Compare commits
53 Commits
v0.0.4
...
39683bb1f5
| Author | SHA1 | Date | |
|---|---|---|---|
 Cryptoval2
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39683bb1f5 | ||
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Cryptoval2
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634e8421a2 | ||
 oleg
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84569a7c24 | ||
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oleg
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99e9516830 | ||
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oleg
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e1bc3ee663 | ||
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oleg
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ee25454664 | ||
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oleg
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4aa4bd701a | ||
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oleg
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e1dd060929 | ||
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oleg
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b82666e434 | ||
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oleg
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f09865d3a3 | ||
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oleg
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25073c2696 | ||
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oleg
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235b906a94 | ||
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oleg
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e898d0c8e4 | ||
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oleg
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c0bb8616f5 | ||
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Cryptoval2
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5e8bc4cf5d | ||
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Cryptoval2
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6ca68092de | ||
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Cryptoval2
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9bebe14e40 | ||
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Cryptoval Trading Technologies
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bbcc5a9541 | ||
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oleg
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0cb9eeafd2 | ||
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oleg
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25a262b01f | ||
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oleg
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fe1f229744 | ||
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oleg
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6dd31615c5 | ||
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oleg
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d0079d6f56 | ||
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oleg
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930981b260 | ||
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Cryptoval2
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b78304b620 | ||
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oleg
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87ae8f229c | ||
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oleg
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ffbf50606c | ||
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oleg
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62d76b0f85 | ||
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oleg
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3e1a22d572 | ||
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oleg
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27153fcd3c | ||
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oleg
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4e41960cc4 | ||
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oleg
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d09732de33 | ||
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oleg
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b79d3c3f04 | ||
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oleg
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0502a687ed | ||
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oleg
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863f09d0b9 | ||
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oleg
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8beacf9917 | ||
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oleg
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510fcfe348 | ||
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oleg
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1b73f38627 | ||
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oleg
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9981d649be | ||
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oleg
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421d5310ec | ||
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oleg
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9586af2566 | ||
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oleg
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ef77f6012a | ||
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oleg
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f9e29ec555 | ||
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oleg
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98146f0fc0 | ||
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oleg
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539034a93c | ||
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oleg
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06a473dbc4 | ||
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oleg
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63831e16b1 | ||
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oleg
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7165d611c6 | ||
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oleg
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b4f818ac1a | ||
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oleg
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3190cf5d4d | ||
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oleg
