@var CONFIG_SVC_HOST=cloud16.cvtt.vpn { "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis , "cvttcomm": { "type": "redis" , "redis_settings": "localhost" } , "books": { "CVTT_BK01": {} } , "backtest": { # Backtest Placeholder "__dummy__": null , "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_CV1" } "interval": "1 hour" , "from_time": "2023-11-19 01:00:00" } , "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"] } } # -------------------------------------------------------------------- , "trader": { "app_channel": "TRDR" , "algo": "TRDALGO_001" , "exchanges_settings": { "COINBASE_AT": { "mkt_data": { "enabled": true , "streaming": true }, } } , "algos": { "TRDALGO_001": { "class": "cvttpy.trading.algos.simple.SimpleTradingAlgo" , "params": {} } } , "trading_pos_diff_pct_trigger": 10.0 , "trading_depth": { "BTC": 0.001 } } # -------------------------------------------------------------------- "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" , "strategy": "CVTT_QST001" , "strategies": { "CVTT_QST001": { "class": "cvttpy.trading.strategies.test_strat.TestStrategy" , "params": { "dummy": "dummy" } } } , "exchanges_settings": { "COINBASE_AT": { "mkt_data": { "enabled": true , "streaming": true }, } } } # -------------------------------------------------------------------- , "risk_manager": { "app_channel": "RMGR" , "books": { "CVTT_BK01": {} } , "database": { "positions_table": "cvtt_positions" , "credentials_key": { "write": "CVTT_TRD_DB_02" , "read_only": "CVTT_TRD_DB_02" } } , "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" } } } } }