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89 changed files with 1737 additions and 138 deletions

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0.2.7,new md_recorder build

74
__TBD__/buildx.sh Executable file
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#!/bin/bash
echo "Script $0 does not work yet. Aborted" && exit
function usage {
echo "Usage: ${0} <app_path (e.g. market_data/md_recorder_monitor)> <version>"
exit
}
AppPath=${1}
CvttpyVersion=${2}
if [ "${AppPath}" == "" ]
then
usage
fi
# --- Settings
DockerDir=$(realpath $(dirname ${0})/${AppPath})
RootDir=$(realpath $(dirname ${0})/..)
RegistryService=cloud21.cvtt.vpn:5500
AppName=$(basename ${AppPath})
ImageName=${AppName}
ImageDir=${HOME}/docker_images
mkdir -p ${ImageDir}
Version=$(cat ${RootDir}/cvttpy/release_version.txt | awk -F, '{print $1}')
cd ${RootDir}
# Create a new builder instance
Cmd="docker buildx create --name ${AppName}_builder"
echo ${Cmd}
eval ${Cmd} || exit
# Switch to the newly created builder
Cmd="docker buildx use ${AppName}_builder"
echo ${Cmd}
eval ${Cmd}
# Ensure buildx is bootstrapped
Cmd="docker buildx inspect ${AppName}_builder --bootstrap"
echo ${Cmd}
eval ${Cmd}
# Build the image using buildx, tagging with both 'latest' and the version number, and pushing directly
Cmd="docker buildx build --platform linux/amd64,linux/arm64 -t ${ImageName}:latest -t ${ImageName}:${Version} -f ${DockerDir}/Dockerfile . --push"
echo ${Cmd}
eval ${Cmd}
# Tagging the images with the registry
Cmd="docker tag ${ImageName}:latest ${RegistryService}/${ImageName}:latest"
echo ${Cmd}
eval ${Cmd}
Cmd="docker tag ${ImageName}:${Version} ${RegistryService}/${ImageName}:${Version}"
echo ${Cmd}
eval ${Cmd}
# Push the images to the registry
Cmd="docker push ${RegistryService}/${ImageName}:latest"
echo ${Cmd}
eval ${Cmd}
Cmd="docker push ${RegistryService}/${ImageName}:${Version}"
echo ${Cmd}
eval ${Cmd}
# Optionally, remove the builder to clean up
Cmd="docker buildx rm ${AppName}_builder"
echo ${Cmd}
eval ${Cmd}

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@ -25,7 +25,7 @@ ImageDir=${HOME}/docker_images
mkdir -p ${ImageDir}
Version=$(cat ${RootDir}/${Project}/VERSION | awk -F, '{print $1}')
Version=$(cat ${RootDir}/${Project}/release_version.txt | awk -F, '{print $1}')
# Version=${ProjectVersion}
cd ${RootDir}

22
config_service/Dockerfile Normal file
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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" \
]

