progress

trading/executor/.creds

@@ -0,0 +1,14 @@
+{
+    "COINBASE_ADV_TRD": {
+        "api_key": "nKIyZxS95J4MsY4N"
+        , "secret_key": "sih7Txx3htlTWJrQ3EiuRS3qRfv7qZ4P"
+        , "account_uuid": "???"
+        , "book_id": "CVTT_BK01"
+    }
+     , "COINBASE_ADV_RO": {
+         "api_key": "Ip4QpRtRHBmWNpc3"
+         , "secret_key": "N6ZEMdIdUYUldkJRTUcCRKUFot4Fp2j0"
+         , "account_uuid": "???"
+         , "book_id": "CVTT_BK01"
+    }
+}

trading/executor/Dockerfile

@@ -0,0 +1,29 @@
+FROM python:3.10-slim
+
+WORKDIR /
+COPY docker_dev/executor/requirements.txt /
+
+RUN pip install --upgrade pip
+RUN pip install -r /requirements.txt
+
+
+COPY cvttpy /cvttpy
+COPY docker_dev/executor/.creds  /.creds
+
+RUN mkdir /logs
+
+ENV PYTHONPATH=/
+
+# default config
+# ENV CONFIG=http://cloud16.cvtt.vpn:6789/apps/cvtt
+
+CMD [ \
+    "python3.10", \
+    "cvttpy/apps/executor_app.py", \
+    "--config=http://cloud16.cvtt.vpn:6789/apps/cvtt", \
+    "--admin_port=7220", \
+    "--active_exchanges=COINBASE_AT", \
+    "--credentials_file=/.creds", \
+    "--log_file=/logs/%T.EXECUTOR_APP.log" \
+]
+

trading/executor/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/quant/.creds

@@ -0,0 +1,21 @@
+{
+    "TSDB_MD_CLD19_RO": {
+        "host": "cloud19.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"
+    }
+    , "MATTERMOST": {
+        "url": "https://cloud11.cryptovaltrading.com"
+        , "team": "CVTT"
+        , "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
+    }
+}

trading/quant/Dockerfile

@@ -0,0 +1,36 @@
+FROM python:3.10-slim
+
+WORKDIR /
+COPY docker_dev/quant/requirements.txt /
+
+RUN pip install --upgrade pip
+RUN pip install -r /requirements.txt
+
+RUN apt-get update && apt-get install -y \
+    apt-utils \
+    libpq-dev \
+    build-essential
+
+
+COPY cvttpy /cvttpy
+COPY docker_dev/quant/.creds  /.creds
+
+RUN mkdir /logs
+
+ENV PYTHONPATH=/
+
+# default config
+ENV CONFIG=http://cloud16.cvtt.vpn:6789/apps/cvtt
+ENV BOOK_ID=CVTT_CLD17_BK01
+
+CMD [ \
+    "python3.10", \
+    "cvttpy/apps/quant_app.py", \
+    "--config=http://cloud16.cvtt.vpn:6789/apps/cvtt", \
+    "--credentials_file=/.creds", \
+    "--active_exchanges=COINBASE_AT", \
+    "--instruments=COINBASE:PAIR-BTC-USD",   \
+    "--book=CVTT_CLD17_BK01", \
+    "--admin_port=7221", \
+    "--log_file=/logs/%T.QUANT.log" \
+]

trading/quant/requirements.txt

@@ -0,0 +1,11 @@
+aiohttp>=3.7.4.post0
+nest-asyncio>=1.5.5
+hjson>=3.1.0
+sortedcontainers>=2.4.0
+pandas>=1.5.3
+#
+ta>=0.10.2
+tables>=3.9.1
+psycopg>=3.2.1
+#
+aioredis>=2.0.1

trading/risk_mgr/.creds

@@ -0,0 +1,7 @@
+{
+    "__dummy__": null
+    , "ALPACA_SANDBOX": {
+        "api_key": "PKLZSLFZMFMN1R28K9HK"
+        , "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
+    }
+}

trading/risk_mgr/Dockerfile

@@ -0,0 +1,23 @@
+FROM python:3.10-slim
+
+ARG FROM_DIR=docker_dev/market_data/md_portal
+
+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_md_portal.sh /run_md_portal.sh
+RUN chmod +x /run_md_portal.sh
+
+RUN mkdir /logs
+
+
+WORKDIR /
+SHELL ["/bin/bash", "-c"]
+ENV PYTHONPATH=/
+ENTRYPOINT [ "/run_md_portal.sh" ]
+

trading/risk_mgr/requirements.txt

@@ -0,0 +1,7 @@
+aiohttp>=3.7.4.post0
+nest-asyncio>=1.5.5
+hjson>=3.1.0
+sortedcontainers>=2.4.0
+aioredis>=2.0.1
+python-dateutil>=2.8.2
+types-python-dateutil>=2.8.19.6

trading/risk_mgr/run_risk_mgr.sh

@@ -0,0 +1,81 @@
+#!/bin/bash
+
+# runs in container
+
+# [program:risk_manager_alpaca]
+# directory=/home/cvtt/prod
+# command=/home/cvtt/.pyenv/python3.10-venv/bin/python3
+#         -u /home/cvtt/prod/cvttpy/apps/risk_manager_app.py
+#         --config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
+#         --active_exchanges=ALPACA_SNDBX-MDPORTAL
+#         --book=ALPACA_BK02
+#         # --redis_settings=cvtt-prod-02
+#         --dynamic_instruments=ALPACA_SNDBX
+#         --admin_port=7223
+#         --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 " -e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>"
+  echo -n " -a <admin_port (7223)>"
+  echo -n " -b <book>"
+  echo
+  exit 1
+}
+
+
+
+# ConfigServer=cloud16.cvtt.vpn
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+PortalName=MD_PORTAL_ALPACA
+AdminPort=7223
+
+
+while getopts ":c:e:a:n:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    n )
+      PortalName=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+
+Cmd="python3.10"
+Cmd="${Cmd} cvttpy/apps/md/md_portal.py"
+Cmd="${Cmd} --config=http://${ConfigServer}/apps/cvtt_eqt_alpaca"
+Cmd="${Cmd} --credentials_file=/.creds"
+Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
+Cmd="${Cmd} --admin_port=${AdminPort}"
+Cmd="${Cmd} --log_file=/logs/%T.${PortalName}.log"
+# Cmd="${Cmd} --compress_log"
+echo ${Cmd}
+eval ${Cmd}
+
+