5 Commits

Author SHA1 Message Date
oleg 4e41960cc4 fix 2025-02-03 19:15:32 -05:00
oleg d09732de33 relative liquidity loads via http 2025-02-03 18:58:00 -05:00
oleg b79d3c3f04 fix 2025-02-03 15:32:47 -05:00
oleg 0502a687ed using HA trading-calendar 2025-02-03 15:14:01 -05:00
oleg 863f09d0b9 fix 2025-02-02 23:06:02 -05:00
16 changed files with 29 additions and 40 deletions
+1 -1
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@@ -1 +1 @@
0.1.6,fix
0.2.1,relative liquidity loads via http
+1 -1
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@@ -50,7 +50,7 @@ mkdir -p ${LogDir}
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
+1 -1
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@@ -54,7 +54,7 @@ mkdir -p ${LogDir}
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 ${Start} ] ; then
+1 -1
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@@ -52,7 +52,7 @@ export PYTHONPATH=/
Cmd="python3.12"
Cmd="${Cmd} cvttpy/research/utils/archive_ts_md.py"
Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/md_recorder"
Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
Cmd="${Cmd} --db_credentials_key=${CredKey}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --date=${Date}"
+1 -1
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@@ -26,7 +26,7 @@ if ! is_valid "${job}"; then
usage
fi
ConfigServer=cloud23.cvtt.vpn:6789
ConfigServer=cloud16.cvtt.vpn:6789
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/md/md_recorder.py"
@@ -32,7 +32,7 @@ if [ "${2}" != "" ]; then
fi
ConfigServer=cloud23.cvtt.vpn:6789
ConfigServer=cloud16.cvtt.vpn:6789
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/md/md_rec_monitor.py"
+2 -13
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@@ -1,7 +1,7 @@
FROM python:3.12-slim
WORKDIR /
COPY docker_dev/relative_liquidity/requirements.txt /
COPY docker_dev/market_data/relative_liquidity/requirements.txt /requirements.txt
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
@@ -15,19 +15,8 @@ ENV PYTHONPATH=/
CMD [ \
"python3.12", \
"cvttpy/apps/md/rel_lqdt_server.py", \
"--config=http://cloud16.cvtt.vpn:6789/apps/minimal_md_eqt", \
"--port=5678", \
"--db_file=/app/data/rel_liquidity.db", \
"--log_file=/logs/%T.REL_LIQUIDITY_SVC.log" \
]
# Cmd="docker run"
# Cmd="${Cmd} -d"
# Cmd="${Cmd} --rm"
# Cmd="${Cmd} --pull=always"
# Cmd="${Cmd} --name=relative_liquidity_svc"
# Cmd="${Cmd} -p 5678:5678"
# Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
# Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
# Cmd="${Cmd} cloud21.cvtt.vpn:5500/relative_liquidity:latest"
@@ -3,4 +3,4 @@ nest-asyncio>=1.5.5
numpy>=1.24.1
hjson>=3.1.0
pandas>=1.5.3
# sortedcontainers>=2.4.0
sortedcontainers>=2.4.0
+1 -1
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@@ -18,7 +18,7 @@ ENV PYTHONPATH=/
CMD [ \
"python3.12", \
"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", \
"--instruments=OKX:PAIR-BTC-USDT,GEMINI:PAIR-BTC-USD,BITSTAMP:PAIR-BTC-USD,COINBASE:PAIR-BTC-USD,BNBSPOT:PAIR-BTC-USDT,KRAKEN:PAIR-BTC-USD", \
"--db_file=/app/data/exchange_trading_stats.db", \
@@ -6,7 +6,7 @@
# runs on host to start container
usage() {
echo -n "Usage: $0"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7222)>"]
echo -n " [-z (compress log)"]
@@ -14,7 +14,7 @@ usage() {
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX
AdminPort=7222
COMPRESS_LOG=false
@@ -5,7 +5,7 @@
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNBOX)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-n <portal_name (MD_PORTAL_ALPACA)>]"
@@ -14,7 +14,7 @@ usage() {
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX
PortalName=MD_PORTAL_ALPACA_SNDBX
AdminPort=7220
+2 -2
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@@ -7,7 +7,7 @@ usage() {
echo -n " -S <strategy> (dflt: TRDALGO_001)"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7224)>"]
echo -n " [-z (compress log)"]
@@ -15,7 +15,7 @@ usage() {
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7224
Strategy=DAILY_STOCK_001
@@ -6,7 +6,7 @@
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo -n " [-z (compress log)"]
@@ -16,7 +16,7 @@ usage() {
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7223
Book=""
@@ -5,12 +5,12 @@
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo
exit 1
}
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
while getopts ":c:" opt; do
+2 -2
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@@ -10,7 +10,7 @@ usage() {
echo -n " -A <algo> (dflt: TRDALGO_001)"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo -n " [-z (compress log)"]
@@ -20,7 +20,7 @@ usage() {
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7226
Algo=TRDALGO_001
@@ -6,7 +6,7 @@
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config (dflt: http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo -n " [-z (compress log)"]
@@ -17,7 +17,7 @@ usage() {
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7225
Book=""
Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
Config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
COMPRESS_LOG=false