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a5ecf4550c | ||
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oleg
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ffd0ba5469 | ||
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oleg
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129221b086 |
@@ -2,7 +2,7 @@
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|||||||
## Build
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## Build
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||||||
```bash
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```bash
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TgtHostname=cloud16.cvtt.vpn
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TgtHostname=cloud16.cvtt.vpn
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Version=$(cat cvttpy/release_version.txt)
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Version=$(cat cvttpy/VERSION)
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cd /home/oleg/develop/cvtt2
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cd /home/oleg/develop/cvtt2
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docker build -t config_service -t config_service:${Version} -f cvttpy/utils/docker/config_service/Dockerfile .
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docker build -t config_service -t config_service:${Version} -f cvttpy/utils/docker/config_service/Dockerfile .
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@@ -0,0 +1,25 @@
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FROM python:3.12-slim
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|
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||||||
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# libpq needed for Timescale
|
||||||
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RUN apt-get update && apt-get install -y \
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apt-utils \
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libpq-dev \
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build-essential
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||||||
|
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COPY requirements.txt /
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RUN pip install --upgrade pip --root-user-action=ignore
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RUN pip install -r /requirements.txt --root-user-action=ignore
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COPY cvttpy /cvttpy
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|
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||||||
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RUN mkdir -p /logs /config
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SHELL ["/bin/bash", "-c"]
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ENV PYTHONPATH=/
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COPY entrypoint.sh /entrypoint.sh
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RUN chmod +x /entrypoint.sh
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ENTRYPOINT ["/entrypoint.sh"]
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@@ -0,0 +1 @@
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|
0.0.6
|
||||||
Executable
+70
@@ -0,0 +1,70 @@
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|||||||
|
#!/bin/bash
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|
|
||||||
|
# --- Settings
|
||||||
|
RegistryService=cloud21.cvtt.vpn:5500
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ImageName=md_recorder
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||||||
|
BashFunctionCode=$(realpath $(dirname ${0}))/../../dckr_bld_functions.sh
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||||||
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ImageVersion=$(cat $(realpath $(dirname ${0}))/VERSION)
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||||||
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# --- Settings
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||||||
|
|
||||||
|
usage() {
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||||||
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echo "Usage: $0 -L <library>:<library_version> [-V <image_version>] "
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||||||
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exit 1
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||||||
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}
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||||||
|
|
||||||
|
|
||||||
|
# ---------------- cmdline
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||||||
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while getopts "V:L:" opt; do
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||||||
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case ${opt} in
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||||||
|
V )
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||||||
|
ImageVersion=$OPTARG
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||||||
|
;;
|
||||||
|
L )
|
||||||
|
Library=$OPTARG
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||||||
|
;;
|
||||||
|
\? )
|
||||||
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echo "Invalid option: -$OPTARG" >&2
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||||||
|
usage
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||||||
|
;;
|
||||||
|
: )
|
||||||
|
echo "Option -$OPTARG requires an argument." >&2
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||||||
|
usage
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||||||
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;;
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||||||
|
esac
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||||||
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done
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||||||
|
# ---------------- cmdline
|
||||||
|
|
||||||
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if [ "${ImageVersion}" == "" ]
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||||||
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then
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usage
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||||||
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fi
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||||||
|