42
config_service/HOWTO.md Normal file
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# Build/Dev Host
## Build
```bash
TgtHostname=cloud16.cvtt.vpn
Version=$(cat cvttpy/release_version.txt)
cd /home/oleg/develop/cvtt2
docker build -t config_service -t config_service:${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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#!/bin/bash
get_project_version() {
Project=${1}
Version=${2}
host="cloud21.cvtt.vpn"
port="22"
user="cvttdist"
rel_dir="/home/cvttdist/software/cvtt2"
if [ "${Version}" == "latest" ]; then
echo "Checking for latest version of ${Project} on ${user}@${host}:${rel_dir}"
Version=$(ssh -q -p ${port} ${user}@${host} "ls -tr ${rel_dir}/${Project} | tail -1" )
echo "Latest version is ${Version}"
fi
echo "Checking ${user}@${host} for ${rel_dir}/${Project}/${Version} ..."
if ssh -q -p ${port} ${user}@${host} "test -d ${rel_dir}/${Project}/${Version}"
then
echo "Getting Version \"${Version}\"..."
rsync_cmd="rsync -ahv -e \"ssh -p ${port}\""
rsync_cmd="${rsync_cmd} ${user}@${host}:${rel_dir}/${Project}/${Version}/"
rsync_cmd="${rsync_cmd} ./"
echo ${rsync_cmd}
eval ${rsync_cmd}
status=$?
if [ ${status} -eq 0 ]
then
echo "Loading successful..."
return 0
else
return 1
fi
else
echo "Not Found ${rel_dir}/${Project}/${Version} on ${user}@${host}"
return 1
fi
}
build_docker_image() {
ImageName=${1}
RegistryService=${2}
Version=${3}
Project=${4}
ProjectVersion=${5}
Cmd="docker build"
if [ "${ProjectVersion}" != "" ]; then
Cmd+=" --label ${Project}=\"${ProjectVersion}\""
fi
Cmd+=" -t ${ImageName}"
Cmd+=" -t ${ImageName}:latest"
Cmd+=" -t ${ImageName}:${Version}"
Cmd+=" -f Dockerfile"
Cmd+=" ."
echo ${Cmd}
eval ${Cmd} || exit
Cmd="docker tag ${ImageName}:latest ${RegistryService}/${ImageName}:latest"
echo ${Cmd}
eval ${Cmd} || exit
Cmd="docker tag ${ImageName}:${Version} ${RegistryService}/${ImageName}:${Version}"
echo ${Cmd}
eval ${Cmd} || exit
Cmd="docker push ${RegistryService}/${ImageName}:latest"
echo ${Cmd}
eval ${Cmd} || exit
Cmd="docker push ${RegistryService}/${ImageName}:${Version}"
echo ${Cmd}
eval ${Cmd} || exit
}

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{
"__dummy__": null
, "ALPACA_SANDBOX": {
"api_key": "PKLZSLFZMFMN1R28K9HK"
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
}
}

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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/market_data/alpaca_md_day
# Update the package list and install required packages
RUN apt-get update && apt-get install -y \
apt-utils \
libpq-dev \
build-essential
RUN apt-get update && apt-get install -y rsync openssh-client
RUN apt-get update && apt-get install -y --no-install-recommends \
software-properties-common \
curl \
parallel \
jq
RUN pip install --upgrade pip
COPY ${FROM_DIR}/requirements.txt /
RUN pip install -r /requirements.txt
COPY cvttpy /cvttpy
COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/.creds /root/.creds
COPY ${FROM_DIR}/alpaca_md_day.sh /alpaca_md_day.sh
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
COPY docker_dev/shared/known_hosts /root/.ssh/known_hosts
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub /root/.ssh/known_hosts
# Shared Volumes
RUN mkdir -p /app/data
RUN mkdir /logs
RUN chmod +x /alpaca_md_day.sh
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/alpaca_md_day.sh" ]
# CMD [ "echo", "alpaca_md_day"]

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# Build/Dev Host
## Build
```bash
Version=$(cat /home/oleg/develop/cvtt2/cvttpy/VERSION)
Version=$(cat /home/oleg/develop/cvtt2/cvttpy/release_version.txt)
cd /home/oleg/develop/cvtt2
docker build -t crypto_md_day -t crypto_md_day:${Version} -f docker_dev/crypto_md_day/Dockerfile .

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#!/bin/bash
# --- Settings
export PYTHONPATH=/
export Python=python3.12
export Config=http://cloud23.cvtt.vpn:6789/apps/minimal_md
export PyScript=/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
export OutputDir=/app/data/alpaca_md # Local
export LogDir=/logs
DEFAULT_NUM_JOBS=10
SLEEP_SEC_AFTER_PROC=2
DEFAULT_SLICE_SIZE=500
# --- Settings
mkdir -p ${OutputDir}
mkdir -p ${LogDir}
usage() {
echo "Usage: $0 <date (YYYY-MM-DD)> [<num-jobs> (30) ] [<instrument_list_file>] "
exit 1
}
echo "CommandLine: ${*}"
Start=${1}
NumJobs=${2}
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
is_business_day() {
dt=${1}
open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
if [ -n "${open_time}" ]; then
return 0
else
return 1
fi
}
export -f is_business_day
if [ -z ${Start} ] ; then
echo "start is not specified, getting yesterday..."
Start=$(date -d "yesterday" "+%Y-%m-%d")
echo "Start=${Start}"
fi
while true; do
if is_business_day ${Start}; then
break
fi
echo "${Start} is not business day in US"
Start=$(date -d "${Start} - 1 day" "+%Y-%m-%d")
done
End=${Start} # only 1 day is practical
if [ "${NumJobs}" == "" ] ; then
NumJobs=${DEFAULT_NUM_JOBS}
fi
echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
run_proc() {
Inst=${1}
Start=${2}
End=${3}
echo "Running for $Inst"
Cmd="${Python} ${PyScript}"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --output_dir=${OutputDir}"
Cmd="${Cmd} --instruments=ALPACA:${Inst}"
Cmd="${Cmd} --start=${Start}"
if [ "${End}" != "" ]; then
Cmd="${Cmd} --end=${End}"
fi
Cmd="${Cmd} --log_file=${LogDir}/${Inst}.log"
Cmd="${Cmd} --log_level=WARNING"
echo ${Cmd}
eval ${Cmd}
sleep 2 #${SLEEP_SEC_AFTER_PROC}
}
export -f run_proc
key=$(jq -r '.["ALPACA_SANDBOX"] | .api_key' ~/.creds)
secret=$(jq -r '.["ALPACA_SANDBOX"] | .secret_key' ~/.creds)
Cmd="curl -s --request GET --url 'https://paper-api.alpaca.markets/v2/assets?status=active'"
Cmd="${Cmd} --header 'APCA-API-KEY-ID: ${key}'"
Cmd="${Cmd} --header 'APCA-API-SECRET-KEY: ${secret}'"
Cmd="${Cmd} --header 'accept: application/json'"
Cmd="${Cmd} | jq '.[] | select(.class == \"us_equity\" and .exchange != \"OTC\") | .symbol'"
Cmd="${Cmd} | sed 's/\"//g'"
Cmd="${Cmd} | sed 's/^/STOCK-/'"
# split string into array
Instruments=()
for Inst in $(eval ${Cmd})
do
Instruments+=("$Inst")
done
slice_size=${DEFAULT_SLICE_SIZE} # 10K symbols parallel cannot handle
for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do
InstSlice=("${Instruments[@]:ii:slice_size}")
parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
done
echo "Compressing"
for file in $(find ${OutputDir} -type f -name '*db' -print )
do
echo "Compressing ${file}"
gzip ${file}
done
Source=/app/data/
Targets=
Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/equity"
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
for tgt in ${Targets}
do
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
echo $Cmd
eval $Cmd
done

