d7bdfcf716
- Added display_name and description to BaseStrategy - Updated MA44 and MA125 strategies with metadata - Added /api/v1/strategies endpoint for dynamic discovery - Added Strategy Simulation panel to dashboard with date picker and tooltips - Implemented JS polling for backtest results in dashboard - Added performance test scripts and DB connection guide - Expanded indicator config to all 15 timeframes
94 lines
2.2 KiB
YAML
94 lines
2.2 KiB
YAML
# Data Collection Configuration
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data_collection:
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# Primary data source
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primary_exchange: "hyperliquid"
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# Assets to collect
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assets:
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cbBTC:
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symbol: "cbBTC-PERP"
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enabled: true
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base_asset: "cbBTC"
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quote_asset: "USD"
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# Validation settings
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validation:
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enabled: true
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tolerance_percent: 1.0 # 1% price divergence allowed
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check_interval_minutes: 5
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# Reference sources for cross-validation
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references:
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uniswap_v3:
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enabled: true
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chain: "base"
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pool_address: "0x4f1480ba4F40f2A41a718c8699E64976b222b56d" # cbBTC/USDC
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rpc_url: "https://base-mainnet.g.alchemy.com/v2/YOUR_API_KEY"
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coinbase:
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enabled: true
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api_url: "https://api.exchange.coinbase.com"
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# Intervals to collect (1m is base, others computed)
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intervals:
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- "1m" # Base collection
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indicators:
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ma44:
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type: "sma"
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period: 44
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intervals: ["1d"]
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ma125:
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type: "sma"
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period: 125
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intervals: ["1d"]
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# WebSocket settings
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websocket:
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url: "wss://api.hyperliquid.xyz/ws"
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reconnect_attempts: 10
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reconnect_delays: [1, 2, 5, 10, 30, 60, 120, 300, 600, 900] # seconds
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ping_interval: 30
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ping_timeout: 10
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# Buffer settings
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buffer:
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max_size: 1000 # candles in memory
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flush_interval_seconds: 30
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batch_size: 100
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# Database settings
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database:
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host: "${DB_HOST}"
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port: ${DB_PORT}
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name: "${DB_NAME}"
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user: "${DB_USER}"
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password: "${DB_PASSWORD}"
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pool_size: 5
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max_overflow: 10
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# Backfill settings
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backfill:
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enabled: true
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max_gap_minutes: 60
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rest_api_url: "https://api.hyperliquid.xyz/info"
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# Quality monitoring
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quality_monitor:
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enabled: true
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check_interval_seconds: 300 # 5 minutes
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anomaly_detection:
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price_change_threshold: 0.10 # 10%
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volume_spike_std: 5.0 # 5 sigma
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# Logging
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logging:
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level: "INFO"
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format: "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
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file: "/app/logs/collector.log"
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max_size_mb: 100
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backup_count: 10
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# Performance
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performance:
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max_cpu_percent: 80
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max_memory_mb: 256 |