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||||||
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Project=
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ProjectVersion=
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||||||
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if [ "${Library}" != "" ] ; then
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IFS=':' read -ra parts <<< "${Library}"
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||||||
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Project=${parts[0]}
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||||||
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ProjectVersion=${parts[1]}
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||||||
|
fi
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||||||
|
|
||||||
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DockerDir=$(realpath $(dirname ${0}))
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||||||
|
|
||||||
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cd ${DockerDir}
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source ${BashFunctionCode}
|
||||||
|
|
||||||
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if [ "${Project}" != "" ]; then
|
||||||
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get_project_version ${Project} ${ProjectVersion}
|
||||||
|
fi
|
||||||
|
function cleanup {
|
||||||
|
cd ${DockerDir}
|
||||||
|
rm -rf cvttpy
|
||||||
|
}
|
||||||
|
trap cleanup EXIT
|
||||||
|
|
||||||
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build_docker_image ${ImageName} ${RegistryService} ${ImageVersion} ${Project} ${ProjectVersion}
|
||||||
|
|
||||||
|
|
||||||
|
# echo "**** D E B U G E X I T" && exit
|
||||||
|
echo "***** ${0} D O N E"
|
||||||
|
|
||||||
|
|
||||||
@@ -0,0 +1,52 @@
|
|||||||
|
#
|
||||||
|
# cloud24 settings
|
||||||
|
# ---------------------------------------------
|
||||||
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CVTT_USER=1001:1001
|
||||||
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IMAGE_VERSION=0.0.5
|
||||||
|
|
||||||
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CONFIG_FILE=/config/md_recorder.cfg
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||||||
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CREDS_FILE=/config/.creds
|
||||||
|
|
||||||
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# bnspot-cvttdata
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||||||
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BSCD_CONTAINER_NAME=md_recorder.BNBSPOT_CVTTDATA
|
||||||
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BSCD_INSTRUMENT_GROUP=BNBSPOT_CVTTDATA
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||||||
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BSCD_EXCHANGE_ACCT_NAME=BNBSPOT
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||||||
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BSCD_DB_CRED_KEY=TSDB_MD_CVTTDATA
|
||||||
|
|
||||||
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BSCD_LOG_FILE=/logs/%T.MD_REC.${BSCD_INSTRUMENT_GROUP}.log
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||||||
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BSCD_ADD_ARGS=--compress_log
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||||||
|
|
||||||
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BSCD_ADMIN_PORT=7201
|
||||||
|
|
||||||
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# bnspot-cloud21
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||||||
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BSCLD21_CONTAINER_NAME=md_recorder.BNBSPOT_CLD21
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||||||
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BSCLD21_INSTRUMENT_GROUP=BNBSPOT_CLD21
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||||||
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BSCLD21_EXCHANGE_ACCT_NAME=BNBSPOT
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||||||
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BSCLD21_DB_CRED_KEY=TSDB_MD_CLD21
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||||||
|
|
||||||
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BSCLD21_LOG_FILE=/logs/%T.MD_REC.${BSCLD21_INSTRUMENT_GROUP}.log
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||||||
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BSCLD21_ADD_ARGS=--compress_log
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||||||
|
|
||||||
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BSCLD21_ADMIN_PORT=7202
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||||||
|
|
||||||
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# bnbfut-cloud21
|
||||||
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BFCLD21_CONTAINER_NAME=md_recorder.BNBFUT_CLD21
|
||||||
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BFCLD21_INSTRUMENT_GROUP=BNBFUT_CLD21
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||||||
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BFCLD21_EXCHANGE_ACCT_NAME=BNBFUT
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||||||
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BFCLD21_DB_CRED_KEY=TSDB_MD_CLD21
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||||||
|
|
||||||
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BFCLD21_LOG_FILE=/logs/%T.MD_REC.${BFCLD21_INSTRUMENT_GROUP}.log
|
||||||
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BFCLD21_ADD_ARGS=--compress_log
|
||||||
|
|
||||||
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BFCLD21_ADMIN_PORT=7203
|
||||||
|
|
||||||
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# coinbase-cloud21
|
||||||
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CBCLD21_CONTAINER_NAME=md_recorder.COINBASE_CLD21
|
||||||
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CBCLD21_INSTRUMENT_GROUP=COINBASE_CLD21
|
||||||
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CBCLD21_EXCHANGE_ACCT_NAME=COINBASE_AT
|
||||||
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CBCLD21_DB_CRED_KEY=TSDB_MD_CLD21
|
||||||
|
|
||||||
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CBCLD21_LOG_FILE=/logs/%T.MD_REC.${CBCLD21_INSTRUMENT_GROUP}.log
|
||||||
|
CBCLD21_ADD_ARGS=--compress_log
|
||||||
|
|
||||||
|
CBCLD21_ADMIN_PORT=7204
|
||||||
@@ -0,0 +1,86 @@
|
|||||||
|
# CVTT Microservices
|
||||||
|
services:
|
||||||
|
bnbfut_cld21:
|
||||||
|
