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Author SHA1 Message Date
62a335b292 merging 2025-05-01 20:15:02 -04:00
673b43c694 cleaning 2025-05-01 20:12:48 -04:00
67 changed files with 0 additions and 1909 deletions

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.git
**/__pycache__
.pipenv

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FROM python:3.12-slim
WORKDIR /
COPY docker_dev/config_service/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
# Shared Volumes
RUN mkdir -p /app/data
RUN mkdir /logs
ENV PYTHONPATH=/
CMD [ \
"python3.12", \
"cvttpy/apps/utils/config_server.py", \
"--port=6789", \
"--root=/app/data", \
"--log_file=/logs/%T.config_service.log" \
]

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# Build/Dev Host
## Build
```bash
TgtHostname=cloud16.cvtt.vpn
Version=$(cat cvttpy/VERSION)
cd /home/oleg/develop/cvtt2
docker build -t config_service -t config_service:${Version} -f cvttpy/utils/docker/config_service/Dockerfile .
## Deploy
docker save -o /tmp/cvtt_config_service.img.tar config_service
scp /tmp/cvtt_config_service.img.tar cvtt@${TgtHostname}:/tmp/
ssh cvtt@${TgtHostname}
```
## On target Machine make sure user can use docker
```bash
sudo usermod -a -G docker cvtt
```
**Re-login as cvtt after adding cvtt to the group**
```bash
docker rm -f cvtt_config_service
docker load -i /tmp/cvtt_config_service.img.tar
docker run -d --name=cvtt_config_service -p 6789:6789 -v /home/cvtt/prod/config_service/data:/app/data -v /home/cvtt/prod/logs:/logs config_service
```
## Restarting
```bash
docker restart cvtt_config_service
```
# Useful Commands
```bash
docker images
docker ps -a
docker image rm <image>
docker rm <container>
docker exec -it <container> /bin/bash
```

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aiohttp>=3.7.4.post0
nest-asyncio>=1.5.5

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.git
**/__pycache__
.pipenv

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FROM python:3.12-slim
# libpq needed for Timescale
RUN apt-get update && apt-get install -y \
apt-utils \
libpq-dev \
build-essential
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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0.0.6

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#!/bin/bash
# --- Settings
RegistryService=cloud21.cvtt.vpn:5500
ImageName=md_recorder
BashFunctionCode=$(realpath $(dirname ${0}))/../../dckr_bld_functions.sh
ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
# --- Settings
usage() {
echo "Usage: $0 -L <library>:<library_version> [-V <image_version>] "
exit 1
}
# ---------------- cmdline
while getopts "V:L:" opt; do
case ${opt} in
V )
ImageVersion=$OPTARG
;;
L )
Library=$OPTARG
;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
# ---------------- cmdline
if [ "${ImageVersion}" == "" ]
then
usage
fi
Project=
ProjectVersion=
if [ "${Library}" != "" ] ; then
IFS=':' read -ra parts <<< "${Library}"
Project=${parts[0]}
ProjectVersion=${parts[1]}
fi
DockerDir=$(realpath $(dirname ${0}))
cd ${DockerDir}
source ${BashFunctionCode}
if [ "${Project}" != "" ]; then
get_project_version ${Project} ${ProjectVersion}
fi
function cleanup {
cd ${DockerDir}
rm -rf cvttpy
}
trap cleanup EXIT
build_docker_image ${ImageName} ${RegistryService} ${ImageVersion} ${Project} ${ProjectVersion}
# echo "**** D E B U G E X I T" && exit
echo "***** ${0} D O N E"

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{
"__dummy__": null
, "TSDB_MD_CLD21": {
"host": "cloud21.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
, "TSDB_MD_CVTTDATA": {
"host": "cvttdata.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
}

