diff --git a/registry.json b/registry.json deleted file mode 100644 index d427c36..0000000 --- a/registry.json +++ /dev/null @@ -1,10720 +0,0 @@ -{ - "CS:1000SATS-USD": { - "sources": [ - { - "source_id": "binance", - "id": "1000satsusdc", - "routes": [ - { - "signal_id": "CS:USDC-USD", - "operation": "*" - } - ] - }, - { - "source_id": "binance", - "id": "1000satsusdt", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coinmarketcap", - "id": "28683" - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - }, - "CS:1INCH-USD": { - "sources": [ - { - "source_id": "binance", - "id": "1inchusdt", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coinbase", - "id": "1INCH-USD" - }, - { - "source_id": "coingecko", - "id": "1inch" - }, - { - "source_id": "coinmarketcap", - "id": "8104" - }, - { - "source_id": "kraken", - "id": "1INCH/USD" - }, - { - "source_id": "okx", - 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"routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coinbase", - "id": "ZEC-USD" - }, - { - "source_id": "coingecko", - "id": "zcash" - }, - { - "source_id": "coinmarketcap", - "id": "1437" - }, - { - "source_id": "kraken", - "id": "ZEC/USD" - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - }, - "CS:ZETA-USD": { - "sources": [ - { - "source_id": "coinbase", - "id": "ZETA-USD" - }, - { - "source_id": "coinmarketcap", - "id": "21259" - }, - { - "source_id": "kraken", - "id": "ZETA/USD" - }, - { - "source_id": "okx", - "id": "ZETA-USDT", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - }, - "CS:ZIL-USD": { - "sources": [ - { - "source_id": "binance", - "id": "zilusdt", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coingecko", - "id": "zilliqa" - }, - { - "source_id": "coinmarketcap", - "id": "2469" - }, - { - "source_id": "okx", - "id": "ZIL-USDC", - "routes": [ - { - "signal_id": "CS:USDC-USD", - "operation": "*" - } - ] - }, - { - "source_id": "okx", - "id": "ZIL-USDT", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - }, - "CS:ZK-USD": { - "sources": [ - { - "source_id": "binance", - "id": "zkusdc", - "routes": [ - { - "signal_id": "CS:USDC-USD", - "operation": "*" - } - ] - }, - { - "source_id": "binance", - "id": "zkusdt", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coingecko", - "id": "zksync" - }, - { - "source_id": "coinmarketcap", - "id": "24091" - }, - { - "source_id": "kraken", - "id": "ZK/USD" - }, - { - "source_id": "okx", - "id": "ZK-USDC", - "routes": [ - { - "signal_id": "CS:USDC-USD", - "operation": "*" - } - ] - }, - { - "source_id": "okx", - "id": "ZK-USDT", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - }, - "CS:ZRO-USD": { - "sources": [ - { - "source_id": "binance", - "id": "zrousdc", - "routes": [ - { - "signal_id": "CS:USDC-USD", - "operation": "*" - } - ] - }, - { - "source_id": "binance", - "id": "zrousdt", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coinbase", - "id": "ZRO-USD" - }, - { - "source_id": "coingecko", - "id": "layerzero" - }, - { - "source_id": "coinmarketcap", - "id": "26997" - }, - { - "source_id": "kraken", - "id": "ZRO/USD" - }, - { - "source_id": "okx", - "id": "ZRO-USDT", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - }, - "CS:ZRX-USD": { - "sources": [ - { - "source_id": "binance", - "id": "zrxusdt", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - }, - { - "source_id": "coinbase", - "id": "ZRX-USD" - }, - { - "source_id": "coingecko", - "id": "0x" - }, - { - "source_id": "coinmarketcap", - "id": "1896" - }, - { - "source_id": "kraken", - "id": "ZRX/USD" - }, - { - "source_id": "okx", - "id": "ZRX-USDC", - "routes": [ - { - "signal_id": "CS:USDC-USD", - "operation": "*" - } - ] - }, - { - "source_id": "okx", - "id": "ZRX-USDT", - "routes": [ - { - "signal_id": "CS:USDT-USD", - "operation": "*" - } - ] - } - ], - "processor": { - "function": "median", - "params": { - "min_source_count": 3 - } - } - } -} diff --git a/schema/prefix.schema.yaml b/schema/prefix.schema.yaml index 8a8036a..8554216 100644 --- a/schema/prefix.schema.yaml +++ b/schema/prefix.schema.yaml @@ -10,22 +10,37 @@ properties: function: type: "string" description: "The function used in the processor" - enum: ["median"] + enum: ["median", "weighted_median"] params: type: "object" anyOf: - - properties: - min_source_count: - type: "integer" - minimum: 1 - description: "The minimum number of sources needed to yield a signal result" - required: - - min_source_count - additionalProperties: false + - properties: + min_source_count: + type: "integer" + minimum: 1 + description: "The minimum number of sources needed to yield a signal result" + required: + - min_source_count + additionalProperties: false + - properties: + source_weights: + type: "object" + additionalProperties: + type: "integer" + minimum: 1 + description: "Weights associated with each data source" + minimum_cumulative_weight: + type: "integer" + minimum: 1 + description: "The minimum cumulative weight required to calculate the weighted median" + required: + - source_weights + - minimum_cumulative_weight + additionalProperties: false required: - - function - - params + - function + - params additionalProperties: false required: -- processor + - processor additionalProperties: false diff --git a/signals/CS.yaml b/signals/CS.yaml index f56272f..f1c47bb 100644 --- a/signals/CS.yaml +++ b/signals/CS.yaml @@ -1,4 +1,14 @@ processor: - function: median + function: weighted_median params: - min_source_count: 3 + source_weights: + binance: 1 + bybit: 1 + coinbase: 1 + coingecko: 1 + coinmarketcap: 1 + cryptocompare: 1 + htx: 1 + kraken: 1 + okx: 1 + minimum_cumulative_weight: 1