image: cloud21.cvtt.vpn:5500/md_recorder:${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
|
||||||
@@ -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
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
@@ -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"
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,28 @@
|
|||||||
|
# -------- 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.${CBCD_INSTRUMENT_GROUP}.log
|
||||||
|
CBCD_ADD_ARGS=--compress_log
|
||||||
|
|
||||||
|
CBCD_ADMIN_PORT=7202
|
||||||
@@ -0,0 +1,44 @@
|
|||||||
|
# CVTT Microservices
|
||||||
|
services:
|
||||||
|
bfcd_md_recorder:
|
||||||
|
image: cloud21.cvtt.vpn:5500/md_recorder:${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
|
||||||
@@ -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
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
Executable
+22
@@ -0,0 +1,22 @@
|
|||||||
|
#!/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 ${Cmd}
|
||||||
|
|
||||||
@@ -5,3 +5,4 @@ hjson>=3.1.0
|
|||||||
pandas>=1.5.3
|
pandas>=1.5.3
|
||||||
sortedcontainers>=2.4.0
|
sortedcontainers>=2.4.0
|
||||||
redis>=5.0.8
|
redis>=5.0.8
|
||||||
|
debugpy>=1.8.13
|
||||||
@@ -0,0 +1,38 @@
|
|||||||
|
CONFIG_SERVICE=cloud16.cvtt.vpn:6789
|
||||||
|
CONFIG_COMM_SETTINGS=comm/pubsub/redis/docker_microservices
|
||||||
|
CONFIG_FILE="http://${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=
|
||||||
@@ -0,0 +1 @@
|
|||||||
|
0.0.7
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
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"]
|
||||||
+16
@@ -0,0 +1,16 @@
|
|||||||
|
#!/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 ${Cmd}
|
||||||
|
|
||||||
+2
@@ -5,3 +5,5 @@ sortedcontainers>=2.4.0
|
|||||||
redis>=5.0.8
|
redis>=5.0.8
|
||||||
python-dateutil>=2.8.2
|
python-dateutil>=2.8.2
|
||||||
types-python-dateutil>=2.8.19.6
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
@@ -0,0 +1,25 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
# libpq needed for Timescale
|
||||||
|
RUN apt-get update && apt-get install -y \
|
||||||
|
apt-utils \
|
||||||
|
libpq-dev \
|
||||||
|
build-essential
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
+16
@@ -0,0 +1,16 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/book_keeper/book_keeper.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${CONFIG_FILE}"
|
||||||
|
Cmd+=" --log_file=${LogDir}/${BKPR_LOG_FILE}"
|
||||||
|
Cmd+=" --credentials_file=${BKPR_CREDS_FILE:-/config/.creds}"
|
||||||
|
|
||||||
|
|
||||||
|
Cmd+=" ${BKPR_ADD_ARGS}"
|
||||||
|
echo ${Cmd}
|
||||||
|
exec ${Cmd}
|
||||||
|
|
||||||
+3
-7
@@ -2,14 +2,10 @@ aiohttp>=3.7.4.post0
|
|||||||
nest-asyncio>=1.5.5
|
nest-asyncio>=1.5.5
|
||||||
hjson>=3.1.0
|
hjson>=3.1.0
|
||||||
sortedcontainers>=2.4.0
|
sortedcontainers>=2.4.0
|
||||||
pandas>=1.5.3
|
|
||||||
#
|
|
||||||
redis>=5.0.8
|
redis>=5.0.8
|
||||||
#
|
|
||||||
python-dateutil>=2.8.2
|
python-dateutil>=2.8.2
|
||||||
types-python-dateutil>=2.8.19.6
|
types-python-dateutil>=2.8.19.6
|
||||||
#
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
psycopg>=3.2.1
|
psycopg>=3.2.1
|
||||||
psycopg-binary>=3.2.1
|
pandas>=1.5.3
|
||||||
psycopg2-binary>=2.9.6
|
|
||||||
|
|
||||||
Executable
+112
@@ -0,0 +1,112 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
# --- Settings
|
||||||
|
RegistryService=cloud21.cvtt.vpn:5500
|
||||||
|
|
||||||
|
ValidImages=()
|
||||||
|
ValidImages+=(md_gateway)
|
||||||
|
ValidImages+=(oe_gateway)
|
||||||
|
ValidImages+=(ac_gateway)
|
||||||
|
ValidImages+=(pricer)
|
||||||
|
ValidImages+=(coordinator)
|
||||||
|
ValidImages+=(bookkeeper)
|
||||||
|
ValidImages+=(risk_manager)
|
||||||
|
ValidImages+=(quant)
|
||||||
|
ValidImages+=(trader)
|
||||||
|
|
||||||
|
ScriptPath=$(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 "***** ${0} D O N E"
|
||||||
|
|
||||||
|
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
+23
@@ -0,0 +1,23 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
|
||||||
|
if [ "${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 ${Cmd}
|
||||||
|
|
||||||
@@ -0,0 +1,10 @@
|
|||||||
|
aiohttp>=3.7.4.post0
|
||||||
|
nest-asyncio>=1.5.5
|
||||||
|
hjson>=3.1.0
|
||||||
|
sortedcontainers>=2.4.0
|
||||||
|
redis>=5.0.8
|
||||||
|
python-dateutil>=2.8.2
|
||||||
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
|
debugpy>=1.8.13
|
||||||
@@ -0,0 +1,183 @@
|
|||||||
|
# CVTT Microservices
|
||||||
|
services:
|
||||||
|
trader:
|
||||||
|
image: cloud21.cvtt.vpn:5500/trader:${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: ${ACGW_ADD_ARGS:-}
|
||||||
|
volumes:
|
||||||
|
- ./config:/config
|
||||||
|
- ./logs:/logs
|
||||||
|
depends_on:
|
||||||
|
- redis
|
||||||
|
|
||||||
|
redis:
|
||||||
|
image: redis:latest
|
||||||
|
container_name: redis-cvtt
|
||||||
|
ports:
|
||||||
|
- "16379:6379"
|
||||||
|
volumes:
|
||||||
|
- ./data/redis:/data
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
+15
@@ -0,0 +1,15 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/market_gateways/md_gateway.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${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 ${Cmd}
|
||||||
|
|
||||||
+2
@@ -5,3 +5,5 @@ sortedcontainers>=2.4.0
|
|||||||
redis>=5.0.8
|
redis>=5.0.8
|
||||||
python-dateutil>=2.8.2
|
python-dateutil>=2.8.2
|
||||||
types-python-dateutil>=2.8.19.6
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
+15
@@ -0,0 +1,15 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/market_gateways/order_entry_gateway.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${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 ${Cmd}
|
||||||
|
|
||||||
+3
-7
@@ -2,14 +2,10 @@ aiohttp>=3.7.4.post0
|
|||||||
nest-asyncio>=1.5.5
|
nest-asyncio>=1.5.5
|
||||||
hjson>=3.1.0
|
hjson>=3.1.0
|
||||||
sortedcontainers>=2.4.0
|
sortedcontainers>=2.4.0
|
||||||
pandas>=1.5.3
|
|
||||||
#
|
|
||||||
redis>=5.0.8
|
redis>=5.0.8
|
||||||
#
|
|
||||||
python-dateutil>=2.8.2
|
python-dateutil>=2.8.2
|
||||||
types-python-dateutil>=2.8.19.6
|
types-python-dateutil>=2.8.19.6
|
||||||
#
|
cryptography>=43.0.0
|
||||||
psycopg>=3.2.1
|
PyJWT>=2.10.1
|
||||||
psycopg-binary>=3.2.1
|
|
||||||
psycopg2-binary>=2.9.6
|
|
||||||
|
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
Executable
+14
@@ -0,0 +1,14 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/pricer/pricer.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
|
||||||