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#
# cloud24 settings
# ---------------------------------------------
CVTT_USER=1001:1001
IMAGE_VERSION=0.0.5
CONFIG_FILE=/config/md_recorder.cfg
CREDS_FILE=/config/.creds
# bnspot-cvttdata
BSCD_CONTAINER_NAME=md_recorder.BNBSPOT_CVTTDATA
BSCD_INSTRUMENT_GROUP=BNBSPOT_CVTTDATA
BSCD_EXCHANGE_ACCT_NAME=BNBSPOT
BSCD_DB_CRED_KEY=TSDB_MD_CVTTDATA
BSCD_LOG_FILE=/logs/%T.MD_REC.${BSCD_INSTRUMENT_GROUP}.log
BSCD_ADD_ARGS=--compress_log
BSCD_ADMIN_PORT=7201
# bnspot-cloud21
BSCLD21_CONTAINER_NAME=md_recorder.BNBSPOT_CLD21
BSCLD21_INSTRUMENT_GROUP=BNBSPOT_CLD21
BSCLD21_EXCHANGE_ACCT_NAME=BNBSPOT
BSCLD21_DB_CRED_KEY=TSDB_MD_CLD21
BSCLD21_LOG_FILE=/logs/%T.MD_REC.${BSCLD21_INSTRUMENT_GROUP}.log
BSCLD21_ADD_ARGS=--compress_log
BSCLD21_ADMIN_PORT=7202
# bnbfut-cloud21
BFCLD21_CONTAINER_NAME=md_recorder.BNBFUT_CLD21
BFCLD21_INSTRUMENT_GROUP=BNBFUT_CLD21
BFCLD21_EXCHANGE_ACCT_NAME=BNBFUT
BFCLD21_DB_CRED_KEY=TSDB_MD_CLD21
BFCLD21_LOG_FILE=/logs/%T.MD_REC.${BFCLD21_INSTRUMENT_GROUP}.log
BFCLD21_ADD_ARGS=--compress_log
BFCLD21_ADMIN_PORT=7203
# coinbase-cloud21
CBCLD21_CONTAINER_NAME=md_recorder.COINBASE_CLD21
CBCLD21_INSTRUMENT_GROUP=COINBASE_CLD21
CBCLD21_EXCHANGE_ACCT_NAME=COINBASE_AT
CBCLD21_DB_CRED_KEY=TSDB_MD_CLD21
CBCLD21_LOG_FILE=/logs/%T.MD_REC.${CBCLD21_INSTRUMENT_GROUP}.log
CBCLD21_ADD_ARGS=--compress_log
CBCLD21_ADMIN_PORT=7204

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# CVTT Microservices
services:
bnbfut_cld21:
image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
container_name: ${BFCLD21_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${BFCLD21_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BFCLD21_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BFCLD21_DB_CRED_KEY}
LOG_FILE: ${BFCLD21_LOG_FILE}
ADD_ARGS: ${BFCLD21_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BFCLD21_ADMIN_PORT}:7200
cbase_cld21:
image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
container_name: ${CBCLD21_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${CBCLD21_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${CBCLD21_INSTRUMENT_GROUP}
DB_CRED_KEY: ${CBCLD21_DB_CRED_KEY}
LOG_FILE: ${CBCLD21_LOG_FILE}
ADD_ARGS: ${CBCLD21_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${CBCLD21_ADMIN_PORT}:7200
bnbspot_cld21:
image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
container_name: ${BSCLD21_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${BSCLD21_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BSCLD21_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BSCLD21_DB_CRED_KEY}
LOG_FILE: ${BSCLD21_LOG_FILE}
ADD_ARGS: ${BSCLD21_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BSCLD21_ADMIN_PORT}:7200
bnbspot_cvttdata:
image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
container_name: ${BSCD_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${BSCD_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BSCD_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BSCD_DB_CRED_KEY}
LOG_FILE: ${BSCD_LOG_FILE}
ADD_ARGS: ${BSCD_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BSCD_ADMIN_PORT}:7200

