improvements to alpaca md

configs/cloud11/supervisord.conf

@@ -1,47 +0,0 @@
-[supervisord]
-environment=PYTHONPATH="/home/cvtt/prod"
-autostart=true
-autorestart=unexpected
-startretries=3
-logfile=/home/cvtt/prod/logs/supervisord.log
-
-[supervisorctl]
-
-[inet_http_server]
-port = 127.0.0.1:9001
-
-[rpcinterface:supervisor]
-supervisor.rpcinterface_factory = supervisor.rpcinterface:make_main_rpcinterface
-
-[program:bnbfut_rec_cv1]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
-        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
-        --active_exchanges=BNBFUT
-        --instruments=PERP-BTC-USDT,PERP-ETH-USDT
-        --db_credentials_key=TSDB_MD_CV1
-        --admin_port=7226
-        --log_level=INFO
-        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.BNBFUT.CV1.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt
-
-[program:coinbase_rec_cv1]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
-        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
-        --active_exchanges=COINBASE_AT
-        --instruments=PAIR-BTC-USD,PAIR-ETH-USD,PAIR-LTC-USD,PAIR-XRP-USD
-        --db_credentials_key=TSDB_MD_CV1
-        --admin_port=7224
-        --log_level=INFO
-        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.COINBASE.CV1.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt
-

configs/cloud16/supervisor.conf

@@ -1,28 +0,0 @@
-[supervisord]
-environment=PYTHONPATH="/home/cvtt/prod"
-autostart=true
-autorestart=unexpected
-startretries=3
-logfile=/home/cvtt/prod/logs/supervisord.log
-
-[supervisorctl]
-
-[inet_http_server]
-port = 127.0.0.1:9001
-
-[rpcinterface:supervisor]
-supervisor.rpcinterface_factory = supervisor.rpcinterface:make_main_rpcinterface
-
-[program:config_service]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3.10
-        -u /home/cvtt/prod/cvttpy/apps/utils/config_server.py
-        --port=6789
-        --root=/home/cvtt/prod/config_service/data
-        --log_file=/home/cvtt/prod/logs/%%T.CONFIG_SERVICE.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt
-

configs/cloud17/supervisord.conf

@@ -1,99 +0,0 @@
-[supervisord]
-environment=PYTHONPATH="/home/cvtt/prod"
-autostart=true
-autorestart=unexpected
-startretries=3
-logfile=/home/cvtt/prod/logs/supervisord.log
-
-[supervisorctl]
-
-[inet_http_server]
-port = 127.0.0.1:9001
-
-[rpcinterface:supervisor]
-supervisor.rpcinterface_factory = supervisor.rpcinterface:make_main_rpcinterface
-
-# [program:executor]
-# directory=/home/cvtt/prod
-# command=/home/cvtt/.pyenv/python3.10-venv/bin/python3
-#         -u /home/cvtt/prod/cvttpy/apps/executor_app.py
-#         --config=http://cloud16.cvtt.vpn:6789/apps/cvtt
-#         --active_exchanges=COINBASE_AT
-#         --admin_port=7220
-#         --log_level=INFO
-#         --log_file=/home/cvtt/prod/logs/%%T.EXECUTOR_APP.log
-# autostart=true
-# autorestart=true
-# startretries=1
-# startsecs=3
-# user=cvtt
-
-#[group:bnbspot_mdrec]
-#programs=
-#    bnbspot_rec_cloud17,
-#    bnbspot_rec_cv1
-
-[program:bnbfut_rec_cld19]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
-        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
-        --active_exchanges=BNBFUT
-        --instruments=PERP-BTC-USDT,PERP-ETH-USDT
-        --db_credentials_key=TSDB_MD_CLD19
-        --admin_port=7201
-        --log_level=INFO
-        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.BNBFUT.CLD19.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt
-
-[program:coinbase_rec_cld19]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
-        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
-        --active_exchanges=COINBASE_AT
-        --instruments=PAIR-BTC-USD,PAIR-ETH-USD,PAIR-LTC-USD,PAIR-XRP-USD
-        --db_credentials_key=TSDB_MD_CLD19
-        --admin_port=7202
-        --log_level=INFO
-        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.COINBASE.CLD19.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt
-
-[program:bnbspot_rec_cld19]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
-        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
-        --active_exchanges=BNBSPOT
-        --instruments=PAIR-BTC-USDT,PAIR-ETH-USDT,PAIR-LTC-USDT,PAIR-XRP-USDT,PAIR-USDT-USD
-        --db_credentials_key=TSDB_MD_CLD19
-        --admin_port=7203
-        --log_level=INFO
-        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.BNBSPOT.CLD19.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt
-
-
-[program:bnbspot_rec_cvttdata]
-directory=/home/cvtt/prod
-command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
-        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
-        --active_exchanges=BNBSPOT
-        --instruments=PAIR-BTC-USDT,PAIR-ETH-USDT,PAIR-LTC-USDT,PAIR-XRP-USDT,PAIR-USDT-USD
-        --db_credentials_key=TSDB_MD_CVTTDATA
-        --admin_port=7222
-        --log_level=INFO
-        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.BNBSPOT.CVTTDATA.log
-autostart=true
-autorestart=true
-startretries=1
-startsecs=3
-user=cvtt