|
Cmd+=" --log_file=${LogDir}/${PXER_LOG_FILE:-%T.pricer.log}"
|
||||||
|
|
||||||
|
Cmd+=" ${PXER_ADD_ARGS}"
|
||||||
|
echo ${Cmd}
|
||||||
|
exec ${Cmd}
|
||||||
|
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
aiohttp>=3.7.4.post0
|
||||||
|
nest-asyncio>=1.5.5
|
||||||
|
hjson>=3.1.0
|
||||||
|
sortedcontainers>=2.4.0
|
||||||
|
redis>=5.0.8
|
||||||
|
python-dateutil>=2.8.2
|
||||||
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
Executable
+14
@@ -0,0 +1,14 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/quant/quant.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
|
||||||
|
Cmd+=" --log_file=${LogDir}/${QUANT_LOG_FILE}"
|
||||||
|
|
||||||
|
Cmd+=" ${QUANT_ADD_ARGS}"
|
||||||
|
echo ${Cmd}
|
||||||
|
exec ${Cmd}
|
||||||
|
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
aiohttp>=3.7.4.post0
|
||||||
|
nest-asyncio>=1.5.5
|
||||||
|
hjson>=3.1.0
|
||||||
|
sortedcontainers>=2.4.0
|
||||||
|
redis>=5.0.8
|
||||||
|
python-dateutil>=2.8.2
|
||||||
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
@@ -0,0 +1,3 @@
|
|||||||
|
.git
|
||||||
|
**/__pycache__
|
||||||
|
.pipenv
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
+14
@@ -0,0 +1,14 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/risk_manager/risk_manager.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${CONFIG_FILE}"
|
||||||
|
Cmd+=" --log_file=${LogDir}/${RMGR_LOG_FILE}"
|
||||||
|
|
||||||
|
Cmd+=" ${RMGR_ADD_ARGS}"
|
||||||
|
echo ${Cmd}
|
||||||
|
exec ${Cmd}
|
||||||
|
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
aiohttp>=3.7.4.post0
|
||||||
|
nest-asyncio>=1.5.5
|
||||||
|
hjson>=3.1.0
|
||||||
|
sortedcontainers>=2.4.0
|
||||||
|
redis>=5.0.8
|
||||||
|
python-dateutil>=2.8.2
|
||||||
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
@@ -0,0 +1,3 @@
|
|||||||
|
.git
|
||||||
|
**/__pycache__
|
||||||
|
.pipenv
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
Executable
+14
@@ -0,0 +1,14 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/microservices/trader/trader.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${CONFIG_FILE:-/config/cvtt_musvc.cfg}"
|
||||||
|
Cmd+=" --log_file=${LogDir}/${TRDR_LOG_FILE}"
|
||||||
|
|
||||||
|
Cmd+=" ${TRDR_ADD_ARGS}"
|
||||||
|
echo ${Cmd}
|
||||||
|
exec ${Cmd}
|
||||||
|
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
aiohttp>=3.7.4.post0
|
||||||
|
nest-asyncio>=1.5.5
|
||||||
|
hjson>=3.1.0
|
||||||
|
sortedcontainers>=2.4.0
|
||||||
|
redis>=5.0.8
|
||||||
|
python-dateutil>=2.8.2
|
||||||
|
types-python-dateutil>=2.8.19.6
|
||||||
|
cryptography>=43.0.0
|
||||||
|
PyJWT>=2.10.1
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
COPY requirements.txt /
|
||||||
|
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
COPY cvttpy /cvttpy
|
||||||
|
|
||||||
|
RUN mkdir -p /logs /config /data
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/
|
||||||
|
|
||||||
|
COPY entrypoint.sh /entrypoint.sh
|
||||||
|
RUN chmod +x /entrypoint.sh
|
||||||
|
|
||||||
|
ENTRYPOINT ["/entrypoint.sh"]
|
||||||
@@ -0,0 +1 @@
|
|||||||
|
0.0.1
|
||||||
Executable
+87
@@ -0,0 +1,87 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
# --- Settings
|
||||||
|
RegistryService=cloud21.cvtt.vpn:5500
|
||||||
|
ImageName=trading_simulator
|
||||||
|
BashFunctionCode=$(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 "***** ${0} D O N E"
|
||||||
|
|
||||||
|
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
TRDSIM_VERSION=0.0.1
|
||||||
|
|
||||||
|
CONFIG_SERVICE=cloud16.cvtt.vpn:6789
|
||||||
|
CONFIG_FILE="/config/simulation.cfg"
|
||||||
|
|
||||||
|
TRDSIM_USER=1001:1001
|
||||||
|
|
||||||
|
TRDSIM_LOG_FILE=%T.trading_simulator.log
|
||||||
|
TRDSIM_ADD_ARGS=
|
||||||
@@ -0,0 +1,131 @@
|
|||||||
|
@var DATA_DIR=/home/oleg/develop/simulation/data
|
||||||
|
|
||||||
|
@var FROM_TIME="2024-11-14 13:30:00"
|
||||||
|
@var INTERVAL="18 minutes"
|
||||||
|
# @var INTERVAL="5 minutes"
|
||||||
|
|
||||||
|
{
|
||||||
|
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
|
||||||
|
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
|
||||||
|
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
|
||||||
|
, "comm_settings": "/comm/pubsub/redis/localhost"
|
||||||
|
, "simulation": {
|
||||||
|
# "speed_factor": 1.0,
|
||||||
|
"speed_factor": 0.0,
|
||||||
|
"time_events_interval_ms": 0
|
||||||
|
}
|
||||||
|
, "market_simulator" : {
|
||||||
|
"initial_positions": {
|
||||||
|
"exchange": "COINBASE",
|
||||||
|
"assets": {
|
||||||
|
"BTC": 0.5
|
||||||
|
, "ETH": 0.0
|
||||||
|
, "USD": 10_000.0
|
||||||
|
}
|
||||||
|
}
|
||||||
|
, "market_data": {
|
||||||
|
"sources": [
|
||||||
|
{
|
||||||
|
"loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
|
||||||
|
, "file_name": "${DATA_DIR}/20250422.CNBS.BTC_USD.db"
|
||||||
|
, "table_name": "md_trades"
|
||||||
|
, "columns": [
|
||||||
|
"tstamp"
|
||||||
|
, "tstamp_ns as tm" # must have tm for DataFrame
|
||||||
|
, "tstamp_ns as local_time_ns" # must have for simrunner
|
||||||
|
, "exchange_id"
|
||||||
|
, "instrument_id"
|
||||||
|
, "px"
|
||||||
|
, "qty"
|
||||||
|
, "trade_id"
|
||||||
|
, "condition as agressor_side"
|
||||||
|
]
|
||||||
|
, "time_column": "tstamp"
|
||||||
|
, "exchange_id": "COINBASE"
|
||||||
|
, "instruments": ["PAIR-BTC-USD"]
|
||||||
|
, "md_type": "TRADES"
|
||||||
|
}
|
||||||
|
# , {
|
||||||
|
# "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
|
||||||
|
# , "credentials_key": "TSDB_MD_CVTTDATA_RO"
|
||||||
|
# , "interval": ${INTERVAL}
|
||||||
|
# , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
|
||||||
|
# , "exchange_id": "COINBASE"
|
||||||
|
# , "instruments": ["PAIR-BTC-USD"]
|
||||||
|
# , "md_type": "BOOK_TOP"
|
||||||
|
# , "table_name": "coinbase.md_booktops"
|
||||||
|
# , "columns": [
|
||||||
|
# "time",
|
||||||
|
# "local_time_ns",
|
||||||
|
# "exchange_id",
|
||||||
|
# "instrument_id",
|
||||||
|
# "bid_price",
|
||||||
|
# "bid_quantity",
|
||||||
|
# "ask_price",
|
||||||
|
# "ask_quantity",
|
||||||
|
# "'BT' as type",
|
||||||
|
# ]
|
||||||
|
# , "time_column": "time"
|
||||||
|
# }
|
||||||
|
]
|
||||||
|
, "api": {
|
||||||
|
"web_socket": {
|
||||||
|
"url": "ws://localhost:8080/ws"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
, "order_entry": {
|
||||||
|
"execution": {
|
||||||
|
"execute_on": ["BOOK_TOP", "TRADES"]
|
||||||
|
"top_only": true
|
||||||
|
,"min_order_age_sec": 0.1
|
||||||
|
