progress

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 @@
-0.6.2
+0.6.6

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 +1,104 @@
+#!/bin/bash
+
+Start=${1}
+End=${2}
+NumJobs=${3}
+
+InstListFile= ${4}
+
+export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+
+is_business_day() {
+    dt=${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
+
+if [ "${End}" == "" ] ; then
+    End=$(date -d "${Start} + 1 day" "+%Y-%m-%d")
+fi
+
+if [ "${NumJobs}" == "" ] ; then
+    NumJobs=25
+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/alpaca_md
+export OutputDir=/home/cvtt/host_drive/alpaca_md
+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=100 # 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/set_version.sh

@@ -29,8 +29,6 @@ ReleaseUsers=("cvttdist")
 ReleaseDir=("/home/cvttdist/software/cvtt2")
 # ----- Settings
 
-Location="${LocalSoftwareDir}/${Project}/${Version}/${Project}"
-
 function rsync_load_version() {
     for idx in "${!ReleaseHosts[@]}"
     do
@@ -72,16 +70,14 @@ function rsync_load_version() {
 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}
-eval ${Cmd}
+echo ${Cmd} && eval ${Cmd}
 
 echo "Done: $0 $*"