progress

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}
 

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"
+   }
 }

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
+COPY ${FROM_DIR}/run_risk_mgr.sh /run_risk_mgr.sh
-RUN chmod +x /run_md_portal.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" ]
 

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
+

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 <config_server (dflt: cloud23.cvtt.vpn:6789)>"
+  echo -n "Usage: $0"
-  echo -n " -e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>"
-  echo -n " -a <admin_port (7223)>"
   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 (7223)>"]
   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=$OPTARG
       ;;
-    n )
+    b )
-      PortalName=$OPTARG
+      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="${Cmd} --log_file=/logs/%T.RISK_MGR.${Book}.log"
-# Cmd="${Cmd} --compress_log"
+Cmd="${Cmd} --compress_log"
 echo ${Cmd}
 eval ${Cmd}