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Cryptoval2 2025-04-29 23:14:59 +00:00
commit 39683bb1f5
68 changed files with 767 additions and 53 deletions
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0
config_service/.dockerignore → __DECO__/config_service/.dockerignore
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config_service/Dockerfile → __DECO__/config_service/Dockerfile
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config_service/HOWTO.md → __DECO__/config_service/HOWTO.md
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config_service/requirements.txt → __DECO__/config_service/requirements.txt
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market_data/md_recorder/.dockerignore → __DECO__/md_recorder/.dockerignore
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market_data/md_recorder/Dockerfile → __DECO__/md_recorder/Dockerfile
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__DECO__/md_recorder/VERSION Normal file
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@ -0,0 +1 @@
0.0.6

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market_data/md_recorder/build.sh → __DECO__/md_recorder/build.sh
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@ -4,10 +4,11 @@
RegistryService=cloud21.cvtt.vpn:5500
ImageName=md_recorder
BashFunctionCode=$(realpath $(dirname ${0}))/../../dckr_bld_functions.sh
ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
# --- Settings
usage() {
echo "Usage: $0 -V <image_version> -L <library>:<library_version>"
echo "Usage: $0 -L <library>:<library_version> [-V <image_version>] "
exit 1
}

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__DECO__/md_recorder/deployment/cloud24/.creds Normal file
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@ -0,0 +1,17 @@
{
"__dummy__": null
, "TSDB_MD_CLD21": {
"host": "cloud21.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
, "TSDB_MD_CVTTDATA": {
"host": "cvttdata.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
}

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market_data/md_recorder/deployment/cloud24/.env → __DECO__/md_recorder/deployment/cloud24/.env
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market_data/md_recorder/deployment/cloud24/docker-compose.yml → __DECO__/md_recorder/deployment/cloud24/docker-compose.yml
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__DECO__/md_recorder/deployment/cloud24/md_recorder.cfg Normal file
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@ -0,0 +1,206 @@
{
"refdata": {
"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"]
, "exchanges": {
"COINBASE_AT": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"
, "type": "SPOT"
, "mktdata" : {
# ****** NEW VAlUE
# "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
# ****** NEW VAlUE
, "reconnect_secs": 2
, "max_connections": 10
, "price_throttle": true
, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
}
}
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
, "type": "SPOT"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
, "BNBFUT": {
"exchange_id": "BNBFUT"
, "name": "Binance Futures USD-M"
, "type": "FUTURES"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
}
}
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
"BNBFUT_CLD21": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
"BNBFUT_CVTTDATA": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
, "BNBSPOT_CLD21": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "BNBSPOT_CVTTDATA": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "COINBASE_CLD21": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
, "COINBASE_CVTTDATA": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
}
, "db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
}
, "flush_interval_sec": 0.5
, "collections": {
"__dummy__": null
, "ALPACA": {
# dynamic instruments names
"tables": {
"trades": "alpaca_iex.md_trades"
, "booktops": "alpaca_iex.md_booktops"
, "booksnaps": "alpaca_iex.md_booksnaps"
}
}
, "BNBSPOT": {
"instruments": {
"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbspot.md_trades"
, "booktops": "bnbspot.md_booktops"
, "booksnaps": "bnbspot.md_booksnaps"
}
}
, "BNBFUT": {
"instruments": {
"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbfut.md_trades"
, "booktops": "bnbfut.md_booktops"
, "booksnaps": "bnbfut.md_booksnaps"
}
}
, "COINBASE": {
"instruments": {
"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "coinbase.md_trades"
, "booktops": "coinbase.md_booktops"
, "booksnaps": "coinbase.md_booksnaps"
}
}
}
}
# ----------------------------------
, "exchanges_settings": {
"*": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}

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__DECO__/md_recorder/deployment/cvtt-md/.creds Normal file
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@ -0,0 +1,17 @@
{
"__dummy__": null
, "TSDB_MD_CLD21": {
"host": "cloud21.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
, "TSDB_MD_CVTTDATA": {
"host": "cvttdata.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
}