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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

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{
"__dummy__": null
, "ALPACA_SANDBOX": {
"api_key": "PKM1ASU8ULKSGO45ZZBV"
, "secret_key": "XDBrrkOsxl9rMDs4GAFvG1WYiC3oLba04WbEZjR9"
}
}

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@ -15,13 +15,14 @@ RUN apt-get update && apt-get install -y \
# must be from disted version
COPY cvtt-rust/bin/alpaca_md_hbar_loader /
# COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/alpaca_hbar.sh /alpaca_hbar.sh
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
COPY docker_dev/shared/known_hosts /root/.ssh/known_hosts
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub /root/.ssh/known_hosts
# Shared Volumes

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@ -43,6 +43,10 @@ while getopts ":d:N:" opt; do
esac
done
# if [ -z ${Symbols} ] ; then
# echo "symbols are not specified"
# usage
# fi
mkdir -p ${OutputDir}
mkdir -p ${LogDir}
@ -50,7 +54,7 @@ mkdir -p ${LogDir}
echo "CommandLine: ${*}"
export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
if [ -z ${Start} ] ; then
@ -93,15 +97,13 @@ done
Source=/data/
Targets=
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity"
Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/equity"
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
for tgt in ${Targets}
do
Cmd="/usr/bin/rsync -ahv"
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
Cmd+=" ${Source} ${tgt}"
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
echo $Cmd
eval $Cmd
done

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{
"__dummy__": null
, "ALPACA_SANDBOX": {
"api_key": "PKM1ASU8ULKSGO45ZZBV"
, "secret_key": "XDBrrkOsxl9rMDs4GAFvG1WYiC3oLba04WbEZjR9"
}
}

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@ -16,13 +16,14 @@ RUN apt-get update && apt-get install -y \
# must be from disted version
COPY cvtt-rust/bin/alpaca_md_qat_loader /
# COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/alpaca_qat.sh /alpaca_qat.sh
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
COPY docker_dev/shared/known_hosts /root/.ssh/known_hosts
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub /root/.ssh/known_hosts
# Shared Volumes

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@ -54,7 +54,7 @@ mkdir -p ${LogDir}
echo "CommandLine: ${*}"
export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
if [ -z ${Start} ] ; then
@ -95,15 +95,13 @@ done
Source=/data/
Targets=
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity"
Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/equity"
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
for tgt in ${Targets}
do
Cmd="/usr/bin/rsync -ahv"
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
Cmd+=" ${Source} ${tgt}"
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
echo $Cmd
eval $Cmd
done

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{
"__dummy__": null
, "TSDB_MD_CLD21_RO": {
"host": "cloud21.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"
}
}

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

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@ -6,6 +6,7 @@ COPY ${FROM_DIR}/requirements.txt /
COPY cvttpy /cvttpy
COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/crypto_md_day.sh /crypto_md_day.sh
RUN pip install --upgrade pip --root-user-action=ignore
@ -18,8 +19,9 @@ 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
COPY docker_dev/shared/known_hosts /root/.ssh/known_hosts
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub /root/.ssh/known_hosts
# Shared Volumes