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{
"refdata": {
"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"]
, "exchanges": {
"COINBASE_AT": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"
, "type": "SPOT"
, "mktdata" : {
# ****** NEW VAlUE
# "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
# ****** NEW VAlUE
, "reconnect_secs": 2
, "max_connections": 10
, "price_throttle": true
, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
}
}
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
, "type": "SPOT"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
, "BNBFUT": {
"exchange_id": "BNBFUT"
, "name": "Binance Futures USD-M"
, "type": "FUTURES"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
}
}
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
"BNBFUT_CLD21": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
"BNBFUT_CVTTDATA": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
, "BNBSPOT_CLD21": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "BNBSPOT_CVTTDATA": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "COINBASE_CLD21": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
, "COINBASE_CVTTDATA": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
}
, "db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
}
, "flush_interval_sec": 0.5
, "collections": {
"__dummy__": null
, "ALPACA": {
# dynamic instruments names
"tables": {
"trades": "alpaca_iex.md_trades"
, "booktops": "alpaca_iex.md_booktops"
, "booksnaps": "alpaca_iex.md_booksnaps"
}
}
, "BNBSPOT": {
"instruments": {
"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbspot.md_trades"
, "booktops": "bnbspot.md_booktops"
, "booksnaps": "bnbspot.md_booksnaps"
}
}
, "BNBFUT": {
"instruments": {
"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbfut.md_trades"
, "booktops": "bnbfut.md_booktops"
, "booksnaps": "bnbfut.md_booksnaps"
}
}
, "COINBASE": {
"instruments": {
"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "coinbase.md_trades"
, "booktops": "coinbase.md_booktops"
, "booksnaps": "coinbase.md_booksnaps"
}
}
}
}
# ----------------------------------
, "exchanges_settings": {
"*": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}

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{
"__dummy__": null
, "TSDB_MD_CLD21": {
"host": "cloud21.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
, "TSDB_MD_CVTTDATA": {
"host": "cvttdata.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
}

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# -------- cvtt-md
CVTT_USER=1001:1001
IMAGE_VERSION=0.0.2
CONFIG_FILE=/config/md_recorder.cfg
CREDS_FILE=/config/.creds
# bnbfut-cvttdata
BFCD_CONTAINER_NAME=md_recorder.BNBFUT_CVTTDATA
BFCD_INSTRUMENT_GROUP=BNBFUT_CVTTDATA
BFCD_EXCHANGE_ACCT_NAME=BNBFUT
BFCD_DB_CRED_KEY=TSDB_MD_CVTTDATA
BFCD_LOG_FILE=/logs/%T.MD_REC.${BFCD_INSTRUMENT_GROUP}.log
BFCD_ADD_ARGS=--compress_log
BFCD_ADMIN_PORT=7201
# coinbase-cvttdata
CBCD_CONTAINER_NAME=md_recorder.COINBASE_CVTTDATA
CBCD_INSTRUMENT_GROUP=COINBASE_CVTTDATA
CBCD_EXCHANGE_ACCT_NAME=COINBASE_AT
CBCD_DB_CRED_KEY=TSDB_MD_CVTTDATA
CBCD_LOG_FILE=/logs/%T.MD_REC.${CBCD_INSTRUMENT_GROUP}.log
CBCD_ADD_ARGS=--compress_log
CBCD_ADMIN_PORT=7202

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# CVTT Microservices
services:
bfcd_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
container_name: ${BFCD_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${BFCD_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BFCD_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BFCD_DB_CRED_KEY}
LOG_FILE: ${BFCD_LOG_FILE}
ADD_ARGS: ${BFCD_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BFCD_ADMIN_PORT}:7200
cbcd_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
container_name: ${CBCD_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${CBCD_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${CBCD_INSTRUMENT_GROUP}
DB_CRED_KEY: ${CBCD_DB_CRED_KEY}
LOG_FILE: ${CBCD_LOG_FILE}
ADD_ARGS: ${CBCD_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${CBCD_ADMIN_PORT}:7200

