global build functions

VERSION

@@ -1 +1 @@
-0.2.4.FX1,exch_acct_cfgname fixes
+0.2.7,new md_recorder build

dckr_bld_functions.sh

@@ -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
+}
+
+

market_data/md_recorder/Dockerfile

@@ -1,27 +1,25 @@
 FROM python:3.12-slim
 
-ARG FROM_DIR=docker_dev/market_data/md_recorder
+# libpq needed for Timescale
-
 RUN apt-get update && apt-get install -y \
     apt-utils \
     libpq-dev \
     build-essential
 
-COPY ${FROM_DIR}/requirements.txt /
+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
-COPY ${FROM_DIR}/run_md_recorder.sh /run_md_recorder.sh
 
+RUN mkdir -p /logs /config
 
-# 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" ]
 
+ENV PYTHONPATH=/
+
+COPY entrypoint.sh /entrypoint.sh
+RUN chmod +x /entrypoint.sh
+
+ENTRYPOINT ["/entrypoint.sh"]

market_data/md_recorder/build.sh

@@ -0,0 +1,69 @@
+#!/bin/bash
+
+# --- Settings
+RegistryService=cloud21.cvtt.vpn:5500
+ImageName=md_recorder
+BashFunctionCode=$(realpath $(dirname ${0}))/../../dckr_bld_functions.sh
+# --- Settings
+
+usage() {
+  echo "Usage: $0 -V <image_version> -L <library>:<library_version>"
+  exit 1
+}
+
+
+# ---------------- cmdline
+while getopts "V:L:" opt; do
+  case ${opt} in
+    V )
+      ImageVersion=$OPTARG
+      ;;
+    L )
+      Library=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+# ---------------- cmdline
+
+if [ "${ImageVersion}" == "" ]
+then
+    usage
+fi
+
+Project=
+ProjectVersion=
+if  [ "${Library}" != "" ] ; then
+    IFS=':' read -ra parts <<< "${Library}"
+    Project=${parts[0]}
+    ProjectVersion=${parts[1]}
+fi
+
+DockerDir=$(realpath $(dirname ${0}))
+
+cd ${DockerDir}
+source ${BashFunctionCode}
+
+if [ "${Project}" != "" ]; then
+    get_project_version ${Project} ${ProjectVersion}
+fi
+function cleanup {
+    cd ${DockerDir}
+    rm -rf cvttpy
+}
+trap cleanup EXIT
+
+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"
+
+

market_data/md_recorder/deployment/cloud24/.env

@@ -0,0 +1,52 @@
+# ----- cloud24 settings
+CVTT_USER=1001:1001
+IMAGE_VERSION=0.0.2
+
+CONFIG_FILE=/config/md_recorder.cfg
+CREDS_FILE=/config/.creds
+
+# bnspot-cvttdata
+BSCD_CONTAINER_NAME=md_recorder.BNBSPOT_CVTTDATA
+BSCD_INSTRUMENT_GROUP=BNBSPOT_CVTTDATA
+BSCD_EXCHANGE_ACCT_NAME=BNBSPOT
+BSCD_DB_CRED_KEY=TSDB_MD_CVTTDATA
+
+BSCD_LOG_FILE=/logs/%T.MD_REC.${BSCD_INSTRUMENT_GROUP}.log
+BSCD_ADD_ARGS=--compress_log
+
+BSCD_ADMIN_PORT=7201
+
+# bnspot-cloud21
+BSCLD21_CONTAINER_NAME=md_recorder.BNBSPOT_CLD21
+BSCLD21_INSTRUMENT_GROUP=BNBSPOT_CLD21
+BSCLD21_EXCHANGE_ACCT_NAME=BNBSPOT
+BSCLD21_DB_CRED_KEY=TSDB_MD_CLD21
+
+BSCLD21_LOG_FILE=/logs/%T.MD_REC.${BSCLD21_INSTRUMENT_GROUP}.log
+BSCLD21_ADD_ARGS=--compress_log
+
+BSCLD21_ADMIN_PORT=7202
+
+# bnbfut-cloud21
+BFCLD21_CONTAINER_NAME=md_recorder.BNBFUT_CLD21
+BFCLD21_INSTRUMENT_GROUP=BNBFUT_CLD21
+BFCLD21_EXCHANGE_ACCT_NAME=BNBFUT
+BFCLD21_DB_CRED_KEY=TSDB_MD_CLD21
+
+BFCLD21_LOG_FILE=/logs/%T.MD_REC.${BFCLD21_INSTRUMENT_GROUP}.log
+BFCLD21_ADD_ARGS=--compress_log
+
+BFCLD21_ADMIN_PORT=7203
+
+# coinbase-cloud21
+CBCLD21_CONTAINER_NAME=md_recorder.COINBASE_CLD21
+CBCLD21_INSTRUMENT_GROUP=COINBASE_CLD21
+CBCLD21_EXCHANGE_ACCT_NAME=COINBASE_AT
+CBCLD21_DB_CRED_KEY=TSDB_MD_CLD21
+
+CBCLD21_LOG_FILE=/logs/%T.MD_REC.${CBCLD21_INSTRUMENT_GROUP}.log
+CBCLD21_ADD_ARGS=--compress_log
+
+CBCLD21_ADMIN_PORT=7204
+
+