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market_data/md_recorder/deployment/cvtt-md/.env → __DECO__/md_recorder/deployment/cvtt-md/.env
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market_data/md_recorder/deployment/cvtt-md/docker-compose.yml → __DECO__/md_recorder/deployment/cvtt-md/docker-compose.yml
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__DECO__/md_recorder/deployment/cvtt-md/md_recorder.cfg Normal file
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@ -0,0 +1,206 @@
{
"refdata": {
"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"]
, "exchanges": {
"COINBASE_AT": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"
, "type": "SPOT"
, "mktdata" : {
# ****** NEW VAlUE
# "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
# ****** NEW VAlUE
, "reconnect_secs": 2
, "max_connections": 10
, "price_throttle": true
, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
}
}
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
, "type": "SPOT"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
, "BNBFUT": {
"exchange_id": "BNBFUT"
, "name": "Binance Futures USD-M"
, "type": "FUTURES"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
}
}
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
"BNBFUT_CLD21": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
"BNBFUT_CVTTDATA": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
, "BNBSPOT_CLD21": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "BNBSPOT_CVTTDATA": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "COINBASE_CLD21": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
, "COINBASE_CVTTDATA": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
}
, "db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
}
, "flush_interval_sec": 0.5
, "collections": {
"__dummy__": null
, "ALPACA": {
# dynamic instruments names
"tables": {
"trades": "alpaca_iex.md_trades"
, "booktops": "alpaca_iex.md_booktops"
, "booksnaps": "alpaca_iex.md_booksnaps"
}
}
, "BNBSPOT": {
"instruments": {
"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbspot.md_trades"
, "booktops": "bnbspot.md_booktops"
, "booksnaps": "bnbspot.md_booksnaps"
}
}
, "BNBFUT": {
"instruments": {
"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbfut.md_trades"
, "booktops": "bnbfut.md_booktops"
, "booksnaps": "bnbfut.md_booksnaps"
}
}
, "COINBASE": {
"instruments": {
"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "coinbase.md_trades"
, "booktops": "coinbase.md_booktops"
, "booksnaps": "coinbase.md_booksnaps"
}
}
}
}
# ----------------------------------
, "exchanges_settings": {
"*": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}

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market_data/md_recorder/entrypoint.sh → __DECO__/md_recorder/entrypoint.sh
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market_data/md_recorder/requirements.txt → __DECO__/md_recorder/requirements.txt
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microservices/.env → __DECO__/microservices/.env
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@ -3,7 +3,7 @@ CONFIG_COMM_SETTINGS=comm/pubsub/redis/docker_microservices
CONFIG_FILE="http://${CONFIG_SERVICE}/apps/cvtt_musvc"
CVTT_USER=1001:1001
CVTT_VERSION=0.0.3
CVTT_VERSION=0.0.6
# MDGW_CREDS_FILE=.creds
MDGW_LOG_FILE=%T.md_gateway.log

