progress

trading/executor/run_executor.sh

@@ -28,7 +28,6 @@
 # runs on host to start container
 usage() {
   echo -n "Usage: $0"
-  echo -n " -b <book>"
   echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
   echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
   echo -n " [-a <admin_port (7222)>"]

trading/trader/.creds

@@ -0,0 +1,12 @@
+{
+    "__dummy__": null
+    , "ALPACA_SANDBOX": {
+        "api_key": "PKLZSLFZMFMN1R28K9HK"
+        , "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
+    }
+    , "MATTERMOST": {
+        "url": "https://mattermost.cryptovaltrading.com"
+        , "team": "CVTT"
+        , "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
+    }
+}

trading/trader/Dockerfile

@@ -0,0 +1,24 @@
+FROM python:3.10-slim
+
+
+ARG FROM_DIR=docker_dev/trading/trader
+
+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_trader.sh /run_trader.sh
+RUN chmod +x /run_trader.sh
+
+RUN mkdir /logs
+
+WORKDIR /
+SHELL ["/bin/bash", "-c"]
+ENV PYTHONPATH=/
+ENTRYPOINT [ "/run_trader.sh" ]
+
+

trading/trader/requirements.txt

@@ -0,0 +1,6 @@
+aiohttp>=3.7.4.post0
+aioredis>=2.0.1
+nest-asyncio>=1.5.5
+hjson>=3.1.0
+sortedcontainers>=2.4.0
+pandas>=1.5.3

trading/trader/run_trader.sh

@@ -0,0 +1,90 @@
+#!/bin/bash
+
+# runs in container
+# --------------------------------------------------------------------------
+#[program:trader_alpaca]
+#directory=/home/cvtt/prod
+#command=/home/cvtt/.pyenv/python3.10-venv/bin/python3
+#        -u /home/cvtt/prod/cvttpy/apps/trader_app.py
+#        --config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpac
+#        --active_exchanges=ALPACA_SNDBX-MDPORTAL
+#        --book=ALPACA_BK02
+#
+#        --dynamic_instruments=ALPACA_SNDBX
+#        --algo=TRDALGO_MOOMOC_01
+#        --admin_port=7226
+#        --log_level=INFO
+#        --log_file=/home/cvtt/prod/logs/%%T.TRADER_APP.log
+
+# runs on host to start container
+usage() {
+  echo -n "Usage: $0"
+  echo -n " -b <book>"
+
+  echo -n " -A <algo> (dflt: TRDALGO_001)"
+
+  echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
+  echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
+  echo -n " [-a <admin_port (7223)>"]
+  echo
+  exit 1
+}
+
+
+
+# ConfigServer=cloud16.cvtt.vpn
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+AdminPort=7226
+Algo=TRDALGO_001
+Book=""
+
+
+while getopts ":b:c:e:a:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    b )
+      Book=$OPTARG
+      ;;
+    A )
+      Algo=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+Cmd="python3.10"
+Cmd="${Cmd} cvttpy/apps/trader_app.py"
+Cmd="${Cmd} --config=http://${ConfigServer}/apps/cvtt_eqt_alpaca"
+Cmd="${Cmd} --credentials_file=/.creds"
+Cmd="${Cmd} --book=${Book}"
+Cmd="${Cmd} --algo=${Algo}"
+Cmd="${Cmd} --allow_dynamic_exch_inst"
+Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
+Cmd="${Cmd} --admin_port=${AdminPort}"
+Cmd="${Cmd} --log_file=/logs/%T.TRADER.${Book}.log"
+Cmd="${Cmd} --compress_log"
+echo ${Cmd}
+eval ${Cmd}
+
+