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

@@ -0,0 +1,86 @@
+# CVTT Microservices
+services:
+    bfcld21_md_recorder:
+        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:
+          - ${BFCLD21_ADMIN_PORT}:7200
+
+
+    cbcld21_md_recorder:
+        image: cloud21.cvtt.vpn:5500/md_recorder:${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:
+          - ${CBCLD21_ADMIN_PORT}:7200
+
+    bscld21_md_recorder:
+        image: cloud21.cvtt.vpn:5500/md_recorder:${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:
+          - ${BSCLD21_ADMIN_PORT}:7200
+
+    bscd_md_recorder:
+        image: cloud21.cvtt.vpn:5500/md_recorder:${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

market_data/md_recorder/deployment/cloud24/md_recorder.cfg

@@ -0,0 +1,206 @@
+{
+    "refdata": {
+        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
+        , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
+        , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
+        , "dynamic_instrument_exchanges": ["ALPACA"]
+        , "exchanges": {
+            "COINBASE_AT": {
+                "exchange_id":          "COINBASE"
+                , "name":               "Coinbase Advanced Trade"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    # ****** NEW VAlUE
+                    # "class":  "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
+                    "class":  "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
+                    # ****** NEW VAlUE
+
+                    , "reconnect_secs": 2
+                    , "max_connections": 10
+                    , "price_throttle": true
+
+                    , "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
+                }
+            }
+            , "BNBSPOT": {
+                "exchange_id":          "BNBSPOT"
+                , "name":               "Binance Spot"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    # -------- NEW VALUE
+                    # "class":           "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
+                    "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
+                    # -------- NEW VALUE
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+
+                    , "ws_url": ["WSS", "wss://stream.binance.com/ws"]
+                    , "REST": {
+                        "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
+                    }
+                }
+            }
+            , "BNBFUT": {
+                "exchange_id":          "BNBFUT"
+                , "name":               "Binance Futures USD-M"
+                , "type":               "FUTURES"
+
+                , "mktdata" : {
+                    # -------- NEW VALUE
+                    # "class":           "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
+                    "class":           "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
+                    # -------- NEW VALUE
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+                    , "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
+
+                    , "REST": {
+                        # https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
+                        "depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
+                    }
+                }
+            }
+        }
+    }
+    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
+
+    , "md_recorder": {
+        "instrument_groups": {
+            "BNBFUT_CLD21": [
+                "BNBFUT:PERP-BTC-USDT"
+                , "BNBFUT:PERP-ETH-USDT"
+            ]
+            "BNBFUT_CVTTDATA": [
+                "BNBFUT:PERP-BTC-USDT"
+                , "BNBFUT:PERP-ETH-USDT"
+            ]
+            , "BNBSPOT_CLD21": [
+                "BNBSPOT:PAIR-ADA-USDT"
