-
Notifications
You must be signed in to change notification settings - Fork 25
/
ppss.yaml
208 lines (181 loc) · 8.88 KB
/
ppss.yaml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
##
## Copyright 2024 Ocean Protocol Foundation
## SPDX-License-Identifier: Apache-2.0
##
# (web3_pp / network settings is at bottom, because it's long)
lake_ss:
lake_dir: lake_data
feeds:
- binance BTC/USDT ETH/USDT 5m
# - binance BTC/USDT ETH/USDT BNB/USDT XRP/USDT ADA/USDT DOGE/USDT SOL/USDT LTC/USDT TRX/USDT DOT/USDT 5m
# - kraken BTC/USDT 5m
st_timestr: 30 days ago # starting date for data
fin_timestr: now # ending date for data
export_db_data_to_parquet_files: True # export duckdb data base tables to parquet files
seconds_between_parquet_exports: 600 # export again to parquet after this amount of seconds have passed from last
number_of_files_after_which_re_export_db: 2 # number of files at which re-export table as 1 parquet file
api: ccxt
predictoor_ss:
predict_train_feedsets:
- predict: binance BTC/USDT c 5m
train_on:
- binance BTC/USDT c 5m
ta_features: [] # list of TA features to use.
approach: 2 # 1->50/50; 2->two-sided model-based; 3-> one-sided model-based
stake_amount: 100 # How much your bot stakes. In OCEAN per epoch, per feed
sim_only:
others_stake: 10000 # How much all others' bots stake. In OCEAN per epoch, per feed. Calcs: stake volume = 10e6 $/day/20_feeds = 34700 $/epoch/20_feeds (bc 288 5m epochs/day) = 1735 $/epoch/feed = 2313 OCEAN/epoch/feed (at 1 OCEAN=$0.75)
others_accuracy: 0.50001 # What percent of others' bots stake is correct. Value in range 0.0-1.0. 0.50001 means mostly 50-50 stake and some small fry predicting a bit accurately
revenue: 0.93006 # Sales revenue going towards predictoors. In OCEAN per epoch, per feed. Calcs: 37500 OCEAN/week/20_feeds (Predictoor DF rewards) = 18.6012 OCEAN/epoch/20_feeds (bc 2016 5m epochs/week) = 0.93006 OCEAN/epoch/feed
bot_only:
pred_submitter_mgr: "DeployNewMgr" # DeployNewMgr | <address of deployed mgr>
s_start_payouts: 220 # in s. Run payout if > this time left. 0 to disable
s_until_epoch_end: 60 # in s. Start predicting if > this time left
payout_batch_size: 8 # no. epochs to payout in each batch
min_payout_slots: 0 # Run payout if payout is available for > this many slots
aimodel_data_ss: # used by AimodelDataFactory
max_n_train: 1000 # no. epochs to train model on
autoregressive_n: 2 # no. epochs that model looks back, to predict next
transform: None # None -> raw value of signal; RelDiff -> rel % diff
aimodel_ss: # used by AimodelFactory
approach: ClassifLinearRidge # ClassifLinearLasso | ClassifLinearLasso_Balanced | ClassifLinearRidge | ClassifLinearRidge_Balanced | ClassifLinearElasticNet | ClassifLinearElasticNet_Balanced | ClassifLinearSVM | ClassifGaussianProcess | ClassifXgboost | ClassifConstant | RegrLinearLS | RegrLinearLasso | RegrLinearRidge | RegrLinearElasticNet | RegrGaussianProcess | RegrXgboost | RegrConstant
weight_recent: 10x_5x # 10x_5x | 10000x | None
balance_classes: None # SMOTE | RandomOverSampler | None
calibrate_probs: CalibratedClassifierCV_Sigmoid # CalibratedClassifierCV_Sigmoid | CalibratedClassifierCV_Isotonic | None
calibrate_regr: CurrentYval # CurrentYval | None
train_every_n_epochs: 1
calc_imps: True
# seed: 42
my_addresses: []
exchange_mgr_ss: # used by trader and sim
timeout: 30000
ccxt_params:
createMarketBuyOrderRequiresPrice: False
defaultType: spot
trader_ss:
feed: binance BTC/USDT c 5m
sim_only:
buy_amt: 1000 USD # buy this amount in each epoch
fee_percent: 0.0 # simulated % fee, in decimal, where 1.0 = 100%
confidence_threshold: 0.02 # skip trade if confidence < this, in decimal, where 1.0 = 100%
stop_loss_percent: 1.0 # sell if price drops by this %, in decimal, where 1.0 = 100%, . 1.0 = disabled
take_profit_percent: 100.0 # sell if price rises by this %, in decimal, where 100.0 = 10000%, . 100.0 = disabled
bot_only:
min_buffer: 30 # in s. only trade if there's > this time left
max_tries: 10 # max no. attempts to process a feed
position_size: 3 # buy/sell this amount in each epoch
sim_ss: # sim only
log_dir: logs
test_n: 5000 # number of epochs to simulate
tradetype: histmock # histmock | livemock | livereal
use_own_model: True # use own model predictions signals if true, else use chain signals
multisim_ss:
approach: SimpleSweep # SimpleSweep | FastSweep (future) | ..
