🛠️ Configuration Guide

This document provides details on how to configure WATA (Warrants Automated Trading Assistant).

Configuration File Structure

WATA uses a JSON configuration file (config.json) located in the etc/ directory. Below is a detailed explanation of each section.

Authentication

Saxo Bank API Authentication

"authentication": {
  "saxo": {
    "app_config_object": {
      "AppName": "xxxx",
      "AppKey": "xxxx",
      "AuthorizationEndpoint": "https://live.logonvalidation.net/authorize",
      "TokenEndpoint": "https://live.logonvalidation.net/token",
      "GrantType": "Code",
      "OpenApiBaseUrl": "https://gateway.saxobank.com/openapi/",
      "RedirectUrls": [
        "https://localhost"
      ],
      "AppSecret": "xxxx"
    }
  },
  "persistant": {
    "token_path": "/app/var/lib/saxo_auth/persist_token.json"
  }
}

app_config_object: OAuth 2.0 configuration for the Saxo API
- AppName: Your registered application name
- AppKey: Your API key from Saxo Bank Developer Portal
- AuthorizationEndpoint: OAuth authorization URL
- TokenEndpoint: OAuth token URL
- GrantType: OAuth grant type (should be "Code")
- OpenApiBaseUrl: Base URL for Saxo Open API
- RedirectUrls: Callback URLs for OAuth flow
- AppSecret: Your API secret from Saxo Bank Developer Portal
persistant.token_path: File path to store authentication tokens

Webserver

"webserver": {
  "persistant": {
    "token_path": "/app/var/lib/web_server/persist_token.json"
  },
  "app_secret": "CHANGE_THIS_TO_A_STRONG_SECRET_KEY"
}

persistant.token_path: Path to store webhook authentication tokens (encrypted)
app_secret: Secret key used for token encryption (change this to a strong, unique value)

Managing Webhook Tokens

WATA provides a command-line tool to manage your webhook tokens:

View your current token:
```
watawebtoken
```
Generate a new token:
```
watawebtoken --new
```

The token must be included in webhook requests as a query parameter: /webhook?token=YOUR_TOKEN

Logging

"logging": {
  "persistant": {
    "log_path": "/app/var/log/"
  },
  "level": "INFO",
  "format": "%(asctime)s - %(levelname)s - %(name)s - %(message)s"
}

persistant.log_path: Directory for storing log files
level: Logging level (DEBUG, INFO, WARNING, ERROR, CRITICAL)
format: Log message format

RabbitMQ

"rabbitmq": {
  "hostname": "rabbitmq1",
  "authentication": {
    "username": "trade-app",
    "password": "DONT_TOUCH_IT_IS_SET_BY_DOCKER_COMPOSE"
  }
}

hostname: RabbitMQ server hostname
authentication: Credentials for RabbitMQ
- username: RabbitMQ username
- password: RabbitMQ password (automatically set by Docker Compose)

DuckDB

"duckdb": {
  "persistant": {
    "db_path": "/app/var/lib/duckdb/trading_data.duckdb"
  }
}

persistant.db_path: File path for the DuckDB database

Trading Rules

{
  "trade": {
    "rules": [
      {
        "rule_name": "allowed_indices",
        "rule_type": "allowed_indices",
        "rule_config": {
          "indice_ids": {
            "us100": "1909050"
          }
        }
      },
      {
        "rule_name": "market_closed_dates",
        "rule_type": "market_closed_dates",
        "rule_config": {
          "market_closed_dates": [
            "04/07/2024",
            "02/09/2024",
            "28/11/2024",
            "25/12/2024",
            "03/07/2024",
            "29/11/2024",
            "24/12/2024",
            "01/01/2025",
            "09/01/2025",
            "20/01/2025",
            "17/02/2025",
            "18/04/2025",
            "26/05/2025",
            "19/06/2025",
            "04/07/2025",
            "01/09/2025",
            "27/11/2025",
            "25/12/2025",
            "03/07/2025",
            "28/11/2025",
            "24/12/2025",
            "01/01/2026"
          ]
        }
      },
      {
        "rule_name": "day_trading",
        "rule_type": "day_trading",
        "rule_config": {
          "percent_profit_wanted_per_days": 1.7,
          "max_day_loss_percent": -25,
          "dont_enter_trade_if_day_profit_is_more_than": 1.25,
          "close_position_time": "21:55"
        }
      },
      {
        "rule_name": "signal_validation",
        "rule_type": "signal_validation",
        "rule_config": {
          "max_signal_age_minutes": 5
        }
      },
      {
        "rule_name": "market_hours",
        "rule_type": "market_hours",
        "rule_config": {
          "trading_start_hour": 8,
          "trading_end_hour": 22,
          "risky_trading_start_hour": 21,
          "risky_trading_start_minute": 54
        }
      }
    ],
    "config": {
      "turbo_preference": {
        "exchange_id": "CATS_SAXO",
        "price_range": {
          "min": 4,
          "max": 15
        }
      },
      "buying_power": {
        "max_account_funds_to_use_percentage": 100,
        "safety_margins": {
          "bid_calculation": 1
        }
      },
      "position_management": {
        "performance_thresholds": {
          "stoploss_percent": -20,
          "max_profit_percent": 60
        }
      },
      "general": {
        "api_limits": {
          "top_instruments": 200,
          "top_positions": 200,
          "top_closed_positions": 500
        },
        "retry_config": {
          "max_retries": 10,
          "retry_sleep_seconds": 1
        },
        "position_check": {
          "check_interval_seconds": 7,
          "timeout_seconds": 20
        },
        "websocket": {
          "refresh_rate_ms": 10000
        },
        "timezone": "Europe/Paris"
      },
      "trading_mode": "day_trading"
    },
    "persistant": {
      "last_action_file": "/app/var/lib/trade/last_action.json"
    }
  }
}

