@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var SQLITE_DIR=/home/oleg/tmp/sqlite

{
    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
    , "redis_settings": "localhost"
    , "simulation": {
        "speed_factor": 0.0,
        "time_events_interval_ms": 0
    }
    , "market_simulator" : {
        "market_data": {
            "sources": [
                # {
                #     "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
                #     , "file_name": "${SQLITE_DIR}/20240906.COIN.1min.db"
                #     , "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"
                #     , "exchange_id": "ALPACA"
                #     , "instruments": ["STOCK-COIN"]
                #     , "md_type": "HIST_BAR"
                # }
                {
                    "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
                    , "credentials_key": "TSDB_MD_CVTTDATA_RO"
                    , "interval": "2 hours"
                    , "from_time": "2024-10-03 09:00:00"
                    , "exchange_id": "COINBASE"
                    , "instruments": ["PAIR-BTC-USD"]
                    , "md_type": "TRADES"
                    , "table_name": "coinbase.md_trades"
                    , "columns": [
                        "time",
                        "local_time_ns",
                        "exchange_ts_ns",
                        "exchange_id",
                        "instrument_id",
                        "price",
                        "quantity",
                        "taker_side",
                        "'TRD' as type",
                    ]
                    , "time_column": "time"
                }
                , {
                    "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
                    , "credentials_key": "TSDB_MD_CVTTDATA_RO"
                    , "interval": "2 hours"
                    , "from_time": "2024-10-03 09:00:00"
                    , "exchange_id": "COINBASE"
                    , "instruments": ["PAIR-BTC-USD"]
                    , "md_type": "BOOK_TOP"
                    , "table_name": "coinbase.md_booktops"
                    , "columns": [
                        "time",
                        "local_time_ns",
                        "exchange_id",
                        "instrument_id",
                        "bid_price",
                        "bid_quantity",
                        "ask_price",
                        "ask_quantity",
                        "'BT' as type",
                    ]
                    , "time_column": "time"
                }
            ],
            "api": {
                "web_socket": {
                    "url": "ws://localhost:8080/ws"
                }
            }
        }
        , "accounting": {
            "initial_positions": {
                "COINBASE": {
                    "BTC": 0
                    , "USD": 1000.0
                }
            }
        }
        , "order_entry": {
            "execution": {
                "top_only": true
                ,"min_order_age_sec": 0.1
                , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
                # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
            }
        }
    }
}