Cryptoval Trading Technologies
113 lines
4.2 KiB
INI
113 lines
4.2 KiB
INI
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{
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"simulation": {
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"market_simulator": {
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"initial_positions": {
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"exchange": "COINBASE",
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"assets": {
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"BTC": 0.1,
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"ETH": 5.0,
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"USD": 10000.0
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}
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},
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"market_data": {
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"sources": [
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{
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"loader_class": "cvttpy_trading.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader",
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"file_name": "/path/to/market_data.db",
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"table_name": "md_trades",
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"columns": [
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"tstamp",
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"tstamp_ns as tm",
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"tstamp_ns as local_time_ns",
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"exchange_id",
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"instrument_id",
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"px as price",
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"qty as quantity",
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"trade_id",
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"condition as aggressor_side",
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"condition as taker_side"
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],
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"time_column": "tstamp",
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"exchange_id": "COINBASE",
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"instruments": [
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"PAIR-BTC-USD"
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],
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"md_type": "TRADES"
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},
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{
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"loader_class": "cvttpy_trading.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader",
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"file_name": "/path/to/market_data.db",
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"table_name": "md_booktops",
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"columns": [
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"tstamp",
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"tstamp_ns as tm",
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"tstamp_ns as local_time_ns",
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"exchange_id",
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"instrument_id",
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"bid_price",
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"bid_quantity",
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"ask_price",
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"ask_quantity"
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],
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"time_column": "tstamp",
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"exchange_id": "COINBASE",
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"instruments": [
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"PAIR-BTC-USD"
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],
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"md_type": "BOOK_TOP"
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}
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],
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"api": {
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"web_socket": {
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"url": "ws://localhost:28080/ws"
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}
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}
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},
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"order_entry": {
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"execution": {
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"execute_on": [
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"BOOK_TOP",
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"TRADES"
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],
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"top_only": true,
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"pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE",
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"min_order_age_sec": 0.1,
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"fee_schedule": {
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"taker_fee_rate": 0.006,
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"maker_fee_rate": 0.004
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}
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},
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"api": {
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"web_socket": {
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"url": "ws://localhost:28081/ws"
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},
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"REST": {
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"port": 28082,
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"base_url": "http://localhost:28082",
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"endpoints": {
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"new_order": ["POST", "/order"],
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"cancel_order": ["POST", "/cancel"],
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"cancel_all": ["POST", "/cancel_all"],
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"open_orders": ["GET", "/open_orders"],
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"order_status": ["GET", "/order_status"]
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}
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}
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}
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},
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"accounting": {
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"api": {
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"REST": {
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"port": 28083,
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"base_url": "http://localhost:28083",
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"endpoints": {
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"positions": ["GET", "/positions"],
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"trades": ["GET", "/trades"]
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}
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}
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}
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}
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}
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}
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}
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