208 lines
7.4 KiB
INI
208 lines
7.4 KiB
INI
{
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"refdata": {
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"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
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, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
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, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
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, "dynamic_instrument_exchanges": ["ALPACA"]
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, "exchanges": {
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"COINBASE_AT": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Advanced Trade"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
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, "reconnect_secs": 2
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, "max_connections": 10
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, "price_throttle": true
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, "api": {
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"web_socket": {
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"url": "wss://ws-feed.exchange.coinbase.com"
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}
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}
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}
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}
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, "BNBSPOT": {
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"exchange_id": "BNBSPOT"
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, "name": "Binance Spot"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "api": {
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"web_socket": {
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"url": "wss://stream.binance.com/ws"
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},
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"REST": {
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"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
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}
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}
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}
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}
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, "BNBFUT": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "api": {
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"web_socket": {
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"url": "wss://fstream.binance.com/ws"
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},
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"REST": {
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"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
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}
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}
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}
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}
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}
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}
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, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
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, "md_recorder": {
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"instrument_groups": {
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"BNBFUT_CLOUD24": [
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"BNBFUT:PERP-BTC-USDT"
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, "BNBFUT:PERP-ETH-USDT"
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],
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"BNBFUT_CLOUD28": [
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"BNBFUT:PERP-BTC-USDT"
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, "BNBFUT:PERP-ETH-USDT"
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],
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"BNBSPOT_CLOUD24": [
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"BNBSPOT:PAIR-ADA-USDT"
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, "BNBSPOT:PAIR-BCH-USDT"
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, "BNBSPOT:PAIR-BTC-USDT"
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, "BNBSPOT:PAIR-DOT-USDT"
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, "BNBSPOT:PAIR-ETH-USDT"
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, "BNBSPOT:PAIR-LTC-USDT"
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, "BNBSPOT:PAIR-SOL-USDT"
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, "BNBSPOT:PAIR-USDC-USDT"
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, "BNBSPOT:PAIR-XRP-USDT"
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],
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"BNBSPOT_CLOUD28": [
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"BNBSPOT:PAIR-ADA-USDT"
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, "BNBSPOT:PAIR-BCH-USDT"
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, "BNBSPOT:PAIR-BTC-USDT"
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, "BNBSPOT:PAIR-DOT-USDT"
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, "BNBSPOT:PAIR-ETH-USDT"
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, "BNBSPOT:PAIR-LTC-USDT"
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, "BNBSPOT:PAIR-SOL-USDT"
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, "BNBSPOT:PAIR-USDC-USDT"
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, "BNBSPOT:PAIR-XRP-USDT"
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],
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"COINBASE_CLOUD24": [
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"COINBASE:PAIR-ADA-USD"
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, "COINBASE:PAIR-BCH-USD"
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, "COINBASE:PAIR-BTC-USD"
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, "COINBASE:PAIR-DOT-USD"
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, "COINBASE:PAIR-ETH-USD"
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, "COINBASE:PAIR-LTC-USD"
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, "COINBASE:PAIR-SOL-USD"
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, "COINBASE:PAIR-XRP-USD"
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],
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"COINBASE_CLOUD28": [
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"COINBASE:PAIR-ADA-USD"
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, "COINBASE:PAIR-BCH-USD"
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, "COINBASE:PAIR-BTC-USD"
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, "COINBASE:PAIR-DOT-USD"
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, "COINBASE:PAIR-ETH-USD"
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, "COINBASE:PAIR-LTC-USD"
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, "COINBASE:PAIR-SOL-USD"
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, "COINBASE:PAIR-XRP-USD"
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]
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},
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"db": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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},
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"flush_interval_sec": 0.5,
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"collections": {
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"__dummy__": null
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, "ALPACA": {
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# dynamic instruments names
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"tables": {
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"trades": "alpaca_iex.md_trades"
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, "booktops": "alpaca_iex.md_booktops"
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, "booksnaps": "alpaca_iex.md_booksnaps"
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}
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}
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, "BNBSPOT": {
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"instruments": {
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"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
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}
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, "tables": {
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"trades": "bnbspot.md_trades"
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, "booktops": "bnbspot.md_booktops"
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, "booksnaps": "bnbspot.md_booksnaps"
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}
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}
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, "BNBFUT": {
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"instruments": {
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"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
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, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
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}
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, "tables": {
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"trades": "bnbfut.md_trades"
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, "booktops": "bnbfut.md_booktops"
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, "booksnaps": "bnbfut.md_booksnaps"
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}
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}
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, "COINBASE": {
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"instruments": {
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"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
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}
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, "tables": {
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"trades": "coinbase.md_trades"
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, "booktops": "coinbase.md_booktops"
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, "booksnaps": "coinbase.md_booksnaps"
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}
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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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"*": {
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"order_entry": {
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"enabled": false
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, "streaming": false
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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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"accounting": {
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"enabled": false
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, "streaming": false
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}
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}
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}
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}
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