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{
"refdata": {
"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"]
, "exchanges": {
"COINBASE_AT": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"
, "type": "SPOT"
, "mktdata" : {
# ****** NEW VAlUE
# "class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
# ****** NEW VAlUE
, "reconnect_secs": 2
, "max_connections": 10
, "price_throttle": true
, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
}
}
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
, "type": "SPOT"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
, "BNBFUT": {
"exchange_id": "BNBFUT"
, "name": "Binance Futures USD-M"
, "type": "FUTURES"
, "mktdata" : {
# -------- NEW VALUE
# "class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
# -------- NEW VALUE
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
}
}
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
"BNBFUT_CLD21": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
"BNBFUT_CVTTDATA": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
, "BNBSPOT_CLD21": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "BNBSPOT_CVTTDATA": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "COINBASE_CLD21": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
, "COINBASE_CVTTDATA": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
}
, "db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
}
, "flush_interval_sec": 0.5
, "collections": {
"__dummy__": null
, "ALPACA": {
# dynamic instruments names
"tables": {
"trades": "alpaca_iex.md_trades"
, "booktops": "alpaca_iex.md_booktops"
, "booksnaps": "alpaca_iex.md_booksnaps"
}
}
, "BNBSPOT": {
"instruments": {
"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbspot.md_trades"
, "booktops": "bnbspot.md_booktops"
, "booksnaps": "bnbspot.md_booksnaps"
}
}
, "BNBFUT": {
"instruments": {
"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbfut.md_trades"
, "booktops": "bnbfut.md_booktops"
, "booksnaps": "bnbfut.md_booksnaps"
}
}
, "COINBASE": {
"instruments": {
"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "coinbase.md_trades"
, "booktops": "coinbase.md_booktops"
, "booksnaps": "coinbase.md_booksnaps"
}
}
}
}
# ----------------------------------
, "exchanges_settings": {
"*": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}

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@ -1,22 +0,0 @@
#!/bin/bash
# runs in container
Cmd="python3.12"
Cmd+=" cvttpy/apps/md/md_recorder.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --credentials_file=${CREDS_FILE:-/config/.creds}"
Cmd="${Cmd} --instrument_group=${INSTRUMENT_GROUP}"
Cmd="${Cmd} --exch_acct_cfgname=${EXCHANGE_ACCT_NAME}"
Cmd="${Cmd} --db_credentials_key=${DB_CRED_KEY}"
Cmd="${Cmd} --admin_port=7200"
Cmd+=" --log_file=${LOG_FILE:-/logs/%T.MD_REC.${INSTRUMENT_GROUP}.log}"
Cmd+=" ${ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -1,8 +0,0 @@
aiohttp>=3.7.4.post0
nest-asyncio>=1.5.5
psycopg>=3.2.1
hjson>=3.1.0
pandas>=1.5.3
sortedcontainers>=2.4.0
redis>=5.0.8
debugpy>=1.8.13

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@ -1,38 +0,0 @@
CONFIG_SERVICE=cloud16.cvtt.vpn:6789
CONFIG_COMM_SETTINGS=comm/pubsub/redis/docker_microservices
CONFIG_FILE="http://${CONFIG_SERVICE}/apps/cvtt_musvc"
CVTT_USER=1001:1001
CVTT_VERSION=0.0.6
# MDGW_CREDS_FILE=.creds
MDGW_LOG_FILE=%T.md_gateway.log
MDGW_ADD_ARGS=
# OEGW_CREDS_FILE=.creds
OEGW_LOG_FILE=%T.oe_gateway.log
#OEGW_ADD_ARGS="--log_level=DEBUG --debug_mode"
OEGW_ADD_ARGS="--debug_mode"
# ACGW_CREDS_FILE=.creds
ACGW_LOG_FILE=%T.ac_gateway.log
ACGW_ADD_ARGS=
PXER_LOG_FILE=%T.pricer.log
PXER_ADD_ARGS=
COORD_LOG_FILE=%T.coordinator.log
COORD_ADD_ARGS=
BKPR_CREDS_FILE=
BKPR_LOG_FILE=%T.bookkeeper.log
BKPR_ADD_ARGS=
RMGR_LOG_FILE=%T.riskmrg.log
RMGR_ADD_ARGS=
QUANT_LOG_FILE=%T.quant.log
QUANT_ADD_ARGS=
TRDR_LOG_FILE=%T.trader.log
TRDR_ADD_ARGS=

