
-    , "PERPC-DOGE-USD": {
-        "base_asset": "DOGE",
-        "quote_asset": "USDT",
+    , "PERP-SHIB-USDC": {
+        "base_asset": "SHIB",
+        "quote_asset": "USDC",
         "quantity_precision": "1",
         "price_tick": 0.000001
     }
-    # --- PERPC-E
-    , "PERPC-ETH-USD": {
-        "base_asset": "ETH",
-        "quote_asset": "USD",
-        "quantity_precision": "1",
-        "price_tick": 0.01
-    }
-    # --- PERPC-L
-    , "PERPC-LINK-USD": {
-        "base_asset": "LINK",
-        "quote_asset": "USDT",
-        "quantity_precision": "1",
+    , "PERP-SOL-USDC": {
+        "base_asset": "SOL",
+        "quote_asset": "USDC",
+        "quantity_precision": "0.001",
         "price_tick": 0.001
     }
-    , "PERPC-LTC-USD": {
-        "base_asset": "LTC",
-        "quote_asset": "USDT",
-        "quantity_precision": "1",
-        "price_tick": 0.01
+    , "PERP-SUI-USDC": {
+        "base_asset": "SUI",
+        "quote_asset": "USDC",
+        "quantity_precision": "0.1",
+        "price_tick": 0.0001
     }
-    # --- PERPC-M
-    , "PERPC-MATIC-USD": {
-        "base_asset": "MATIC",
-        "quote_asset": "USDT",
+    # --- PERP-X
+    , "PERP-XLM-USDC": {
+        "base_asset": "XLM",
+        "quote_asset": "USDC",
+        "quantity_precision": "1",
+        "price_tick": 0.00001
+    }
+    , "PERP-XRP-USDC": {
+        "base_asset": "XRP",
+        "quote_asset": "USDC",
         "quantity_precision": "1",
         "price_tick": 0.0001
     }
-
     # ------------------- STOCKS
     , "STOCK-AAPL": {
         "base_asset": "EQT.AAPL"