, "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
|
||||||
|
|
||||||
|
, "short_sale_allowed": false
|
||||||
|
, "fee_schedule": {
|
||||||
|
"taker_fee_rate": 0.006
|
||||||
|
"maker_fee_rate": 0.004
|
||||||
|
}
|
||||||
|
# , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
|
||||||
|
}
|
||||||
|
, "api": {
|
||||||
|
"web_socket": {
|
||||||
|
"url": "ws://localhost:8180/ws"
|
||||||
|
}
|
||||||
|
, "REST": {
|
||||||
|
"port": 8181
|
||||||
|
"new_order_url": ["POST", "http://localhost:8181/order"]
|
||||||
|
, "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
|
||||||
|
, "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
|
||||||
|
, "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
|
||||||
|
, "order_status_url": ["GET", "http://localhost:8181/order_status"]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
, "accounting": {
|
||||||
|
"api": {
|
||||||
|
"REST": {
|
||||||
|
"port": 8182
|
||||||
|
, "positions_url": ["GET", "http://localhost:8182/positions"]
|
||||||
|
, "trades_url": ["GET", "http://localhost:8182/trades"]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
, "external_participants": [
|
||||||
|
{
|
||||||
|
"class": "cvttpy.apps.trading_simulator.participants.external_strategy.ExternalStrategySim"
|
||||||
|
"params": {
|
||||||
|
"reader": {
|
||||||
|
"source": "file:///home/oleg/develop/cvtt2/simulation/trading_instructions.json"
|
||||||
|
}
|
||||||
|
"listener": {
|
||||||
|
# communicate with coordinator
|
||||||
|
"coordinator_url": "http://localhost:12345"
|
||||||
|
, "book_id": "TESTBK_COINBS_01"
|
||||||
|
, "strategy_id": "DUMMY_STRATEGY"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
@@ -0,0 +1,16 @@
|
|||||||
|
# CVTT Microservices
|
||||||
|
services:
|
||||||
|
trdsim:
|
||||||
|
image: cloud21.cvtt.vpn:5500/trading_simulator:${TRDSIM_VERSION}
|
||||||
|
container_name: trading_simulator
|
||||||
|
pull_policy: always
|
||||||
|
user: ${TRDSIM_USER:-1001:1001}
|
||||||
|
environment:
|
||||||
|
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
|
||||||
|
CONFIG_FILE: ${CONFIG_FILE:-http://${CONFIG_SERVICE}/apps/cvtt_musvc}
|
||||||
|
TRDSIM_LOG_FILE: ${TRDSIM_LOG_FILE:-%T.trader.log}
|
||||||
|
TRDSIM_ADD_ARGS: ${TRDSIM_ADD_ARGS:-}
|
||||||
|
volumes:
|
||||||
|
- ./config:/config
|
||||||
|
- ./data:/data
|
||||||
|
- ./logs:/logs
|
||||||
Executable
+16
@@ -0,0 +1,16 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
LogDir=/logs
|
||||||
|
|
||||||
|
Cmd="python3.12"
|
||||||
|
Cmd+=" cvttpy/apps/trading_simulator/main.py"
|
||||||
|
|
||||||
|
Cmd+=" --config=${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}
|
||||||
|
|
||||||
@@ -0,0 +1,10 @@
|
|||||||
|
aiohttp>=3.7.4.post0
|
||||||
|
nest-asyncio>=1.5.5
|
||||||
|
hjson>=3.1.0
|
||||||
|
sortedcontainers>=2.4.0
|
||||||
|
pandas>=1.5.3
|
||||||
|
# redis>=5.0.8
|
||||||
|
# python-dateutil>=2.8.2
|
||||||
|
# types-python-dateutil>=2.8.19.6
|
||||||
|
# cryptography>=43.0.0
|
||||||
|
# PyJWT>=2.10.1
|
||||||
@@ -1,74 +0,0 @@
|
|||||||
#!/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 ${Cmd}
|
|
||||||
@@ -25,7 +25,7 @@ ImageDir=${HOME}/docker_images
|
|||||||
mkdir -p ${ImageDir}
|
mkdir -p ${ImageDir}
|
||||||
|
|
||||||
|
|
||||||
Version=$(cat ${RootDir}/${Project}/release_version.txt | awk -F, '{print $1}')
|
Version=$(cat ${RootDir}/${Project}/VERSION | awk -F, '{print $1}')
|
||||||
# Version=${ProjectVersion}
|
# Version=${ProjectVersion}
|
||||||
|
|
||||||
cd ${RootDir}
|
cd ${RootDir}
|
||||||
|
|||||||
Executable
+76
@@ -0,0 +1,76 @@
|
|||||||
|
#!/bin/bash
|
||||||
|
|
||||||
|
get_project_version() {
|
||||||
|
Project=${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
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
@@ -1,7 +0,0 @@
|
|||||||
{
|
|
||||||
"__dummy__": null
|
|
||||||
, "ALPACA_SANDBOX": {
|
|
||||||
"api_key": "PKLZSLFZMFMN1R28K9HK"
|
|
||||||
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -1,46 +0,0 @@
|
|||||||
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 ${FROM_DIR}/alpaca_md_day.sh /alpaca_md_day.sh
|
|
||||||
|
|
||||||
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
|
|
||||||
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
|
|
||||||
COPY docker_dev/shared/known_hosts /root/.ssh/known_hosts
|
|
||||||
|
|
||||||
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub /root/.ssh/known_hosts
|
|
||||||
|
|
||||||
|
|
||||||
# Shared Volumes
|
|
||||||
RUN mkdir -p /app/data
|
|
||||||
RUN mkdir /logs
|
|
||||||
RUN chmod +x /alpaca_md_day.sh
|
|
||||||
|
|
||||||
WORKDIR /
|
|
||||||
SHELL ["/bin/bash", "-c"]
|
|
||||||
ENV PYTHONPATH=/
|
|
||||||
ENTRYPOINT [ "/alpaca_md_day.sh" ]
|
|
||||||
|
|
||||||
# CMD [ "echo", "alpaca_md_day"]
|
|
||||||
@@ -1,116 +0,0 @@
|
|||||||
# Build/Dev Host
|
|
||||||
## Build
|
|
||||||
```bash
|
|
||||||
Version=$(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
|
|
||||||
```
|
|
||||||
|
|
||||||
@@ -1,138 +0,0 @@
|
|||||||
#!/bin/bash
|
|
||||||
|
|
||||||
# --- Settings
|
|
||||||
export PYTHONPATH=/
|
|
||||||
export Python=python3.12
|
|
||||||
export Config=http://cloud16.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
|
|
||||||
|
|
||||||
@@ -1,7 +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
|
|
||||||
@@ -1,7 +0,0 @@
|
|||||||
{
|
|
||||||
"__dummy__": null
|
|
||||||
, "ALPACA_SANDBOX": {
|
|
||||||
"api_key": "PKLZSLFZMFMN1R28K9HK"
|
|
||||||
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -15,14 +15,14 @@ RUN apt-get update && apt-get install -y \
|
|||||||
# must be from disted version
|
# must be from disted version
|
||||||
COPY cvtt-rust/bin/alpaca_md_hbar_loader /
|
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 ${FROM_DIR}/alpaca_hbar.sh /alpaca_hbar.sh
|
||||||
|
|
||||||
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
|
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/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
|
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
# Shared Volumes
|
# Shared Volumes
|
||||||
|
|||||||
@@ -43,10 +43,6 @@ while getopts ":d:N:" opt; do
|
|||||||
esac
|
esac
|
||||||
done
|
done
|
||||||
|
|
||||||
# if [ -z ${Symbols} ] ; then
|
|
||||||
# echo "symbols are not specified"
|
|
||||||
# usage
|
|
||||||
# fi
|
|
||||||
|
|
||||||
mkdir -p ${OutputDir}
|
mkdir -p ${OutputDir}
|
||||||
mkdir -p ${LogDir}
|
mkdir -p ${LogDir}
|
||||||
@@ -54,7 +50,7 @@ mkdir -p ${LogDir}