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# Build/Dev Host
## Build
```bash
Version=$(cat /home/oleg/develop/cvtt2/cvttpy/release_version.txt)
cd /home/oleg/develop/cvtt2
docker build -t crypto_md_day -t crypto_md_day:${Version} -f docker_dev/crypto_md_day/Dockerfile .
## Deploy
/home/oleg/develop/cvtt2/docker_dev/build.sh crypto_md_day
```
## 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**
### Clean
```bash
docker rm -f crypto_md_day
docker images --filter=reference=crypto_md_day --format="{{.ID}}" | uniq | xargs docker rmi -f
```
### Test run locally
```
docker load -i /home/oleg/docker_images/crypto_md_day.img.tar
mkdir -p /tmp/data
mkdir -p /tmp/logs
docker run --network="host" --name=crypto_md_day -v /tmp/data:/app/data -v /tmp/logs:/logs crypto_md_day
```
## Restarting
```bash
docker restart crypto_md_day
```
# Useful Commands
```bash
docker images
docker ps -a
docker image rm <image>
docker rm <container>
docker exec -it <container> /bin/bash
```
---
```bash
docker rm -f crypto_md_day
docker images --filter=reference=crypto_md_day --format="{{.ID}}" | uniq | xargs docker rmi -f
/home/oleg/develop/cvtt2/docker_dev/build.sh crypto_md_day cryptoval4.cvtt.vpn
docker tag crypto_md_day:latest cloud21.cvtt.vpn:5500/crypto_md_day:latest
docker push cloud21.cvtt.vpn:5500/crypto_md_day:latest
# Local test
docker load -i /home/oleg/docker_images/crypto_md_day.img.tar && docker run --network="host" --name=crypto_md_day -v /tmp/data:/app/data crypto_md_day -h cvttdata -d 20240717 -s coinbase
```
## Local (cloud21) docker registry
### Run registry container (cloud21)
```bash
mkdir /opt/store/cvtt/docker_registry/data
vi /opt/store/cvtt/docker_registry/config.yml
```
```yaml
version: 0.1
log:
fields:
service: registry
storage:
filesystem:
rootdirectory: /var/lib/registry
http:
addr: :5500
```
```bash
docker run -d -p 5500:5500 --name registry -v /opt/store/cvtt/docker_registry/config.yml:/etc/docker/registry/config.yml -v /opt/store/cvtt/docker_registry/data:/var/lib/registry registry:2
```
### Building
#### /etc/docker/daemon.json
```json
{
"insecure-registries": ["cloud21.cvtt.vpn:5500"]
}
```
```bash
sudo systemctl restart docker
```
```bash
/home/oleg/develop/cvtt2/docker_dev/build.sh crypto_md_day cryptoval4.cvtt.vpn
docker tag crypto_md_day:latest cloud21.cvtt.vpn:5500/crypto_md_day:latest
docker push cloud21.cvtt.vpn:5500/crypto_md_day:latest
```
### Loading and Running (cryptoval4)
#### /etc/docker/daemon.json
```json
{
"insecure-registries": ["cloud21.cvtt.vpn:5500"]
}
```
```bash
sudo systemctl restart docker
```
```
docker pull cloud21.cvtt.vpn:5500/crypto_md_day:latest
docker run --network="host" --name=cloud21.cvtt.vpn:5500/crypto_md_day crypto_md_day -h cvttdata -d 20240717 -s coinbase
```

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@ -39,8 +39,8 @@ if [ -z "${DbHost}" ] || [ -z "$Date" ]; then
fi
CredKey=""
if [ "${DbHost}" == "cloud28" ] ; then
CredKey=TSDB_MD_CLOUD28_RO
if [ "${DbHost}" == "cvttdata" ] ; then
CredKey=TSDB_MD_CVTTDATA_RO
elif [ "${DbHost}" == "cloud21" ] ; then
CredKey=TSDB_MD_CLD21_RO
else
@ -51,16 +51,16 @@ fi
export PYTHONPATH=/
Cmd="python3.12"
Cmd+=" cvttpy/research/utils/archive_ts_md.py"
Cmd+=" --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
Cmd+=" --db_credentials_key=${CredKey}"
Cmd+=" --credentials_file=/.creds"
Cmd+=" --date=${Date}"
Cmd+=" --schemas=${Schemas}"
Cmd+=" --root_dir=/app/data/${DbHost}"
Cmd+=" --format=SQLite"
Cmd+=" --compress"
# Cmd+=" --log_file=/logs/%T.crypto_md_day.log"
Cmd="${Cmd} cvttpy/research/utils/archive_ts_md.py"
Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/md_recorder"
Cmd="${Cmd} --db_credentials_key=${CredKey}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --date=${Date}"
Cmd="${Cmd} --schemas=${Schemas}"
Cmd="${Cmd} --root_dir=/app/data/${DbHost}"
Cmd="${Cmd} --format=SQLite"
Cmd="${Cmd} --compress"
# Cmd="${Cmd} --log_file=/logs/%T.crypto_md_day.log"
echo ${Cmd}
eval ${Cmd}
@ -69,14 +69,13 @@ echo "Data Sync"
Source=/app/data/
Targets=
Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/crypto"
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto"
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto"
for tgt in ${Targets}
do
Cmd="/usr/bin/rsync -ahv"
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
Cmd+=" ${Source} ${tgt}"
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
echo $Cmd
eval $Cmd
done

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@ -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"
}
}

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

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@ -0,0 +1,28 @@
FROM python:3.12-slim
ARG FROM_DIR=docker_dev/market_data/md_recorder
RUN apt-get update && apt-get install -y \
apt-utils \
libpq-dev \
build-essential
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_recorder.sh /run_md_recorder.sh
# Shared Volumes
RUN mkdir -p /app/data
RUN mkdir /logs
RUN chmod +x /run_md_recorder.sh
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_md_recorder.sh" ]