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@ -1 +0,0 @@
0.0.7

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,16 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/market_gateways/accounting_gateway.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --credentials_file=${ACGW_CREDS_FILE:-/config/.creds}"
Cmd+=" --log_file=${LogDir}/${ACGW_LOG_FILE:-%T.ac_gateway.log}"
Cmd+=" ${ACGW_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -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

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,25 +0,0 @@
FROM python:3.12-slim
# libpq needed for Timescale
RUN apt-get update && apt-get install -y \
apt-utils \
libpq-dev \
build-essential
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,16 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/book_keeper/book_keeper.py"
Cmd+=" --config=${CONFIG_FILE}"
Cmd+=" --log_file=${LogDir}/${BKPR_LOG_FILE}"
Cmd+=" --credentials_file=${BKPR_CREDS_FILE:-/config/.creds}"
Cmd+=" ${BKPR_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -1,11 +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
psycopg>=3.2.1
pandas>=1.5.3

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@ -1,112 +0,0 @@
#!/bin/bash
# --- Settings
RegistryService=cloud21.cvtt.vpn:5500
ValidImages=()
ValidImages+=(md_gateway)
ValidImages+=(oe_gateway)
ValidImages+=(ac_gateway)
ValidImages+=(pricer)
ValidImages+=(coordinator)
ValidImages+=(bookkeeper)
ValidImages+=(risk_manager)
ValidImages+=(quant)
ValidImages+=(trader)
ScriptPath=$(realpath $(dirname ${0}))
BashFunctionCode=${ScriptPath}/../dckr_bld_functions.sh
ImageVersion=$(cat ${ScriptPath}/VERSION)
# --- Settings
usage() {
echo "Usage: $0 -I <image_name> -L <library>:<library_version> [-V <image_version>] "
exit 1
}
# ---------------- cmdline
while getopts "I:V:L:" opt; do
case ${opt} in
I )
ImageName=$OPTARG
;;
V )
ImageVersion=$OPTARG
;;
L )
Library=$OPTARG
;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
# ---------------- cmdline
if [ "${ImageName}" == "" ]
then
usage
fi
if [ "${ImageVersion}" == "" ]
then
usage
fi
Project=
ProjectVersion=
if [ "${Library}" != "" ] ; then
IFS=':' read -ra parts <<< "${Library}"
Project=${parts[0]}
ProjectVersion=${parts[1]}
fi
# exit
build_musvc_image() {
ImageName=${1}
Project=${2}
ProjectVersion=${3}
DockerDir=${ScriptPath}/${ImageName}
Cmd="cd ${DockerDir}"
echo ${Cmd} && eval ${Cmd}
if [ "${Project}" != "" ]; then
get_project_version ${Project} ${ProjectVersion}
fi
function cleanup {
cd ${DockerDir}
rm -rf cvttpy
}
trap cleanup RETURN
build_docker_image ${ImageName} ${RegistryService} ${ImageVersion} ${Project} ${ProjectVersion}
}
source ${BashFunctionCode}
if [ "${ImageName}" == "__ALL__" ]; then
Images=(${ValidImages[@]})
else
if [[ " ${ValidImages[*]} " == *" ${ImageName}"* ]]; then
Images=(${ImageName})
else
echo "ERROR: invalid image name \"${ImageName}\""
exit 1
fi
fi
for ImageName in "${Images[@]}"; do
build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
done
echo "***** ${0} D O N E"

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,23 +0,0 @@
#!/bin/bash
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=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --log_file=${LogDir}/${COORD_LOG_FILE:-%T.coordinator.log}"
Cmd+=" ${COORD_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -1,10 +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
debugpy>=1.8.13

