@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"
    }
    , "session_type": "PERMANENT"
    , "books": {
        "CVTT_BK01": {}
    }
    , "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://${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"
        }
    }
}