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16 Commits
BEFORE_MOVING_REDIS_TO_COMM_20241025 ... 9feb87df5d

Author SHA1 Message Date
Cryptoval Trading Technologies 9feb87df5d progress 2025-02-03 20:21:01 +00:00
Cryptoval Trading Technologies bed7b838ec progress 2025-02-03 19:57:18 +00:00
Cryptoval Trading Technologies 088770e923 . 2025-02-03 05:05:16 +00:00
Cryptoval Trading Technologies b4fc81338d fix 2025-01-29 18:50:27 +00:00
Cryptoval Trading Technologies 06c01115dd progress 2025-01-24 17:28:48 +00:00
Cryptoval Trading Technologies 5e7cf812aa using env for CONFIG_SERVICE 2025-01-24 04:23:56 +00:00
Cryptoval Trading Technologies 50dee15642 progress 2025-01-22 23:09:25 +00:00
Cryptoval Trading Technologies 7cb2e5ed6b progress 2025-01-14 03:25:20 +00:00
Cryptoval Trading Technologies 8ce21f0715 progress 2024-12-30 17:29:26 +00:00
Cryptoval Trading Technologies c1c72b7f80 progress 2024-12-14 01:08:13 +00:00
Cryptoval Trading Technologies 8b109e933c progress 2024-12-03 18:58:02 +00:00
Cryptoval Trading Technologies cf62777b62 . 2024-11-28 18:59:57 +00:00
Cryptoval Trading Technologies 82bc99e00d . 2024-11-26 23:15:11 +00:00
Cryptoval Trading Technologies 8f77238d82 progress 2024-11-01 18:59:46 +00:00
Cryptoval Trading Technologies 64536e2955 hosts added 2024-10-30 19:22:32 +00:00
Cryptoval Trading Technologies d468bdfd79 moving redis to comm 2024-10-26 00:18:37 +00:00
53 changed files with 783 additions and 384 deletions
Expand all files Collapse all files
config_service.code-workspace
+1 -1
View File
@@ -1,7 +1,7 @@
{
"folders": [
{
"path": "."
"path": "../../../../works/repos/config_service"
}
]
}
data/admin/cvtt_hosts.cfg
+100 -66
View File
@@ -1,160 +1,194 @@
# ------- I M P O R T A N T
# -----------------------------------------------------------------
# ---- DO NOT USE JSON Booleans, jq considers "false" as missing,
# ---- So it will replace it with default value
# ---- Instead use strings (case insensitive): "false", "no", "N", "T"
# -----------------------------------------------------------------
{
"cvtt.vpn": {
// ----------- C l o u d
"cloud11": {
"type": "cloud",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
},
"cloud15": {
"type": "cloud",
"users": ["oleg"],
"docker": false,
"supervisor": false,
"docker": "false",
},
"cloud16": {
"type": "cloud",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": true,
"docker": "true",
},
"cloud21": {
"type": "cloud",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": true,
"users": ["oleg", "cvtt", "cvttdist", "git"],
"docker": "true",
},
"cloud22": {
"type": "cloud",
"users": ["oleg"],
"docker": false,
"supervisor": false,
"docker": "false",
},
"cloud23": {
"type": "cloud",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
},
"cloud24": {
"type": "cloud",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": true,
"docker": "true",
},
"cloud25": {
"type": "cloud",
"users": ["oleg"],
"docker": "true",
},
// ----------- B a r e M e t a l
"homestore": {
# "homestore": {
# "type": "metal",
# "users": ["oleg"],
# "docker": "true",
# },
# "nsbackup": {
# "type": "metal",
# "users": ["oleg"],
# "docker": "false",
# },
"hs01": {
"type": "metal",
"users": ["oleg"],
"docker": true,
"supervisor": false,
"users": ["oleg", "cvtt", "cvttdist", "git"],
"docker": "true",
},
"nsbackup": {
"hbkp01": {
"type": "metal",
"users": ["oleg"],
"docker": false,
"supervisor": false,
"docker": "false",
},
"cryptoval2": {
"type": "metal",
"users": ["oleg"],
"docker": false,
"supervisor": false,
"docker": "false",
"desktop": "true",
},
"cryptoval3": {
"type": "metal",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
"desktop": "true",
},
"cryptoval4": {
"type": "metal",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
"desktop": "true",
},
"dtvmhost": {
"type": "metal",
"users": ["oleg"],
"docker": false,
"supervisor": false,
"docker": "false",
"desktop": "true",
},
"gpushnik": {
"type": "metal",
"users": ["oleg"],
"docker": true,
"supervisor": false,
"docker": "true",
},
// ----------- V i r t u a l M a c h i n e s
"cvttdata": {
// - GUI
"cvtt-admin": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"users": ["oleg"],
"docker": "true",
"gui": "true",
},
"cvtt-dev": {
"type": "vm",
"users": ["oleg"],
"docker": true,
"supervisor": false,
"__eod__": null
"docker": "true",
"gui": "true",
},
"cvtt-edu": {
"type": "vm",
"users": ["oleg"],
"docker": false,
"supervisor": false,
},
"cvtt-prod-eqty-01": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "false",
"gui": "true",
},
"cvtt-research": {
"type": "vm",
"users": ["oleg"],
"docker": true,
"supervisor": false,
"docker": "true",
"gui": "true",
},