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@ -0,0 +1,69 @@
#!/bin/bash
# runs in container
ValidJobs=('BNBFUT_CLD21' 'BNBSPOT_CLD21' 'COINBASE_CLD21' 'BNBFUT_CVTTDATA' 'BNBSPOT_CVTTDATA' 'COINBASE_CVTTDATA')
# runs on host to start container
usage() {
echo "Usage: $0 <job_name; one of (${ValidJobs[@]})>"
exit 1
}
is_valid() {
local job=$1
for valid_job in "${ValidJobs[@]}";
do
# echo "job=$job valid_job=$valid_job"
if [[ "${job}" == "${valid_job}" ]]; then
return 0
fi
done
return 1
}
job=${1}
if ! is_valid "${job}"; then
usage
fi
ConfigServer=cloud23.cvtt.vpn:6789
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/md/md_recorder.py"
Cmd="${Cmd} --config=http://${ConfigServer}/apps/md_recorder"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --compress_log"
Cmd="${Cmd} --instrument_group=${job}"
Cmd="${Cmd} --log_file=/logs/%T.MD_REC.${job}.log"
if [ "${job}" == "BNBFUT_CLD21" ] ; then
Cmd="${Cmd} --active_exchanges=BNBFUT"
Cmd="${Cmd} --db_credentials_key=TSDB_MD_CLD21"
Cmd="${Cmd} --admin_port=7201"
elif [ "${job}" == "COINBASE_CLD21" ] ; then
Cmd="${Cmd} --active_exchanges=COINBASE_AT"
Cmd="${Cmd} --db_credentials_key=TSDB_MD_CLD21"
Cmd="${Cmd} --admin_port=7202"
elif [ "${job}" == "BNBSPOT_CLD21" ] ; then
Cmd="${Cmd} --active_exchanges=BNBSPOT"
Cmd="${Cmd} --db_credentials_key=TSDB_MD_CLD21"
Cmd="${Cmd} --admin_port=7203"
elif [ "${job}" == "BNBSPOT_CVTTDATA" ] ; then
Cmd="${Cmd} --active_exchanges=BNBSPOT"
Cmd="${Cmd} --db_credentials_key=TSDB_MD_CVTTDATA"
Cmd="${Cmd} --admin_port=7204"
elif [ "${job}" == "BNBFUT_CVTTDATA" ] ; then
Cmd="${Cmd} --active_exchanges=BNBFUT"
Cmd="${Cmd} --db_credentials_key=TSDB_MD_CVTTDATA"
Cmd="${Cmd} --admin_port=7205"
elif [ "${job}" == "COINBASE_CVTTDATA" ] ; then
Cmd="${Cmd} --active_exchanges=COINBASE_AT"
Cmd="${Cmd} --db_credentials_key=TSDB_MD_CVTTDATA"
Cmd="${Cmd} --admin_port=7206"
else
echo "Unrecognized JOB: ${job}"
exit 1
fi
echo ${Cmd}
eval ${Cmd}

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

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@ -13,7 +13,7 @@ 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}/.creds /.creds
COPY ${FROM_DIR}/run_mdr_monitor.sh /run_mdr_monitor.sh

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@ -0,0 +1,7 @@
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

View File

@ -32,7 +32,7 @@ if [ "${2}" != "" ]; then
fi
ConfigServer=cloud16.cvtt.vpn:6789
ConfigServer=cloud23.cvtt.vpn:6789
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/md/md_rec_monitor.py"

View File

@ -1,10 +0,0 @@
{
"__dummy": null
, "INFISICAL": {
"url": "https://infisical.cvtt.net"
, "client_id": "e330a1c4-08dc-452f-ac02-5b37fff4ab3e"
, "client_secret": "190554828c3c342f63517320ac029f822b6358aa6187aec266465d0bde4d6b3c"
, "workspace_id": "6923c950-8473-4cec-818f-10df41d8b39c"
, "environment": "dev"
}
}

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@ -1,10 +1,7 @@
FROM python:3.12-slim
ARG FROM_DIR=docker_dev/market_data/relative_liquidity
WORKDIR /
COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/requirements.txt /requirements.txt
COPY docker_dev/relative_liquidity/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
@ -15,12 +12,22 @@ RUN mkdir -p /app/data
RUN mkdir /logs
ENV PYTHONPATH=/
CMD [ \
"python3.12", \
"cvttpy/apps/md/rel_lqdt_server.py", \
"--config=http://cloud16.cvtt.vpn:6789/apps/minimal_md_eqt", \
"--credentials_file=/.creds", \
"--port=5678", \
CMD [ \
"python3.12", \
"cvttpy/apps/md/rel_lqdt_server.py", \
"--port=5678", \
"--db_file=/app/data/rel_liquidity.db", \
"--log_file=/logs/%D.REL_LIQUIDITY_SVC.log" \
"--log_file=/logs/%T.REL_LIQUIDITY_SVC.log" \
]
# Cmd="docker run"
# Cmd="${Cmd} -d"
# Cmd="${Cmd} --rm"
# Cmd="${Cmd} --pull=always"
# Cmd="${Cmd} --name=relative_liquidity_svc"
# Cmd="${Cmd} -p 5678:5678"
# Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
# Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
# Cmd="${Cmd} cloud21.cvtt.vpn:5500/relative_liquidity:latest"

