This commit is contained in:
Cryptoval2
2025-05-16 15:48:58 +00:00
parent afeb39fc5a
commit 4e670be142
10 changed files with 0 additions and 448 deletions
@@ -43,8 +43,6 @@ if [ "${DbHost}" == "cloud28" ] ; then
CredKey=TSDB_MD_CLOUD28_RO
elif [ "${DbHost}" == "cloud21" ] ; then
CredKey=TSDB_MD_CLD21_RO
elif [ "${DbHost}" == "cvttdata" ] ; then
CredKey=TSDB_MD_CVTTDATA_RO
else
echo "host ${DbHost} is not valid source"
usage
@@ -1,17 +0,0 @@
{
"__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"
}
}
@@ -1,206 +0,0 @@
{
"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
}
}
}
}
@@ -1,17 +0,0 @@
{
"__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"
}
}
@@ -1,206 +0,0 @@
{
"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
}
}
}
}
-22
View File
@@ -1,22 +0,0 @@
{
"__dummy": null
, "MATTERMOST": {
"url": "https://mattermost.cryptovaltrading.com"
, "team": "CVTT"
, "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
}
, "TSDB_MD_CLD21_RO": {
"host": "cloud21.cvtt.vpn"
, "port": 5432
, "user": "cvtt_ro"
, "database": "cvtt_md"
, "password": "3Gkotqa0ZSmZLXSH3RkTUm"
}
, "TSDB_MD_CVTTDATA_RO": {
"host": "cvttdata.cvtt.vpn"
, "port": 5432
, "user": "cvtt_ro"
, "database": "cvtt_md"
, "password": "3Gkotqa0ZSmZLXSH3RkTUm"
}
}
@@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv
@@ -1,29 +0,0 @@
FROM python:3.12-slim
ARG FROM_DIR=docker_dev/market_data/md_recorder_monitor
RUN apt-get update && apt-get install -y \
apt-utils \
libpq-dev \
build-essential
COPY ${FROM_DIR}/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
# COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_mdr_monitor.sh /run_mdr_monitor.sh
# Shared Volumes
RUN mkdir -p /app/data
RUN mkdir /logs
RUN chmod +x /run_mdr_monitor.sh
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_mdr_monitor.sh" ]
@@ -1,7 +0,0 @@
aiohttp>=3.7.4.post0
nest-asyncio>=1.5.5
psycopg>=3.2.1
hjson>=3.1.0
pandas>=1.5.3
sortedcontainers>=2.4.0
redis>=5.0.8
@@ -1,49 +0,0 @@
#!/bin/bash
# runs in container
ValidInstances=('CLD21' 'CVTTDATA')
usage() {
echo "Usage: $0 <instance (CLD21,CVTTDATA)> [<admin_port (def. 7225)>]"
exit 1
}
is_valid() {
local inst=$1
for valid_inst in "${ValidInstances[@]}";
do
if [[ "$inst" == "$valid_inst" ]]; then
return 0
fi
done
return 1
}
Instance=${1}
if ! is_valid "${Instance}"; then
usage
fi
AdminPort=7225
if [ "${2}" != "" ]; then
AdminPort=${2}
fi
ConfigServer=cloud16.cvtt.vpn:6789
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/md/md_rec_monitor.py"
Cmd="${Cmd} --config=http://${ConfigServer}/apps/md_rec_monitor"
Cmd="${Cmd} --db=${Instance}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.MD_REC.MONITOR.${Instance}.log"
echo ${Cmd}
eval ${Cmd}