+                , "BNBSPOT:PAIR-BCH-USDT"
+                , "BNBSPOT:PAIR-BTC-USDT"
+                , "BNBSPOT:PAIR-DOT-USDT"
+                , "BNBSPOT:PAIR-ETH-USDT"
+                , "BNBSPOT:PAIR-LTC-USDT"
+                , "BNBSPOT:PAIR-SOL-USDT"
+                , "BNBSPOT:PAIR-USDC-USDT"
+                , "BNBSPOT:PAIR-XRP-USDT"
+            ]
+            , "BNBSPOT_CVTTDATA": [
+                "BNBSPOT:PAIR-ADA-USDT"
+                , "BNBSPOT:PAIR-BCH-USDT"
+                , "BNBSPOT:PAIR-BTC-USDT"
+                , "BNBSPOT:PAIR-DOT-USDT"
+                , "BNBSPOT:PAIR-ETH-USDT"
+                , "BNBSPOT:PAIR-LTC-USDT"
+                , "BNBSPOT:PAIR-SOL-USDT"
+                , "BNBSPOT:PAIR-USDC-USDT"
+                , "BNBSPOT:PAIR-XRP-USDT"
+            ]
+            , "COINBASE_CLD21": [
+                "COINBASE:PAIR-ADA-USD"
+                , "COINBASE:PAIR-BCH-USD"
+                , "COINBASE:PAIR-BTC-USD"
+                , "COINBASE:PAIR-DOT-USD"
+                , "COINBASE:PAIR-ETH-USD"
+                , "COINBASE:PAIR-LTC-USD"
+                , "COINBASE:PAIR-SOL-USD"
+                , "COINBASE:PAIR-XRP-USD"
+            ]
+            , "COINBASE_CVTTDATA": [
+                "COINBASE:PAIR-ADA-USD"
+                , "COINBASE:PAIR-BCH-USD"
+                , "COINBASE:PAIR-BTC-USD"
+                , "COINBASE:PAIR-DOT-USD"
+                , "COINBASE:PAIR-ETH-USD"
+                , "COINBASE:PAIR-LTC-USD"
+                , "COINBASE:PAIR-SOL-USD"
+                , "COINBASE:PAIR-XRP-USD"
+            ]
+        }
+        , "db": {
+            "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
+        }
+        , "flush_interval_sec": 0.5
+
+        , "collections": {
+            "__dummy__": null
+            , "ALPACA": {
+                # dynamic instruments names
+                "tables": {
+                    "trades": "alpaca_iex.md_trades"
+                    , "booktops": "alpaca_iex.md_booktops"
+                    , "booksnaps": "alpaca_iex.md_booksnaps"
+                }
+            }
+            , "BNBSPOT": {
+                "instruments": {
+                    "PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbspot.md_trades"
+                    , "booktops": "bnbspot.md_booktops"
+                    , "booksnaps": "bnbspot.md_booksnaps"
+                }
+            }
+            , "BNBFUT": {
+                "instruments": {
+                    "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbfut.md_trades"
+                    , "booktops": "bnbfut.md_booktops"
+                    , "booksnaps": "bnbfut.md_booksnaps"
+                }
+            }
+            , "COINBASE": {
+                "instruments": {
+                    "PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "coinbase.md_trades"
+                    , "booktops": "coinbase.md_booktops"
+                    , "booksnaps": "coinbase.md_booksnaps"
+                }
+            }
+        }
+    }
+
+    # ----------------------------------
+    , "exchanges_settings": {
+        "*": {
+            "order_entry": {
+                "enabled": false
+                , "streaming": false
+            },
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": false
+                , "streaming": false
+            }
+        }
+    }
+}
+

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

@@ -0,0 +1,17 @@
+{
+    "__dummy__": null
+    , "TSDB_MD_CLD21": {
+        "host": "cloud21.cvtt.vpn"
+        , "port": 5432
+        , "user": "cvtt"
+        , "database": "cvtt_md"
+        , "password": "ICdIh0JnMM7vM7Pf"
+    }
+    , "TSDB_MD_CVTTDATA": {
+        "host": "cvttdata.cvtt.vpn"
+        , "port": 5432
+        , "user": "cvtt"
+        , "database": "cvtt_md"
+        , "password": "ICdIh0JnMM7vM7Pf"
+    }
+}

