20260806

.gitignore

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

config_service.code-workspace

@@ -1,12 +0,0 @@
-{
-	"folders": [
-		{
-			"path": "."
-		}
-	],
-	"settings": {
-		"editor.detectIndentation": false,
-        "editor.tabSize": 4,
-        "editor.insertSpaces": true
-	}
-}

data/admin/cvtt_hosts.cfg

@@ -57,14 +57,24 @@
             "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",

data/apps/common/comm.cfg

@@ -38,6 +38,10 @@
             , "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": {
@@ -60,6 +64,10 @@
             "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": {

data/apps/cvtt_musvc.cfg

@@ -1,245 +0,0 @@
-@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
-
-{
-    "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}" # new
-
-    , "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": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW."
-        , "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            },
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-        , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
-        , "connectors": {
-            "simulated": false, 
-            "exchanges": ["COINBASE_AT"]
-        }
-    }
-    , "bookkeeper": {
-        "name": "BOOKKEEPER",
-        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR.APP_STATUS"
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR."
-        , "db": {
-            "server_type": "timescale",
-            # "cred_key": "TSDB_CVTT_TESTER_01_DIRECT"
-            # "cred_key": "TSDB_CVTT_TRADINNG_PROD-01-RW"
-            "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
-        }
-        , "use_cache": true
-    }
-    , "front_gateway": {
-        "name": "FRONT_GATEWAY",
-        "app_status_channel": "${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
-        }
-        , "supported_apps": [
-            "STAT_PAIR_SELECTOR"
-        ]
-
-    }
-    , "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."
-        , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
-        , "connectors": {
-            "simulated": false, 
-            "exchanges": ["COINBASE_AT"]
-        }
-        , "reset_md_cache_on_start": true
-    }
-    # -------- UNIMPLEMENTED yet
-    , "musvc_monitor": {
-        "name": "MUSV_MONITOR",
-        "musvc_status": [
-            {
-                "config_section": "bookkeeper", 
-                "group": "Trading Bot",
-                "name": "Bookkeeper"
-            },
-            {
-                "config_section": "pricer", 
-                "group": "Trading Bot",
-                "name": "Pricer"
-            },
-            {
-                "config_section": "trader", 
-                "group": "Trading Bot",
-                "name": "Trader"
-            },
-            {
-                "config_section": "risk_manager",
-                "group": "Trading Bot",
-                "name": "Risk Manager"
-            },
-            {
-                "config_section": "accounting_gateway", 
-                "group": "Market Gateways",
-                "name": "Accounting GW"
-            },
-            {
-                "config_section": "market_data_gateway", 
-                "group": "Market Gateways",
-                "name": "Market Data GW"
-            },
-            {
-                "config_section": "order_entry_gateway", 
-                "group": "Market Gateways",
-                "name": "Order Entry GW"
-            },
-        ]
-    }
-    # -------- UNIMPLEMENTED yet
-    , "order_entry_gateway": {
-        "name": "OE_GATEWAY",
-        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW.APP_STATUS"
-        , "exchanges_settings": {
-            "ALPACA_SNDBX": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "ALPACA_SANDBOX"
-                    , "trade": "ALPACA_SANDBOX"
-                }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
-        , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
-        , "connectors": {
-            "simulated": false, 
-            "exchanges": ["COINBASE_AT"]
-        }
-         "debug_mode": { # used when '--debug_mode' 
-            "partial_fill_wait_sec": 3600.0,
-            "full_fill_wait_sec": 3600.0
-        }
-    }
-    , "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"
-            }
-            , "enable_mda_recording": false # RO account is used
-        }
-        , "use_md_aggregate_cache": true
-    }
-    , "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/cvtt_musvc_sim.cfg

@@ -1,342 +0,0 @@
-@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
-
-{
-    "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": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW."
-        , "exchanges_settings": {
-            "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                , "credentials_key": {
-                    "read_only": "COINBASE_ADV_RO"
-                }
-            }
-        }
-        # , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
-        , "connectors": {
-            "simulated": true, 
-            "exchanges": ["COINBASE_AT"]
-        }
-    }
-    , "bookkeeper": {
-        "name": "BOOKKEEPER",
-        "app_status_channel": "${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
-            , "market_data_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."
-        # , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
-        , "connectors": {
-            "simulated": false, 
-            "exchanges": ["COINBASE_AT"]
-        }
-        , "reset_md_cache_on_start": true
-    }
-    , "ohlcv_recorder": {
-        "name": "OHLCV_RECORDER",
-        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
-        , "historical_md": {
-            "db": {
-                # "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
-                # "cred_key": "TSDB-CLD32-TESTER-DIRECT"
-                "cred_key": "@env{DB_CREDENTIALS_KEY}"
-            }
-            , "trades_recording": { # unconditional trades recording for 1min aggregates
-                "flush_interval_sec": 5.0
-                , "prune": {
-                    "max_days": 7
-                }
-                , "threshold_recording_lag_sec": 15
-                , "instrument_timeout_sec": 119
-                , "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"
-                    }
-                ]
-            }
-        }
-    }
-    , "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": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
-        # , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
-        , "connectors": {
-            "simulated": true, 
-            "exchanges": ["COINBASE_AT"]
-        }
-        #  "debug_mode": { # used when '--debug_mode' 
-        #     "partial_fill_wait_sec": 3600.0,
-        #     "full_fill_wait_sec": 3600.0
-        # }
-    }
-    , "pricer": {
-        "name": "PRICER",
-        "app_status_channel": "${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/microservices/cvtt_musvc.cfg

