progress

bin/pairs_trader.py

@@ -4,13 +4,13 @@ from functools import partial
 from typing import Dict, List
 
 from cvttpy_tools.settings.cvtt_types import JsonDictT
-from cvttpy_tools.tools.app import App
-from cvttpy_tools.tools.base import NamedObject
-from cvttpy_tools.tools.config import CvttAppConfig
-from cvttpy_tools.tools.logger import Log
-from pt_strategy.live.live_strategy import PtLiveStrategy
-from pt_strategy.live.pricer_md_client import PtMktDataClient
-from pt_strategy.live.ti_sender import TradingInstructionsSender
+from cvttpy_tools.app import App
+from cvttpy_tools.base import NamedObject
+from cvttpy_tools.config import CvttAppConfig
+from cvttpy_tools.logger import Log
+from pairs_trading.lib.pt_strategy.live.live_strategy import PtLiveStrategy
+from pairs_trading.lib.pt_strategy.live.pricer_md_client import PtMktDataClient
+from pairs_trading.lib.pt_strategy.live.ti_sender import TradingInstructionsSender
 
 # import sys
 # print("PYTHONPATH directories:")
@@ -18,11 +18,6 @@ from pt_strategy.live.ti_sender import TradingInstructionsSender
 #     print(path)
 
 
-
-# from cvtt_client.mkt_data import (CvttPricerWebSockClient,
-#                                   CvttPricesSubscription, MessageTypeT,
-#                                   SubscriptionIdT)
-
 class PairTradingRunner(NamedObject):
     config_: CvttAppConfig
     instruments_: List[JsonDictT]
@@ -69,11 +64,17 @@ class PairTradingRunner(NamedObject):
         assert len(self.instruments_) == 2, "Only two instruments are supported"        
         Log.info(f"{self.fname()} Instruments: {self.instruments_}")
         
-        # ------- CREATE TI (trading instructions) CLIENT -------
+        # # ------- CREATE TI (trading instructions) CLIENT -------
+        # ti_config = self.config_.get_subconfig("ti_config", {})
+        # self.ti_sender_ = TradingInstructionsSender(config=ti_config)
+        # Log.info(f"{self.fname()} TI client created: {self.ti_sender_}")  
+        
+        # ------- CREATE CVTT CLIENT -------
         ti_config = self.config_.get_subconfig("ti_config", {})
         self.ti_sender_ = TradingInstructionsSender(config=ti_config)
         Log.info(f"{self.fname()} TI client created: {self.ti_sender_}")  
-        
+
+
         # ------- CREATE STRATEGY -------
         strategy_config = self.config_.get_value("strategy_config", {})
         self.live_strategy_ = PtLiveStrategy(
@@ -83,21 +84,18 @@ class PairTradingRunner(NamedObject):
         )
         Log.info(f"{self.fname()} Strategy created: {self.live_strategy_}")  
         
-        # ------- CREATE PRICER CLIENT -------
-        pricer_config = self.config_.get_subconfig("pricer_config", {})
-        self.pricer_client_ = PtMktDataClient(
-            live_strategy=self.live_strategy_,
-            pricer_config=pricer_config
-        )
-        Log.info(f"{self.fname()} CVTT Pricer client created: {self.pricer_client_}")  
+        # # ------- CREATE PRICER CLIENT -------
+        # pricer_config = self.config_.get_subconfig("pricer_config", {})
+        # self.pricer_client_ = PtMktDataClient(
+        #     live_strategy=self.live_strategy_,
+        #     pricer_config=pricer_config
+        # )
+        # Log.info(f"{self.fname()} CVTT Pricer client created: {self.pricer_client_}")  
 
     async def run(self) -> None:
         Log.info(f"{self.fname()} ...")
         pass
 
-    
-
-
 if __name__ == "__main__":
     App()
     CvttAppConfig()