release_version.txt

@@ -1 +1 @@
-0.5.3
+0.6.8

scripts/alpaca_hist_md/alpaca_assets.sh

@@ -0,0 +1,28 @@
+#!/bin/bash
+CredsFile=${1}
+CredKey=${2}
+
+if [ "${CredsFile}" == "" ] ; then
+    CredsFile="${HOME}/.creds"
+fi
+
+if [ "${CredKey}" == "" ] ; then
+    CredKey="ALPACA_SANDBOX"
+fi
+
+key=$(jq -r ".[\"${CredKey}\"] | .api_key" ${CredsFile})
+secret=$(jq -r ".[\"${CredKey}\"] | .secret_key" ${CredsFile})
+
+Cmd="curl -s --request GET --url 'https://paper-api.alpaca.markets/v2/assets?status=active'"
+Cmd="${Cmd} --header 'APCA-API-KEY-ID: ${key}'"
+Cmd="${Cmd} --header 'APCA-API-SECRET-KEY: ${secret}'"
+Cmd="${Cmd} --header 'accept: application/json'"
+
+eval ${Cmd}
+
+# split string into array
+Instruments=()
+for Inst in $(eval ${Cmd})
+do
+    Instruments+=("$Inst")
+done

scripts/alpaca_hist_md/alpaca_md.sh

@@ -0,0 +1,99 @@
+#!/bin/bash
+
+Start=${1}
+NumJobs=${2}
+InstListFile=${3}
+
+export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+
+is_business_day() {
+    dt=${1}
+
+    open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
+    if [ -n  "${open_time}" ]; then
+        return 0
+    else
+        return 1
+    fi
+
+}
+export -f is_business_day
+
+
+if [ "${Start}" == "" ] ; then
+    Start=$(date -d "yesterday" "+%Y-%m-%d")
+fi
+
+if ! is_business_day ${Start}; then
+    echo "${Start} is not business day in US"
+    exit
+fi
+
+End=$(date -d "${Start} + 1 day" "+%Y-%m-%d")
+
+if [ "${NumJobs}" == "" ] ; then
+    NumJobs=30
+fi
+
+echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
+
+export PYTHONPATH=/home/cvtt/prod
+export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
+export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_mkt_data.py
+
+export OutputDir=/home/cvtt/host_drive/alpaca_md # Local
+export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
+export LogDir=/home/cvtt/prod/logs/alpaca_md
+
+mkdir -p ${LogDir}
+
+run_proc() {
+    Inst=${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}/${Start}.${Inst}.log"
+    echo ${Cmd}
+    eval ${Cmd}
+}
+
+export -f run_proc
+
+if [ -n $InstListFile ]; then
+
+    key=$(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-/'"
+else
+    Cmd="cat ${InstListFile}"
+fi
+
+# split string into array
+Instruments=()
+for Inst in $(eval ${Cmd})
+do
+    Instruments+=("$Inst")
+done
+
+slice_size=500 # 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