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@ -0,0 +1 @@
0.0.7

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microservices/ac_gateway/.dockerignore → __DECO__/microservices/ac_gateway/.dockerignore
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microservices/ac_gateway/Dockerfile → __DECO__/microservices/ac_gateway/Dockerfile
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microservices/ac_gateway/entrypoint.sh → __DECO__/microservices/ac_gateway/entrypoint.sh
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microservices/ac_gateway/requirements.txt → __DECO__/microservices/ac_gateway/requirements.txt
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microservices/bookkeeper/.dockerignore → __DECO__/microservices/bookkeeper/.dockerignore
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microservices/bookkeeper/Dockerfile → __DECO__/microservices/bookkeeper/Dockerfile
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microservices/bookkeeper/entrypoint.sh → __DECO__/microservices/bookkeeper/entrypoint.sh
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microservices/bookkeeper/requirements.txt → __DECO__/microservices/bookkeeper/requirements.txt
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microservices/build.sh → __DECO__/microservices/build.sh
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@ -2,20 +2,26 @@
# --- Settings
RegistryService=cloud21.cvtt.vpn:5500
ValidImages=(md_gateway)
ValidImages=(oe_gateway)
ValidImages=(ac_gateway)
ValidImages=(pricer)
ValidImages=(coordinator)
ValidImages=(bookkeeper)
ValidImages=()
ValidImages+=(md_gateway)
ValidImages+=(oe_gateway)
ValidImages+=(ac_gateway)
ValidImages+=(pricer)
ValidImages+=(coordinator)
ValidImages+=(bookkeeper)
ValidImages+=(risk_manager)
ValidImages+=(quant)
ValidImages+=(trader)
BashFunctionCode=$(realpath $(dirname ${0}))/../dckr_bld_functions.sh
ScriptPath=$(realpath $(dirname ${0}))
BashFunctionCode=${ScriptPath}/../dckr_bld_functions.sh
ImageVersion=$(cat ${ScriptPath}/VERSION)
# --- Settings
usage() {
echo "Usage: $0 -I <image_name> -V <image_version> -L <library>:<library_version>"
echo "Usage: $0 -I <image_name> -L <library>:<library_version> [-V <image_version>] "
exit 1
}
@ -68,8 +74,9 @@ build_musvc_image() {
Project=${2}
ProjectVersion=${3}
DockerDir=$(realpath $(dirname ${0})/${ImageName})
cd ${DockerDir}
DockerDir=${ScriptPath}/${ImageName}
Cmd="cd ${DockerDir}"
echo ${Cmd} && eval ${Cmd}
if [ "${Project}" != "" ]; then
get_project_version ${Project} ${ProjectVersion}
@ -100,7 +107,6 @@ for ImageName in "${Images[@]}"; do
build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
done
# echo "**** D E B U G E X I T" && exit
echo "***** ${0} D O N E"

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microservices/coordinator/.dockerignore → __DECO__/microservices/coordinator/.dockerignore
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microservices/coordinator/Dockerfile → __DECO__/microservices/coordinator/Dockerfile
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microservices/coordinator/entrypoint.sh → __DECO__/microservices/coordinator/entrypoint.sh
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@ -3,6 +3,15 @@
LogDir=/logs
Cmd="python3.12"
if [ "${COORD_DEBUG}" == "Y" ]; then
Cmd+=" -m debugpy"
Cmd+=" --listen 0.0.0.0:5678"
if [ "${COORD_DEBUG_WAIT}" == "Y" ]; then
Cmd+=" --wait-for-client"
fi
fi
Cmd+=" cvttpy/apps/microservices/coordinator/coordinator.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"

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microservices/trader/requirements.txt → __DECO__/microservices/coordinator/requirements.txt
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@ -7,3 +7,4 @@ python-dateutil>=2.8.2
types-python-dateutil>=2.8.19.6
cryptography>=43.0.0
PyJWT>=2.10.1
debugpy>=1.8.13

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microservices/docker-compose.yml → __DECO__/microservices/docker-compose.yml
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microservices/md_gateway/.dockerignore → __DECO__/microservices/md_gateway/.dockerignore
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microservices/md_gateway/Dockerfile → __DECO__/microservices/md_gateway/Dockerfile
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microservices/md_gateway/entrypoint.sh → __DECO__/microservices/md_gateway/entrypoint.sh
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microservices/coordinator/requirements.txt → __DECO__/microservices/md_gateway/requirements.txt
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microservices/oe_gateway/.dockerignore → __DECO__/microservices/oe_gateway/.dockerignore
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microservices/oe_gateway/Dockerfile → __DECO__/microservices/oe_gateway/Dockerfile
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microservices/oe_gateway/entrypoint.sh → __DECO__/microservices/oe_gateway/entrypoint.sh
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microservices/oe_gateway/requirements.txt → __DECO__/microservices/oe_gateway/requirements.txt
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microservices/pricer/.dockerignore → __DECO__/microservices/pricer/.dockerignore
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microservices/pricer/Dockerfile → __DECO__/microservices/pricer/Dockerfile
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__DECO__/trading_simulator/Dockerfile Normal file
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FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config /data
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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0.0.1

