Compare commits
14 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 51e059a72b | |||
| 9a59b00998 | |||
| 78de26d154 | |||
| 8eb52d718f | |||
| a0cf2531e6 | |||
| ada2a74eb6 | |||
| 7dec83b190 | |||
| 2b2056171e | |||
| 913d971663 | |||
| 0f6d7874de | |||
| 769d8116d5 | |||
| a7ad7f45f5 | |||
| 0e6190f999 | |||
| 180e3f89cf |
@@ -0,0 +1,44 @@
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-------------------------------------
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C R Y P T O M A R K E T D A T A
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-------------------------------------
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============
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Exchanges
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============
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| Coinbase
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| Binance Spot
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| Binance Futures
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v
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============
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Databases
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============
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| TimescaleDB: cloud21
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| TimescaleDB: cvttdata
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v
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================
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Daily Archive
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================
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| created by crontabs:
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| cvttdata:
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| (1) /home/cvtt/prod/utils/archive_yesterday_md.sh cloud21
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| (2) /home/cvtt/prod/utils/archive_yesterday_md.sh cvttdata
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| stored in:
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| cvttdata:/home/cvtt/prod/archive/md_archive/crypto/cloud21 (1)
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| cvttdata:/home/cvtt/prod/archive/md_archive/crypto/cvttdata (2)
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v
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==========
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Storage
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==========
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| created by crontabs:
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| cvttdata:
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| /home/cvtt/prod/utils/sync_crypto_archives.sh
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| TBD prune files older than 7 days
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| stored in:
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| homestore:/works/cvtt/md_archive/crypto/ (cvttdata and cloud21)
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| cloud21:/opt/store/cvtt/md_archive/crypto/ (cvttdata and cloud21)
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v
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==========
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Usage
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==========
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@@ -0,0 +1,33 @@
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-------------------------------------
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E Q U I T Y M A R K E T D A T A
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-------------------------------------
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=====================
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Exchanges (Sources)
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=====================
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| Alpaca
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| TBD ============
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| TBD Databases
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| TBD ============
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| TBD | TimescaleDB: cloud21
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| TBD | TimescaleDB: cvttdata
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v TBD v
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================
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Daily Archive
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================
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| created by crontab on cvttdata:
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| /home/cvtt/prod/run/alpaca_md.sh
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| stored in:
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| cvttdata:/home/cvtt/prod/archive/md_archive/equity/alpaca_md (TBD)
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v
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==========
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Storage
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==========
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| created by crontab cvttdata:
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| /home/cvtt/prod/utils/sync_market_data.sh
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| stored in:
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| homestore:/works/cvtt/md_archive/equity/alpaca_md
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| cloud21:/opt/store/cvtt/md_archive/equity/alpaca_md
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____V_______
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+1
-1
@@ -1 +1 @@
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0.8.1
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0.9.3
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@@ -48,16 +48,9 @@ export PYTHONPATH=/home/cvtt/prod
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export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
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export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
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export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
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export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
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export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
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export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
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export OutputDir=/home/cvtt/host_drive/alpaca_md # Local
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export LogDir=/home/cvtt/prod/logs/alpaca_md
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# ----- T E M P
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export OutputDir=/home/cvtt/prod/archive/md_archive/equity/alpaca_md # Local
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# export PYTHONPATH=/home/oleg/develop/cvtt2
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export LogDir=/home/cvtt/prod/logs/alpaca_md
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# export Python=/home/oleg/.pyenv/python3.10-venv/bin/python3
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# export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
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# export PyScript=/home/oleg/develop/cvtt2/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
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# export OutputDir=/home/oleg/develop/cvtt2/tmp # Local
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# export LogDir=/home/oleg/develop/cvtt2/tmp
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mkdir -p ${LogDir}
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mkdir -p ${LogDir}
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@@ -112,3 +105,10 @@ for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do
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parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
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parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
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done
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done
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echo "Compressing"
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for file in $(find ${OutputDir} -type f -name '*db' -print )
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do
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echo "Compressing ${file}"
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gzip ${file}
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done
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@@ -4,14 +4,14 @@ Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3.10
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RootDir=/home/cvtt/prod
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RootDir=/home/cvtt/prod
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export PYTHONPATH=${RootDir}
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export PYTHONPATH=${RootDir}
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host=$(hostname)
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host=${1}
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if [ "${host}" == "cvttdata" ]
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if [ "${host}" == "cvttdata" ]
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then
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then
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ArchiveRootDir=/home/cvtt/prod/archive/md_archive
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ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cvttdata
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CredKey=TSDB_MD_CVTTDATA_RO
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CredKey=TSDB_MD_CVTTDATA_RO
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elif [ "${host}" == "cloud21.cryptovaltrading.com" ]
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elif [ "${host}" == "cloud21" ]
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then
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then
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ArchiveRootDir=/opt/store/cvtt/archive/md_archive
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ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cloud21
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CredKey=TSDB_MD_CLD21_RO
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CredKey=TSDB_MD_CLD21_RO
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else
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else
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echo "Unknown host ${host}. ${0} Aborted."
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echo "Unknown host ${host}. ${0} Aborted."