|
|||||||
|
|
||||||
echo "CommandLine: ${*}"
|
echo "CommandLine: ${*}"
|
||||||
|
|
||||||
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
|
export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
|
||||||
|
|
||||||
|
|
||||||
if [ -z ${Start} ] ; then
|
if [ -z ${Start} ] ; then
|
||||||
@@ -97,13 +93,15 @@ done
|
|||||||
|
|
||||||
Source=/data/
|
Source=/data/
|
||||||
Targets=
|
Targets=
|
||||||
Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/equity"
|
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity"
|
||||||
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
|
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
|
||||||
|
|
||||||
|
|
||||||
for tgt in ${Targets}
|
for tgt in ${Targets}
|
||||||
do
|
do
|
||||||
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
|
Cmd="/usr/bin/rsync -ahv"
|
||||||
|
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||||
|
Cmd+=" ${Source} ${tgt}"
|
||||||
echo $Cmd
|
echo $Cmd
|
||||||
eval $Cmd
|
eval $Cmd
|
||||||
done
|
done
|
||||||
|
|||||||
@@ -1,7 +0,0 @@
|
|||||||
{
|
|
||||||
"__dummy__": null
|
|
||||||
, "ALPACA_SANDBOX": {
|
|
||||||
"api_key": "PKLZSLFZMFMN1R28K9HK"
|
|
||||||
, "secret_key": "SKbxwLWJNs4kpn618DgGaopN6x1xzKwLM4Z7aymA"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -16,14 +16,13 @@ RUN apt-get update && apt-get install -y \
|
|||||||
# must be from disted version
|
# must be from disted version
|
||||||
COPY cvtt-rust/bin/alpaca_md_qat_loader /
|
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 ${FROM_DIR}/alpaca_qat.sh /alpaca_qat.sh
|
||||||
|
|
||||||
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
|
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/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
|
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
|
||||||
|
|
||||||
|
|
||||||
# Shared Volumes
|
# Shared Volumes
|
||||||
|
|||||||
@@ -54,7 +54,7 @@ mkdir -p ${LogDir}
|
|||||||
|
|
||||||
echo "CommandLine: ${*}"
|
echo "CommandLine: ${*}"
|
||||||
|
|
||||||
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
|
export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
|
||||||
|
|
||||||
|
|
||||||
if [ -z ${Start} ] ; then
|
if [ -z ${Start} ] ; then
|
||||||
@@ -95,13 +95,15 @@ done
|
|||||||
|
|
||||||
Source=/data/
|
Source=/data/
|
||||||
Targets=
|
Targets=
|
||||||
Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/equity"
|
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity"
|
||||||
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
|
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity"
|
||||||
|
|
||||||
|
|
||||||
for tgt in ${Targets}
|
for tgt in ${Targets}
|
||||||
do
|
do
|
||||||
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
|
Cmd="/usr/bin/rsync -ahv"
|
||||||
|
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||||
|
Cmd+=" ${Source} ${tgt}"
|
||||||
echo $Cmd
|
echo $Cmd
|
||||||
eval $Cmd
|
eval $Cmd
|
||||||
done
|
done
|
||||||
|
|||||||
@@ -1,17 +0,0 @@
|
|||||||
{
|
|
||||||
"__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"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -6,7 +6,6 @@ COPY ${FROM_DIR}/requirements.txt /
|
|||||||
|
|
||||||
|
|
||||||
COPY cvttpy /cvttpy
|
COPY cvttpy /cvttpy
|
||||||
COPY ${FROM_DIR}/.creds /.creds
|
|
||||||
COPY ${FROM_DIR}/crypto_md_day.sh /crypto_md_day.sh
|
COPY ${FROM_DIR}/crypto_md_day.sh /crypto_md_day.sh
|
||||||
|
|
||||||
RUN pip install --upgrade pip --root-user-action=ignore
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
@@ -19,9 +18,8 @@ RUN apt-get update && apt-get install -y rsync openssh-client
|
|||||||
|
|
||||||
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
|
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
|
||||||
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
|
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
|
||||||
COPY docker_dev/shared/known_hosts /root/.ssh/known_hosts
|
|
||||||
|
|
||||||
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub /root/.ssh/known_hosts
|
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
|
||||||
|
|
||||||
|
|
||||||
# Shared Volumes
|
# Shared Volumes
|
||||||
|
|||||||
@@ -1,7 +1,7 @@
|
|||||||
# Build/Dev Host
|
# Build/Dev Host
|
||||||
## Build
|
## Build
|
||||||
```bash
|
```bash
|
||||||
Version=$(cat /home/oleg/develop/cvtt2/cvttpy/release_version.txt)
|
Version=$(cat /home/oleg/develop/cvtt2/cvttpy/VERSION)
|
||||||
|
|
||||||
cd /home/oleg/develop/cvtt2
|
cd /home/oleg/develop/cvtt2
|
||||||
docker build -t crypto_md_day -t crypto_md_day:${Version} -f docker_dev/crypto_md_day/Dockerfile .
|
docker build -t crypto_md_day -t crypto_md_day:${Version} -f docker_dev/crypto_md_day/Dockerfile .
|
||||||
|
|||||||
@@ -51,16 +51,16 @@ fi
|
|||||||
export PYTHONPATH=/
|
export PYTHONPATH=/
|
||||||
|
|
||||||
Cmd="python3.12"
|
Cmd="python3.12"
|
||||||
Cmd="${Cmd} cvttpy/research/utils/archive_ts_md.py"
|
Cmd+=" cvttpy/research/utils/archive_ts_md.py"
|
||||||
Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
|
Cmd+=" --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
|
||||||
Cmd="${Cmd} --db_credentials_key=${CredKey}"
|
Cmd+=" --db_credentials_key=${CredKey}"
|
||||||
Cmd="${Cmd} --credentials_file=/.creds"
|
Cmd+=" --credentials_file=/.creds"
|
||||||
Cmd="${Cmd} --date=${Date}"
|
Cmd+=" --date=${Date}"
|
||||||
Cmd="${Cmd} --schemas=${Schemas}"
|
Cmd+=" --schemas=${Schemas}"
|
||||||
Cmd="${Cmd} --root_dir=/app/data/${DbHost}"
|
Cmd+=" --root_dir=/app/data/${DbHost}"
|
||||||
Cmd="${Cmd} --format=SQLite"
|
Cmd+=" --format=SQLite"
|
||||||
Cmd="${Cmd} --compress"
|
Cmd+=" --compress"
|
||||||
# Cmd="${Cmd} --log_file=/logs/%T.crypto_md_day.log"
|
# Cmd+=" --log_file=/logs/%T.crypto_md_day.log"
|
||||||
|
|
||||||
echo ${Cmd}
|
echo ${Cmd}
|
||||||
eval ${Cmd}
|
eval ${Cmd}
|
||||||
@@ -69,13 +69,14 @@ echo "Data Sync"
|
|||||||
|
|
||||||
Source=/app/data/
|
Source=/app/data/
|
||||||
Targets=
|
Targets=
|
||||||
Targets="${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@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto"
|
||||||
|
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto"
|
||||||
|
|
||||||
for tgt in ${Targets}
|
for tgt in ${Targets}
|
||||||
do
|
do
|
||||||
Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
|
Cmd="/usr/bin/rsync -ahv"
|
||||||
|
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||||
|
Cmd+=" ${Source} ${tgt}"
|
||||||
