Cryptoval Trading Technologies
358 lines
12 KiB
INI
358 lines
12 KiB
INI
@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
|
|
|
|
{
|
|
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata # tetsetraefafd
|
|
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
|
|
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
|
|
, "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
|
|
|
|
, "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
|
|
, "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}"
|
|
, "md_cache_settings": "@env{MD_CACHE_SETTINGS_CONFIG_KEY}"
|
|
# , "db_cred_key": "@env{DB_CREDENTIALS_KEY}"
|
|
|
|
, "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
|
|
|
|
, "alerts": {
|
|
"channel": "${GLOBAL_CHANNEL_PREFIX}.ALERT",
|
|
"ttl_days": 7
|
|
}
|
|
, "consolidated_log": {
|
|
"channel": "${GLOBAL_CHANNEL_PREFIX}.CLOG",
|
|
"ttl_minutes": 60,
|
|
"pruners": ["FRONT_GATEWAY"] # these MuSvcs prune log to TTL
|
|
}
|
|
, "accounting_gateway": {
|
|
"name": "ACCT_GATEWAY",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW.APP_STATUS"
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW."
|
|
, "exchanges_settings": {
|
|
"COINBASE_AT": {
|
|
"mkt_data": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
"order_entry": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
"accounting": {
|
|
"enabled": true
|
|
, "streaming": false
|
|
}
|
|
, "credentials_key": {
|
|
"read_only": "COINBASE_ADV_RO"
|
|
}
|
|
},
|
|
"COINBASE_FUT": {
|
|
"mkt_data": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
"order_entry": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
"accounting": {
|
|
"enabled": true
|
|
, "streaming": false
|
|
}
|
|
, "credentials_key": {
|
|
"read_only": "COINBASE_ADV_RO"
|
|
}
|
|
}
|
|
}
|
|
, "connectors": {
|
|
"simulated": true,
|
|
"exchanges": ["COINBASE_FUT"]
|
|
}
|
|
}
|
|
, "bookkeeper": {
|
|
"name": "BOOKKEEPER",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR.APP_STATUS"
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR."
|
|
, "db": {
|
|
"server_type": "timescale",
|
|
"cred_key": "TSDB-CLD32-TESTER-DIRECT"
|
|
}
|
|
, "use_cache": true
|
|
}
|
|
, "front_gateway": {
|
|
"name": "FRONT_GATEWAY",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.FRONT_GW.APP_STATUS"
|
|
, "api": {
|
|
"REST": {
|
|
"port": @env{FRONT_GATEWAY_REST_PORT},
|
|
"base_url": ["POST", "http://localhost:@env{FRONT_GATEWAY_REST_PORT}"]
|
|
}
|
|
}
|
|
, "musvc_peers": {
|
|
# enable/disable peer proxy
|
|
"bookkeeper": true
|
|
, "pricer": true
|
|
, "trader": true
|
|
, "risk_manager": true
|
|
, "market_data_gateway": true
|
|
}
|
|
, "supported_apps": [
|
|
"STAT_PAIRS_SELECTOR",
|
|
"STAT_PAIR_QUANT"
|
|
]
|
|
, "app_hb_interval_sec": 15
|
|
}
|
|
, "market_data_gateway": {
|
|
"name": "MD_GATEWAY",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW.APP_STATUS"
|
|
, "exchanges_settings": {
|
|
"*": {
|
|
"mkt_data": {
|
|
"enabled": true
|
|
, "streaming": true
|
|
},
|
|
"order_entry": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
"accounting": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
},
|
|
}
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW."
