.
This commit is contained in:
Cryptoval2
commit
39683bb1f5
1
__DECO__/md_recorder/VERSION
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1
__DECO__/md_recorder/VERSION
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@ -0,0 +1 @@
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|||||||
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0.0.6
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@ -4,10 +4,11 @@
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RegistryService=cloud21.cvtt.vpn:5500
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RegistryService=cloud21.cvtt.vpn:5500
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ImageName=md_recorder
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ImageName=md_recorder
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BashFunctionCode=$(realpath $(dirname ${0}))/../../dckr_bld_functions.sh
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BashFunctionCode=$(realpath $(dirname ${0}))/../../dckr_bld_functions.sh
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ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
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# --- Settings
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# --- Settings
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||||||
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usage() {
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usage() {
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echo "Usage: $0 -V <image_version> -L <library>:<library_version>"
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echo "Usage: $0 -L <library>:<library_version> [-V <image_version>] "
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exit 1
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exit 1
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}
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}
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17
__DECO__/md_recorder/deployment/cloud24/.creds
Normal file
17
__DECO__/md_recorder/deployment/cloud24/.creds
Normal file
@ -0,0 +1,17 @@
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{
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"__dummy__": null
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, "TSDB_MD_CLD21": {
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"host": "cloud21.cvtt.vpn"
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, "port": 5432
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, "user": "cvtt"
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, "database": "cvtt_md"
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|
, "password": "ICdIh0JnMM7vM7Pf"
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}
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, "TSDB_MD_CVTTDATA": {
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"host": "cvttdata.cvtt.vpn"
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, "port": 5432
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, "user": "cvtt"
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, "database": "cvtt_md"
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, "password": "ICdIh0JnMM7vM7Pf"
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}
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}
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206
__DECO__/md_recorder/deployment/cloud24/md_recorder.cfg
Normal file
206
__DECO__/md_recorder/deployment/cloud24/md_recorder.cfg
Normal file
@ -0,0 +1,206 @@
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{
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"refdata": {
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"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
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|
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
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|
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
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, "dynamic_instrument_exchanges": ["ALPACA"]
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, "exchanges": {
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"COINBASE_AT": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Advanced Trade"
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, "type": "SPOT"
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|
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, "mktdata" : {
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# ****** NEW VAlUE
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# "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
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"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
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# ****** NEW VAlUE
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|
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, "reconnect_secs": 2
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, "max_connections": 10
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, "price_throttle": true
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, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
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}
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}
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, "BNBSPOT": {
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"exchange_id": "BNBSPOT"
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, "name": "Binance Spot"
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, "type": "SPOT"
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|
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, "mktdata" : {
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# -------- NEW VALUE
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# "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
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# -------- NEW VALUE