"cvtt-write": {
"type": "vm",
"users": ["oleg"],
"docker": "true",
"gui": "true",
},
"desktop": {
"type": "vm",
"users": ["oleg"],
"docker": false,
"supervisor": false,
"docker": "false",
"gui": "true",
},
"ops-server": {
"home-fin": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"users": ["oleg"],
"docker": "false",
"gui": "true",
},
// -- Headless
"cvtt-build": {
"type": "vm",
"users": ["oleg"],
"docker": "true",
},
"cvtt-md": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
},
"cvttdata-testdb": {
"cvtt-prod-eqty-01": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
"to_check": "No",
},
"cvttdata": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": "true",
},
"cvtt-testserver": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": true,
"supervisor": false,
"docker": "true",
"to_check": "No",
},
"cvtt-prod-03": {
"cvtt-testdb": {
"type": "vm",
"users": ["oleg"],
"docker": false,
"supervisor": true,
"users": ["oleg", "cvtt"],
"docker": "true",
"to_check": "false",
"timeout_sec": 11,
},
"ops-server": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": "true",
},
"cvtt-dev-server": {
"type": "vm",
"users": ["oleg", "cvtt"],
"docker": "true",
"to_check": "Yes",
},
},
data/admin/cvtt_services.cfg
+68
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@@ -0,0 +1,68 @@
{
"Mattermost": {
"to_check": "Yes",
"protocol": "https",
"host": "mattermost.cryptovaltrading.com",
"port": 443
},
"Gitea": {
"to_check": "Yes",
"protocol": "http",
"host": "hs01.cvtt.vpn",
"port": 3000
},
"Docker Registry": {
"to_check": "Yes",
"protocol": "http",
"host": "cloud21.cvtt.vpn",
"port": 5500
},
"CVTT Config Service": {
"to_check": "Yes",
"protocol": "http",
"host": "cloud16.cvtt.vpn",
"port": 6789
},
"Trading Calendar": {
"to_check": "Yes",
"protocol": "https",
"host": "trading-calendar.cvtt.net",
"port": 443
},
"US EQTY Rel.Liquidity": {
"to_check": "Yes",
"protocol": "http",
"host": "cloud23.cvtt.vpn",
"port": 5678
},
"PyTorch (Jupyter)": {
"to_check": "Yes",
"protocol": "http",
"host": "gpushnik.cvtt.vpn",
"port": 8888
},
"TensorFlow (Jupyter)": {
"to_check": "Yes",
"protocol": "http",
"host": "gpushnik.cvtt.vpn",
"port": 9999
},
"FastAI (Jupyter)": {
"to_check": "Yes",
"protocol": "http",
"host": "gpushnik.cvtt.vpn",
"port": 7777
},
"Jenkins": {
"to_check": "Yes",
"protocol": "http",
"host": "cvtt-build.cvtt.vpn",
"port": 8080
},
"NetBird": {
"to_check": "Yes",
"protocol": "http",
"host": "cloud18.cryptovaltrading.com",
"port": 80
},
}
data/admin/docker_images.cfg
+51
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@@ -0,0 +1,51 @@
{
"Alpaca HBAR Loader": {
"image_name": "alpaca_hbar",
"docker_dev_path": "market_data/alpaca_hbar",
"based_on_project": "cvtt-rust"
# "additional_projects": []
# "test_script": "alpacka_hbar_test.sh"
}
, "Alpaca QAT Loader": {
"image_name": "alpaca_qat",
"docker_dev_path": "market_data/alpaca_qat",
"based_on_project": "cvtt-rust"
# "additional_projects": []
}
, "Crypto Exchange Statistics": {
"image_name": "crypto_exch_stats",
"docker_dev_path": "research/crypto_exch_stats",
"based_on_project": "cvttpy"
# "additional_projects": []
}
, "Crypto Daily MD": {
"image_name": "crypto_md_day",
"docker_dev_path": "market_data/crypto_md_day",
"based_on_project": "cvttpy"
# "additional_projects": []
}
, "Market Data Recorder": {
"image_name": "md_recorder",
"docker_dev_path": "market_data/md_recorder",
"based_on_project": "cvttpy"
"additional_projects": ["ops"]
}
, "MD Rec MONITOR": {
"image_name": "md_recorder_monitor",
"docker_dev_path": "market_data/md_recorder_monitor",
"based_on_project": "cvttpy"
"additional_projects": ["ops"]
}
, "CONFIG SERVICE": {
"image_name": "config_service",
"docker_dev_path": "config_service",
"based_on_project": "cvttpy"
"additional_projects": ["ops"]
}
, "Relative Liquidity": {
"image_name": "relative_liquidity",
"docker_dev_path": "market_data/relative_liquidity",
"based_on_project": "cvttpy"
"additional_projects": []
}
}
data/admin/git_repositories.cfg
+41 -30
View File
@@ -2,75 +2,75 @@
"cvtt": {
"cvtt2:": {
"cvttpy": [
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/cvttpy.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/cvttpy.git" },
{"cryptova": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/cvttpy.git" },
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/oleg/cvttpy.git" },
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/oleg/cvttpy.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/cvttpy.git" },
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/cvttpy.git" },
],
"ops": [
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/ops.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/ops.git" },