scripts/alpaca_hist_md/run_alpaca_hist_md.sh

@@ -0,0 +1,49 @@
+#!/bin/bash
+
+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
+
+# Dates are in descending order
+FinishedDateFile=${HOME}/prod/run/alpaca_md_last_date
+Script=${HOME}/prod/run/alpaca_md.sh
+
+last_date=$(cat ${FinishedDateFile})
+
+if [ "${last_date}" == "" ]; then
+    echo "process is currently on"
+    exit
+fi
+
+while true; do
+    new_date=$(date -d "${last_date} - 1 day" "+%Y-%m-%d")
+    if is_business_day ${new_date}; then
+        break
+    else
+        last_date=${new_date}
+    fi
+done
+
+
+echo Collecting data for ${new_date}
+
+Cmd="${Script} ${new_date}"
+
+echo "${0} Starting at $(date)"
+
+echo > ${FinishedDateFile}
+echo ${Cmd} && eval ${Cmd}
+echo $new_date > ${FinishedDateFile}
+
+echo "${0} Done at $(date)"
+
+

scripts/build_release.sh

@@ -0,0 +1,155 @@
+#!/bin/bash
+
+# ---------------- Settings
+declare -A git_repo_arr
+
+git_repo_arr[cvttpy]=git@cloud21.cvtt.vpn:/opt/store/git/cvttpy.git
+git_repo_arr[ops]=git@cloud21.cvtt.vpn:/opt/store/git/ops.git
+
+default_project=cvttpy
+default_branch=master
+
+
+dist_root=/home/cvttdist/software/cvtt2
+dist_user=cvttdist
+dist_host="cloud21.cvtt.vpn"
+dist_ssh_port="22"
+
+dist_locations="cloud21.cvtt.vpn:22 homestore.cvtt.vpn:22"
+
+interactive=Y
+
+# cmdline
+prj=${1:-${default_project}}
+brnch=${2:-${default_branch}}
+if [ "${3}" == "D" ]; then
+    interactive=N
+fi
+
+function confirm {
+    if [ "${interactive}" == "Y" ]; then
+        echo "--------------------------------"
+        echo -n "Press <Enter> to continue" && read
+    fi
+}
+
+if [ "${interactive}" == "Y" ]; then
+    echo -n "Enter project [${prj}]: "
+    read project
+    if [ "${project}" == "" ]
+    then
+        project=${prj}
+    fi
+else
+    project=${prj}
+fi
+
+repo=${git_repo_arr[${project}]}
+if [ -z ${repo} ]; then
+    echo "ERROR: Project repository for ${project} not found"
+    exit -1
+fi
+echo "Project repo: ${repo}"
+
+if [ "${interactive}" == "Y" ]; then
+    echo -n "Enter branch to build release from [${brnch}]: "
+    read branch
+    if [ "${branch}" == "" ]
+    then
+        branch=${brnch}
+    fi
+else
+    branch=${brnch}
+fi
+
+tmp_dir=$(mktemp -d)
+prj_dir="${tmp_dir}/${prj}"
+
+cmd_arr=()
+Cmd="git clone ${repo} ${prj_dir}"
+cmd_arr+=("${Cmd}")
+
+Cmd="cd ${prj_dir}"
+cmd_arr+=("${Cmd}")
+
+if [ "${interactive}" == "Y" ]; then
+    echo "------------------------------------"
+    echo "The following commands will execute:"
+    echo "------------------------------------"
+    for cmd in "${cmd_arr[@]}"
+    do
+        echo ${cmd}
+    done
+fi
+
+confirm
+
+for cmd in "${cmd_arr[@]}"
+do
+    echo ${cmd} && eval ${cmd}
+done
+
+Cmd="git checkout ${branch}"
+echo ${Cmd} && eval ${Cmd}
+if [ "${?}" != "0" ]; then
+    echo "ERROR: Branch ${branch} is not found"
+    cd ${HOME} && rm -rf ${tmp_dir}
+    exit -1
+fi
+
+
+release_version=$(cat release_version.txt)
+
+
+echo "--------------------------------"
+echo "Release version: ${release_version}"
+
+confirm
+
+version_tag="v${release_version}"
+version_comment="${version_tag}_${project}_${branch}_$(date +%Y%m%d)"
+
+cmd_arr=()
+Cmd="git tag -a ${version_tag} -m ${version_comment}"
+cmd_arr+=("${Cmd}")
+
+Cmd="git push origin --tags"
+cmd_arr+=("${Cmd}")
+
+Cmd="rm -rf .git"
+cmd_arr+=("${Cmd}")
+
+dist_path="${dist_root}/${project}/${release_version}"
+
+for dist_loc in ${dist_locations}; do
+    dhp=(${dist_loc//:/ })
+    dist_host=${dhp[0]}
+    dist_port=${dhp[1]}
+    Cmd="rsync -avzh"
+    Cmd="${Cmd} --rsync-path=\"mkdir -p ${dist_path} && rsync\""
+    Cmd="${Cmd} -e \"ssh -p ${dist_ssh_port}\""
+    Cmd="${Cmd} ../${project} ${dist_user}@${dist_host}:${dist_path}/"
+    cmd_arr+=("${Cmd}")
+done
+
+if [ "${interactive}" == "Y" ]; then
+    echo "------------------------------------"
+    echo "The following commands will execute:"
+    echo "------------------------------------"
+    for cmd in "${cmd_arr[@]}"
+    do
+        echo ${cmd}
+    done
+fi
+
+confirm
+
+for cmd in "${cmd_arr[@]}"
+do
+    pwd && echo ${cmd} && eval ${cmd}
+done
+
+cd ${HOME}
+rm -rf ${tmp_dir}
+
+echo $0 Done