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
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, "REST": {
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"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
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}
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}
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}
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, "BNBFUT": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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# -------- NEW VALUE
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# "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
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# -------- NEW VALUE
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
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, "REST": {
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# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
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"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
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}
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}
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}
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}
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}
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, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
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, "md_recorder": {
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"instrument_groups": {
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"BNBFUT_CLD21": [
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"BNBFUT:PERP-BTC-USDT"
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, "BNBFUT:PERP-ETH-USDT"
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]
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"BNBFUT_CVTTDATA": [
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"BNBFUT:PERP-BTC-USDT"
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, "BNBFUT:PERP-ETH-USDT"
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]
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, "BNBSPOT_CLD21": [
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"BNBSPOT:PAIR-ADA-USDT"
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, "BNBSPOT:PAIR-BCH-USDT"
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, "BNBSPOT:PAIR-BTC-USDT"
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, "BNBSPOT:PAIR-DOT-USDT"
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, "BNBSPOT:PAIR-ETH-USDT"
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, "BNBSPOT:PAIR-LTC-USDT"
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, "BNBSPOT:PAIR-SOL-USDT"
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, "BNBSPOT:PAIR-USDC-USDT"
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, "BNBSPOT:PAIR-XRP-USDT"
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]
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, "BNBSPOT_CVTTDATA": [
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"BNBSPOT:PAIR-ADA-USDT"
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, "BNBSPOT:PAIR-BCH-USDT"
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, "BNBSPOT:PAIR-BTC-USDT"
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||||||
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, "BNBSPOT:PAIR-DOT-USDT"
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, "BNBSPOT:PAIR-ETH-USDT"
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||||||
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, "BNBSPOT:PAIR-LTC-USDT"
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||||||
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, "BNBSPOT:PAIR-SOL-USDT"
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||||||
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, "BNBSPOT:PAIR-USDC-USDT"
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, "BNBSPOT:PAIR-XRP-USDT"
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|
]
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, "COINBASE_CLD21": [
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||||||
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"COINBASE:PAIR-ADA-USD"
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|
, "COINBASE:PAIR-BCH-USD"
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, "COINBASE:PAIR-BTC-USD"
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||||||
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, "COINBASE:PAIR-DOT-USD"
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||||||
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, "COINBASE:PAIR-ETH-USD"
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||||||
|
, "COINBASE:PAIR-LTC-USD"
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||||||
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, "COINBASE:PAIR-SOL-USD"
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||||||
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, "COINBASE:PAIR-XRP-USD"
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]
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, "COINBASE_CVTTDATA": [
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||||||
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"COINBASE:PAIR-ADA-USD"
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|
, "COINBASE:PAIR-BCH-USD"
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, "COINBASE:PAIR-BTC-USD"
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, "COINBASE:PAIR-DOT-USD"
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||||||
|
, "COINBASE:PAIR-ETH-USD"
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|
, "COINBASE:PAIR-LTC-USD"
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||||||
|
, "COINBASE:PAIR-SOL-USD"
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, "COINBASE:PAIR-XRP-USD"
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|
]