Trading Rules Type Explained

allowed_indices:
- Defines which indices can be traded
- Maps friendly names used in the webhook signal to Saxo Bank instrument IDs (As UnderlyingUics)
- You can use https://www.saxoinvestor.fr/investor/page/turbos to select all the available indices, and you will find their corresponding UnderlyingUics in parameters URL.
- Example: "us100" mapped to Saxo ID "1909050" (https://www.saxoinvestor.fr/investor/page/turbos-list?assettypes=WarrantKnockOut%2CWarrantOpenEndKnockOut%2CMiniFuture%2CWarrantDoubleKnockOut&includenontradable=false&instrumentlimit=100&isNavigatedThroughDedicatedAutoInvest=false&issuers=Vontobel%20Financial%20Products%20GM&orderby=ThreeMonthsPopularity%20asc&productGroup=Turbos&size=100&underlyingassettypes=StockIndex&underlyinguics=1909050)
market_closed_dates:
- Lists dates when markets are closed (holidays)
- Format: "MM/DD/YYYY"
- Trading will not occur on these dates
day_trading:
- Sets day trading multiple conditions:
  - percent_profit_wanted_per_days: Target daily profit percentage (1.7%)
  - max_day_loss_percent: Maximum loss percentage allowed for a trading day (-25%)
  - dont_enter_trade_if_day_profit_is_more_than: Don't open new positions if daily profit exceeds this threshold (1.25%)
  - close_position_time: Time when all positions should be automatically closed (format: "HH:MM", default: "21:55")
signal_validation:
- Controls validation of trading signals:
  - max_signal_age_minutes: Maximum age of a signal in minutes before it's considered too old (default: 5)
  - Signals older than this value will be rejected with a "Signal timestamp is too old" error
market_hours:
- Defines the trading hours and restrictions:
  - trading_start_hour: Hour when trading begins (24-hour format, default: 8)
  - trading_end_hour: Hour when trading ends (24-hour format, default: 22)
  - risky_trading_start_hour: Hour when risky trading period begins (24-hour format, default: 21)
  - risky_trading_start_minute: Minute when risky trading period begins (default: 54)
  - Trading is not allowed outside the trading hours
  - Trading is considered risky during the period from risky_trading_start_hour:risky_trading_start_minute to trading_end_hour:00

Trading Configuration

turbo_preference.exchange_id: Exchange ID for turbo warrant instruments
turbo_preference.price_range: Price range for filtering turbo instruments
- min: Minimum price for turbo instruments (default: 4)
- max: Maximum price for turbo instruments (default: 15)
buying_power.max_account_funds_to_use_percentage: Maximum percentage of account balance that can be used for trading (1-100, default: 100)
- Controls how much of your available Saxo account funds can be allocated to a single position
- Lower values provide a safety margin and limit exposure
- Example: Setting to 50 means only half of your available balance will be used for trading
buying_power.safety_margins: Safety margins for calculations
- bid_calculation: Margin subtracted when calculating bid amount (default: 1)
position_management.performance_thresholds: Performance percentages to trigger closing a position
- stoploss_percent: Minimum performance percentage (e.g., -20)
- max_profit_percent: Maximum performance percentage (e.g., 60)
general.api_limits: Limits for API requests
- top_instruments: Max instruments to fetch (default: 200)
- top_positions: Max open positions to fetch (default: 200)
- top_closed_positions: Max closed positions to fetch (default: 500)
general.retry_config: Settings for retrying actions
- max_retries: Maximum number of retries (e.g., finding position after order) (default: 10)
- retry_sleep_seconds: Seconds to wait between retries (default: 1)
general.position_check: Settings for periodic position performance checks
- check_interval_seconds: How often to check performance (default: 7)
- timeout_seconds: How long the check process should run before stopping (default: 20)
general.websocket: WebSocket configuration
- refresh_rate_ms: Refresh rate for WebSocket subscriptions in milliseconds (default: 10000)
general.timezone: Timezone used for date/time operations throughout the application (default: "Europe/Paris")
- Uses standard timezone identifiers from the IANA Time Zone Database
- Examples: "America/New_York", "Europe/London", "Asia/Tokyo", "Australia/Sydney"
persistant.last_action_file: File path to store the last trading action

Telegram Notifications

"telegram": {
  "bot_token": "xxxx",
  "chat_id": "xxxx",
  "bot_name": "xxxx"
}

bot_token: Telegram Bot API token
chat_id: Telegram chat ID to send notifications to
bot_name: Name of your Telegram bot

Setting Up Your Configuration

Copy the example configuration file:

cp /app/etc/config_example.json /app/etc/config.json

Edit the configuration file:
```
nano /app/etc/config.json
```
Update with your specific settings:
- Saxo Bank credentials and API details
- Telegram bot information
- Trading rules as needed
The RabbitMQ password is automatically set by Docker Compose from the .env file in the deploy directory.
Restart the application to apply changes:
```
watastop
watastart
```

Important Notes

Store your configuration file securely, as it contains sensitive information
Backup your configuration before making significant changes
Some paths are pre-configured for the Docker deployment and should not be changed without updating the Docker Compose configuration
The RabbitMQ password is managed automatically and should not be edited directly in the config file

Configuration File Structure​

Authentication​

Saxo Bank API Authentication​

Webserver​

Managing Webhook Tokens​

Logging​

RabbitMQ​

DuckDB​

Trading Rules​

Trading Rules Type Explained​

Trading Configuration​

Telegram Notifications​

Setting Up Your Configuration​

Important Notes​