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- {
- "port": 8080,
- "host": "127.0.0.1",
- "exchanges": {
- "ICE": {
- "enabled": true,
- "auto": true,
- "directory": "",
- "unc": false
- },
- "CME": {
- "enabled": true,
- "auto": true,
- "directory": "",
- "unc": false
- }
- },
- "inputFiles": {
- "NEWFCM": {
- "ftpEnabled": false,
- "regex": "ecwewe",
- "regexIm": "",
- "demoData": false,
- "include_subdirectories": true,
- "directory": "/Users/pshon/.config/gcloud",
- "use_local_user": false
- }
- },
- "auto_run": "20 22 * * 1-5",
- "auto_run_timezone": "America/Chicago",
- "max_retries": 3,
- "email": {
- "enabled": false,
- "from": "OptiMargin <hello@optimargin.com>",
- "to": "",
- "subject": "OptiMargin Recommendations for EOD %date%",
- "cc": "",
- "mandrill": true,
- "group": true,
- "host": "",
- "port": "",
- "user": "",
- "pass": ""
- },
- "seed": "daily",
- "proxy": {
- "enabled": true,
- "wsserver": "wss://api.optimargin.com/ws/",
- "tokenlifetime": 86400,
- "tokencache": 3600
- },
- "api": {
- "apikey": "b",
- "appid": "a",
- "sendlogs": true
- },
- "marketdataendpoint": {
- "enabled": true,
- "httpserver": "https://api.optimargin.com",
- "interval": 60000
- },
- "separateExchanges": {
- "SOCGEN": [
- [
- "CME",
- "NYMEX",
- "NYM",
- "COMEX",
- "CBT"
- ],
- [
- "IFEU",
- "NDEX",
- "IFLX",
- "IFLL",
- "IFLO",
- "NDXS",
- "NDCM"
- ],
- [
- "IFUS",
- "IFED",
- "IEPA",
- "NGXC"
- ],
- [
- "IFSG",
- "ICES"
- ]
- ]
- },
- "SwitchesGenerator": {
- "months": 12,
- "extra6Months": 4,
- "maxNumberOfLots": 2000,
- "intervalNumberOfLots": 200,
- "doComboRecommendations": true,
- "doInterCommodityComboRecommendations": false,
- "comboRecommendationsLastMonth": 2,
- "comboRecommendationsExtraMonths": 2,
- "comboRecommendationsExtra6Months": 1,
- "maxRecommendations": 20
- },
- "TransferGenerator": {
- "sortBySavings": true,
- "minSavings": 100000,
- "maxRecommendations": 20
- },
- "ConventionalSwitchesGenerator": {
- "sortBySavings": false,
- "minSavings": -1,
- "months": 24,
- "extra6Months": 0,
- "maxNumberOfLots": 0,
- "intervalNumberOfLots": 100,
- "comboRecommendationsLastMonth": 6,
- "comboRecommendationsExtraMonths": 6,
- "comboRecommendationsExtra6Months": 2
- },
- "SwapGenerator": {
- "sortBySavings": true,
- "minSavings": 100000,
- "months": 12,
- "extra6Months": 4,
- "maxNumberOfLots": 1000,
- "intervalNumberOfLots": 100,
- "doInterCommodityComboRecommendations": false,
- "doComboRecommendations": true,
- "comboRecommendationsLastMonth": 2,
- "comboRecommendationsExtraMonths": 2,
- "comboRecommendationsExtra6Months": 1,
- "maxRecommendations": 20
- },
- "switchProducts": [
- "WTI Switches;NYM@NYM@CL;ICE@IFEU@T",
- "Brent Switches;NYM@NYM@BZ;ICE@IFEU@B",
- "RBOB Switches;NYM@NYM@RB;ICE@IFEU@N",
- "HO Switches;NYM@NYM@HO;ICE@IFEU@O"
- ],
- "swapProducts": [
- "CS vs CL;NYM@NYM@CS;NYM@NYM@CL;0",
- "CY vs BZ;NYM@NYM@CY;NYM@NYM@BZ;1",
- "BK vs CL/BZ;NYM@NYM@BK;NYM@NYM@CL;0;NYM@NYM@BZ;1",
- "I vs B;ICE@ICE@I;ICE@ICE@B;1",
- "R vs T;ICE@ICE@R;ICE@ICE@T;0",
- "BTD vs T/B;ICE@ICE@BTD;ICE@ICE@T;0;ICE@ICE@B;1"
- ],
- "SwitchesToRun": [
- {
- "name": "WTI Switches",
- "productA": "NYMEX CL",
- "productB": "ICE T",
- "minSavings": 100000,
- "months": 12,
- "monthsNotIncluded": "",
- "monthsIncluded": "",
- "maxNumberOfLots": 2000,
- "intervalNumberOfLots": 100,
- "excludeSwitchRolls": false,
- "excludeStrips": false,
- "excludeInterFcm": false,
- "excludeConventional": false,
- "excludeDefaultPairings": true,
- "customPairings": "NYMEX BZ|ICE B,NYMEX HO|ICE O"
- }
- ],
- "channels": "auto",
- "net_host": "127.0.0.1",
- "paths": {
- "switchCmd": "../backend/Switch.Cmd/!Binaries/Release/SwitchCmdEx.exe",
- "switchCmdDebug": "../backend/Switch.Cmd/!Binaries/Debug/SwitchCmdEx.exe",
- "span_for_ice": "../deps/ICE Risk Model",
- "pc_span": "../deps/Span4/Bin",
- "temp": "/Users/pshon/.omdata/data",
- "cache": "/Users/pshon/.omdata/data/files/cache/"
- },
- "max_recommendations": 10,
- "skipRAUpdate": false,
- "useReducedRA": true,
- "no_cache": false,
- "runPositionTransfers": true,
- "runSimpleSwitches": true,
- "runConventionalSwitches": true,
- "runSwapsVsEquivalents": false,
- "runInterCommodity": false,
- "runComparison": true,
- "auto_run_breakdown": true,
- "match_date_w_ra": false,
- "getProductDataFromExchanges": false,
- "interest_rate": "0.04",
- "reserveIdleThread": 0,
- "logObjectsToConsole": false,
- "logger": "important",
- "env": "dev",
- "stopBackendOnExit": false,
- "debugMode": false,
- "saveDirectory": "/Users/pshon/.omdata/data/files/savedata/",
- "usingOldWindows": true,
- "fileProxyInstalled": true,
- "need_local_user_show": false,
- "useLocalUserHelper": true,
- "cfo_dashboard": {
- "enabled": true,
- "local_server": true,
- "remote_pc": true
- }
- }
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