moved some to cvtt_docker

__DECO__/microservices/VERSION

@@ -0,0 +1 @@
+0.0.7

__DECO__/microservices/build.sh

@@ -13,8 +13,11 @@ ValidImages+=(bookkeeper)
 ValidImages+=(risk_manager)
 ValidImages+=(quant)
 ValidImages+=(trader)
-BashFunctionCode=$(realpath $(dirname ${0}))/../dckr_bld_functions.sh
+
-ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
+ScriptPath=$(realpath $(dirname ${0}))
+BashFunctionCode=${ScriptPath}/../dckr_bld_functions.sh
+ImageVersion=$(cat ${ScriptPath}/VERSION)
+
 # --- Settings
 
 usage() {
@@ -71,8 +74,9 @@ build_musvc_image() {
     Project=${2}
     ProjectVersion=${3}
 
-    DockerDir=$(realpath $(dirname ${0})/${ImageName})
+    DockerDir=${ScriptPath}/${ImageName}
-    cd ${DockerDir}
+    Cmd="cd ${DockerDir}"
+    echo ${Cmd} && eval ${Cmd}
 
     if [ "${Project}" != "" ]; then
         get_project_version ${Project} ${ProjectVersion}
@@ -103,7 +107,6 @@ for ImageName in "${Images[@]}"; do
     build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
 done
 
-# echo "**** D E B U G  E X I T" && exit
 echo "***** ${0}  D O N E"
 
 

__DECO__/microservices/coordinator/entrypoint.sh

@@ -3,6 +3,15 @@
 LogDir=/logs
 
 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+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"

__DECO__/microservices/coordinator/requirements.txt

@@ -7,3 +7,4 @@ python-dateutil>=2.8.2
 types-python-dateutil>=2.8.19.6
 cryptography>=43.0.0
 PyJWT>=2.10.1
+debugpy>=1.8.13

__DECO__/trading_simulator/Dockerfile

@@ -7,7 +7,7 @@ RUN pip install -r /requirements.txt --root-user-action=ignore
 
 COPY cvttpy /cvttpy
 
-RUN mkdir -p /logs /config
+RUN mkdir -p /logs /config /data
 
 SHELL ["/bin/bash", "-c"]
 

__DECO__/trading_simulator/deployment/.env

@@ -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=

__DECO__/trading_simulator/deployment/config/simulation.cfg

@@ -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"
+                }
+            }
+        }
+    ]
+}

__DECO__/trading_simulator/deployment/docker-compose.yml

@@ -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

__DECO__/trading_simulator/entrypoint.sh

@@ -9,7 +9,7 @@ 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+=" --log_file=${LogDir}/${TRDSIM_LOG_FILE:-%T.trading_simulator.log}"
 Cmd+=" ${TRDSIM_ADD_ARGS}"
 echo ${Cmd}
 exec ${Cmd}

__DECO__/trading_simulator/requirements.txt

@@ -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

microservices/VERSION

@@ -1 +0,0 @@
-0.0.6

microservices/trader/requirements.txt

@@ -1,9 +0,0 @@
-aiohttp>=3.7.4.post0
-nest-asyncio>=1.5.5
-hjson>=3.1.0
-sortedcontainers>=2.4.0
-redis>=5.0.8
-python-dateutil>=2.8.2
-types-python-dateutil>=2.8.19.6
-cryptography>=43.0.0
-PyJWT>=2.10.1

test/rsync_test/Dockerfile

@@ -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" ]
-

test/rsync_test/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
-