market_data/md_recorder/deployment/cvtt-md/.env

@@ -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

market_data/md_recorder/deployment/cvtt-md/docker-compose.yml

@@ -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

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

@@ -0,0 +1,206 @@
+{
+    "refdata": {
+        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
+        , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
+        , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
+        , "dynamic_instrument_exchanges": ["ALPACA"]
+        , "exchanges": {
+            "COINBASE_AT": {
+                "exchange_id":          "COINBASE"
+                , "name":               "Coinbase Advanced Trade"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    # ****** NEW VAlUE
+                    # "class":  "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
+                    "class":  "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
+                    # ****** NEW VAlUE
+
+                    , "reconnect_secs": 2
+                    , "max_connections": 10
+                    , "price_throttle": true
+
+                    , "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
+                }
+            }
+            , "BNBSPOT": {
+                "exchange_id":          "BNBSPOT"
+                , "name":               "Binance Spot"
+                , "type":               "SPOT"
+
+                , "mktdata" : {
+                    # -------- NEW VALUE
+                    # "class":           "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
+                    "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
+                    # -------- NEW VALUE
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+
+                    , "ws_url": ["WSS", "wss://stream.binance.com/ws"]
+                    , "REST": {
+                        "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
+                    }
+                }
+            }
+            , "BNBFUT": {
+                "exchange_id":          "BNBFUT"
+                , "name":               "Binance Futures USD-M"
+                , "type":               "FUTURES"
+
+                , "mktdata" : {
+                    # -------- NEW VALUE
+                    # "class":           "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
+                    "class":           "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
+                    # -------- NEW VALUE
+                    , "max_connections": 10
+                    , "reconnect_secs": 2.0
+
+                    , "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
+
+                    , "REST": {
+                        # https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
+                        "depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
+                    }
+                }
+            }
+        }
+    }
+    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
+
+    , "md_recorder": {
+        "instrument_groups": {
+            "BNBFUT_CLD21": [
+                "BNBFUT:PERP-BTC-USDT"
+                , "BNBFUT:PERP-ETH-USDT"
+            ]
+            "BNBFUT_CVTTDATA": [
+                "BNBFUT:PERP-BTC-USDT"
+                , "BNBFUT:PERP-ETH-USDT"
+            ]
+            , "BNBSPOT_CLD21": [
+                "BNBSPOT:PAIR-ADA-USDT"
+                , "BNBSPOT:PAIR-BCH-USDT"
+                , "BNBSPOT:PAIR-BTC-USDT"
+                , "BNBSPOT:PAIR-DOT-USDT"
+                , "BNBSPOT:PAIR-ETH-USDT"
+                , "BNBSPOT:PAIR-LTC-USDT"
+                , "BNBSPOT:PAIR-SOL-USDT"
+                , "BNBSPOT:PAIR-USDC-USDT"
+                , "BNBSPOT:PAIR-XRP-USDT"
+            ]
+            , "BNBSPOT_CVTTDATA": [
+                "BNBSPOT:PAIR-ADA-USDT"
+                , "BNBSPOT:PAIR-BCH-USDT"
+                , "BNBSPOT:PAIR-BTC-USDT"
+                , "BNBSPOT:PAIR-DOT-USDT"
+                , "BNBSPOT:PAIR-ETH-USDT"
+                , "BNBSPOT:PAIR-LTC-USDT"
+                , "BNBSPOT:PAIR-SOL-USDT"
+                , "BNBSPOT:PAIR-USDC-USDT"
+                , "BNBSPOT:PAIR-XRP-USDT"
+            ]
+            , "COINBASE_CLD21": [
+                "COINBASE:PAIR-ADA-USD"
+                , "COINBASE:PAIR-BCH-USD"
+                , "COINBASE:PAIR-BTC-USD"
+                , "COINBASE:PAIR-DOT-USD"
+                , "COINBASE:PAIR-ETH-USD"
+                , "COINBASE:PAIR-LTC-USD"
+                , "COINBASE:PAIR-SOL-USD"
+                , "COINBASE:PAIR-XRP-USD"
+            ]
+            , "COINBASE_CVTTDATA": [
+                "COINBASE:PAIR-ADA-USD"
+                , "COINBASE:PAIR-BCH-USD"
+                , "COINBASE:PAIR-BTC-USD"
+                , "COINBASE:PAIR-DOT-USD"
+                , "COINBASE:PAIR-ETH-USD"
+                , "COINBASE:PAIR-LTC-USD"
+                , "COINBASE:PAIR-SOL-USD"
+                , "COINBASE:PAIR-XRP-USD"
+            ]
+        }
+        , "db": {
+            "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
+        }
+        , "flush_interval_sec": 0.5
+
+        , "collections": {
+            "__dummy__": null
+            , "ALPACA": {
+                # dynamic instruments names
+                "tables": {
+                    "trades": "alpaca_iex.md_trades"
+                    , "booktops": "alpaca_iex.md_booktops"
+                    , "booksnaps": "alpaca_iex.md_booksnaps"
+                }
+            }
+            , "BNBSPOT": {
+                "instruments": {
+                    "PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbspot.md_trades"
+                    , "booktops": "bnbspot.md_booktops"
+                    , "booksnaps": "bnbspot.md_booksnaps"
+                }
+            }
+            , "BNBFUT": {
+                "instruments": {
+                    "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "bnbfut.md_trades"
+                    , "booktops": "bnbfut.md_booktops"
+                    , "booksnaps": "bnbfut.md_booksnaps"
+                }
+            }
+            , "COINBASE": {
+                "instruments": {
+                    "PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
+                    , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
+                }
+                , "tables": {
+                    "trades": "coinbase.md_trades"
+                    , "booktops": "coinbase.md_booktops"
+                    , "booksnaps": "coinbase.md_booksnaps"
+                }
+            }
+        }
+    }
+
+    # ----------------------------------
+    , "exchanges_settings": {
+        "*": {
+            "order_entry": {
+                "enabled": false
+                , "streaming": false
+            },
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": false
+                , "streaming": false
+            }
+        }
+    }
+}
+