{"cryptova": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/ops.git" },
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/oleg/ops.git" },
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/oleg/ops.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/ops.git" },
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/ops.git" },
],
"docker_dev": [
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/docker_dev.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/docker_dev.git" },
{"cryptova": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/docker_dev.git" },
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/oleg/docker_dev.git" },
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/development/docker_dev.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/docker_dev.git" },
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/docker_dev.git" },
],
"config_service": [
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/config_service.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/config_service.git" },
{"cryptova": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/config_service.git" },
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/oleg/config_service.git" },
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/oleg/config_service.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/config_service.git" },
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/config_service.git" },
],
"cronjobs": [
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/cronjobs.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/cronjobs.git" },
{"cryptova": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/cronjobs.git" },
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/oleg/cronjobs.git" },
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/oleg/cronjobs.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/cronjobs.git" },
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cronjobs.git" },
],
"research": [
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/research.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/research.git" },
{"origin": "git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/research.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/research.git" },
{"cryptova": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/research.git" },
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/oleg/research.git" },
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/oleg/research.git" },
],
"jupyter_gpu": [
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/cvtt2/jupyter_gpu.git" },
{"homestore": "git@homestore.cvtt.vpn:/opt/git/cvtt2/jupyter_gpu.git" },
{"origin": "git@cloud21.cvtt.vpn:/works/store/git/jupyter_gpu.git" },
{"hs01": "git@hs01.cvtt.vpn:/works/git/cvtt2/jupyter_gpu.git" },
],
}
}
, "allbright": {
"allbright-ops": [
{"origin": "ssh://allbrigh@allbrightacademy.com:7822/home/allbrigh/git/allbright-ops.git"},
{"homestore": "ssh://oleg@homestore.sheynin.home:/opt/git/allbright/allbright-ops.git"},
{"hs01": "ssh://oleg@hs01.sheynin.home:/works/git/allbright/allbright-ops.git"},
],
"allbright-www": [
{"origin": "ssh://allbrigh@allbrightacademy.com:7822/home/allbrigh/git/allbright.git"},
{"homestore": "ssh://oleg@homestore.sheynin.home:/opt/git/allbright/allbright.git"},
{"hs01": "ssh://oleg@hs01.sheynin.home:/works/git/allbright/allbright.git"},
]
}
, "devel-env": {
"cvtt-dev": [
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/develop_env/.vscode.cvtt-dev.git"},
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/develop_env/.vscode.cvtt-dev.git"},
]
, "cvtt-research": [
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/develop_env/.vscode.cvtt-research.git"},
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/develop_env/.vscode.cvtt-research.git"},
]
, "oleg-macpro": [
{"gitea": "ssh://git@homestore.cvtt.vpn:20022/develop_env/.vscode.oleg-macpro.git"},
{"gitea": "ssh://git@hs01.cvtt.vpn:20022/develop_env/.vscode.oleg-macpro.git"},
]
},
, "education-materials": {
"Algorithmic Trading Book": [
{"origin": "ssh://git@homestore.cvtt.vpn:20022/edu/Algorithmic_Trading_Book.git"}
{"origin": "ssh://git@hs01.cvtt.vpn:20022/edu/Algorithmic_Trading_Book.git"}
]
, "Kubernetes Cookbook": [
{"origin": "ssh://git@homestore.cvtt.vpn:20022/edu/Kubernetes_Cookbook.git"}
{"origin": "ssh://git@hs01.cvtt.vpn:20022/edu/Kubernetes_Cookbook.git"}
]
}
"personal": {
@@ -78,13 +78,24 @@
{"origin": "ssh://cryptova@cryptovaltrading.com:1588/home/cryptova/git/personal/obsidian_notes.git"}
],
"data-analysis": [
{"origin": "git@homestore.cvtt.vpn:/opt/git/data_analysis.git"}
