diff --git a/market_data/md_portal/run_md_portal.sh b/market_data/md_portal/run_md_portal.sh index 890faea..d585e46 100755 --- a/market_data/md_portal/run_md_portal.sh +++ b/market_data/md_portal/run_md_portal.sh @@ -57,7 +57,7 @@ Cmd="${Cmd} --active_exchanges=${ActiveExchanges}" Cmd="${Cmd} --portal_name=${PortalName}" Cmd="${Cmd} --admin_port=${AdminPort}" Cmd="${Cmd} --log_file=/logs/%T.${PortalName}.log" -# Cmd="${Cmd} --compress_log" +Cmd="${Cmd} --compress_log" echo ${Cmd} eval ${Cmd} diff --git a/trading/risk_mgr/.creds b/trading/risk_mgr/.creds index 0a3b012..40f7f12 100644 --- a/trading/risk_mgr/.creds +++ b/trading/risk_mgr/.creds @@ -4,4 +4,17 @@ "api_key": "PKLZSLFZMFMN1R28K9HK" , "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA" } + , "TSDB_TRD_CVTTDATA": { + "host": "cvttdata.cvtt.vpn" + , "port": "5432" + , "database": "cvtt_trading" + , "user": "cvtt" + , "password": "ICdIh0JnMM7vM7Pf" + } + , "COINBASE_ADV_RO": { + "api_key": "Ip4QpRtRHBmWNpc3" + , "secret_key": "N6ZEMdIdUYUldkJRTUcCRKUFot4Fp2j0" + , "account_uuid": "???" + , "book_id": "CVTT_BK01" + } } diff --git a/trading/risk_mgr/Dockerfile b/trading/risk_mgr/Dockerfile index 79cd66d..8f1d237 100644 --- a/trading/risk_mgr/Dockerfile +++ b/trading/risk_mgr/Dockerfile @@ -1,6 +1,6 @@ FROM python:3.10-slim -ARG FROM_DIR=docker_dev/market_data/md_portal +ARG FROM_DIR=docker_dev/trading/risk_mgr COPY ${FROM_DIR}/requirements.txt / RUN pip install --upgrade pip --root-user-action=ignore @@ -10,8 +10,8 @@ COPY cvttpy /cvttpy COPY ${FROM_DIR}/.creds /.creds -COPY ${FROM_DIR}/run_md_portal.sh /run_md_portal.sh -RUN chmod +x /run_md_portal.sh +COPY ${FROM_DIR}/run_risk_mgr.sh /run_risk_mgr.sh +RUN chmod +x /run_risk_mgr.sh RUN mkdir /logs @@ -19,5 +19,5 @@ RUN mkdir /logs WORKDIR / SHELL ["/bin/bash", "-c"] ENV PYTHONPATH=/ -ENTRYPOINT [ "/run_md_portal.sh" ] +ENTRYPOINT [ "/run_risk_mgr.sh" ] diff --git a/trading/risk_mgr/requirements.txt b/trading/risk_mgr/requirements.txt index 99d9a78..338995f 100644 --- a/trading/risk_mgr/requirements.txt +++ b/trading/risk_mgr/requirements.txt @@ -2,6 +2,14 @@ aiohttp>=3.7.4.post0 nest-asyncio>=1.5.5 hjson>=3.1.0 sortedcontainers>=2.4.0 +pandas>=1.5.3 +# aioredis>=2.0.1 +# python-dateutil>=2.8.2 types-python-dateutil>=2.8.19.6 +# +psycopg>=3.2.1 +psycopg-binary>=3.2.1 +psycopg2-binary>=2.9.6 + diff --git a/trading/risk_mgr/run_risk_mgr.sh b/trading/risk_mgr/run_risk_mgr.sh index fb44706..c5b6c96 100755 --- a/trading/risk_mgr/run_risk_mgr.sh +++ b/trading/risk_mgr/run_risk_mgr.sh @@ -15,19 +15,14 @@ # --log_level=INFO # --log_file=/home/cvtt/prod/logs/%%T.RISK_MGR_APP.log # # --debug_mode -# autostart=true -# autorestart=true -# startretries=1 -# startsecs=3 -# priority=2 - # runs on host to start container usage() { - echo -n "Usage: $0 -c " - echo -n " -e " - echo -n " -a " + echo -n "Usage: $0" echo -n " -b " + echo -n " [-c ]" + echo -n " [-e ]" + echo -n " [-a "] echo exit 1 } @@ -37,11 +32,11 @@ usage() { # ConfigServer=cloud16.cvtt.vpn ConfigServer=cloud23.cvtt.vpn:6789 ActiveExchanges=ALPACA_SNDBX-MDPORTAL -PortalName=MD_PORTAL_ALPACA AdminPort=7223 +Book="" -while getopts ":c:e:a:n:" opt; do +while getopts ":b:c:e:a:" opt; do case ${opt} in c ) ConfigServer=$OPTARG @@ -52,8 +47,8 @@ while getopts ":c:e:a:n:" opt; do a ) AdminPort=$OPTARG ;; - n ) - PortalName=$OPTARG + b ) + Book=$OPTARG ;; \? ) echo "Invalid option: -$OPTARG" >&2 @@ -66,15 +61,21 @@ while getopts ":c:e:a:n:" opt; do esac done +if [ "${Book}" == "" ]; then + echo "Book is missing" + usage +fi Cmd="python3.10" -Cmd="${Cmd} cvttpy/apps/md/md_portal.py" +Cmd="${Cmd} cvttpy/apps/risk_manager_app.py" Cmd="${Cmd} --config=http://${ConfigServer}/apps/cvtt_eqt_alpaca" Cmd="${Cmd} --credentials_file=/.creds" +Cmd="${Cmd} --book=${Book}" +Cmd="${Cmd} --allow_dynamic_exch_inst" Cmd="${Cmd} --active_exchanges=${ActiveExchanges}" Cmd="${Cmd} --admin_port=${AdminPort}" -Cmd="${Cmd} --log_file=/logs/%T.${PortalName}.log" -# Cmd="${Cmd} --compress_log" +Cmd="${Cmd} --log_file=/logs/%T.RISK_MGR.${Book}.log" +Cmd="${Cmd} --compress_log" echo ${Cmd} eval ${Cmd}