View File

@ -3,4 +3,4 @@ nest-asyncio>=1.5.5
numpy>=1.24.1
hjson>=3.1.0
pandas>=1.5.3
sortedcontainers>=2.4.0
# sortedcontainers>=2.4.0

7
microservices/.creds Normal file
View File

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

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@ -0,0 +1,51 @@
version: "3.9"
services:
md_gateway:
image: cloud21.cvtt.vpn:5500/md_gateway:latest
container_name: md_gateway
environment:
- REDIS_HOST=redis
volumes:
- ./config:/config
- ./logs:/logs
- ./data:/data
depends_on:
- redis
tester:
image: cloud21.cvtt.vpn:5500/tester:latest
container_name: tester
environment:
- REDIS_HOST=redis
volumes:
- ./config:/config
- ./logs:/logs
- ./data:/data
depends_on:
- redis
- md_gateway
redis:
image: redis:latest
container_name: redis
ports:
- "6379:6379"
volumes:
- ./data/redis:/data
# test_program:
# image: your_test_program_image:latest
# container_name: test_program
# environment:
# - REDIS_HOST=redis
# volumes:
# - ./config:/shared/config
# - ./logs:/shared/logs
# depends_on:
# - market_data_gateway
# - redis
# volumes:
# redis_data:

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

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@ -0,0 +1,25 @@
FROM python:3.12-slim
ARG ROOT_MCRSVC_DIR=docker_dev/microservices
ARG FROM_DIR=${ROOT_MCRSVC_DIR}/md_gateway
COPY ${ROOT_MCRSVC_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 ${ROOT_MCRSVC_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_mdgw.sh /run_mdgw.sh
RUN chmod +x /run_mdgw.sh
RUN mkdir /logs
RUN mkdir -p /config
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_mdgw.sh" ]

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@ -0,0 +1,48 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (/config/cvtt.cfg)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=/config/cvtt.cfg
AdminPort=7220
COMPRESS_LOG=false
while getopts "c:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/microservices/market_gateways/md_gateway.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.md_gateway.log"
if ${COMPRESS_LOG} ; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

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

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@ -0,0 +1,25 @@
FROM python:3.12-slim
ARG ROOT_MCRSVC_DIR=docker_dev/microservices
ARG FROM_DIR=${ROOT_MCRSVC_DIR}/oe_gateway
COPY ${ROOT_MCRSVC_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 ${ROOT_MCRSVC_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_oegw.sh /run_oegw.sh
RUN chmod +x /run_oegw.sh
RUN mkdir /logs
RUN mkdir -p /config
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_oegw.sh" ]

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@ -0,0 +1,48 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (/config/cvtt.cfg)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=/config/cvtt.cfg
AdminPort=7220
COMPRESS_LOG=false
while getopts "c:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/microservices/market_gateways/order_entry_gateway.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.md_gateway.log"
if ${COMPRESS_LOG} ; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

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@ -0,0 +1,7 @@
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

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

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@ -0,0 +1,26 @@
FROM python:3.12-slim
ARG ROOT_MUSVC_DIR=docker_dev/microservices
ARG FROM_DIR=${ROOT_MUSVC_DIR}/tester
COPY ${ROOT_MUSVC_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 ${ROOT_MUSVC_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_tester.sh /run_tester.sh
RUN chmod +x /run_tester.sh
RUN mkdir /logs
RUN mkdir -p /config
RUN mkdir -p /data
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_tester.sh" ]

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@ -0,0 +1,55 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (/config/cvtt.cfg) >]"
echo -n " [-i <instruments (COINBASE:PAIR-BTC-USD,BNBFUT:PERP-BTC-USDT) >]"
echo -n " [-d <data types (TRADES) >]"
echo -n " [-a <admin_port (7221) >]"
echo -n " [-z (compress log (false))"]
echo
exit 1
}
Config=/config/cvtt.cfg
AdminPort=7221
COMPRESS_LOG=false
Instruments="COINBASE:PAIR-BTC-USD,BNBFUT:PERP-BTC-USDT"
DataTypes="TRADES"
while getopts "a:c:d:i:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
i ) Instruments=$OPTARG ;;
d ) DataTypes=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/microservices/tester/musvc_tester.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --data_types=${DataTypes}"
Cmd="${Cmd} --instruments=${Instruments}"
Cmd="${Cmd} --log_file=/logs/%T.tester.log"
if ${COMPRESS_LOG} ; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