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||||||
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}
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|
, "db": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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|
}
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|
, "flush_interval_sec": 0.5
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|
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, "collections": {
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"__dummy__": null
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, "ALPACA": {
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|
# dynamic instruments names
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||||||
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"tables": {
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||||||
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"trades": "alpaca_iex.md_trades"
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||||||
|
, "booktops": "alpaca_iex.md_booktops"
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||||||
|
, "booksnaps": "alpaca_iex.md_booksnaps"
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|
}
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|
}
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|
, "BNBSPOT": {
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|
"instruments": {
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"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
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|
, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
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|
, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
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|
, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
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||||||
|
, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
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||||||
|
, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
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|
, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
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||||||
|
, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
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||||||
|
, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
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||||||
|
}
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|
, "tables": {
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|
"trades": "bnbspot.md_trades"
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|
, "booktops": "bnbspot.md_booktops"
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||||||
|
, "booksnaps": "bnbspot.md_booksnaps"
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||||||
|
}
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|
}
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|
, "BNBFUT": {
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|
"instruments": {
|
||||||
|
"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
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||||||
|
, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
|
||||||
|
}
|
||||||
|
, "tables": {
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||||||
|
"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
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
17
__DECO__/md_recorder/deployment/cvtt-md/.creds
Normal file
17
__DECO__/md_recorder/deployment/cvtt-md/.creds
Normal file
@ -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"
|
||||||
|
}
|
||||||
|
}
|
||||||
206
__DECO__/md_recorder/deployment/cvtt-md/md_recorder.cfg
Normal file
206
__DECO__/md_recorder/deployment/cvtt-md/md_recorder.cfg
Normal file
@ -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
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
@ -3,7 +3,7 @@ CONFIG_COMM_SETTINGS=comm/pubsub/redis/docker_microservices
|
|||||||
CONFIG_FILE="http://${CONFIG_SERVICE}/apps/cvtt_musvc"
|
CONFIG_FILE="http://${CONFIG_SERVICE}/apps/cvtt_musvc"
|
||||||
|
|
||||||
CVTT_USER=1001:1001
|
CVTT_USER=1001:1001
|
||||||
CVTT_VERSION=0.0.3
|
CVTT_VERSION=0.0.6
|
||||||
|
|
||||||
# MDGW_CREDS_FILE=.creds
|
# MDGW_CREDS_FILE=.creds
|
||||||
MDGW_LOG_FILE=%T.md_gateway.log
|
MDGW_LOG_FILE=%T.md_gateway.log
|
||||||
1
__DECO__/microservices/VERSION
Normal file
1
__DECO__/microservices/VERSION
Normal file
@ -0,0 +1 @@
|
|||||||
|
0.0.7
|
||||||
@ -2,20 +2,26 @@
|
|||||||
|
|
||||||
# --- Settings
|
# --- Settings
|
||||||
RegistryService=cloud21.cvtt.vpn:5500
|
RegistryService=cloud21.cvtt.vpn:5500
|
||||||
ValidImages=(md_gateway)
|
|
||||||
ValidImages=(oe_gateway)
|
ValidImages=()
|
||||||
ValidImages=(ac_gateway)
|
ValidImages+=(md_gateway)
|
||||||
ValidImages=(pricer)
|
ValidImages+=(oe_gateway)
|
||||||
ValidImages=(coordinator)
|
ValidImages+=(ac_gateway)
|
||||||
ValidImages=(bookkeeper)
|
ValidImages+=(pricer)
|
||||||
|
ValidImages+=(coordinator)
|
||||||
|
ValidImages+=(bookkeeper)
|
||||||
ValidImages+=(risk_manager)
|
ValidImages+=(risk_manager)
|
||||||
ValidImages+=(quant)
|
ValidImages+=(quant)
|
||||||
ValidImages+=(trader)
|
ValidImages+=(trader)
|
||||||
BashFunctionCode=$(realpath $(dirname ${0}))/../dckr_bld_functions.sh
|
|
||||||
|
ScriptPath=$(realpath $(dirname ${0}))
|
||||||
|
BashFunctionCode=${ScriptPath}/../dckr_bld_functions.sh
|
||||||
|
ImageVersion=$(cat ${ScriptPath}/VERSION)
|
||||||
|
|
||||||
# --- Settings
|
# --- Settings
|
||||||
|
|
||||||
usage() {
|
usage() {
|
||||||
echo "Usage: $0 -I <image_name> -V <image_version> -L <library>:<library_version>"
|
echo "Usage: $0 -I <image_name> -L <library>:<library_version> [-V <image_version>] "
|
||||||
exit 1
|
exit 1
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -68,8 +74,9 @@ build_musvc_image() {
|
|||||||
Project=${2}
|
Project=${2}
|
||||||
ProjectVersion=${3}
|
ProjectVersion=${3}
|