scripts/healthcheck/storage_health_check.sh

@@ -19,10 +19,8 @@ Hosts="${Hosts} cloud14.cvtt.vpn"
 Hosts="${Hosts} cloud15.cvtt.vpn"
 Hosts="${Hosts} cloud16.cvtt.vpn"
 Hosts="${Hosts} cloud17.cvtt.vpn"
-# Hosts="${Hosts} cloud19.cvtt.vpn"
-# Hosts="${Hosts} cloudstore.cvtt.vpn"
 Hosts="${Hosts} cloud21.cvtt.vpn"
-Hosts="${Hosts} cloud22.cvtt.vpn"
+Hosts="${Hosts} cloud22.cryptovaltrading.com"
 
 Hosts="${Hosts} cvttdata.cvtt.vpn"
 Hosts="${Hosts} cryptoval1.cvtt.vpn"
@@ -34,6 +32,9 @@ Hosts="${Hosts} nsbackup.cvtt.vpn"
 Hosts="${Hosts} dtvmhost.cvtt.vpn"
 Hosts="${Hosts} ops-server.cvtt.vpn"
 
+Hosts="${Hosts} cvtt-prod-01.cvtt.vpn"
+Hosts="${Hosts} cvtt-prod-02.cvtt.vpn"
+
 function space_alert() {
     ALERT_USAGE=75%
     for ln in "${Measurements[@]}"
@@ -54,7 +55,12 @@ function storage_check() {
 
     for host in ${Hosts}
     do
-        Cmd="ssh $host"
+        if [[ "${host}" == *"cryptovaltrading.com" ]]; then
+            port=7822
+        else
+            port=22
+        fi
+        Cmd="ssh -p ${port} $host"
         Cmd="${Cmd} eval \"df -hTl"
         Cmd="${Cmd} -x squashfs"
         Cmd="${Cmd} | grep -v tmpfs"

scripts/set_version.sh

@@ -1,31 +1,32 @@
 #!/bin/bash
 
 function usage() {
-    echo "Usage: ${0} <version>"
+    echo "Usage: ${0} <project> <version>"
     exit 1
 
