186 lines
5.8 KiB
INI
186 lines
5.8 KiB
INI
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
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@var ResultPath=/tmp
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{ "___dummy___": null
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, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
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, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
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, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
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, "cvttcomm": {
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"type": "redis"
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, "redis_settings": "cvtt-prod-eqty-01"
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}
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, "session_type": "CALENDAR"
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, "calendar_session": {
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"trading_hours_url": [
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"GET"
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, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
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]
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}
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, "books": {
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"ALPACA_BK02": {}
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, "ALPACA_BK_ILYA_01": {}
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}
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# --------------------------------------------------------------------
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, "md_portal": {
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"app_channel": "MD_PORTAL"
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, "exchanges_settings": {
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"*": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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},
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}
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}
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}
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# --------------------------------------------------------------------
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, "trader": {
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"app_channel": "TRDR"
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, "is_short_allowed": false
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, "exchanges_settings": {
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"*": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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},
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}
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}
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, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
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, "trading_pos_diff_pct_trigger": 10.0
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, "trading_depth": {
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"USD": 1000.0,
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}
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}
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# --------------------------------------------------------------------
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, "executor": {
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"app_channel": "EXEC"
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, "exchanges_settings": {
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"COINBASE_AT": {
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "COINBASE_ADV_RO"
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, "trade": "COINBASE_ADV_TRD"
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}
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}
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, "ALPACA_SNDBX": {
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "ALPACA_SANDBOX"
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, "trade": "ALPACA_SANDBOX"
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}
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}
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, "ALPACA_SNDBX-MDPORTAL": {
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "ALPACA_SANDBOX"
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, "trade": "ALPACA_SANDBOX"
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}
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}
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}
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}
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# --------------------------------------------------------------------
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, "quant": {
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"app_channel": "QUANT"
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, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies
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, "exchanges_settings": {
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"*": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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}
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}
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}
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}
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# --------------------------------------------------------------------
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, "risk_manager": {
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"app_channel": "RMGR"
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# , "books": {
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# "CVTT_BK01": {}
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# }
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, "db": {
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"positions_table": "prod.cvtt_positions"
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, "cred_key": {
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"write": "TSDB_TRD_CVTTDATA"
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, "read_only": "TSDB_TRD_CVTTDATA"
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}
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}
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, "positions": {
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"load_interval_sec": 10.0
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, "to_store_zero_positions": false
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, "to_save_unchanged_positions": false
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}
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, "publish_value_interval": 10.0
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, "exchanges_settings": {
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"*": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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},
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"accounting": {
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"enabled": true
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, "streaming": false
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}
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, "credentials_key": {
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"trade": "ALPACA_SANDBOX"
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, "read_only": "ALPACA_SANDBOX"
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}
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}
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}
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}
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, "trading_recorder": {
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"app_channel": "TRDREC"
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, "format": "SQLite" # formats: "CSV", "TSDB", "SQLite"
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, "csv_settings": {
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"order_events_file_path": "%T.order_events.csv"
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"position_events_file_path": "%T.position_events.csv"
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}
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, "tsdb_settings": {
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"db": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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, "cred_key": "TSDB_TRD_CVTTDATA_DB_TEST"
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}
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, "order_events_table": "backtest.trading_orders"
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, "trade_events_table": "backtest.trading_trades"
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, "trading_md_summary_table": "backtest.trading_md"
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}
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, "sqlite_settings": {
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# "file_name": "/tmp/%T.cvtt_backtest.db"
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"file_name": "/logs/%T.cvtt_alpaca_sandbox.db"
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}
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}
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}
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