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  1. {
  2. "port": 8080,
  3. "host": "127.0.0.1",
  4. "exchanges": {
  5. "ICE": {
  6. "enabled": true,
  7. "auto": true,
  8. "directory": "",
  9. "unc": false
  10. },
  11. "CME": {
  12. "enabled": true,
  13. "auto": true,
  14. "directory": "",
  15. "unc": false
  16. }
  17. },
  18. "inputFiles": {
  19. "NEWFCM": {
  20. "ftpEnabled": false,
  21. "regex": "ecwewe",
  22. "regexIm": "",
  23. "demoData": false,
  24. "include_subdirectories": true,
  25. "directory": "/Users/pshon/.config/gcloud",
  26. "use_local_user": false
  27. }
  28. },
  29. "auto_run": "20 22 * * 1-5",
  30. "auto_run_timezone": "America/Chicago",
  31. "max_retries": 3,
  32. "email": {
  33. "enabled": false,
  34. "from": "OptiMargin <hello@optimargin.com>",
  35. "to": "",
  36. "subject": "OptiMargin Recommendations for EOD %date%",
  37. "cc": "",
  38. "mandrill": true,
  39. "group": true,
  40. "host": "",
  41. "port": "",
  42. "user": "",
  43. "pass": ""
  44. },
  45. "seed": "daily",
  46. "proxy": {
  47. "enabled": true,
  48. "wsserver": "wss://api.optimargin.com/ws/",
  49. "tokenlifetime": 86400,
  50. "tokencache": 3600
  51. },
  52. "api": {
  53. "apikey": "b",
  54. "appid": "a",
  55. "sendlogs": true
  56. },
  57. "marketdataendpoint": {
  58. "enabled": true,
  59. "httpserver": "https://api.optimargin.com",
  60. "interval": 60000
  61. },
  62. "separateExchanges": {
  63. "SOCGEN": [
  64. [
  65. "CME",
  66. "NYMEX",
  67. "NYM",
  68. "COMEX",
  69. "CBT"
  70. ],
  71. [
  72. "IFEU",
  73. "NDEX",
  74. "IFLX",
  75. "IFLL",
  76. "IFLO",
  77. "NDXS",
  78. "NDCM"
  79. ],
  80. [
  81. "IFUS",
  82. "IFED",
  83. "IEPA",
  84. "NGXC"
  85. ],
  86. [
  87. "IFSG",
  88. "ICES"
  89. ]
  90. ]
  91. },
  92. "SwitchesGenerator": {
  93. "months": 12,
  94. "extra6Months": 4,
  95. "maxNumberOfLots": 2000,
  96. "intervalNumberOfLots": 200,
  97. "doComboRecommendations": true,
  98. "doInterCommodityComboRecommendations": false,
  99. "comboRecommendationsLastMonth": 2,
  100. "comboRecommendationsExtraMonths": 2,
  101. "comboRecommendationsExtra6Months": 1,
  102. "maxRecommendations": 20
  103. },
  104. "TransferGenerator": {
  105. "sortBySavings": true,
  106. "minSavings": 100000,
  107. "maxRecommendations": 20
  108. },
  109. "ConventionalSwitchesGenerator": {
  110. "sortBySavings": false,
  111. "minSavings": -1,
  112. "months": 24,
  113. "extra6Months": 0,
  114. "maxNumberOfLots": 0,
  115. "intervalNumberOfLots": 100,
  116. "comboRecommendationsLastMonth": 6,
  117. "comboRecommendationsExtraMonths": 6,
  118. "comboRecommendationsExtra6Months": 2
  119. },
  120. "SwapGenerator": {
  121. "sortBySavings": true,
  122. "minSavings": 100000,
  123. "months": 12,
  124. "extra6Months": 4,
  125. "maxNumberOfLots": 1000,