sweep_params:
- trader_ss.buy_amt: 1000 USD
- predictoor_ss.aimodel_data_ss.max_n_train: 500, 1000, 1500
- predictoor_ss.aimodel_data_ss.autoregressive_n: 1, 2
- predictoor_ss.predict_train_feedsets:
-
- predict: binance BTC/USDT c 5m
train_on:
- binance BTC/USDT c 5m
-
- predict: binance BTC/USDT ETH/USDT c 5m
train_on:
- binance BTC/USDT ETH/USDT c 5m
# - binance BTC/USDT c 5m
# - kraken BTC/USDT c 5m
# ------------------------------------------------------------------
# Bots run by OPF
publisher_ss:
sapphire-mainnet:
fee_collector_address: 0x0000000000000000000000000000000000000000
feeds:
- binance BTC/USDT ETH/USDT BNB/USDT XRP/USDT ADA/USDT DOGE/USDT SOL/USDT LTC/USDT TRX/USDT DOT/USDT c 5m,1h
sapphire-testnet:
fee_collector_address: 0x0000000000000000000000000000000000000000
feeds:
- binance BTC/USDT ETH/USDT BNB/USDT XRP/USDT ADA/USDT DOGE/USDT SOL/USDT LTC/USDT TRX/USDT DOT/USDT c 5m,1h
development:
fee_collector_address: 0x0000000000000000000000000000000000000000
feeds:
- binance BTC/USDT ETH/USDT XRP/USDT c 5m
trueval_ss:
feeds:
- binance BTC/USDT 5m
# - binance BTC/USDT ETH/USDT BNB/USDT XRP/USDT ADA/USDT DOGE/USDT SOL/USDT LTC/USDT TRX/USDT DOT/USDT 5m
# - kraken BTC/USDT 5m
batch_size: 30
sleep_time: 30
dfbuyer_ss:
feeds:
- binance BTC/USDT 5m
# - binance BTC/USDT ETH/USDT BNB/USDT XRP/USDT ADA/USDT DOGE/USDT SOL/USDT LTC/USDT TRX/USDT DOT/USDT 5m
# - kraken BTC/USDT 5m
batch_size: 20
consume_interval_seconds: 86400
weekly_spending_limit: 37000
payout_ss:
batch_size: 250
topup_ss:
addresses:
- opf_addresses
# - 0xabcd...
# min_bal: 20
# topup_bal: 30
# ------------------------------------------------------------------
# Network settings
web3_pp:
sapphire-testnet:
address_file: "~/.ocean/ocean-contracts/artifacts/address.json"
rpc_url: https://testnet.sapphire.oasis.dev
subgraph_url: https://v4.subgraph.sapphire-testnet.oceanprotocol.com/subgraphs/name/oceanprotocol/ocean-subgraph
owner_addrs: "0xe02a421dfc549336d47efee85699bd0a3da7d6ff" # OPF deployer address
sapphire-mainnet:
address_file: "~/.ocean/ocean-contracts/artifacts/address.json"
rpc_url: https://sapphire.oasis.io
subgraph_url: https://v4.subgraph.sapphire-mainnet.oceanprotocol.com/subgraphs/name/oceanprotocol/ocean-subgraph
owner_addrs: "0x4ac2e51f9b1b0ca9e000dfe6032b24639b172703" # OPF deployer address
development:
address_file: "~/.ocean/ocean-contracts/artifacts/address.json"
rpc_url: http://localhost:8545
subgraph_url: http://localhost:9000/subgraphs/name/oceanprotocol/ocean-subgraph
owner_addrs: "0xe2DD09d719Da89e5a3D0F2549c7E24566e947260" # OPF deployer address. Taken from ocean.py setup-local.md FACTORY_DEPLOYER_PRIVATE_KEY
development2:
address_file: "~/barge-pytest.address.json"
private_key: "0xc594c6e5def4bab63ac29eed19a134c130388f74f019bc74b8f4389df2837a58"
rpc_url: http://74.234.16.165:8545
subgraph_url: http://74.234.16.165:9000/subgraphs/name/oceanprotocol/ocean-subgraph
owner_addrs: "0xe2DD09d719Da89e5a3D0F2549c7E24566e947260" # OPF deployer address. Taken from ocean.py setup-local.md FACTORY_DEPLOYER_PRIVATE_KEY
barge-predictoor-bot:
address_file: "~/barge-predictoor-bot.address.json"
private_key: "0xc594c6e5def4bab63ac29eed19a134c130388f74f019bc74b8f4389df2837a58" # address is 0xe2DD...
rpc_url: http://4.245.224.119:8545 # from VPS
subgraph_url: http://4.245.224.119:9000/subgraphs/name/oceanprotocol/ocean-subgraph # from VPS
owner_addrs: "0xe2DD09d719Da89e5a3D0F2549c7E24566e947260" # OPF deployer address. Taken from ocean.py setup-local.md FACTORY_DEPLOYER_PRIVATE_KEY
barge-pytest:
address_file: "~/barge-pytest.address.json"
private_key: "0xc594c6e5def4bab63ac29eed19a134c130388f74f019bc74b8f4389df2837a58"
rpc_url: http://74.234.16.165:8545
subgraph_url: http://74.234.16.165:9000/subgraphs/name/oceanprotocol/ocean-subgraph
owner_addrs: "0xe2DD09d719Da89e5a3D0F2549c7E24566e947260" # OPF deployer address. Taken from ocean.py setup-local.md FACTORY_DEPLOYER_PRIVATE_KEY
deployment_configs:
testnet_predictoor_deployment:
cpu: "1"
memory: "512Mi"
source: "binance"
type: "predictoor"
approach: 3
network: "sapphire-testnet"
s_until_epoch_end: 20
pdr_backend_image_source: "oceanprotocol/pdr-backend:latest"
agents:
- pair: "BTC/USDT"
stake_amt: 0.1
timeframe: 5m
approach: 1
- pair: "ETH/USDT"
stake_amt: 1
timeframe: 1h
s_until_epoch_end: 100