{ "refdata": { "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments , "dynamic_instrument_exchanges": ["ALPACA"] , "exchanges": { "COINBASE_AT": { "exchange_id": "COINBASE" , "name": "Coinbase Advanced Trade" , "type": "SPOT" , "mktdata" : { # ****** NEW VAlUE # "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed" "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed" # ****** NEW VAlUE , "reconnect_secs": 2 , "max_connections": 10 , "price_throttle": true , "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"] } } , "BNBSPOT": { "exchange_id": "BNBSPOT" , "name": "Binance Spot" , "type": "SPOT" , "mktdata" : { # -------- NEW VALUE # "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed" "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed" # -------- NEW VALUE , "max_connections": 10 , "reconnect_secs": 2.0 , "ws_url": ["WSS", "wss://stream.binance.com/ws"] , "REST": { "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"], } } } , "BNBFUT": { "exchange_id": "BNBFUT" , "name": "Binance Futures USD-M" , "type": "FUTURES" , "mktdata" : { # -------- NEW VALUE # "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed" "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed" # -------- NEW VALUE , "max_connections": 10 , "reconnect_secs": 2.0 , "ws_url": ["WSS", "wss://fstream.binance.com/ws"] , "REST": { # https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000 "depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"], } } } } } , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm , "md_recorder": { "instrument_groups": { "BNBFUT_CLD21": [ "BNBFUT:PERP-BTC-USDT" , "BNBFUT:PERP-ETH-USDT" ], "BNBFUT_CLOUD28": [ "BNBFUT:PERP-BTC-USDT" , "BNBFUT:PERP-ETH-USDT" ], "BNBSPOT_CLD21": [ "BNBSPOT:PAIR-ADA-USDT" , "BNBSPOT:PAIR-BCH-USDT" , "BNBSPOT:PAIR-BTC-USDT" , "BNBSPOT:PAIR-DOT-USDT" , "BNBSPOT:PAIR-ETH-USDT" , "BNBSPOT:PAIR-LTC-USDT" , "BNBSPOT:PAIR-SOL-USDT" , "BNBSPOT:PAIR-USDC-USDT" , "BNBSPOT:PAIR-XRP-USDT" ], "BNBSPOT_CLOUD28": [ "BNBSPOT:PAIR-ADA-USDT" , "BNBSPOT:PAIR-BCH-USDT" , "BNBSPOT:PAIR-BTC-USDT" , "BNBSPOT:PAIR-DOT-USDT" , "BNBSPOT:PAIR-ETH-USDT" , "BNBSPOT:PAIR-LTC-USDT" , "BNBSPOT:PAIR-SOL-USDT" , "BNBSPOT:PAIR-USDC-USDT" , "BNBSPOT:PAIR-XRP-USDT" ], "COINBASE_CLD21": [ "COINBASE:PAIR-ADA-USD" , "COINBASE:PAIR-BCH-USD" , "COINBASE:PAIR-BTC-USD" , "COINBASE:PAIR-DOT-USD" , "COINBASE:PAIR-ETH-USD" , "COINBASE:PAIR-LTC-USD" , "COINBASE:PAIR-SOL-USD" , "COINBASE:PAIR-XRP-USD" ], "COINBASE_CLOUD28": [ "COINBASE:PAIR-ADA-USD" , "COINBASE:PAIR-BCH-USD" , "COINBASE:PAIR-BTC-USD" , "COINBASE:PAIR-DOT-USD" , "COINBASE:PAIR-ETH-USD" , "COINBASE:PAIR-LTC-USD" , "COINBASE:PAIR-SOL-USD" , "COINBASE:PAIR-XRP-USD" ] } , "db": { "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" } , "flush_interval_sec": 0.5 , "collections": { "__dummy__": null , "ALPACA": { # dynamic instruments names "tables": { "trades": "alpaca_iex.md_trades" , "booktops": "alpaca_iex.md_booktops" , "booksnaps": "alpaca_iex.md_booksnaps" } } , "BNBSPOT": { "instruments": { "PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"] , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"] } , "tables": { "trades": "bnbspot.md_trades" , "booktops": "bnbspot.md_booktops" , "booksnaps": "bnbspot.md_booksnaps" } } , "BNBFUT": { "instruments": { "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"] , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"] } , "tables": { "trades": "bnbfut.md_trades" , "booktops": "bnbfut.md_booktops" , "booksnaps": "bnbfut.md_booksnaps" } } , "COINBASE": { "instruments": { "PAIR-ADA-USD": ["TRADES", "BOOK_TOP"] , "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"] , "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"] , "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"] , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"] , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"] , "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"] , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"] } , "tables": { "trades": "coinbase.md_trades" , "booktops": "coinbase.md_booktops" , "booksnaps": "coinbase.md_booksnaps" } } } } # ---------------------------------- , "exchanges_settings": { "*": { "order_entry": { "enabled": false , "streaming": false }, "mkt_data": { "enabled": true , "streaming": true }, "accounting": { "enabled": false , "streaming": false } } } }