|
|
# , "exchanges": ["COINBASE_AT"] # DEPRECATED R E M O V E
|
|
, "connectors": {
|
|
"simulated": false,
|
|
"exchanges": ["COINBASE_AT"]
|
|
}
|
|
, "reset_md_cache_on_start": true
|
|
}
|
|
, "ohlcv_recorder": {
|
|
"name": "OHLCV_RECORDER",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
|
|
, "historical_md": {
|
|
"db": {
|
|
# "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
|
|
# "cred_key": "TSDB-CLD32-TESTER-DIRECT"
|
|
"cred_key": "@env{DB_CREDENTIALS_KEY}"
|
|
}
|
|
, "trades_recording": { # unconditional trades recording for 1min aggregates
|
|
"flush_interval_sec": 5.0
|
|
, "prune": {
|
|
"max_days": 7
|
|
}
|
|
, "threshold_recording_lag_sec": 15
|
|
, "instrument_timeout_sec": 119
|
|
, "instruments": [
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-ADA-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-AVAX-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-BCH-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-BNB-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-BTC-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-DOGE-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-DOT-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-ETH-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-HBAR-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-LINK-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-LTC-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-SHIB-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-SOL-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-SUI-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-XLM-USD"
|
|
}
|
|
, {
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-XRP-USD"
|
|
}
|
|
]
|
|
}
|
|
}
|
|
}
|
|
, "order_entry_gateway": {
|
|
"name": "OE_GATEWAY",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW.APP_STATUS"
|
|
, "exchanges_settings": {
|
|
"COINBASE_AT": {
|
|
"mkt_data": {
|
|
"enabled": false
|
|
, "streaming": false
|
|
},
|
|
"order_entry": {
|
|
"enabled": true
|
|
, "streaming": true
|
|
},
|
|
"accounting": {
|
|
"enabled": true
|
|
, "streaming": false
|
|
}
|
|
"credentials_key": {
|
|
"read_only": "COINBASE_ADV_RO"
|
|
}
|
|
}
|
|
}
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
|
|
# , "exchanges": ["COINBASE_AT"] # DEPRECATED R E M O V E
|
|
, "connectors": {
|
|
"simulated": true,
|
|
"exchanges": ["COINBASE_AT"]
|
|
}
|
|
# "debug_mode": { # used when '--debug_mode'
|
|
# "partial_fill_wait_sec": 3600.0,
|
|
# "full_fill_wait_sec": 3600.0
|
|
# }
|
|
}
|
|
, "pricer": {
|
|
"name": "PRICER",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER.APP_STATUS"
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER."
|
|
, "historical_md": {
|
|
"db": {
|
|
# "cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
|
|
# "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
|
|
# "cred_key": "TSDB-CLD32-TESTER-DIRECT-RO"
|
|
"cred_key": "@env{DB_CREDENTIALS_KEY}"
|
|
}
|
|
, "enable_mda_recording": false # RO account is used
|
|
}
|
|
, "pre-subscribe": {
|
|
"interval_sec": 60
|
|
, "history_depth_hours": 48
|
|
, "instruments": [
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-ADA-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-AVAX-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-BCH-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-BNB-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-BTC-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-DOGE-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-DOT-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-ETH-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-HBAR-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-LINK-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-LTC-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-SHIB-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-SOL-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-SUI-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-XLM-USD"
|
|
},
|
|
{
|
|
"exch_acct": "COINBASE_AT"
|
|
, "instrument_id": "PAIR-XRP-USD"
|
|
}
|
|
]
|
|
|
|
}
|
|
}
|
|
, "risk_manager": {
|
|
"name": "RISK_MGR",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR.APP_STATUS"
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR."
|
|
, "revalue_interval_sec": 10.5
|
|
}
|
|
, "trader": {
|
|
"name": "TRADER",
|
|
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER.APP_STATUS"
|
|
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER."
|
|
|
|
# -----------------------------------
|
|
# moved to the algos.cfg for TgtPos Algo
|
|
# -----------------------------------
|
|
# , "pos_diff_pct_trigger": 10.0
|
|
|
|
# -----------------------------------
|
|
# moved to the book_config (db)
|
|
# -----------------------------------
|
|
# , "trading_depth": {
|
|
# "BTC": 0.001
|
|
# # "BTC": 0.1
|
|
# }
|
|
|
|
}
|
|
} |