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31 Commits

Author SHA1 Message Date
oleg 62a335b292 merging 2025-05-01 20:15:02 -04:00
oleg 673b43c694 cleaning 2025-05-01 20:12:48 -04:00
Cryptoval2 39683bb1f5 . 2025-04-29 23:14:59 +00:00
Cryptoval2 634e8421a2 progress 2025-04-29 23:12:55 +00:00
oleg 84569a7c24 moved some to cvtt_docker 2025-04-25 17:52:29 -04:00
oleg 99e9516830 progress 2025-04-22 20:07:03 -04:00
oleg e1bc3ee663 musvc build fix 2025-04-22 19:24:10 -04:00
oleg ee25454664 bookkeeper bug fix 2025-04-22 18:53:14 -04:00
oleg 4aa4bd701a progress (UNTESTED) 2025-04-15 21:16:48 -04:00
oleg e1dd060929 progress (UNTESTED) 2025-04-15 21:13:42 -04:00
oleg b82666e434 global build functions 2025-04-09 18:08:21 -04:00
oleg f09865d3a3 docker compose based md_recorder 2025-04-09 17:55:33 -04:00
oleg 25073c2696 ADM-21, DEV-107 2025-04-06 19:18:45 -04:00
oleg 235b906a94 fix 2025-04-05 21:49:03 -04:00
oleg e898d0c8e4 fix 2025-04-05 21:46:07 -04:00
oleg c0bb8616f5 adding pricer 2025-04-05 21:42:54 -04:00
Cryptoval2 5e8bc4cf5d pricer added 2025-04-06 01:31:57 +00:00
Cryptoval2 6ca68092de merge 2025-04-06 01:24:33 +00:00
Cryptoval2 9bebe14e40 minor 2025-04-06 01:21:40 +00:00
Cryptoval Trading Technologies bbcc5a9541 progress 2025-04-06 01:19:45 +00:00
oleg 0cb9eeafd2 added version information to the image 2025-04-05 19:22:34 -04:00
oleg 25a262b01f DEV-98 improved build.sh for microservices 2025-04-03 22:56:06 -04:00
oleg fe1f229744 DEV-85 DEV-90 DEV-86 2025-03-28 18:07:14 -04:00
oleg 6dd31615c5 oe_gateway docker image build 2025-03-27 18:09:40 -04:00
oleg d0079d6f56 progress 2025-03-27 17:50:05 -04:00
oleg 930981b260 new microservices images 2025-03-27 17:20:52 -04:00
Cryptoval2 b78304b620 bug fix 2025-03-19 22:43:52 +00:00
oleg 87ae8f229c fix 2025-03-18 13:04:48 -04:00
oleg ffbf50606c exch_acct_cfgname for md_recorder 2025-03-17 20:10:39 -04:00
oleg 62d76b0f85 minor 2025-03-12 13:14:37 -04:00
oleg 3e1a22d572 minor 2025-02-07 12:49:41 -05:00
30 changed files with 516 additions and 523 deletions
+1 -1
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@@ -1 +1 @@
0.2.2,relative liquidity loads via http
0.2.7,new md_recorder build
-3
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@@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv
-22
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@@ -1,22 +0,0 @@
FROM python:3.12-slim
WORKDIR /
COPY docker_dev/config_service/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
# Shared Volumes
RUN mkdir -p /app/data
RUN mkdir /logs
ENV PYTHONPATH=/
CMD [ \
"python3.12", \
"cvttpy/apps/utils/config_server.py", \
"--port=6789", \
"--root=/app/data", \
"--log_file=/logs/%T.config_service.log" \
]
-42
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@@ -1,42 +0,0 @@
# Build/Dev Host
## Build
```bash
TgtHostname=cloud16.cvtt.vpn
Version=$(cat cvttpy/VERSION)
cd /home/oleg/develop/cvtt2
docker build -t config_service -t config_service:${Version} -f cvttpy/utils/docker/config_service/Dockerfile .