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__DECO__/trading_simulator/build.sh Executable file
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#!/bin/bash
# --- Settings
RegistryService=cloud21.cvtt.vpn:5500
ImageName=trading_simulator
BashFunctionCode=$(realpath $(dirname ${0}))/../dckr_bld_functions.sh
ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
# --- Settings
usage() {
echo "Usage: $0 -L <library>:<library_version> [-V <image_version>] "
exit 1
}
# ---------------- cmdline
while getopts "I:V:L:" opt; do
case ${opt} in
V )
ImageVersion=$OPTARG
;;
L )
Library=$OPTARG
;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
# ---------------- cmdline
if [ "${ImageName}" == "" ]
then
usage
fi
if [ "${ImageVersion}" == "" ]
then
usage
fi
DockerDir=$(realpath $(dirname ${0})/${ImageName})
cd ${DockerDir}
Project=
ProjectVersion=
if [ "${Library}" != "" ] ; then
IFS=':' read -ra parts <<< "${Library}"
Project=${parts[0]}
ProjectVersion=${parts[1]}
fi
# exit
build_musvc_image() {
ImageName=${1}
Project=${2}
ProjectVersion=${3}
DockerDir=$(realpath $(dirname ${0}))
cd ${DockerDir}
if [ "${Project}" != "" ]; then
get_project_version ${Project} ${ProjectVersion}
fi
function cleanup {
cd ${DockerDir}
rm -rf cvttpy
}
trap cleanup RETURN
build_docker_image ${ImageName} ${RegistryService} ${ImageVersion} ${Project} ${ProjectVersion}
}
source ${BashFunctionCode}
build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
# echo "**** D E B U G E X I T" && exit
echo "***** ${0} D O N E"

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__DECO__/trading_simulator/deployment/.env Normal file
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TRDSIM_VERSION=0.0.1
CONFIG_SERVICE=cloud16.cvtt.vpn:6789
CONFIG_FILE="/config/simulation.cfg"
TRDSIM_USER=1001:1001
TRDSIM_LOG_FILE=%T.trading_simulator.log
TRDSIM_ADD_ARGS=

