Cryptoval Trading Technologies
247 lines
8.0 KiB
INI
247 lines
8.0 KiB
INI
@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
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{
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"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata # tetsetraefafd
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, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
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, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
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, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
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, "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
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# new communication settings
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# , "comm_settings": "@env{CONFIG_COMM_SETTINGS}" # DEPRECATED
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, "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
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, "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}" # new
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, "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
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, "alerts": {
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"channel": "${GLOBAL_CHANNEL_PREFIX}.ALERT"
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"ttl_days": 7
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}
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, "accounting_gateway": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW.APP_STATUS"
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW."
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, "exchanges_settings": {
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"ALPACA_SNDBX": {
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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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"order_entry": {
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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": true
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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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"COINBASE_AT": {
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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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"order_entry": {
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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": true
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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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}
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}
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}
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, "exchanges": [
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"ALPACA_SNDBX", "COINBASE_AT"
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]
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}
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, "bookkeeper": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR.APP_STATUS"
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR."
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, "db": {
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"server_type": "timescale",
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"cred_key": "TSDB_CVTT_TESTER_01_DIRECT"
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# "cred_key": "TSDB_CVTT_TRADINNG_PROD-01-RW"
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}
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, "use_cache": true
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}
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, "front_gateway": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.FRONT_GW.APP_STATUS"
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, "api": {
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"REST": {
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"port": @env{FRONT_GATEWAY_REST_PORT},
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"base_url": ["POST", "http://localhost:@env{FRONT_GATEWAY_REST_PORT}"]
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}
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}
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, "musvc_peers": {
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# enable/disable peer dependency
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"bookkeeper": true
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, "pricer": true
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, "trader": true
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, "risk_manager": true
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}
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, "musvc_peers": [
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# enable/disable peer dependency
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{
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"config_section": "bookkeeper",
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"group": "Trading Bot",
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"name": "Bookkeeper"
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},
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{
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"config_section": "pricer",
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"group": "Trading Bot",
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"name": "Pricer"
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},
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{
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"config_section": "trader",
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"group": "Trading Bot",
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"name": "Trader"
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},
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{
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"config_section": "risk_manager",
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"group": "Trading Bot",
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"name": "Risk Manager"
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},
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{
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"config_section": "accounting_gateway",
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"group": "Market Gateways",
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"name": "Accounting GW"
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},
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{
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"config_section": "market_data_gateway",
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"group": "Market Gateways",
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"name": "Market Data GW"
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},
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{
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"config_section": "order_entry_gateway",
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"group": "Market Gateways",
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"name": "Order Entry GW"
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},
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]
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}
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, "market_data_gateway": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW.APP_STATUS"
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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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"order_entry": {
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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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},
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}
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW."
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, "exchanges": [
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"COINBASE_AT"
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# , "COINBASE_FUT"
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# , "BNBSPOT"
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# , "BNBFUT"
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# , "KRAKEN"
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# , "BITSTAMP"
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# , "OKX"
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# , "GEMINI"
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# , "ALPACA_SNDBX"
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]
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}
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# , "ohlcv_recorder": {
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# "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV.APP_STATUS"
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# , "historical_md": {
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# "db": {
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# "cred_key": "TSDB_CVTT_TESTER_01_DIRECT"
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# }
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# , "trades_recording": { # unconditional trades recording for 1min aggregates
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# "flush_interval_sec": 10.0
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# "instruments": [
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# {
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# "exch_acct": "COINBASE_AT"
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# , "instrument_id": "PAIR-BTC-USD"
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# }
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# , {
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# "exch_acct": "COINBASE_AT"
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# , "instrument_id": "PAIR-ETH-USD"
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# }
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# ]
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# }
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# }
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# }
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, "order_entry_gateway": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW.APP_STATUS"
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, "exchanges_settings": {
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"ALPACA_SNDBX": {
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "ALPACA_SANDBOX"
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, "trade": "ALPACA_SANDBOX"
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}
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}
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}
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
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, "exchanges": [
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"ALPACA_SNDBX"
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]
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}
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, "pricer": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER.APP_STATUS"
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER."
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, "historical_md": {
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"db": {
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"cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
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}
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, "enable_mda_recording": false # RO account is used
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}
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, "use_md_aggregate_cache": true
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}
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# , "quant": {
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# "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.QUANT.APP_STATUS"
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# , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.QUANT."
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# }
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, "risk_manager": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR.APP_STATUS"
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR."
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, "revalue_interval_sec": 10.5
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}
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, "trader": {
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"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER.APP_STATUS"
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER."
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# -----------------------------------
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# moved to the algos.cfg for TgtPos Algo
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# -----------------------------------
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# , "pos_diff_pct_trigger": 10.0
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# -----------------------------------
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# moved to the book_config (db)
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# -----------------------------------
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# , "trading_depth": {
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# "BTC": 0.001
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# # "BTC": 0.1
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# }
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}
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} |