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

@var DATE="20241114"
# @var FROM_TIME="2024-11-14 13:30:00"
# @var INTERVAL="18 minutes"
# @var INTERVAL="5 minutes"

{
    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
    , "comm_settings": "/comm/pubsub/redis/localhost"
    , "simulation": {
        # "speed_factor": 1.0,
        "speed_factor": 0.0,
        "time_events_interval_ms": 0
    }
    , "market_simulator" : {
        "initial_positions": {
            "exchange": "ALPACA",
            "assets": {
                "BTC": 0.5
                , "ETH": 0.0
                , "USD": 10_000.0
            }
        }
        , "market_data": {
            "sources": [
                {
                    "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
                    , "file_name": "${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": ${INTERVAL}
            #         , "from_time": ${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": ${INTERVAL}
            #         , "from_time": ${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"
                }
            }
        }
        , "order_entry": {
            "execution": {
                "execute_on": ["BOOK_TOP", "TRADES"]
                "top_only": true
                ,"min_order_age_sec": 0.1
                , "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"

                , "short_sale_allowed": false
                , "fee_schedule": {
                    "taker_fee_rate": 0.006
                    "maker_fee_rate": 0.004
                }
                # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
            }
            , "api": {
                "web_socket": {
                    "url": "ws://localhost:8180/ws"
                }
                , "REST": {
                    "port": 8181
                    "new_order_url": ["POST", "http://localhost:8181/order"]
                    , "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
                    , "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
                    , "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
                    , "order_status_url": ["GET", "http://localhost:8181/order_status"]
                }
            }
        }
        , "accounting": {
            "api": {
                 "REST": {
                    "port": 8182
                    , "positions_url": ["GET", "http://localhost:8182/positions"]
                    , "trades_url": ["GET", "http://localhost:8182/trades"]
                 }
            }
        }
    }
}