market_data/md_recorder/entrypoint.sh

@@ -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}
+

market_data/md_recorder/requirements.txt

@@ -5,3 +5,4 @@ hjson>=3.1.0
 pandas>=1.5.3
 sortedcontainers>=2.4.0
 redis>=5.0.8
+debugpy>=1.8.13

market_data/md_recorder/run_md_recorder.sh

@@ -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="${Cmd} --exch_acct_cfgname=BNBFUT"
-    Cmd="${Cmd} --db_credentials_key=TSDB_MD_CLD21"
-    Cmd="${Cmd} --admin_port=7201"
-elif [ "${job}" == "COINBASE_CLD21" ] ; then
-    Cmd="${Cmd} --exch_acct_cfgname=COINBASE_AT"
-    Cmd="${Cmd} --db_credentials_key=TSDB_MD_CLD21"
-    Cmd="${Cmd} --admin_port=7202"
-elif [ "${job}" == "BNBSPOT_CLD21" ] ; then
-    Cmd="${Cmd} --exch_acct_cfgname=BNBSPOT"
-    Cmd="${Cmd} --db_credentials_key=TSDB_MD_CLD21"
-    Cmd="${Cmd} --admin_port=7203"
-elif [ "${job}" == "BNBSPOT_CVTTDATA" ] ; then
-    Cmd="${Cmd} --exch_acct_cfgname=BNBSPOT"
-    Cmd="${Cmd} --db_credentials_key=TSDB_MD_CVTTDATA"
-    Cmd="${Cmd} --admin_port=7204"
-elif [ "${job}" == "BNBFUT_CVTTDATA" ] ; then
-    Cmd="${Cmd} --exch_acct_cfgname=BNBFUT"
-    Cmd="${Cmd} --db_credentials_key=TSDB_MD_CVTTDATA"
-    Cmd="${Cmd} --admin_port=7205"
-elif [ "${job}" == "COINBASE_CVTTDATA" ] ; then
-    Cmd="${Cmd} --exch_acct_cfgname=COINBASE_AT"
-    Cmd="${Cmd} --db_credentials_key=TSDB_MD_CVTTDATA"
-    Cmd="${Cmd} --admin_port=7206"
-else
-    echo "Unrecognized JOB: ${job}"
-    exit 1
-fi
-echo ${Cmd}
-eval ${Cmd}
-
-

microservices/.env

@@ -0,0 +1,25 @@
+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=0.0.3
+
+# 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=

microservices/ac_gateway/Dockerfile

@@ -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"]

microservices/ac_gateway/entrypoint.sh

@@ -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}
+

microservices/ac_gateway/requirements.txt

@@ -5,3 +5,5 @@ 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

microservices/build.sh

@@ -0,0 +1,98 @@
+#!/bin/bash
+
+# --- Settings
+RegistryService=cloud21.cvtt.vpn:5500
+ValidImages=(md_gateway oe_gateway ac_gateway pricer coordinator)
+BashFunctionCode=$(realpath $(dirname ${0}))/../dckr_bld_functions.sh
+# --- Settings
+
+usage() {
+  echo "Usage: $0 -I <image_name> -V <image_version> -L <library>:<library_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=${3}
+
+    DockerDir=$(realpath $(dirname ${0})/${ImageName})
+    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 ${BashFunctionCode}
+if [ "${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 "**** D E B U G  E X I T" && exit
+echo "***** ${0}  D O N E"
+
+

