config_service/data/refdata/exchanges.cfg

{
    "__DUMMY__": {}
    # ---------------------- C
    , "BNBSPOT": {
        "exchange_id":          "BNBSPOT"
        , "name":               "Binance Spot"
        , "type":               "SPOT"

        , "mktdata" : {
            "class":           "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
            , "max_connections": 10
            , "reconnect_secs": 2.0


            , "ws_url": ["WSS", "wss://stream.binance.com/ws"]
        }
    }
    , "BNBFUT": {
        "exchange_id":          "BNBFUT"
        , "name":               "Binance Futures USD-M"
        , "type":               "FUTURES"

        , "mktdata" : {
            "class":           "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
            , "max_connections": 10
            , "reconnect_secs": 2.0

            , "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
        }
    }
    , "BNBFUT-2": {
        "exchange_id":          "BNBFUT"
        , "name":               "Binance Futures USD-M"
        , "type":               "FUTURES"

        , "mktdata" : {
            "class":           "cvttpy.exchanges.binance.futures.mkt_data.BinanceFuturesFeedWs2"
            , "max_connections": 10
            , "reconnect_secs": 2.0
            , "ws_timeout_secs": 0.0001

            , "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
        }
    }

    , "BNBFUT-BT-FEED": {
        "exchange_id":          "BNBFUT"
        , "name":               "Binance Futures USD-M"
        , "type":               "FUTURES"

        , "mktdata" : {
            "class":          "cvttpy.exchanges.book_top_feed.mkt_data.BookTopFeedClient"
            , "mmap_file":      "/tmp/BNBFUT.MD.dat"
        }
    }
    , "BNBSPOT_US": {
        "exchange_id":          "BNBSPOT_US"
        , "name":               "Binance.US"
        , "type":               "SPOT"

        , "mktdata" : {
            "class":           "cvttpy.exchanges.binance.spot.mkt_data.BinanceSpotFeed"
            , "reconnect_secs": 10

            , "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
        }
    }
    # ---------------------- C
    , "CVTT_COINBASE": {
        "exchange_id":          "CVTT_COINBS"
        , "name":               "CVTT Trader (proxy)"
        , "type":               "PROXY"

        , "order_entry": {
            "class":  "cvttpy.exchanges.proxies.cvtt.connector.CvttTraderClient"

        }
        , "redis": {
            "url": "redis://cloud17.cvtt.vpn"
            ,"listen_channel_prefix": "CVTT_CLNT"
            , "trader_channel": "TRDR"
            , "ping_timeout_secs": 2.0
        }
    }
    , "CVTT_COINBASE_LOCAL": {
        "exchange_id":          "CVTT_COINBS"
        , "name":               "CVTT Trader (proxy)"
        , "type":               "PROXY"

        , "order_entry": {
            "class":  "cvttpy.exchanges.proxies.cvtt.connector.CvttTraderClient"

        }
        , "redis": {
            "url": "redis://localhost"
            ,"listen_channel_prefix": "CVTT_CLNT"
            , "trader_channel": "TRDR"
            , "ping_timeout_secs": 1.0
        }
    }
    , "COINBASE_AT": {
        "exchange_id":          "COINBASE"
        , "name":               "Coinbase Advanced Trade"
        , "type":               "SPOT"

        , "order_entry": {
            "class":  "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"

            , "REST": {
                "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
                , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
                , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
            },
            "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
        }

        , "accounting": {
            "class":  "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"

            , "REST": {
                "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
                , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
                , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
            }
        }

        , "mktdata" : {
            "class":  "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"

            , "reconnect_secs": 2
            , "max_connections": 10
            , "price_throttle": true

            , "ws_url": ["WSS", "wss://ws-feed.pro.coinbase.com"]
        }
    }
    , "BACKTEST_001": {
        "exchange_id":          "COINBASE"
        , "name":               "Coinbase Backtest"
        , "type":               "BACKTEST"

        # , "order_entry": {
        #     "class":  "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"

        #     , "REST": {
        #         "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
        #         , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
        #         , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
        #     },
        #     "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
        # }

        # , "accounting": {
        #     "class":  "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"

        #     , "REST": {
        #         "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
        #         , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
        #         , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
        #     }
        # }

        , "mktdata" : {
            "class":  "cvttpy.research.backtest.mkt_data.BacktestSimFeed"
            , "db": {
                "module": "cvttpy.tools.db.timescale.tsdb_client"
                , "class": "TimescaleDbClient"
                , "connect": {
                    "host": "cryptoval1.cvtt.vpn"
                    , "port": 5432
                    , "database": "coinbase"
                }
            }
            , "readers": [
                {
                    "class": "cvttpy.research.time_series.ts_df_reader"
                    , "table": "md_trades"
                    , "interval": "12 hours"
                    , "from_time": null
                }
                , {
                    "class": "cvttpy.research.time_series.ts_df_reader"
                    , "table": "md_booktops"
                    , "interval": "12 hours"
                    , "from_time": null
                }
            ]

        }
    }
}