## Deploy
docker save -o /tmp/cvtt_config_service.img.tar config_service
scp /tmp/cvtt_config_service.img.tar cvtt@${TgtHostname}:/tmp/
ssh cvtt@${TgtHostname}
```
## On target Machine make sure user can use docker
```bash
sudo usermod -a -G docker cvtt
```
**Re-login as cvtt after adding cvtt to the group**
```bash
docker rm -f cvtt_config_service
docker load -i /tmp/cvtt_config_service.img.tar
docker run -d --name=cvtt_config_service -p 6789:6789 -v /home/cvtt/prod/config_service/data:/app/data -v /home/cvtt/prod/logs:/logs config_service
```
## Restarting
```bash
docker restart cvtt_config_service
```
# Useful Commands
```bash
docker images
docker ps -a
docker image rm <image>
docker rm <container>
docker exec -it <container> /bin/bash
```
-2
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@@ -1,2 +0,0 @@
aiohttp>=3.7.4.post0
nest-asyncio>=1.5.5
+76
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@@ -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
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@@ -24,7 +24,6 @@ COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
# Shared Volumes
RUN mkdir -p /data
RUN mkdir /logs
-1
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@@ -6,7 +6,6 @@ COPY ${FROM_DIR}/requirements.txt /
COPY cvttpy /cvttpy
# COPY ${FROM_DIR}/.creds /.creds
COPY ${FROM_DIR}/crypto_md_day.sh /crypto_md_day.sh
RUN pip install --upgrade pip --root-user-action=ignore
+10 -10
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@@ -51,16 +51,16 @@ fi
export PYTHONPATH=/
Cmd="python3.12"
Cmd="${Cmd} cvttpy/research/utils/archive_ts_md.py"
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}"
Cmd="${Cmd} --schemas=${Schemas}"
Cmd="${Cmd} --root_dir=/app/data/${DbHost}"
Cmd="${Cmd} --format=SQLite"
Cmd="${Cmd} --compress"
# Cmd="${Cmd} --log_file=/logs/%T.crypto_md_day.log"
Cmd+=" cvttpy/research/utils/archive_ts_md.py"
Cmd+=" --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
Cmd+=" --db_credentials_key=${CredKey}"
Cmd+=" --credentials_file=/.creds"
Cmd+=" --date=${Date}"
Cmd+=" --schemas=${Schemas}"
Cmd+=" --root_dir=/app/data/${DbHost}"
Cmd+=" --format=SQLite"
Cmd+=" --compress"
# Cmd+=" --log_file=/logs/%T.crypto_md_day.log"
echo ${Cmd}
eval ${Cmd}
-3
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@@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv
-27
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@@ -1,27 +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}/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 +1,206 @@
{
"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
}
}
}
}
-7
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@@ -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
@@ -1,69 +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: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 ${Cmd}
-52
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@@ -1,52 +0,0 @@
version: "3.9"
services:
md_gateway:
image: cloud21.cvtt.vpn:5500/md_gateway:latest
container_name: md_gateway
environment:
- REDIS_HOST=redis
volumes:
- ./.creds:/.creds
- ./config:/config
- ./logs:/logs
- ./data:/data
depends_on:
- redis
tester:
image: cloud21.cvtt.vpn:5500/tester:latest
container_name: tester
environment:
- REDIS_HOST=redis
volumes:
- ./config:/config
- ./logs:/logs
- ./data:/data
depends_on:
- redis
- md_gateway
redis:
image: redis:latest
container_name: redis
ports:
- "6379:6379"
volumes:
- ./data/redis:/data
# test_program:
# image: your_test_program_image:latest
# container_name: test_program
# environment:
# - REDIS_HOST=redis
# volumes:
# - ./config:/shared/config
# - ./logs:/shared/logs
# depends_on:
# - market_data_gateway
# - redis
# volumes:
# redis_data:
-3
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@@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv
-25
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@@ -1,25 +0,0 @@
FROM python:3.12-slim
ARG ROOT_MCRSVC_DIR=docker_dev/microservices
ARG FROM_DIR=${ROOT_MCRSVC_DIR}/md_gateway
COPY ${ROOT_MCRSVC_DIR}/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
# COPY ${ROOT_MCRSVC_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_mdgw.sh /run_mdgw.sh
RUN chmod +x /run_mdgw.sh
RUN mkdir /logs
RUN mkdir -p /config
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_mdgw.sh" ]
-48
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@@ -1,48 +0,0 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (/config/cvtt.cfg)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=/config/cvtt.cfg