||||||
|
|
||||||
DockerDir=$(realpath $(dirname ${0})/${ImageName})
|
DockerDir=${ScriptPath}/${ImageName}
|
||||||
cd ${DockerDir}
|
Cmd="cd ${DockerDir}"
|
||||||
|
echo ${Cmd} && eval ${Cmd}
|
||||||
|
|
||||||
if [ "${Project}" != "" ]; then
|
if [ "${Project}" != "" ]; then
|
||||||
get_project_version ${Project} ${ProjectVersion}
|
get_project_version ${Project} ${ProjectVersion}
|
||||||
@ -100,7 +107,6 @@ for ImageName in "${Images[@]}"; do
|
|||||||
build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
|
build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
|
||||||
done
|
done
|
||||||
|
|
||||||
# echo "**** D E B U G E X I T" && exit
|
|
||||||
echo "***** ${0} D O N E"
|
echo "***** ${0} D O N E"
|
||||||
|
|
||||||
|
|
||||||
@ -3,6 +3,15 @@
|
|||||||
LogDir=/logs
|
LogDir=/logs
|
||||||
|
|
||||||
Cmd="python3.12"
|
Cmd="python3.12"
|
||||||
|
|
||||||
|
if [ "${COORD_DEBUG}" == "Y" ]; then
|
||||||
|
Cmd+=" -m debugpy"
|
||||||
|
Cmd+=" --listen 0.0.0.0:5678"
|
||||||
|
if [ "${COORD_DEBUG_WAIT}" == "Y" ]; then
|
||||||
|
Cmd+=" --wait-for-client"
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
|
||||||
Cmd+=" cvttpy/apps/microservices/coordinator/coordinator.py"
|
Cmd+=" cvttpy/apps/microservices/coordinator/coordinator.py"
|
||||||
|
|
||||||
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
|
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
|
||||||
@ -7,3 +7,4 @@ python-dateutil>=2.8.2
|
|||||||
types-python-dateutil>=2.8.19.6
|
types-python-dateutil>=2.8.19.6
|
||||||
cryptography>=43.0.0
|
cryptography>=43.0.0
|
||||||
PyJWT>=2.10.1
|
PyJWT>=2.10.1
|
||||||
|
debugpy>=1.8.13
|
||||||
19
__DECO__/trading_simulator/Dockerfile
Normal file
19
__DECO__/trading_simulator/Dockerfile
Normal file
@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config /data
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
1
__DECO__/trading_simulator/VERSION
Normal file
1
__DECO__/trading_simulator/VERSION
Normal file
@ -0,0 +1 @@
|
|||||||
|
0.0.1
|
||||||
87
__DECO__/trading_simulator/build.sh
Executable file
87
__DECO__/trading_simulator/build.sh
Executable file
@ -0,0 +1,87 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
# --- Settings
|
||||||
|
RegistryService=cloud21.cvtt.vpn:5500
|
||||||
|
ImageName=trading_simulator
|
||||||
|
BashFunctionCode=$(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 "***** ${0} D O N E"
|
||||||
|
|
||||||
|
|
||||||
9
__DECO__/trading_simulator/deployment/.env
Normal file
9
__DECO__/trading_simulator/deployment/.env
Normal file
@ -0,0 +1,9 @@
|
|||||||
|
TRDSIM_VERSION=0.0.1
|
||||||
|
|
||||||
|
CONFIG_SERVICE=cloud16.cvtt.vpn:6789
|
||||||
|
CONFIG_FILE="/config/simulation.cfg"
|
||||||
|
|
||||||
|
TRDSIM_USER=1001:1001
|
||||||
|
|
||||||
|
TRDSIM_LOG_FILE=%T.trading_simulator.log
|
||||||
|
TRDSIM_ADD_ARGS=
|
||||||
131
__DECO__/trading_simulator/deployment/config/simulation.cfg
Normal file
131
__DECO__/trading_simulator/deployment/config/simulation.cfg
Normal file
@ -0,0 +1,131 @@
|
|||||||
|
@var DATA_DIR=/home/oleg/develop/simulation/data
|
||||||
|
|
||||||
|
@var FROM_TIME="2024-11-14 13:30:00"
|
||||||
|
@var INTERVAL="18 minutes"
|
||||||
|
# @var INTERVAL="5 minutes"
|
||||||
|
|
||||||
|
{
|
||||||
|
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
|
||||||
|
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
|
||||||
|
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
|
||||||
|
, "comm_settings": "/comm/pubsub/redis/localhost"
|
||||||
|
, "simulation": {
|
||||||
|
# "speed_factor": 1.0,
|
||||||
|
"speed_factor": 0.0,
|
||||||
|
"time_events_interval_ms": 0
|
||||||
|
}
|
||||||
|
, "market_simulator" : {
|
||||||
|
"initial_positions": {
|
||||||
|
"exchange": "COINBASE",
|
||||||
|
"assets": {
|
||||||
|
"BTC": 0.5
|
||||||
|
, "ETH": 0.0
|
||||||
|
, "USD": 10_000.0
|
||||||
|
}
|
||||||
|
}
|
||||||
|
, "market_data": {
|
||||||
|
"sources": [
|
||||||
|
{
|
||||||
|
"loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
|
||||||
|
, "file_name": "${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"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
16
__DECO__/trading_simulator/deployment/docker-compose.yml
Normal file
16
__DECO__/trading_simulator/deployment/docker-compose.yml
Normal file
@ -0,0 +1,16 @@
|
|||||||
|
# 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: ${TRDSIM_ADD_ARGS:-}
|
||||||
|
volumes:
|
||||||
|
- ./config:/config
|
||||||
|
- ./data:/data
|
||||||
|
- ./logs:/logs
|
||||||
16
__DECO__/trading_simulator/entrypoint.sh
Executable file
16
__DECO__/trading_simulator/entrypoint.sh
Executable file
@ -0,0 +1,16 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/trading_simulator/main.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${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}
|
||||||
|
|
||||||
10
__DECO__/trading_simulator/requirements.txt
Normal file
10
__DECO__/trading_simulator/requirements.txt
Normal file
@ -0,0 +1,10 @@
|
|||||||
|
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
|
||||||
@ -1,21 +0,0 @@
|
|||||||
FROM python:3.12-slim
|
|
||||||
|
|
||||||
ARG FROM_DIR=docker_dev/test/rsync_test
|
|
||||||
|
|
||||||
COPY ${FROM_DIR}/test.sh /test.sh
|
|
||||||
|
|
||||||
RUN apt-get update && apt-get install -y rsync openssh-client
|
|
||||||
|
|
||||||
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
|
|
||||||
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
|
|
||||||
|
|
||||||
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
|
|
||||||
|
|
||||||
# Shared Volumes
|
|
||||||
RUN chmod +x /test.sh
|
|
||||||
|
|
||||||
WORKDIR /
|
|
||||||
SHELL ["/bin/bash", "-c"]
|
|
||||||
ENV PYTHONPATH=/
|
|
||||||
ENTRYPOINT [ "/test.sh" ]
|
|
||||||
|
|
||||||
@ -1,19 +0,0 @@
|
|||||||
#!/bin/bash
|
|
||||||
|
|
||||||
date > /testfile.txt
|
|
||||||
|
|
||||||
Source=/testfile.txt
|
|
||||||
Targets=
|
|
||||||
Targets="${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
|
|
||||||
|
|
||||||
Loading…
x
Reference in New Issue
Block a user