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@@ -21,7 +21,7 @@ fi
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mkdir -p ${ArchiveRootDir}
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mkdir -p ${ArchiveRootDir}
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yesterday=$(date -d "yesterday" +%Y%m%d)
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yesterday=$(date -d "yesterday" +%Y%m%d)
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Schemas=${1}
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Schemas=${2}
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if [ "${Schemas}" == "" ]
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if [ "${Schemas}" == "" ]
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then
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then
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Schemas="coinbase,bnbspot,bnbfut"
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Schemas="coinbase,bnbspot,bnbfut"
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@@ -35,15 +35,25 @@ Hosts="${Hosts} cvtt-prod-02.cvtt.vpn"
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Hosts="${Hosts} cvtt-prod-03.cvtt.vpn"
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Hosts="${Hosts} cvtt-prod-03.cvtt.vpn"
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Metrics=()
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Metrics=()
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TempFiles=
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function cleanup {
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echo Cleaing up temporary files: ${TempFiles}
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if [ "" != "${TempFiles}" ]; then
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rm -f ${TempFiles}
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fi
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}
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trap cleanup EXIT
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function space_alert() {
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function space_alert() {
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ALERT_USAGE=75%
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ALERT_USAGE=75%
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for ln in "${Measurements[@]}"
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for metric in "${Metrics[@]}"
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do
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do
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IFS=$' '; args=($ln); unset IFS
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IFS=$' '; args=($metric); unset IFS
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host=${args[0]}
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host=${args[0]}
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fs=${args[1]}
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fs=${args[1]}
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space_used=${args[2]}
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space_used=${args[2]}
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if [ ${space_used%?} -ge ${ALERT_USAGE%?} ]; then
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if [ ${space_used%?} -ge ${ALERT_USAGE%?} ]; then
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echo ":red_circle: Filesystem **${host}:${fs}** is using **${space_used}** :red_circle:"
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echo ":red_circle: Filesystem **${host}:${fs}** is using **${space_used}** :red_circle:"
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fi
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fi
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@@ -89,7 +99,11 @@ function storage_check() {
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}
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}
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tmpfile=$(mktemp)
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tmpfile=$(mktemp)
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TempFiles="${TempFiles} ${tmpfile}"
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tmpfile2=$(mktemp)
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tmpfile2=$(mktemp)
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TempFiles="${TempFiles} ${tmpfile2}"
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storage_check > ${tmpfile2}
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storage_check > ${tmpfile2}
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echo "## :card_file_box: STORAGE HEALTH CHECK" >> ${tmpfile}
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echo "## :card_file_box: STORAGE HEALTH CHECK" >> ${tmpfile}
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@@ -98,17 +112,15 @@ echo "| host | filesystem | usage |" >> ${tmpfile}
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echo "| --- | --- | --- |" >> ${tmpfile}
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echo "| --- | --- | --- |" >> ${tmpfile}
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cat ${tmpfile2} | sort -h -r | awk -F'%' '{printf "%s%%%s\n",$2,$3}' >> ${tmpfile}
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cat ${tmpfile2} | sort -h -r | awk -F'%' '{printf "%s%%%s\n",$2,$3}' >> ${tmpfile}
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cat ${tmpfile} | ${Sender} ${StatusChannel}
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cat ${tmpfile} | ${Sender} ${StatusChannel}
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rm ${tmpfile} ${tmpfile2}
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Measurements=()
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tmpfile=$(mktemp)
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tmpfile=$(mktemp)
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TempFiles="${TempFiles} ${tmpfile}"
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space_alert > ${tmpfile}
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space_alert > ${tmpfile}
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cat ${tmpfile}
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if [ -s ${tmpfile} ]
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if [ -s ${tmpfile} ]
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then
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then
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(echo "### :card_file_box: STORAGE ALERTS" && cat ${tmpfile}) | ${Sender} ${AlertChannel}
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(echo "### :card_file_box: STORAGE ALERTS" && cat ${tmpfile}) | ${Sender} ${AlertChannel}
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else
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else
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echo File ${tmpfile} is empty
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echo "No Storage Alerts"
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fi
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fi
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rm ${tmpfile}
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Executable
+33
@@ -0,0 +1,33 @@
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#!/bin/bash
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# Collect all "A" files
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letter=${1}
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if [ "${letter}" == "" ]; then
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echo "Usage $0 <letter>"
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exit 1
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fi
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# copy text data to local location
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rsync -ahv /home/cvtt/host_drive/eqt_hist_md/txt/${letter} /home/cvtt/tmp/txt/
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# create db files
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PYTHONPATH=/home/cvtt/prod /home/cvtt/.pyenv/python3.10-venv/bin/python3 /home/cvtt/prod/cvttpy/trading/mkt_data/ad_hoc/eqt_md_to_db.py /home/cvtt/tmp/txt/${letter} /home/cvtt/tmp/db
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if [ "$?" != "0" ] ; then
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exit
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fi
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# Move all files to host drive
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# a) create file list
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(cd /home/cvtt/tmp/db/ && find . -name '*db' -print | grep "/${letter}/") > /home/cvtt/tmp/tran_db/${letter}_files
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echo ${letter} is done
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exit
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# b) rsync files to host drive
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rsync -ahv --remove-source-files --files-from=/home/cvtt/tmp/tran_db/${letter}_files /home/cvtt/tmp/db/ cvtt@my-vm-host:/localdisk/cvtt/eqt_hist_md/db/
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# Clean directories
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( cd /home/cvtt/tmp/db && (for d in $(find . -name $letter -type d -print); do echo $d ; done) | grep -v /$letter/$letter | xargs rm -rf) && rm -rf /home/cvtt/tmp/txt/${letter}
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Reference in New Issue
Block a user