1
release_version.txt Normal file
View File

@ -0,0 +1 @@
0.0.6,musvcs progress

View File

@ -1,9 +1,7 @@
FROM python:3.12-slim
ARG FROM_DIR=./docker_dev/research/crypto_exch_stats
WORKDIR /
COPY ${FROM_DIR}/requirements.txt /
COPY docker_dev/research/crypto_exch_stats/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
@ -18,7 +16,7 @@ ENV PYTHONPATH=/
CMD [ \
"python3.12", \
"cvttpy/apps//research/exchange_trading_stats.py", \
"--config=http://cloud16.cvtt.vpn:6789/apps/tests/listen_market_data", \
"--config=http://cloud23.cvtt.vpn:6789/apps/tests/listen_market_data", \
"--active_exchanges=OKX,GEMINI,BITSTAMP,COINBASE_AT,BNBSPOT,KRAKEN", \
"--instruments=OKX:PAIR-BTC-USDT,GEMINI:PAIR-BTC-USD,BITSTAMP:PAIR-BTC-USD,COINBASE:PAIR-BTC-USD,BNBSPOT:PAIR-BTC-USDT,KRAKEN:PAIR-BTC-USD", \
"--db_file=/app/data/exchange_trading_stats.db", \

6
shared/known_hosts Normal file
View File

@ -0,0 +1,6 @@
|1|yT6WmkWOPxXSQeNECVJIX7M3upw=|wQPqbw6mXxwfO83sWVH9IRapSe0= ssh-rsa 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
|1|QgYdyhwM1uy97fUH/l9jXfRnYlE=|P575Q9H/V0Hoszk+G9As1GozQmE= ecdsa-sha2-nistp256 AAAAE2VjZHNhLXNoYTItbmlzdHAyNTYAAAAIbmlzdHAyNTYAAABBBHlFA8BawdNbgYsFPPUJiG7xfuWI6dwNIFkuUwqco+TPXanMG4CvZ0TjRgb2fwdMXAGyoNAmwcr8eR5HU8wTg8g=
|1|vSzhghnKpUIGuOOgELHWGrbMxd8=|GY2Acsr6iqo4Y/dDS8V5glZ7tmA= ssh-ed25519 AAAAC3NzaC1lZDI1NTE5AAAAIKz0QyrgFpp9NsPvZVwkjoua57SztFOMUnEzOLfW7kPr
|1|LJg/h/d7KSfFYzdtrrEFpcpnF/4=|xRkJEoqiptYGTTt5EuQo4f3zo6c= ssh-rsa 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
|1|9oemW7STLSSF7uf+SBwD7JWe0K8=|YCblOLOrxHLzbHkMuZfiUP8nkTU= ecdsa-sha2-nistp256 AAAAE2VjZHNhLXNoYTItbmlzdHAyNTYAAAAIbmlzdHAyNTYAAABBBPEpfGoofmKWz3/t3Svaahh5ieq4LJ6/n+y3M0rOK/RgndUCESaTZXbw701NOF8BPcJczTQTuQPO2AJwrwQYcK0=
|1|EC/isVVKdC1w/IthdEuhT29iU+w=|VClak/HfuZVXh4zlhhtx9euaTT0= ssh-ed25519 AAAAC3NzaC1lZDI1NTE5AAAAIA2qvtcS1snKAdWKJefMCuKKgVlz0haOT0sElceM06qV

12
trading/executor/.creds Normal file
View File

@ -0,0 +1,12 @@
{
"__dummy__": null
, "ALPACA_SANDBOX": {
"api_key": "PKLZSLFZMFMN1R28K9HK"
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
}
, "MATTERMOST": {
"url": "https://mattermost.cryptovaltrading.com"
, "team": "CVTT"
, "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
}
}

View File

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

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@ -0,0 +1,24 @@
FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/executor
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_executor.sh /run_executor.sh
RUN chmod +x /run_executor.sh
RUN mkdir /logs
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_executor.sh" ]

View File

@ -0,0 +1,6 @@
aiohttp>=3.7.4.post0
redis>=5.0.8
nest-asyncio>=1.5.5
hjson>=3.1.0
sortedcontainers>=2.4.0
pandas>=1.5.3

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@ -0,0 +1,53 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: $0"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7222)>"]
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX
AdminPort=7222
COMPRESS_LOG=false
while getopts "c:e:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
e ) ActiveExchanges=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} /cvttpy/apps/executor_app.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --allow_dynamic_exch_inst"
Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.EXECUTOR_APP.log"
if ${COMPRESS_LOG}; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

7
trading/md_portal/.creds Normal file
View File

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

View File

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

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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/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" ]

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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

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#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNBOX)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-n <portal_name (MD_PORTAL_ALPACA)>]"
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX
PortalName=MD_PORTAL_ALPACA_SNDBX
AdminPort=7220
COMPRESS_LOG=false
while getopts "c:e:a:n:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
e ) ActiveExchanges=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
n ) PortalName=$OPTARG ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/md/md_portal.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
Cmd="${Cmd} --portal_name=${PortalName}"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.${PortalName}.log"
if ${COMPRESS_LOG}; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

21
trading/quant/.creds Normal file
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{
"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"
}
}

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.git
**/__pycache__
.pipenv

24
trading/quant/Dockerfile Normal file
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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/quant
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_quant.sh /run_quant.sh
RUN chmod +x /run_quant.sh
RUN mkdir /logs
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_quant.sh" ]

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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
#
redis>=5.0.8