@@ -1,5 +1,5 @@
 @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 
@@ -43,12 +43,28 @@
                 , "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"
+                }
             }
         }
-        # , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
         , "connectors": {
-            "simulated": true, 
+            "simulated": false, 
-            "exchanges": ["COINBASE_AT"]
+            "exchanges": ["COINBASE_AT", "COINBASE_FUT"]
         }
     }
     , "bookkeeper": {
@@ -76,7 +92,10 @@
             , "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",
@@ -104,98 +123,13 @@
             },
         }
         , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW."
-        # , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
         , "connectors": {
             "simulated": false, 
-            "exchanges": ["COINBASE_AT"]
+            # "exchanges": ["COINBASE_AT", "COINBASE_FUT"]
+            "exchanges": ${EXCHANGES}
         }
         , "reset_md_cache_on_start": true
     }
-    , "ohlcv_recorder": {
-        "name": "OHLCV_RECORDER",
-        "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
-        , "historical_md": {
-            "db": {
-                # "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
-                # "cred_key": "TSDB-CLD32-TESTER-DIRECT"
-                "cred_key": "@env{DB_CREDENTIALS_KEY}"
-            }
-            , "trades_recording": { # unconditional trades recording for 1min aggregates
-                "flush_interval_sec": 5.0
-                , "prune": {
-                    "max_days": 7
-                }
-                , "threshold_recording_lag_sec": 15
-                , "instrument_timeout_sec": 119
-                , "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"
-                    }
-                ]
-            }
-        }
-    }
     , "order_entry_gateway": {
         "name": "OE_GATEWAY",
         "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW.APP_STATUS"
@@ -219,15 +153,10 @@
             }
         }
         , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
-        # , "exchanges": ["COINBASE_AT"] # DEPRECATED  R E M O V E
         , "connectors": {
             "simulated": true, 
-            "exchanges": ["COINBASE_AT"]
+            "exchanges": ${EXCHANGES}
         }
-        #  "debug_mode": { # used when '--debug_mode' 
-        #     "partial_fill_wait_sec": 3600.0,
-        #     "full_fill_wait_sec": 3600.0
-        # }
     }
     , "pricer": {
         "name": "PRICER",

data/refdata/exchange_instruments.cfg

@@ -271,88 +271,7 @@
     }
     , "COINBASE-FUT": {
         "instruments": {
-            "PERP-ADA-USDC": {
+            # DYNAMIC INSTRUMENTS ONLY
-                "md_symbol": "ADA-PERP-INTX",
-                "trade_symbol": "ADA-PERP-INTX"
-            }
-            , "PERP-AVAX-USDC": {
-                "md_symbol": "AVAX-PERP-INTX",
-                "trade_symbol": "AVAX-PERP-INTX"
-            }
-            , "PERP-BCH-USDC": {
-                "md_symbol": "BCH-PERP-INTX",
-                "trade_symbol": "BCH-PERP-INTX"
-            }
-            , "PERP-BNB-USDC": {
-                "md_symbol": "BNB-PERP-INTX",
-                "trade_symbol": "BNB-PERP-INTX"
-            }
-            , "PERP-BTC-USDC": {
-                "md_symbol": "BTC-PERP-INTX",
-                "trade_symbol": "BTC-PERP-INTX"
-            }
-            , "PERP-DOGE-USDC": {
-                "md_symbol": "DOGE-PERP-INTX",
-                "trade_symbol": "DOGE-PERP-INTX"
-            }
-            , "PERP-DOT-USDC": {
-                "md_symbol": "DOT-PERP-INTX",
-                "trade_symbol": "DOT-PERP-INTX"
-            }
-            , "PERP-ETH-USDC": {
-                "md_symbol": "ETH-PERP-INTX",
-                "trade_symbol": "ETH-PERP-INTX"
-            }
-            , "PERP-HBAR-USDC": {
-                "md_symbol": "HBAR-PERP-INTX",
-                "trade_symbol": "HBAR-PERP-INTX"
-            }
-            , "PERP-LINK-USDC": {
-                "md_symbol": "ADA-PERP-INTX",
-                "trade_symbol": "ADA-PERP-INTX"
-            }
-            , "PERP-LTC-USDC": {
-                "md_symbol": "LTC-PERP-INTX",
-                "trade_symbol": "LTC-PERP-INTX"
-            }
-            , "PERP-SHIB-USDC": {
-                "md_symbol": "1000SHIB-PERP-INTX",
-                "trade_symbol": "1000SHIB-PERP-INTX"
-            }
-            , "PERP-SOL-USDC": {
-                "md_symbol": "SOL-PERP-INTX",
-                "trade_symbol": "SOL-PERP-INTX"
-            }
-            , "PERP-SUI-USDC": {
-                "md_symbol": "SUI-PERP-INTX",
-                "trade_symbol": "SUI-PERP-INTX"
-            }
-            , "PERP-XLM-USDC": {
-                "md_symbol": "XLM-PERP-INTX",
-                "trade_symbol": "XLM-PERP-INTX"
-            }
-            , "PERP-XRP-USDC": {
-                "md_symbol": "XRP-PERP-INTX",
-                "trade_symbol": "XRP-PERP-INTX"
-            }
-        }
-        , "dynamic_instruments": {
-            # dynamically created instruments (expiring futures)
-            "credentials_key": "COINBASE_ADV_RO"
-            "class": "cvttpy_trading.exchanges.coinbase.futures.market.InstrumentLoader"
-            , "api": {
-                "REST": {
-                    "products": {
-                        "method": "GET"
-                        , "url": "https://api.coinbase.com/api/v3/brokerage/products"
-                        , "params": {
-                            "product_type": "FUTURE"
-                            , "contract_expiry_type": "EXPIRING" # "PERPETUAL" #
-                            , "expiring_contract_status": "STATUS_UNEXPIRED"
-                        }
-                    }
-                }
-            }
         }
     }
     , "GEMINI": {