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@ -1,183 +0,0 @@
# CVTT Microservices
services:
trader:
image: cloud21.cvtt.vpn:5500/trader:${CVTT_VERSION}
container_name: cvtt-trader
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
TRDR_LOG_FILE: ${TRDR_LOG_FILE:-%T.trader.log}
TRDR_ADD_ARGS: ${TRDR_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- md_gateway
- oe_gateway
- quant
- bookkeeper
- risk_manager
- redis
quant:
image: cloud21.cvtt.vpn:5500/quant:${CVTT_VERSION}
container_name: cvtt-quant
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
QUANT_LOG_FILE: ${QUANT_LOG_FILE:-%T.quant.log}
QUANT_ADD_ARGS: ${QUANT_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- md_gateway
- bookkeeper
- redis
coordinator:
image: cloud21.cvtt.vpn:5500/coordinator:${CVTT_VERSION}
container_name: cvtt-coordinator
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-cvtt_musvc.cfg}
COORD_LOG_FILE: ${COORD_LOG_FILE:-%T.coordinator.log}
COORD_ADD_ARGS: ${COORD_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- pricer
# - quant
# - trader
- risk_manager
- redis
pricer:
image: cloud21.cvtt.vpn:5500/pricer:${CVTT_VERSION}
container_name: cvtt-pricer
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
PXER_LOG_FILE: ${PXER_LOG_FILE:-%T.pricer.log}
PXER_ADD_ARGS: ${PXER_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- md_gateway
- redis
risk_manager:
image: cloud21.cvtt.vpn:5500/risk_manager:${CVTT_VERSION}
container_name: cvtt-risk_manager
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
RMGR_LOG_FILE: ${RMGR_LOG_FILE:-%T.riskmrg.log}
RMGR_ADD_ARGS: ${RMGR_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- md_gateway
- ac_gateway
- bookkeeper
- redis
bookkeeper:
image: cloud21.cvtt.vpn:5500/bookkeeper:${CVTT_VERSION}
container_name: cvtt-bookkeeper
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
BKPR_LOG_FILE: ${BKPR_LOG_FILE:-%T.bookkeeper.log}
BKPR_ADD_ARGS: ${BKPR_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- ac_gateway
#- trader
- redis
md_gateway:
image: cloud21.cvtt.vpn:5500/md_gateway:${CVTT_VERSION}
container_name: md_gateway
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
MDGW_CREDS_FILE: ${MDGW_CREDS_FILE:-/config/.creds}
MDGW_LOG_FILE: ${MDGW_LOG_FILE:-%T.md_gateway.log}
MDGW_ADD_ARGS: ${MDGW_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- redis
oe_gateway:
image: cloud21.cvtt.vpn:5500/oe_gateway:${CVTT_VERSION}
container_name: oe_gateway
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
OEGW_CREDS_FILE: ${OEGW_CREDS_FILE:-/config/.creds}
OEGW_LOG_FILE: ${OEGW_LOG_FILE:-%T.oe_gateway.log}
OEGW_ADD_ARGS: ${OEGW_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- redis
ac_gateway:
image: cloud21.cvtt.vpn:5500/ac_gateway:${CVTT_VERSION}
container_name: ac_gateway
pull_policy: always
user: ${CVTT_USER:-1001:1001}
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_COMM_SETTINGS: ${CONFIG_COMM_SETTINGS:-comm/pubsub/redis/docker_microservices}
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
ACGW_CREDS_FILE: ${ACGW_CREDS_FILE:-/config/.creds}
ACGW_LOG_FILE: ${ACGW_LOG_FILE:-%T.ac_gateway.log}
ACGW_ADD_ARGS: ${ACGW_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
depends_on:
- redis
redis:
image: redis:latest
container_name: redis-cvtt
ports:
- "16379:6379"
volumes:
- ./data/redis:/data

