# =============================================================================== # 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"] } } } } }