66
trading/quant/run_quant.sh Executable file
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#!/bin/bash
# runs on host to start container
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " -S <strategy> (dflt: TRDALGO_001)"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7224)>"]
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7224
Strategy=DAILY_STOCK_001
Book=""
COMPRESS_LOG=false
while getopts "b:c:e:a:S:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
e ) ActiveExchanges=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
b ) Book=$OPTARG ;;
S ) Strategy=$OPTARG ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
if [ "${Book}" == "" ]; then
echo "Book is missing"
usage
fi
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/quant_app.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --book=${Book}"
Cmd="${Cmd} --strategy=${Strategy}"
Cmd="${Cmd} --allow_dynamic_exch_inst"
Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.QUANT.${Book}.log"
if ${COMPRESS_LOG}; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

20
trading/risk_mgr/.creds Normal file
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{
"__dummy__": null
, "ALPACA_SANDBOX": {
"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"
}
}

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.git
**/__pycache__
.pipenv

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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/risk_mgr
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_risk_mgr.sh /run_risk_mgr.sh
RUN chmod +x /run_risk_mgr.sh
RUN mkdir /logs
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_risk_mgr.sh" ]

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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
#
psycopg>=3.2.1
psycopg-binary>=3.2.1
psycopg2-binary>=2.9.6

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#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7223
Book=""
COMPRESS_LOG=false
while getopts "b:c:e:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
e ) ActiveExchanges=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
b ) Book=$OPTARG ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
if [ "${Book}" == "" ]; then
echo "Book is missing"
usage
fi
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/risk_manager_app.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${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.RISK_MGR.${Book}.log"
if ${COMPRESS_LOG}; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

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{
"__dummy__": null
, "MATTERMOST": {
"url": "https://mattermost.cryptovaltrading.com"
, "team": "CVTT"
, "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
}
}

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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/service_checker
RUN apt-get update && apt-get install -y telnet redis-tools
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_svc_checker.sh /run_svc_checker.sh
RUN chmod +x /run_svc_checker.sh
# RUN mkdir /logs
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_svc_checker.sh" ]
# ENTRYPOINT [ "/usr/bin/bash" ]

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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

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#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
while getopts ":c:" opt; do
case ${opt} in
c )
Config=$OPTARG
;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/utils/services_checker.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --log_level=ERROR"
echo ${Cmd}
eval ${Cmd}

12
trading/trader/.creds Normal file
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{
"__dummy__": null
, "ALPACA_SANDBOX": {
"api_key": "PKLZSLFZMFMN1R28K9HK"
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
}
, "MATTERMOST": {
"url": "https://mattermost.cryptovaltrading.com"
, "team": "CVTT"
, "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
}
}

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.git
**/__pycache__
.pipenv

24
trading/trader/Dockerfile Normal file
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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/trader
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_trader.sh /run_trader.sh
RUN chmod +x /run_trader.sh
RUN mkdir /logs
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_trader.sh" ]

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aiohttp>=3.7.4.post0
redis>=5.0.8
nest-asyncio>=1.5.5
hjson>=3.1.0
sortedcontainers>=2.4.0
pandas>=1.5.3

71
trading/trader/run_trader.sh Executable file
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#!/bin/bash
# runs in container
# --------------------------------------------------------------------------
# runs on host to start container
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " -A <algo> (dflt: TRDALGO_001)"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7226
Algo=TRDALGO_001
Book=""
COMPRESS_LOG=false
while getopts "b:c:e:a:A:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
e ) ActiveExchanges=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
b ) Book=$OPTARG ;;
A ) Algo=$OPTARG ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
if [ "${Book}" == "" ]; then
echo "Book is missing"
usage
fi
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/trader_app.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --book=${Book}"
Cmd="${Cmd} --algo=${Algo}"
Cmd="${Cmd} --allow_dynamic_exch_inst"
Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.TRADER.${Book}.log"
if ${COMPRESS_LOG}; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

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{
"__dummy__": null
, "ALPACA_SANDBOX": {
"api_key": "PKLZSLFZMFMN1R28K9HK"
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
}
, "MATTERMOST": {
"url": "https://mattermost.cryptovaltrading.com"
, "team": "CVTT"
, "bearer": "5ysaaxjeijrwjbmhuzcuos9ano"
}
}

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.git
**/__pycache__
.pipenv

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FROM python:3.12-slim
ARG FROM_DIR=docker_dev/trading/trading_recorder
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_trading_recorder.sh /run_trading_recorder.sh
RUN chmod +x /run_trading_recorder.sh
RUN mkdir /logs
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_trading_recorder.sh" ]

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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
#
psycopg>=3.2.1
psycopg-binary>=3.2.1
psycopg2-binary>=2.9.6

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#!/bin/bash
# runs on host to start container
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo -n " [-z (compress log)"]
echo
exit 1
}
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7225
Book=""
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
COMPRESS_LOG=false
while getopts "b:c:e:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
e ) ActiveExchanges=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
b ) Book=$OPTARG ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
if [ "${Book}" == "" ]; then
echo "Book is missing"
usage
fi
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/trade_recorder.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${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.TRADING_RECORDER.${Book}.log"
if ${COMPRESS_LOG}; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}

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