{"origin": "git@hs01.cvtt.vpn:/works/git/data_analysis.git"}
],
"leathercraft": [
{"origin": "git@homestore.cvtt.vpn:/opt/git/leathercraft.git"}
{"origin": "git@hs01.cvtt.vpn:/works/git/leathercraft.git"}
],
"musicscore": [
{"origin": "git@homestore.cvtt.vpn:/opt/git/musicscore.git"}
{"origin": "git@hs01.cvtt.vpn:/works/git/musicscore.git"}
],
".vscode": {
"cvtt-dev": [
{"origin": "ssh://git@hs01.cvtt.vpn:20022/personal/.vscode.cvtt-dev.git"},
],
"cvtt-edu": [
{"origin": "ssh://git@hs01.cvtt.vpn:20022/personal/.vscode.cvtt-edu.git"},
],
"cvtt-research": [
{"origin": "ssh://git@hs01.cvtt.vpn:20022/personal/.vscode.cvtt-research.git"},
],
},
}
}
data/apps/__DEPRECATED__/__OLD__strategies .cfg
+32
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@@ -0,0 +1,32 @@
{
"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/active_instruments.cfg → data/apps/__DEPRECATED__/active_instruments.cfg
+1 -1
View File
@@ -3,7 +3,7 @@
"dynamic_stock_list": {
"exchange_id": "ALPACA"
, "list_source": "redis"
, "redis_settings": "cvtt-prod-eqty-01"
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
, "redis_key": "DAY_STOCK_LIST"
}
}
data/apps/cvtt.cfg → data/apps/__DEPRECATED__/cvtt.cfg
+9 -9
View File
@@ -1,14 +1,14 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "cvttcomm": {
"type": "redis"
# , "redis_settings": "localhost"
, "redis_settings": "cloud17"
}
"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": {}
@@ -179,7 +179,7 @@
# --------------------------------------------------------------------
, "quant": {
"app_channel": "QUANT"
, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies
, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
data/apps/cvtt_crypto_coinbs.cfg → data/apps/__DEPRECATED__/cvtt_crypto_coinbs.cfg
+8 -10
View File
@@ -1,14 +1,12 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "cvttcomm": {
"type": "redis"
# , "redis_settings": "localhost"
, "redis_settings": "cloud17"
}
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/cloud17"
# , "cvttcomm": {
# "type": "redis"
# }
, "session_type": "PERMANENT"
, "books": {
"CVTT_BK01": {}
@@ -109,7 +107,7 @@
},
}
}
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "trading_pos_diff_pct_trigger": 10.0
, "trading_depth": {
"BTC": 0.001
@@ -144,7 +142,7 @@
, "quant": {
"app_channel": "QUANT"
, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies
, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
data/apps/__DEPRECATED__/cvttcomm.cfg
+3 -3
View File
@@ -1,11 +1,11 @@
{
"type": "redis",
"redis_settings": "localhost"
"comm_settings": "/comm/pubsub/redis/localhost"
, "app_channels": {
"executor": "EXEC"
, "risk_manager": "RMGR"
, "risk_manager": "RMGR"
, "trader": "TRDR"
, "quant": "QUANT"
, "quant": "QUANT"
}
}
data/apps/__DEPRECATED__/executor_app.cfg
+2 -3
View File
@@ -1,7 +1,6 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
data/apps/__DEPRECATED__/md_portal.cfg
+5
View File
@@ -0,0 +1,5 @@
{
# ----------------------------------
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
}
data/apps/__DEPRECATED__/md_recorder_old.cfg
+1 -2
View File
@@ -1,5 +1,4 @@
@var WINDOW_SIZE_SEC=2592000 # 30 days
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"md_recorder": {
"db": {
@@ -68,7 +67,7 @@
}
# ----------------------------------
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
data/apps/__DEPRECATED__/quant_app.cfg
+2 -4
View File
@@ -1,9 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "cvttcomm": @inc=http://${CONFIG_SERVICE}/apps/cvttcomm
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "quant": {
"books": {
"CVTT_BK01": {}
data/apps/__DEPRECATED__/risk_manager_app.cfg
+2 -5
View File
@@ -1,9 +1,6 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "risk_manager": {
"book": "CVTT_BK01"
, "database": {
data/apps/__DEPRECATED__/trader_app.cfg
+2 -3
View File
@@ -1,7 +1,6 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
data/apps/algo_trade.cfg
+4 -5
View File
@@ -1,16 +1,15 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp
@var SourcePath=/home/oleg/develop/cvtt2/tmp
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
"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"
, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
, "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)
data/apps/common/comm.cfg
+39 -31
View File
@@ -1,35 +1,43 @@
# INTENDED TO REPLACE redis.cfg
# /comm
{
"redis": {
"localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvttdata": {
"url": "redis://cvttdata.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-testserver": {
"url": "redis://cvtt-testserver.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-eqty-01": {