  126. "intervalNumberOfLots": 100,
  127. "doInterCommodityComboRecommendations": false,
  128. "doComboRecommendations": true,
  129. "comboRecommendationsLastMonth": 2,
  130. "comboRecommendationsExtraMonths": 2,
  131. "comboRecommendationsExtra6Months": 1,
  132. "maxRecommendations": 20
  133. },
  134. "switchProducts": [
  135. "WTI Switches;NYM@NYM@CL;ICE@IFEU@T",
  136. "Brent Switches;NYM@NYM@BZ;ICE@IFEU@B",
  137. "RBOB Switches;NYM@NYM@RB;ICE@IFEU@N",
  138. "HO Switches;NYM@NYM@HO;ICE@IFEU@O"
  139. ],
  140. "swapProducts": [
  141. "CS vs CL;NYM@NYM@CS;NYM@NYM@CL;0",
  142. "CY vs BZ;NYM@NYM@CY;NYM@NYM@BZ;1",
  143. "BK vs CL/BZ;NYM@NYM@BK;NYM@NYM@CL;0;NYM@NYM@BZ;1",
  144. "I vs B;ICE@ICE@I;ICE@ICE@B;1",
  145. "R vs T;ICE@ICE@R;ICE@ICE@T;0",
  146. "BTD vs T/B;ICE@ICE@BTD;ICE@ICE@T;0;ICE@ICE@B;1"
  147. ],
  148.  
  149. "SwitchesToRun": [
  150. {
  151. "name": "WTI Switches",
  152. "productA": "NYMEX CL",
  153. "productB": "ICE T",
  154. "minSavings": 100000,
  155. "months": 12,
  156. "monthsNotIncluded": "",
  157. "monthsIncluded": "",
  158. "maxNumberOfLots": 2000,
  159. "intervalNumberOfLots": 100,
  160. "excludeSwitchRolls": false,
  161. "excludeStrips": false,
  162. "excludeInterFcm": false,
  163. "excludeConventional": false,
  164. "excludeDefaultPairings": true,
  165. "customPairings": "NYMEX BZ|ICE B,NYMEX HO|ICE O"
  166. }
  167. ],
  168.  
  169. "channels": "auto",
  170. "net_host": "127.0.0.1",
  171. "paths": {
  172. "switchCmd": "../backend/Switch.Cmd/!Binaries/Release/SwitchCmdEx.exe",
  173. "switchCmdDebug": "../backend/Switch.Cmd/!Binaries/Debug/SwitchCmdEx.exe",
  174. "span_for_ice": "../deps/ICE Risk Model",
  175. "pc_span": "../deps/Span4/Bin",
  176. "temp": "/Users/pshon/.omdata/data",
  177. "cache": "/Users/pshon/.omdata/data/files/cache/"
  178. },
  179. "max_recommendations": 10,
  180. "skipRAUpdate": false,
  181. "useReducedRA": true,
  182. "no_cache": false,
  183. "runPositionTransfers": true,
  184. "runSimpleSwitches": true,
  185. "runConventionalSwitches": true,
  186. "runSwapsVsEquivalents": false,
  187. "runInterCommodity": false,
  188. "runComparison": true,
  189. "auto_run_breakdown": true,
  190. "match_date_w_ra": false,
  191. "getProductDataFromExchanges": false,
  192. "interest_rate": "0.04",
  193. "reserveIdleThread": 0,
  194. "logObjectsToConsole": false,
  195. "logger": "important",
  196. "env": "dev",
  197. "stopBackendOnExit": false,
  198. "debugMode": false,
  199. "saveDirectory": "/Users/pshon/.omdata/data/files/savedata/",
  200. "usingOldWindows": true,
  201. "fileProxyInstalled": true,
  202. "need_local_user_show": false,
  203. "useLocalUserHelper": true,
  204. "cfo_dashboard": {
  205. "enabled": true,
  206. "local_server": true,
  207. "remote_pc": true
  208. }
  209. }
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