 }
-Version=${1}
+Project=${1}
+Version=${2}
 
-if [ "${Version}" == "" ]
+if [ "${Project}" == "" ]
 then
     usage
 fi
 
-Project=ops
+if [ "${Version}" == "" ]
+then
+    Version=latest
+fi
+
 # ----- Settings
-LocalSoftwareDir=/opt/software/cvtt2
+LocalSoftwareDir=${HOME}/software/cvtt2
 
 ProdDir=${HOME}/prod
 
-Location="${LocalSoftwareDir}/${Project}/${Version}/${Project}"
+ReleaseHosts=("cloud21.cvtt.vpn")
-
+ReleasePorts=("22")
-
+ReleaseUsers=("cvttdist")
-ReleaseHosts=("cryptovaltrading.com" "cryptoval1.sheynin.home" "cloudstore.cvtt.vpn")
+ReleaseDir=("/home/cvttdist/software/cvtt2")
-ReleasePorts=("1588" "22" "22")
-ReleaseUsers=("cryptova" "cvtt" "cvtt")
-ReleaseDir=("/home/cryptova/opt/software/cvtt2" "/opt/software/cvtt2" "/opt/software/cvtt2")
-
 # ----- Settings
 
 function rsync_load_version() {
@@ -36,6 +37,11 @@ function rsync_load_version() {
         user=${ReleaseUsers[${idx}]}
         rel_dir=${ReleaseDir[${idx}]}
 
+        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
@@ -61,18 +67,17 @@ function rsync_load_version() {
     fi
 }
 
+mkdir -p ${LocalSoftwareDir}
 
 # exists and not empty
-if [[ ! -d "${Location}" ]] ; then
 rsync_load_version
-fi
+
+Location="${LocalSoftwareDir}/${Project}/${Version}/${Project}"
 
 Cmd="cd ${ProdDir}"
-
 Cmd="${Cmd} && rm -rf ${Project}"
 Cmd="${Cmd} && ln -snf ${Location} ${Project}"
 
-echo ${Cmd}
+echo ${Cmd} && eval ${Cmd}
-eval ${Cmd}
 
 echo "Done: $0 $*"

utils/move_archives.sh

@@ -30,7 +30,8 @@ fi
 
 DateCriteria="${Days} days ago"
 
-TargeHost=cloudstore.cvtt.vpn
+TargetHost=cloud21.cvtt.vpn
+TargetRootDir=/opt/store/cvtt/archive
 
 Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d')
 Now=$(date '+%Y%m%d_%H%M%S')
@@ -53,7 +54,7 @@ if [ "$files" == "" ]
 then
     echo "No files found older than ${Oldest} in ${ArchiveDir}"
 else
-    Target="${TargetHost}:/home/cvtt/Archive/${FromHost}/"
+    Target="${TargetHost}:${TargetRootDir}/${FromHost}/"
     echo "Moving files to ${Target}:"
     echo -----------------
     for f in ${files}

utils/send_mmost.sh

@@ -11,6 +11,10 @@ url=$(jq -r '.MATTERMOST.url' ${HOME}/.creds)
 team=$(jq -r '.MATTERMOST.team' ${HOME}/.creds)
 bearer=$(jq -r '.MATTERMOST.bearer' ${HOME}/.creds)
 
+#lowercase channel
+channel_name=$(echo "${channel_name}" | awk '{print tolower($0)}')
+# space to '-'
+channel_name=${channel_name//" "/"-"}
 
 get_channel_url="${url}/api/v4/teams/name/${team}/channels/name/${channel_name}"