"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-03": {
"url": "redis://cvtt-prod-03.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-eqty-01": {
"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
"pubsub" : {
"redis": {
"localhost": {
"url": "redis://localhost"
, "type": "redis"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvttdata": {
"url": "redis://cvttdata.cvtt.vpn"
, "type": "redis"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-testserver": {
"url": "redis://cvtt-testserver.cvtt.vpn"
, "type": "redis"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-eqty-01": {
"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
, "type": "redis"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-03": {
"url": "redis://cvtt-prod-03.cvtt.vpn"
, "type": "redis"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-eqty-01": {
"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
, "type": "redis"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
}
}
}
data/apps/common/hist_md_loaders.cfg
+6
View File
@@ -0,0 +1,6 @@
{
"TimescaleMktDataLoader" : {
"loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TsMdLoader",
"credentials_key": "TSDB_MD_CVTTDATA_RO"
}
}
data/apps/common/redis.cfg
-32
View File
@@ -1,32 +0,0 @@
{
"localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvttdata": {
"url": "redis://cvttdata.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-testserver": {
"url": "redis://cvtt-testserver.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-eqty-01": {
"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-03": {
"url": "redis://cvtt-prod-03.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-eqty-01": {
"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
}
data/apps/common/strategies.cfg
+3 -3
View File
@@ -1,4 +1,5 @@
{
"hist_md_loaders": @inc=http://@env{CONFIG_SERVICE}/apps/common/hist_md_loaders
"CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
, "params": {
@@ -7,11 +8,10 @@
}
, "VWAP001": {
"class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
, "params": {
, "default_params": {
"vwap_interval": "1 hour"
, "hist_md_source": {
"loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TsMdLoader"
, "credentials_key": "TSDB_MD_CVTTDATA_RO"
"loader": "TimescaleMktDataLoader"
, "interval": "2 hours"
#, "from_time" is calculated
}
data/apps/cvtt_eqt_alpaca.cfg
+16 -10
View File
@@ -1,19 +1,25 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp
{ "___dummy___": null
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
, "cvttcomm": {
"type": "redis"
, "redis_settings": "cvtt-prod-eqty-01"
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "active_instruments": {
"ALPACA_SNDBX": {
"dynamic_stock_list": {
"exchange_id": "ALPACA"
, "list_source": "redis"
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
, "redis_key": "DAY_STOCK_LIST"
}
}
}
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
, "session_type": "CALENDAR"
, "calendar_session": {
"trading_hours_url": [
"GET"
, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
, "https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
]
}
, "books": {
@@ -45,7 +51,7 @@
},
}
}
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "trading_pos_diff_pct_trigger": 10.0
, "trading_depth": {
"USD": 1000.0,
@@ -114,7 +120,7 @@
# --------------------------------------------------------------------
, "quant": {
"app_channel": "QUANT"
, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies
, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "exchanges_settings": {
"*": {
"mkt_data": {
data/apps/md_portal.cfg
-7
View File
@@ -1,7 +0,0 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
# ----------------------------------
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
}
data/apps/md_recorder.cfg
+2 -13
View File
@@ -1,17 +1,6 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
// -------------------------------------------------------------------------
// This is used only for dynamically loaded instrument lists (as for Alpaca)
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
, "cvttcomm": {
"type": "redis"
, "redis_settings": "cvtt-prod-eqty-01"
}
//------------------------------------------------------------------------------
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
data/apps/minimal_md.cfg
+6 -6
View File
@@ -1,6 +1,5 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
"exchanges_settings": {
"*": {
"mkt_data": {
@@ -9,9 +8,10 @@
},
}
}
, "cvttcomm": {
"type": "redis"
, "redis_settings": "localhost"
}
, "comm_settings": "/comm/pubsub/redis/localhost"