microservices/coordinator/.dockerignore

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

microservices/coordinator/Dockerfile

@@ -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"]

microservices/coordinator/entrypoint.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+LogDir=/logs
+
+Cmd="python3.12"
+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}
+

microservices/coordinator/requirements.txt

@@ -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

microservices/docker-compose.yml

@@ -1,52 +1,102 @@
-version: "3.9"
+# CVTT Microservices
-
 services:
-    md_gateway:
+    coordinator:
-        image: cloud21.cvtt.vpn:5500/md_gateway:latest
+        image: cloud21.cvtt.vpn:5500/coordinator:${CVTT_VERSION}
-        container_name: md_gateway
+        container_name: cvtt-coordinator
+        pull_policy: always
+        user: ${CVTT_USER:-1001:1001}
         environment:
-          - REDIS_HOST=redis
+          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: ${COORD_ADD_ARGS:-}
+        volumes:
+          - ./config:/config
+          - ./logs:/logs
+        depends_on:
+          - pricer
+          # - quant
+          # - trader
+          # - riskmgr
+          - redis
+
+    pricer:
+        image: cloud21.cvtt.vpn:5500/pricer:${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}
+          COORD_LOG_FILE:  ${COORD_LOG_FILE:-%T.pricer.log}
+          COORD_ADD_ARGS: ${COORD_ADD_ARGS:-}
+        volumes:
+          - ./config:/config
+          - ./logs:/logs
+        depends_on:
+          - md_gateway
+          - redis
+
+    md_gateway:
+        image: cloud21.cvtt.vpn:5500/md_gateway:${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:
-          - ./.creds:/.creds
           - ./config:/config
           - ./logs:/logs
-          - ./data:/data
         depends_on:
           - redis
 
-    tester:
+    oe_gateway:
-        image: cloud21.cvtt.vpn:5500/tester:latest
+        image: cloud21.cvtt.vpn:5500/oe_gateway:${CVTT_VERSION}
-        container_name: tester
+        container_name: oe_gateway
+        pull_policy: always
+        user: ${CVTT_USER:-1001:1001}
         environment:
-          - REDIS_HOST=redis
+          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
-          - ./data:/data
         depends_on:
           - redis
-          - md_gateway
 
     redis:
         image: redis:latest
-        container_name: redis
+        container_name: redis-cvtt
         ports:
-          - "6379:6379"
+          - "16379:6379"
         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:

microservices/md_gateway/Dockerfile

@@ -1,25 +1,19 @@
 FROM python:3.12-slim
 
-ARG ROOT_MCRSVC_DIR=docker_dev/microservices
+COPY requirements.txt /
-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
 
+RUN mkdir -p /logs /config
 
-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" ]
 
+ENV PYTHONPATH=/
+
+COPY entrypoint.sh /entrypoint.sh
+RUN chmod +x /entrypoint.sh
+
+ENTRYPOINT ["/entrypoint.sh"]

microservices/md_gateway/entrypoint.sh

@@ -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}
+

microservices/md_gateway/requirements.txt

@@ -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

microservices/md_gateway/run_mdgw.sh

@@ -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}
-
-

microservices/oe_gateway/Dockerfile

@@ -1,25 +1,19 @@
 FROM python:3.12-slim
 
-ARG ROOT_MCRSVC_DIR=docker_dev/microservices
+COPY requirements.txt /
-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
 
+RUN mkdir -p /logs /config
 
-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" ]
 
+ENV PYTHONPATH=/
+
+COPY entrypoint.sh /entrypoint.sh
+RUN chmod +x /entrypoint.sh
+
+ENTRYPOINT ["/entrypoint.sh"]

microservices/oe_gateway/entrypoint.sh

@@ -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}
+

microservices/oe_gateway/requirements.txt

@@ -0,0 +1,11 @@
+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
+
+

microservices/oe_gateway/run_oegw.sh

@@ -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}
-
-

microservices/pricer/.dockerignore

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

microservices/pricer/Dockerfile

@@ -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"]

microservices/pricer/entrypoint.sh

@@ -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}
+

microservices/pricer/requirements.txt

@@ -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

microservices/tester/Dockerfile

@@ -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" ]
-

microservices/tester/run_tester.sh

@@ -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}
-
-