.

__DECO__/md_recorder/deployment/cloud24/.env

@@ -1,6 +1,8 @@
-# ----- cloud24 settings
+#
+# cloud24 settings
+# ---------------------------------------------
 CVTT_USER=1001:1001
-IMAGE_VERSION=0.0.2
+IMAGE_VERSION=0.0.5
 
 CONFIG_FILE=/config/md_recorder.cfg
 CREDS_FILE=/config/.creds
@@ -48,5 +50,3 @@ CBCLD21_LOG_FILE=/logs/%T.MD_REC.${CBCLD21_INSTRUMENT_GROUP}.log
 CBCLD21_ADD_ARGS=--compress_log
 
 CBCLD21_ADMIN_PORT=7204
-
-

__DECO__/md_recorder/deployment/cloud24/docker-compose.yml

@@ -1,6 +1,6 @@
 # CVTT Microservices
 services:
-    bfcld21_md_recorder:
+    bnbfut_cld21:
         image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
         container_name: ${BFCLD21_CONTAINER_NAME}
         user: ${CVTT_USER:-1001:1001}
@@ -22,7 +22,7 @@ services:
           - ${BFCLD21_ADMIN_PORT}:7200
 
 
-    cbcld21_md_recorder:
+    cbase_cld21:
         image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
         container_name: ${CBCLD21_CONTAINER_NAME}
         user: ${CVTT_USER:-1001:1001}
@@ -43,7 +43,7 @@ services:
         ports:
           - ${CBCLD21_ADMIN_PORT}:7200
 
-    bscld21_md_recorder:
+    bnbspot_cld21:
         image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
         container_name: ${BSCLD21_CONTAINER_NAME}
         user: ${CVTT_USER:-1001:1001}
@@ -64,7 +64,7 @@ services:
         ports:
           - ${BSCLD21_ADMIN_PORT}:7200
 
-    bscd_md_recorder:
+    bnbspot_cvttdata:
         image: cloud21.cvtt.vpn:5500/md_recorder:${IMAGE_VERSION}
         container_name: ${BSCD_CONTAINER_NAME}
         user: ${CVTT_USER:-1001:1001}

market_data/md_recorder/deployment/cloud24/config/.creds

@@ -0,0 +1,17 @@
+{
+    "__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"
+    }
+}

market_data/md_recorder/deployment/cloud24/config/md_recorder.cfg

@@ -0,0 +1,206 @@
+{
+    "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
+            }
+        }
+    }
+}
+

market_data/md_recorder/deployment/cvtt-md/config/.creds

@@ -0,0 +1,17 @@
+{
+    "__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"
+    }
+}

market_data/md_recorder/deployment/cvtt-md/config/md_recorder.cfg

@@ -0,0 +1,206 @@
+{
+    "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
+            }
+        }
+    }
+}
+