# , "cvttcomm": {
# "type": "redis"
# , "comm_settings": "/comm/pubsub/redis/localhost"
# }
}
data/apps/minimal_md_eqt.cfg
+7 -7
View File
@@ -1,10 +1,9 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "calendar_session": {
"trading_hours_url": [
"GET"
, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
, "https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
]
}
, "exchanges_settings": {
@@ -15,9 +14,10 @@
},
}
}
, "cvttcomm": {
"type": "redis"
, "redis_settings": "localhost"
}
, "comm_settings": "/comm/pubsub/redis/localhost"
# , "cvttcomm": {
# "type": "redis"
# , "comm_settings": "/comm/pubsub/redis/localhost"
# }
}
data/apps/research/cointegration_trader.cfg
+49
View File
@@ -0,0 +1,49 @@
{
"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
, "exchanges_settings": {
"ALPACA_SIM": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"order_entry": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
},
},
# "ALPACA-MD-REST-ONLY": {
# "mkt_data": {
# "enabled": true
# , "streaming": false
# },
# },
# "COINBASE_SIM": {
# "mkt_data": {
# "enabled": true
# , "streaming": true
# },
# "order_entry": {
# "enabled": true
# , "streaming": true
# },
# "accounting": {
# "enabled": true
# , "streaming": false
# },
# },
}
, "trading": {
"book_id": "COINTEGR_BOOK_001"
,"algo": "TRDALGO_SIMPLE_BO"
, "usd_amount": 1000.0
, "price_offset_bps": 20
}
}
data/apps/research/mkt_sim_client.cfg
+18 -5
View File
@@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
"exchanges_settings": {
"*": {
"mkt_data": {
@@ -29,7 +28,21 @@
"enabled": true
, "streaming": false
},
}
},
"ALPACA_SIM": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"order_entry": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
},
},
}
}
data/apps/research/mkt_simulator.cfg → data/apps/research/mkt_simulator_crypto.cfg
+5 -6
View File
@@ -1,15 +1,14 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var SQLITE_DIR=/home/oleg/tmp/sqlite
@var FROM_TIME="2024-10-03 13:30:00"
@var FROM_TIME="2024-11-14 13:30:00"
@var INTERVAL="18 minutes"
# @var INTERVAL="5 minutes"
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
, "redis_settings": "localhost"
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/localhost"
, "simulation": {
# "speed_factor": 1.0,
"speed_factor": 0.0,
data/apps/research/mkt_simulator_eqt.cfg
+144
View File
@@ -0,0 +1,144 @@
@var DATA_DIR=/home/coder/project/data
@var MD_WS_PORT=10180
@var OE_WS_PORT=10181
@var OE_REST_PORT=10182
@var ACCT_REST_PORT=10083
@var DATE=20241114
@var FROM_TIME=13:30
@var TO_TIME=20:00
{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/localhost"
, "simulation": {
"speed_factor": 0.0,
# "speed_factor": 1000.0,
"time_events_interval_ms": 0
}
, "market_simulator" : {
"initial_positions": {
"exchange": "ALPACA",
"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": "${DATA_DIR}/eqt/${DATE}.alpaca_sim_md.db"
, "exchange_id": "ALPACA"
, "instruments": ["STOCK-COIN", "STOCK-CAN"]
, "md_types": {
"TRADES": {
"table_name": "md_trades"
, "columns": [
"tstamp"
, "tstamp_ns as tm" # required column
, "tstamp_ns as exchange_ts_ns"
, "tstamp_ns as local_time_ns"
, "exchange_id"
, "instrument_id"
, "exch as exchange_code"
, "px as price"
, "qty as quantity"
, "'' as taker_side" # get from condition (?)
, "trade_id"
, "condition"
, "tape"
]
, "time_column": "tstamp"
, "from_time": "${FROM_TIME}"
, "to_time": "${TO_TIME}"
}
, "BOOK_TOP": {
"table_name": "md_quotes"
, "columns": [
"tstamp"
, "tstamp_ns as tm" # required column
, "tstamp_ns as local_time_ns"
, "exchange_id"
, "instrument_id"
, "bid_exch as bid_exchange_code"
, "ask_exch as ask_exchange_code"
, "bid_px as bid_price"
, "bid_qty as bid_quantity"
, "ask_px as ask_price"
, "ask_qty as ask_quantity"
]
, "time_column": "tstamp"
, "from_time": "${FROM_TIME}"
, "to_time": "${TO_TIME}"
}
# , "HIST_BAR": {
# "table_name": "md_1min_bars"
# , "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"
# , "open"
# , "high"
# , "low"
# , "close"
# , "volume"
# , "vwap"
# , "num_trades"
# ]
# , "time_column": "tstamp"
# }
}
}
]
, "api": {
"web_socket": {
"url": "ws://localhost:${MD_WS_PORT}/ws"
}
}
}
, "order_entry": {
"execution": {
"execute_on": ["BOOK_TOP", "TRADES"]
"top_only": true
,"min_order_age_sec": 0.1
, "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
, "short_sale_allowed": false
, "fee_schedule": { # ALPACA -
"taker_fee_rate": 0.0
"maker_fee_rate": 0.0
}
# , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
}
, "api": {
"web_socket": {
"url": "ws://localhost:${OE_WS_PORT}/ws"
}
, "REST": {
"port": ${OE_REST_PORT}
"new_order_url": ["POST", "http://localhost:${OE_REST_PORT}/order"]
, "cancel_order_url": ["POST", "http://localhost:${OE_REST_PORT}/cancel"]