AdminPort=7220
COMPRESS_LOG=false
while getopts "c:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/microservices/market_gateways/md_gateway.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.md_gateway.log"
if ${COMPRESS_LOG} ; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}
-3
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@@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv
-25
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@@ -1,25 +0,0 @@
FROM python:3.12-slim
ARG ROOT_MCRSVC_DIR=docker_dev/microservices
ARG FROM_DIR=${ROOT_MCRSVC_DIR}/oe_gateway
COPY ${ROOT_MCRSVC_DIR}/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
COPY ${ROOT_MCRSVC_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_oegw.sh /run_oegw.sh
RUN chmod +x /run_oegw.sh
RUN mkdir /logs
RUN mkdir -p /config
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_oegw.sh" ]
-48
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@@ -1,48 +0,0 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (/config/cvtt.cfg)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-z (compress log)"]
echo
exit 1
}
Config=/config/cvtt.cfg
AdminPort=7220
COMPRESS_LOG=false
while getopts "c:a:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/microservices/market_gateways/order_entry_gateway.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --log_file=/logs/%T.md_gateway.log"
if ${COMPRESS_LOG} ; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}
-7
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@@ -1,7 +0,0 @@
aiohttp>=3.7.4.post0
nest-asyncio>=1.5.5
hjson>=3.1.0
sortedcontainers>=2.4.0
redis>=5.0.8
python-dateutil>=2.8.2
types-python-dateutil>=2.8.19.6
-3
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@@ -1,3 +0,0 @@
.git
**/__pycache__
.pipenv
-26
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@@ -1,26 +0,0 @@
FROM python:3.12-slim
ARG ROOT_MUSVC_DIR=docker_dev/microservices
ARG FROM_DIR=${ROOT_MUSVC_DIR}/tester
COPY ${ROOT_MUSVC_DIR}/requirements.txt /
RUN pip install --upgrade pip --root-user-action=ignore
RUN pip install -r /requirements.txt --root-user-action=ignore
COPY cvttpy /cvttpy
# COPY ${ROOT_MUSVC_DIR}/.creds /.creds
COPY ${FROM_DIR}/run_tester.sh /run_tester.sh
RUN chmod +x /run_tester.sh
RUN mkdir /logs
RUN mkdir -p /config
RUN mkdir -p /data
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/run_tester.sh" ]
-55
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@@ -1,55 +0,0 @@
#!/bin/bash
# runs in container
# runs on host to start container
usage() {
echo -n "Usage: ${0}"
echo -n " [-c <config (/config/cvtt.cfg) >]"
echo -n " [-i <instruments (COINBASE:PAIR-BTC-USD,BNBFUT:PERP-BTC-USDT) >]"
echo -n " [-d <data types (TRADES) >]"
echo -n " [-a <admin_port (7221) >]"
echo -n " [-z (compress log (false))"]
echo
exit 1
}
Config=/config/cvtt.cfg
AdminPort=7221
COMPRESS_LOG=false
Instruments="COINBASE:PAIR-BTC-USD,BNBFUT:PERP-BTC-USDT"
DataTypes="TRADES"
while getopts "a:c:d:i:z" opt; do
case ${opt} in
c ) Config=$OPTARG ;;
a ) AdminPort=$OPTARG ;;
i ) Instruments=$OPTARG ;;
d ) DataTypes=$OPTARG ;;
z ) COMPRESS_LOG=true ;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
Cmd="python3.12"
Cmd="${Cmd} cvttpy/apps/microservices/tester/musvc_tester.py"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --credentials_file=/.creds"
Cmd="${Cmd} --admin_port=${AdminPort}"
Cmd="${Cmd} --data_types=${DataTypes}"
Cmd="${Cmd} --instruments=${Instruments}"
Cmd="${Cmd} --log_file=/logs/%T.tester.log"
if ${COMPRESS_LOG} ; then
Cmd="${Cmd} --compress_log"
fi
echo ${Cmd}
eval ${Cmd}
-21
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@@ -1,21 +0,0 @@
FROM python:3.12-slim
ARG FROM_DIR=docker_dev/test/rsync_test
COPY ${FROM_DIR}/test.sh /test.sh
RUN apt-get update && apt-get install -y rsync openssh-client
COPY docker_dev/shared/id_rsa /root/.ssh/id_rsa
COPY docker_dev/shared/id_rsa.pub /root/.ssh/id_rsa.pub
RUN chmod 600 /root/.ssh/id_rsa /root/.ssh/id_rsa.pub
# Shared Volumes
RUN chmod +x /test.sh
WORKDIR /
SHELL ["/bin/bash", "-c"]
ENV PYTHONPATH=/
ENTRYPOINT [ "/test.sh" ]
-19
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@@ -1,19 +0,0 @@
#!/bin/bash
date > /testfile.txt
Source=/testfile.txt
Targets=
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/tmp/"
Targets="${Targets} cvtt@hs01.cvtt.vpn:/tmp/"
for tgt in ${Targets}
do
Cmd="/usr/bin/rsync -ahv"
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
Cmd+=" ${Source} ${tgt}"
echo $Cmd
eval $Cmd
done