data/refdata/exchanges.cfg

@@ -1,9 +1,7 @@
 @var DatabaseHost=cryptoval1.cvtt.vpn
 # @var DatabaseHost=cryptoval1.sheynin.home
 {
-    "__DUMMY__": {}
+    "__TRADING_SIMULATOR__": {
-    # ----------------------------- A
-    , "__TRADING_SIMULATOR__": {
         #  ------ VALUES TO BE REPLACED 
         # "exchange_id":          "COINBASE"
         # , "name":               "Coinbase AT (Simulated)"
@@ -48,8 +46,10 @@
                 }
             }
         }
-    }
+    }, 
-    , "ALPACA_PROD": {
+
+    # ----------------------------- A
+    "ALPACA_PROD": {
         # https://docs.alpaca.markets/reference/
         "exchange_id":          "ALPACA"
          , "name":               "Alpaca Trading"
@@ -134,8 +134,8 @@
                 }
             }
         }
-    }
+    }, 
-    , "ALPACA_SNDBX": {
+    "ALPACA_SNDBX": {
         # https://docs.alpaca.markets/reference/
         "exchange_id":          "ALPACA"
         , "name":               "Alpaca Trading"
@@ -220,9 +220,10 @@
                 }
             }
         }
-    }
+    },
+
     # ---------------------------- B
-    , "BITSTAMP": {
+    "BITSTAMP": {
         "exchange_id":          "BITSTAMP"
         , "name":               "Bitstamp"
         , "type":               "SPOT"
@@ -242,8 +243,9 @@
                 }
             }
         }
-    }
+    }, 
-    , "BNBFUT": {
+
+    "BNBFUT": {
         "exchange_id":          "BNBFUT"
         , "name":               "Binance Futures USD-M"
         , "type":               "FUTURES"
@@ -273,9 +275,9 @@
                 }
             }
         }
-    }
+    }, 
-
+    
-    , "BNBSPOT": {
+    "BNBSPOT": {
         "exchange_id":          "BNBSPOT"
         , "name":               "Binance Spot"
         , "type":               "SPOT"
@@ -306,8 +308,9 @@
             }
 
         }
-    }
+    }, 
-    , "BNBSPOT_US": {
+    
+    "BNBSPOT_US": {
         "exchange_id":          "BNBSPOT_US"
         , "name":               "Binance.US"
         , "type":               "SPOT"
@@ -334,8 +337,10 @@
                 }
             }
         }
-    }
+    }, 
-    , "COINBASE_AT": {
+    
+    # ---------------------------- C
+    "COINBASE_AT": {
         "exchange_id":          "COINBASE"
         , "name":               "Coinbase Advanced Trade"
         , "type":               "SPOT"
@@ -385,13 +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"
@@ -436,9 +481,10 @@
             }
         }
 
-    }
+    },
+    
     # ---------------------------- G
-    , "GEMINI": {
+    "GEMINI": {
         # https://docs.gemini.com/rest-api
         "exchange_id": "GEMINI"
         , "name": "Gemini"
@@ -458,9 +504,9 @@
                 }
             }
         }
-    }
+    }, 
-
+    
-    , "GEMINI-SNDBX": {
+    "GEMINI-SNDBX": {
         # https://docs.gemini.com/rest-api
         "exchange_id": "GEMINI"
         , "name": "Gemini"
@@ -521,9 +567,10 @@
                 }
             }
         }
-    }
+    },
+    
     # ---------------------------- K
-    , "KRAKEN": {
+    "KRAKEN": {
         "exchange_id":          "KRAKEN"
         , "name":               "KRAKEN"
         , "type":               "SPOT"
@@ -546,9 +593,10 @@
                 , "REST": {}
             }
         }
-    }
+    },
+
     # ---------------------------- O
-    , "OKX": {
+    "OKX": {
         "exchange_id":          "OKX"
         , "name":               "OKX"
         , "type":               "SPOT"