, "cancel_all_url": ["POST", "http://localhost:${OE_REST_PORT}/cancel_all"]
, "open_orders_url": ["GET", "http://localhost:${OE_REST_PORT}/open_orders"]
, "order_status_url": ["GET", "http://localhost:${OE_REST_PORT}/order_status"]
}
}
}
, "accounting": {
"api": {
"REST": {
"port": ${ACCT_REST_PORT}
, "positions_url": ["GET", "http://localhost:${ACCT_REST_PORT}/positions"]
, "trades_url": ["GET", "http://localhost:${ACCT_REST_PORT}/trades"]
}
}
}
}
}
data/apps/tests/cancel_all_orders.cfg
+1 -3
View File
@@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"__DUMMY__": null
@@ -24,6 +22,6 @@
}
}
}
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
}
data/apps/tests/cancel_order.cfg
+1 -3
View File
@@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"__DUMMY__": null
@@ -24,6 +22,6 @@
}
}
}
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
}
data/apps/tests/get_open_orders.cfg
+1 -3
View File
@@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"__DUMMY__": null
@@ -29,6 +27,6 @@
}
}
}
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
}
data/apps/tests/get_positions.cfg
+11 -3
View File
@@ -1,4 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"__DUMMY__": null
@@ -21,6 +20,15 @@
"read_only": "ALPACA_SANDBOX"
}
}
, "ALPACA_PROD": {
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_PROD"
}
}
, "GEMINI-SNDBX": {
"accounting": {
"enabled": true
@@ -31,7 +39,7 @@
}
}
}
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
}
data/apps/tests/get_trades.cfg
+10 -3
View File
@@ -1,4 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"__DUMMY__": null
@@ -21,8 +20,16 @@
"read_only": "ALPACA_SANDBOX"
}
}
, "ALPACA_PROD": {
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_PROD"
}
}
}
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
}
data/apps/tests/listen_market_data.cfg
+13 -5
View File
@@ -1,8 +1,16 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "active_instruments": {
"ALPACA_SNDBX": {
"dynamic_stock_list": {
"exchange_id": "ALPACA"
, "list_source": "redis"
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
, "redis_key": "DAY_STOCK_LIST"
}
}
}
"exchanges_settings": {
"*": {
"mkt_data": {
@@ -19,7 +27,7 @@
}
# , "cvttcomm": {
# "type": "redis"
# , "redis_settings": "localhost"
# , "comm_settings": "/comm/pubsub/redis/localhost"
# }
}
data/apps/tests/listen_market_data_prod.cfg
+17 -8
View File
@@ -1,8 +1,16 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
"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"
}
}
}
, "exchanges_settings": {
"*": {
"mkt_data": {
@@ -11,10 +19,11 @@
},
}
}
, "cvttcomm": {
"type": "redis"
, "redis_settings": "cvtt-prod-eqty-01"
}
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
# , "cvttcomm": {
# "type": "redis"
# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
# }
, "md_portal": {
"app_channel": "MD_PORTAL"
}
data/apps/tests/send_order.cfg
+1 -3
View File
@@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"__DUMMY__": null
@@ -23,6 +21,6 @@
}
}
}
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
}
data/apps/tests/send_order_cvtt.cfg
+8 -8
View File
@@ -1,13 +1,13 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "cvttcomm": {
"type": "redis"
# , "redis_settings": "localhost"
, "redis_settings": "cvtt-prod"
}
, "comm_settings": "/comm/pubsub/redis/cvtt-prod"
# , "cvttcomm": {
# "type": "redis"
# # , "comm_settings": "/comm/pubsub/redis/localhost"
# , "comm_settings": "/comm/pubsub/redis/cvtt-prod"
# }
, "executor": {
"app_channel": "EXEC"
}
data/refdata/exchanges.cfg
+89 -3
View File
@@ -3,6 +3,83 @@
{
"__DUMMY__": {}
# ----------------------------- A
, "ALPACA_PROD": {
# https://docs.alpaca.markets/reference/
"exchange_id": "ALPACA"
, "name": "Alpaca Trading"
, "type": "EQUITY"
, "cred_key": "ALPACA_PROD"
, "order_entry": {
"class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
, "REST": {
"submit_order_url": ["POST", "https://api.alpaca.markets/v2/orders"]
, "orders_url": ["GET", "https://api.alpaca.markets/v2/orders"]
, "order_status": ["GET", "https://api.alpaca.markets/v2/orders/{order_id}"]
, "cancel_order_url": ["DELETE", "https://api.alpaca.markets/v2/orders/{order_id}"]
, "cancel_all_url": ["DELETE", "https://api.alpaca.markets/v2/orders"]
}
, "ws_url": ["WSS", "wss://api.alpaca.markets/stream"]
}
, "mktdata" : {
"class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
, "reconnect_secs": 2.0
# , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
, "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/iex"]
, "REST": {
"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
, "assets": ["GET", "https://api.alpaca.markets/v2/assets"]
