193 lines
5.8 KiB
INI
193 lines
5.8 KiB
INI
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
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{
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"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
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, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
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, "cvttcomm": {
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"type": "redis"
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, "redis_settings": "localhost"
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}
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, "books": {
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"CVTT_BK01": {}
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}
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, "backtest": {
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"__dummy__": null"total_value"
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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": 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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}
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}
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, "source": {
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"database": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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, "credentials_key": "TSDB_MD_CVTTDATA_RO"
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}
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# , "interval": "4 hours"
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, "interval": "1 hour"
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, "from_time": "2023-12-28 02:00:00"
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}
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, "initial_positions": {
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"COINBASE": {
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"BTC": 0
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, "USD": 1000.0
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}
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}
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, "simulation": {
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"speed_factor": 0.0
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}
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, "execution": {
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"top_only": true
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,"min_order_age_sec": 0.1
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, "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
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# , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
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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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, "algo": "TRDALGO_001"
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, "exchanges_settings": {
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"COINBASE_AT": {
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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": {
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"TRDALGO_001": {
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"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
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, "params": {}
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}
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}
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, "trading_pos_diff_pct_trigger": 10.0
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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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# --------------------------------------------------------------------
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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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}
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}
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# --------------------------------------------------------------------
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, "quant": {
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"app_channel": "QUANT"
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# , "strategy": "CVTT_QST001"
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, "strategy": "VWAP001"
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, "strategies": {
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"CVTT_QST001": {
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"class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
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, "params": {
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"dummy": "dummy"
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}
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}
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, "VWAP001": {
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"class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
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, "params": {
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"vwap_interval": "1 hour"
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, "hist_md_database": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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, "cred_key": "TSDB_MD_CVTTDATA_RO"
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, "data_type": "OHLCV"
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}
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}
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}
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}
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, "exchanges_settings": {
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"COINBASE_AT": {
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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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"COINBASE_AT": {
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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": "COINBASE_ADV"
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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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}
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, "trading_recorder": {
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# "format": "CSV"
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"format": "TSDB"
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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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}
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}
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