echo $Cmd
|
echo $Cmd
|
||||||
eval $Cmd
|
eval $Cmd
|
||||||
done
|
done
|
||||||
|
|||||||
@@ -1,28 +0,0 @@
|
|||||||
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" ]
|
|
||||||
|
|
||||||
@@ -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"
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -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
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
@@ -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"
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -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
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
@@ -1,70 +0,0 @@
|
|||||||
#!/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=cloud16.cvtt.vpn
|
|
||||||
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}
|
|
||||||
|
|
||||||
|
|
||||||
@@ -13,7 +13,7 @@ RUN pip install --upgrade pip --root-user-action=ignore
|
|||||||
RUN pip install -r /requirements.txt --root-user-action=ignore
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
COPY cvttpy /cvttpy
|
COPY cvttpy /cvttpy
|
||||||
COPY ${FROM_DIR}/.creds /.creds
|
# COPY ${FROM_DIR}/.creds /.creds
|
||||||
COPY ${FROM_DIR}/run_mdr_monitor.sh /run_mdr_monitor.sh
|
COPY ${FROM_DIR}/run_mdr_monitor.sh /run_mdr_monitor.sh
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -32,8 +32,7 @@ if [ "${2}" != "" ]; then
|
|||||||
fi
|
fi
|
||||||
|
|
||||||
|
|
||||||
# ConfigServer=cloud16.cvtt.vpn
|
ConfigServer=cloud16.cvtt.vpn:6789
|
||||||
ConfigServer=cloud23.cvtt.vpn:6789
|
|
||||||
|
|
||||||
Cmd="python3.12"
|
Cmd="python3.12"
|
||||||
Cmd="${Cmd} cvttpy/apps/md/md_rec_monitor.py"
|
Cmd="${Cmd} cvttpy/apps/md/md_rec_monitor.py"
|
||||||
|
|||||||
@@ -0,0 +1,10 @@
|
|||||||
|
{
|
||||||
|
"__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"
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -1,7 +1,10 @@
|
|||||||
FROM python:3.12-slim
|
FROM python:3.12-slim
|
||||||
|
ARG FROM_DIR=docker_dev/market_data/relative_liquidity
|
||||||
|
|
||||||
WORKDIR /
|
WORKDIR /
|
||||||
COPY docker_dev/relative_liquidity/requirements.txt /
|
COPY ${FROM_DIR}/.creds /.creds
|
||||||
|
COPY ${FROM_DIR}/requirements.txt /requirements.txt
|
||||||
|
|
||||||
RUN pip install --upgrade pip --root-user-action=ignore
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
RUN pip install -r /requirements.txt --root-user-action=ignore
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
@@ -15,19 +18,9 @@ ENV PYTHONPATH=/
|
|||||||
CMD [ \
|
CMD [ \
|
||||||
"python3.12", \
|
"python3.12", \
|
||||||
"cvttpy/apps/md/rel_lqdt_server.py", \
|
"cvttpy/apps/md/rel_lqdt_server.py", \
|
||||||
|
"--config=http://cloud16.cvtt.vpn:6789/apps/minimal_md_eqt", \
|
||||||
|
"--credentials_file=/.creds", \
|
||||||
"--port=5678", \
|
"--port=5678", \
|
||||||
"--db_file=/app/data/rel_liquidity.db", \
|
"--db_file=/app/data/rel_liquidity.db", \
|
||||||
"--log_file=/logs/%T.REL_LIQUIDITY_SVC.log" \
|
"--log_file=/logs/%D.REL_LIQUIDITY_SVC.log" \
|
||||||
]
|
]
|
||||||
|
|
||||||
|
|
||||||
# Cmd="docker run"
|
|
||||||
# Cmd="${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"
|
|
||||||
|
|
||||||
|
|||||||
@@ -3,4 +3,4 @@ nest-asyncio>=1.5.5
|
|||||||
numpy>=1.24.1
|
numpy>=1.24.1
|
||||||
hjson>=3.1.0
|
hjson>=3.1.0
|
||||||
pandas>=1.5.3
|
pandas>=1.5.3
|
||||||
# sortedcontainers>=2.4.0
|
sortedcontainers>=2.4.0
|
||||||
@@ -1 +0,0 @@
|
|||||||
0.0.4,crypto_exch_stats
|
|
||||||
@@ -1,7 +1,9 @@
|
|||||||
FROM python:3.12-slim
|
FROM python:3.12-slim
|
||||||
|
|
||||||
|
ARG FROM_DIR=./docker_dev/research/crypto_exch_stats
|
||||||
|
|
||||||
WORKDIR /
|
WORKDIR /
|
||||||
COPY docker_dev/research/crypto_exch_stats/requirements.txt /
|
COPY ${FROM_DIR}/requirements.txt /
|
||||||
|
|
||||||
RUN pip install --upgrade pip --root-user-action=ignore
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
RUN pip install -r /requirements.txt --root-user-action=ignore
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
@@ -16,7 +18,7 @@ ENV PYTHONPATH=/
|
|||||||
CMD [ \
|
CMD [ \
|
||||||
"python3.12", \
|
"python3.12", \
|
||||||
"cvttpy/apps//research/exchange_trading_stats.py", \
|
"cvttpy/apps//research/exchange_trading_stats.py", \
|
||||||
"--config=http://cloud23.cvtt.vpn:6789/apps/tests/listen_market_data", \
|
"--config=http://cloud16.cvtt.vpn:6789/apps/tests/listen_market_data", \
|
||||||
"--active_exchanges=OKX,GEMINI,BITSTAMP,COINBASE_AT,BNBSPOT,KRAKEN", \
|
"--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", \
|
"--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", \
|
"--db_file=/app/data/exchange_trading_stats.db", \
|
||||||
|
|||||||
@@ -1,6 +0,0 @@
|
|||||||
|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
|
|
||||||
@@ -0,0 +1,49 @@
|
|||||||
|
FROM codercom/code-server:latest
|
||||||
|
|
||||||
|
ARG FROM_DIR=./
|
||||||
|
USER root
|
||||||
|
# Update the package list and install required packages
|
||||||
|
RUN sudo apt-get update && apt-get install -y \
|
||||||
|
apt-utils \
|
||||||
|
rsync \
|
||||||
|
openssh-client \
|
||||||
|
software-properties-common \
|
||||||
|
build-essential \
|
||||||
|
zlib1g-dev \
|
||||||
|
libncurses5-dev \
|
||||||
|
libgdbm-dev \
|
||||||
|
libnss3-dev \
|
||||||
|
libssl-dev \
|
||||||
|
libreadline-dev \
|
||||||
|
libffi-dev \
|
||||||
|
libsqlite3-dev \
|
||||||
|
libbz2-dev \
|
||||||
|
curl \
|
||||||
|
wget \
|
||||||
|
jq
|
||||||
|
|
||||||
|
# ----------------------------------------
|
||||||
|
RUN mkdir -p /tmp
|
||||||
|
WORKDIR /tmp
|
||||||
|
RUN wget https://www.python.org/ftp/python/3.12.5/Python-3.12.5.tgz
|
||||||
|
|
||||||
|
RUN tar -xf Python-3.12.5.tgz
|
||||||
|
WORKDIR /tmp/Python-3.12.5
|
||||||
|
|
||||||
|
RUN ./configure --enable-optimizations --prefix=/usr
|
||||||
|
RUN make -j$(nproc)
|
||||||
|
RUN make altinstall
|
||||||
|
|
||||||
|
# ----------------------------------------
|
||||||
|
RUN rm /usr/bin/python3
|
||||||
|
RUN ln -s /usr/bin/python3.12 /usr/bin/python3
|
||||||
|
|
||||||
|
RUN ln -snf /usr/bin/pip3.12 /usr/bin/pip
|
||||||
|
|
||||||
|
COPY ./requirements.txt /
|
||||||
|
RUN pip install --upgrade pip --root-user-action=ignore
|
||||||
|
RUN pip install -r /requirements.txt --root-user-action=ignore
|
||||||
|
|
||||||
|
SHELL ["/bin/bash", "-c"]
|
||||||
|
|
||||||
|
WORKDIR /home/coder
|
||||||
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Reference in New Issue
Block a user