# , "assets": ["GET", "https://data.alpaca.markets/v2/assets"]
}
}
, "accounting": {
"class": "cvttpy.exchanges.alpaca.acct_client.AlpacaAccounting"
, "REST": {
"balances_url": ["GET", "https://api.alpaca.markets/v2/positions"]
, "account_info_url": ["GET", "https://api.alpaca.markets/v2/account"]
, "trades_url": ["GET", "https://api.alpaca.markets/v2/account/activities/FILL"]
}
}
}
, "ALPACA_SIM": {
# https://docs.alpaca.markets/reference/
"exchange_id": "ALPACA"
, "name": "Alpaca Trading"
, "type": "EQUITY"
, "mktdata" : {
"class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
"ws_url": ["WS", "ws://localhost:10180/ws"]
}
, "order_entry": {
"class": "cvttpy.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.exchanges.mkt_simulator.acct_client.MktSimAccounting"
, "REST": {
"positions_url": ["GET", "http://localhost:10083/positions"]
, "trades_url": ["GET", "http://localhost:10083/trades"]
}
}
}
, "ALPACA_SNDBX": {
# https://docs.alpaca.markets/reference/
"exchange_id": "ALPACA"
@@ -39,7 +116,7 @@
}
}
, "accounting": {
"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
"class": "cvttpy.exchanges.alpaca.acct_client.AlpacaAccounting"
, "REST": {
"balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
@@ -435,10 +512,19 @@
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
, "redis_settings": "cvtt-prod-eqty-01"
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
, "channel_prefix": "MD_ALPACA_SNDBX"
}
}
# , "MD_GATEWAY": {
# "exchange_id": "MD_GATEWAY"
# , "name": "MD Portal (proxy)"
# , "type": "PROXY"
# , "mktdata" : {
# "class": "cvttpy.exchanges.proxies.md_gateway_clnt.mkt_data.MktDataGatewayFeed"
# }
# }
, "MD_PORTAL_ALPACA_03": {
"exchange_id": "MD_PORTAL"
, "name": "MD Portal (proxy)"
@@ -446,7 +532,7 @@
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
, "redis_settings": "cvtt-prod-03"
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-03"
, "channel_prefix": "MD_ALPACA_03"
}
}
data/refdata/refdata.cfg
+4 -5
View File
@@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"assets": @inc=http://${CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://${CONFIG_SERVICE}/refdata/instruments
, "exchanges": @inc=http://${CONFIG_SERVICE}/refdata/exchanges
, "exchange_instruments": @inc=http://${CONFIG_SERVICE}/refdata/exchange_instruments
"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchanges": @inc=http://@env{CONFIG_SERVICE}/refdata/exchanges
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"]
}
run/docker-compose.yml
-13
View File
@@ -1,13 +0,0 @@
version: "3.8"
#==================================================
services:
config_service:
image: cloud21.cvtt.vpn:5500/config_service:latest
container_name: cvtt_config_service
restart: unless-stopped
volumes:
- /home/cvtt/prod/config_service/data:/app/data
- /home/cvtt/prod/logs:/logs
ports:
- 6789:6789
run/restart.sh
-5
View File
@@ -1,5 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose down
docker compose up -d --pull=always
run/start.sh
-4
View File
@@ -1,4 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose up -d --pull=always
run/stop.sh
-4
View File
@@ -1,4 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose down
run_relative_liquidity/docker-compose.yml
-13
View File
@@ -1,13 +0,0 @@
version: "3.8"
#==================================================
services:
relative_liquidity:
image: cloud21.cvtt.vpn:5500/relative_liquidity:latest
container_name: relative_liquidity_svc
restart: unless-stopped
volumes:
- /home/cvtt/prod/data:/app/data
- /home/cvtt/prod/logs:/logs
ports:
- 5678:5678
run_relative_liquidity/restart.sh
-5
View File
@@ -1,5 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose down
docker compose up -d --pull=always
run_relative_liquidity/start.sh
-4
View File
@@ -1,4 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose up -d --pull=always
run_relative_liquidity/stop.sh
-4
View File
@@ -1,4 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose down
run_trading_calendar/docker-compose.yml
-10
View File
@@ -1,10 +0,0 @@
version: "3.8"
#==================================================
services:
trading_calendar:
image: apptasticsoftware/trading-calendar
container_name: trading-calendar
restart: unless-stopped
ports:
- 8000:80
run_trading_calendar/restart.sh
-5
View File
@@ -1,5 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose down
docker compose up -d --pull=always
run_trading_calendar/start.sh
-4
View File
@@ -1,4 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose up -d --pull=always
run_trading_calendar/stop.sh
-4
View File
@@ -1,4 +0,0 @@
#!/bin/bash
cd $(dirname ${0})
docker compose down