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__DECO__/trading_simulator/deployment/config/simulation.cfg Normal file
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@var DATA_DIR=/home/oleg/develop/simulation/data
@var FROM_TIME="2024-11-14 13:30:00"
@var INTERVAL="18 minutes"
# @var INTERVAL="5 minutes"
{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/localhost"
, "simulation": {
# "speed_factor": 1.0,
"speed_factor": 0.0,
"time_events_interval_ms": 0
}
, "market_simulator" : {
"initial_positions": {
"exchange": "COINBASE",
"assets": {
"BTC": 0.5
, "ETH": 0.0
, "USD": 10_000.0
}
}
, "market_data": {
"sources": [
{
"loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
, "file_name": "${DATA_DIR}/20250422.CNBS.BTC_USD.db"
, "table_name": "md_trades"
, "columns": [
"tstamp"
, "tstamp_ns as tm" # must have tm for DataFrame
, "tstamp_ns as local_time_ns" # must have for simrunner
, "exchange_id"
, "instrument_id"
, "px"
, "qty"
, "trade_id"
, "condition as agressor_side"
]
, "time_column": "tstamp"
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "md_type": "TRADES"
}
# , {
# "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
# , "credentials_key": "TSDB_MD_CVTTDATA_RO"
# , "interval": ${INTERVAL}
# , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
# , "exchange_id": "COINBASE"
# , "instruments": ["PAIR-BTC-USD"]
# , "md_type": "BOOK_TOP"
# , "table_name": "coinbase.md_booktops"
# , "columns": [
# "time",
# "local_time_ns",
# "exchange_id",
# "instrument_id",
# "bid_price",
# "bid_quantity",
# "ask_price",
# "ask_quantity",
# "'BT' as type",
# ]
# , "time_column": "time"
# }
]
, "api": {
"web_socket": {
"url": "ws://localhost:8080/ws"
}
}
}
, "order_entry": {
"execution": {
"execute_on": ["BOOK_TOP", "TRADES"]
"top_only": true
,"min_order_age_sec": 0.1
, "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
, "short_sale_allowed": false
, "fee_schedule": {
"taker_fee_rate": 0.006
"maker_fee_rate": 0.004
}
# , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
}
, "api": {
"web_socket": {
"url": "ws://localhost:8180/ws"
}
, "REST": {
"port": 8181
"new_order_url": ["POST", "http://localhost:8181/order"]
, "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
, "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
, "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
, "order_status_url": ["GET", "http://localhost:8181/order_status"]
}
}
}
, "accounting": {
"api": {
"REST": {
"port": 8182
, "positions_url": ["GET", "http://localhost:8182/positions"]
, "trades_url": ["GET", "http://localhost:8182/trades"]
}
}
}
}
, "external_participants": [
{
"class": "cvttpy.apps.trading_simulator.participants.external_strategy.ExternalStrategySim"
"params": {
"reader": {
"source": "file:///home/oleg/develop/cvtt2/simulation/trading_instructions.json"
}
"listener": {
# communicate with coordinator
"coordinator_url": "http://localhost:12345"
, "book_id": "TESTBK_COINBS_01"
, "strategy_id": "DUMMY_STRATEGY"
}
}
}
]
}

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__DECO__/trading_simulator/deployment/docker-compose.yml Normal file
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# CVTT Microservices
services:
trdsim:
image: cloud21.cvtt.vpn:5500/trading_simulator:${TRDSIM_VERSION}
container_name: trading_simulator
pull_policy: always
user: ${TRDSIM_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
TRDSIM_LOG_FILE: ${TRDSIM_LOG_FILE:-%T.trader.log}
TRDSIM_ADD_ARGS: ${TRDSIM_ADD_ARGS:-}
volumes:
- ./config:/config
- ./data:/data
- ./logs:/logs

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__DECO__/trading_simulator/entrypoint.sh Executable file
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#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/trading_simulator/main.py"
Cmd+=" --config=${CONFIG_FILE:-/config/simulation.cfg}"
Cmd+=" --simtime_file=${SIMTIME_FILE:-/data/simtime.bin}"
Cmd+=" --cfgvar=DATA_DIR=/data"
Cmd+=" --log_file=${LogDir}/${TRDSIM_LOG_FILE:-%T.trading_simulator.log}"
Cmd+=" ${TRDSIM_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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__DECO__/trading_simulator/requirements.txt Normal file
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aiohttp>=3.7.4.post0
nest-asyncio>=1.5.5
hjson>=3.1.0
sortedcontainers>=2.4.0
pandas>=1.5.3
# redis>=5.0.8
# python-dateutil>=2.8.2
# types-python-dateutil>=2.8.19.6
# cryptography>=43.0.0
# PyJWT>=2.10.1

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test/rsync_test/Dockerfile
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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/test/rsync_test
COPY ${FROM_DIR}/test.sh /test.sh
RUN apt-get update && apt-get install -y rsync openssh-client
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
# Shared Volumes
RUN chmod +x /test.sh
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/test.sh" ]

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test/rsync_test/test.sh
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#!/bin/bash
date > /testfile.txt
Source=/testfile.txt
Targets=
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/tmp/"
Targets="${Targets} cvtt@hs01.cvtt.vpn:/tmp/"
for tgt in ${Targets}
do
Cmd="/usr/bin/rsync -ahv"
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
Cmd+=" ${Source} ${tgt}"
echo $Cmd
eval $Cmd
done