alpha.template.toml

# ==========================================
# --- PreservingAlpha Configuration File ---
# ==========================================

# -- Ticker Feed --
[websocket]
    # :: defaults
    url="wss://ws-feed.pro.coinbase.com"
    channels=['ticker']
    products=['BTC-USD', 'ETH-USD', 'MATIC-USD', 'EOS-USD']


# -- Mongo Auth --
[mongo]
    # :: defaults
    db='coinbase'
    alias='coinbase'
    w='majority'
    # ---------------
    host='<REQUIRED>'


# -- Twilio Auth: Event Notifications --
[twilio]
    username='<REQUIRED>'
    password='<REQUIRED>'
    _from='<REQUIRED>'     # string ('+01234567890')
    distro=['<REQUIRED>']  # 10-digit integer (xxx-xxx-xxxx); no quotes

# -- Trading Strategies by Portfolio --
[portfolios]

    default = 'primary'  # default account name if not provided to API

    # A Single Coinbase Pro portfolio
    [portfolios.primary]

        # -- Asset --
        asset-id = ''            # asset to trade against vs. USD (i.e. 'BTC')
        account-allocation = 1   # percentage of account to execute strategy with

        # -- API Auth: Portfolio-Specific --
        [portfolios.primary.auth]
        passphrase='<REQUIRED>'
        key='<REQUIRED>'
        secret='<REQUIRED>'

        # == Sell (example) ==
        [portfolios.primary.sell]

        # (example)
        momentum = [
            [
                ['dema', '15'],     # DEMA(15m)
                ['dema', '30'],     # vs DEMA(30m)
                ['0.95'],           # is <= 0.95
            ],
            [
                ['dema*', '2'],     # DEMA(2h)
                ['dema*', '1'],     # vs DEMA(1h)
                ['0.98'],           # is <= 0.98
            ],
            [
                ['price-last'],     # Current Ticker Price
                ['price'],          # vs Price Paid
                ['1.03*'],          # is greater than 1.03
            ],
        ]

        # (example)
        stop-loss = [
            [
                ['price-last'],     # price purchased
                ['price'],          # vs current ticker price
                ['0.98'],           # is less than 0.98
            ]
        ]


[time-out]
    order = 20
    ticker = 20