Cryptoval Trading Technologies
52 lines
1.4 KiB
INI
52 lines
1.4 KiB
INI
{
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"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
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"app_name": "@env{APP_NAME}",
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"app_type": "STAT_PAIR_QUANT",
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# =========== API ============
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"api": {
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"REST": {
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"host": @env{SP_QUANT_REST_HOST}
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, "port": @env{SP_QUANT_REST_PORT}
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, "proto": "http"
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}
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},
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"interval_sec": 60,
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"loop_interval_sec": 60.0,
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# ====== Model =======
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"model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
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# ====== Instrument Validation =======
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, "instrument_validation": {
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"market_data_sufficiency": {
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"maximum_gap_size": "5.0%",
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"maximum_data_missing": "20.0%",
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"maximum_latency_sec": 30
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}
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},
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# ====== Trading Analysis =======
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"analysis": {
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"entry_diseq": 2.0,
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"exit_diseq": 0.5,
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"full_entry_diseq": 3.0,
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"min_target_strength": 0.4,
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"mode": "beta-aware"
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},
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# ====== Front Gateway ==========
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"cvtt_fgw": {
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"REST": {
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"base_url": "@env{FGW_BASE_URL}",
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"endpoints": {
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"register": ["POST", "/app_register"]
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"app_list": ["GET", "/app_list"]
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"heartbeat": ["GET", "/app_hb"],
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"md_history": ["POST", "/md_summary"],
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"trading_instructions": ["POST", "/trading_instructions"],
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}
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}
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}
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} |