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,15 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/market_gateways/md_gateway.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --credentials_file=${MDGW_CREDS_FILE:-/config/.creds}"
Cmd+=" --log_file=${LogDir}/${MDGW_LOG_FILE:-%T.md_gateway.log}"
Cmd+=" ${MDGW_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -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

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,15 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/market_gateways/order_entry_gateway.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --credentials_file=${OEGW_CREDS_FILE:-/config/.creds}"
Cmd+=" --log_file=${LogDir}/${OEGW_LOG_FILE:-%T.oe_gateway.log}"
Cmd+=" ${OEGW_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -1,11 +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

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,14 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/pricer/pricer.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --log_file=${LogDir}/${PXER_LOG_FILE:-%T.pricer.log}"
Cmd+=" ${PXER_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -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

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,14 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/quant/quant.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --log_file=${LogDir}/${QUANT_LOG_FILE}"
Cmd+=" ${QUANT_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -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

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,14 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/risk_manager/risk_manager.py"
Cmd+=" --config=${CONFIG_FILE}"
Cmd+=" --log_file=${LogDir}/${RMGR_LOG_FILE}"
Cmd+=" ${RMGR_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -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

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@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1,14 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/microservices/trader/trader.py"
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
Cmd+=" --log_file=${LogDir}/${TRDR_LOG_FILE}"
Cmd+=" ${TRDR_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -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

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@ -1,19 +0,0 @@
FROM python:3.12-slim
COPY requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
RUN mkdir -p /logs /config /data
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
COPY entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
ENTRYPOINT ["/entrypoint.sh"]

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@ -1 +0,0 @@
0.0.1

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@ -1,87 +0,0 @@
#!/bin/bash
# --- Settings
RegistryService=cloud21.cvtt.vpn:5500
ImageName=trading_simulator
BashFunctionCode=$(realpath $(dirname ${0}))/../dckr_bld_functions.sh
ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
# --- Settings
usage() {
echo "Usage: $0 -L <library>:<library_version> [-V <image_version>] "
exit 1
}
# ---------------- cmdline
while getopts "I:V:L:" opt; do
case ${opt} in
V )
ImageVersion=$OPTARG
;;
L )
Library=$OPTARG
;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
# ---------------- cmdline
if [ "${ImageName}" == "" ]
then
usage
fi
if [ "${ImageVersion}" == "" ]
then
usage
fi
DockerDir=$(realpath $(dirname ${0})/${ImageName})
cd ${DockerDir}
Project=
ProjectVersion=
if [ "${Library}" != "" ] ; then
IFS=':' read -ra parts <<< "${Library}"
Project=${parts[0]}
ProjectVersion=${parts[1]}
fi
# exit
build_musvc_image() {
ImageName=${1}
Project=${2}
ProjectVersion=${3}
DockerDir=$(realpath $(dirname ${0}))
cd ${DockerDir}
if [ "${Project}" != "" ]; then
get_project_version ${Project} ${ProjectVersion}
fi
function cleanup {
cd ${DockerDir}
rm -rf cvttpy
}
trap cleanup RETURN
build_docker_image ${ImageName} ${RegistryService} ${ImageVersion} ${Project} ${ProjectVersion}
}
source ${BashFunctionCode}
build_musvc_image ${ImageName} ${Project} ${ProjectVersion}
# echo "**** D E B U G E X I T" && exit
echo "***** ${0} D O N E"

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@ -1,9 +0,0 @@
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=

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@ -1,131 +0,0 @@
@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"
}
}
}
]
}

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@ -1,16 +0,0 @@
# 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

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@ -1,16 +0,0 @@
#!/bin/bash
LogDir=/logs
Cmd="python3.12"
Cmd+=" cvttpy/apps/trading_simulator/main.py"
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+=" ${TRDSIM_ADD_ARGS}"
echo ${Cmd}
exec ${Cmd}

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@ -1,10 +0,0 @@
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

View File

@ -24,7 +24,6 @@ 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 mkdir -p /data
RUN mkdir /logs