Cryptoval Trading Technologies
191 lines
5.2 KiB
INI
191 lines
5.2 KiB
INI
{
|
|
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
|
|
|
|
# "app_name": "STAT_PAIR_SELECTOR-TST",
|
|
"app_name": "@env{APP_NAME}"
|
|
"app_type": "STAT_PAIRS_SELECTOR"
|
|
|
|
, "interval_sec": 60
|
|
, "history_depth_hours": 26
|
|
|
|
, "rerun_interval": 300
|
|
|
|
, "model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
|
|
, "instrument_validation": {
|
|
"market_data_sufficiency": {
|
|
"maximum_gap_size": "2.0%",
|
|
"maximum_data_missing": "20.0%"
|
|
}
|
|
}
|
|
, "mr_evaluation": {
|
|
"mr_speed_tau": 60,
|
|
"stationarity_pvalue_max": 0.05,
|
|
"stability_window": 360,
|
|
"stability_step": 60,
|
|
"stability_sensitivity": 0.5,
|
|
"score_weights": {
|
|
"speed": 0.3
|
|
, "stationarity": 0.4
|
|
, "stability": 0.3
|
|
},
|
|
"warnings_marks": {
|
|
"stationarity": 0.3
|
|
"stability": 0.3
|
|
},
|
|
"total_score_weights": {
|
|
"liquidity": 0.5,
|
|
"mr_geometric": 0.5,
|
|
"mr_arithmetic": 0
|
|
}
|
|
}
|
|
, "cvtt_fgw": {
|
|
"REST": {
|
|
# "base_url": "http://cld32-tester.cvtt.vpn:23456",
|
|
"base_url": "@env{FGW_BASE_URL}",
|
|
"endpoints": {
|
|
"register": ["POST", "/app_register"]
|
|
"heartbeat": ["GET", "/app_hb"],
|
|
"md_history": ["POST", "/md_summary"]
|
|
},
|
|
},
|
|
}
|
|
, "api": {
|
|
"REST": {
|
|
"host": @env{PAIR_SELECTOR_REST_HOST}
|
|
, "port": @env{PAIR_SELECTOR_REST_PORT}
|
|
, "proto": "http"
|
|
}
|
|
}
|
|
# ====== Instruments =======
|
|
, "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"
|
|
}
|
|
# =====================================================================
|
|
# {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-ADA-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-AVAX-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-BCH-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-BNB-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-BTC-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-DOGE-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-DOT-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-ETH-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-HBAR-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-LINK-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-LTC-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-SHIB-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-SOL-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-SUI-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-XLM-USDT"
|
|
# }
|
|
# , {
|
|
# "exch_acct": "BNBSPOT"
|
|
# , "instrument_id": "PAIR-XRP-USDT"
|
|
# }
|
|
]
|
|
} |