homestore ==> hs01

admin/docker_images.sh

@@ -1,6 +1,6 @@
 #!/bin/env bash
 
-Registry=http://homestore.cvtt.vpn:5500
+Registry=http://hs01.cvtt.vpn:5500
 
 Catalog=${Registry}/v2/_catalog
 
@@ -11,5 +11,12 @@ jstr=$(curl -s -X GET ${Catalog})
 echo "${jstr}" | jq -r '.repositories[]' | while read repo; do
     TagListURL="${Registry}/v2/${repo}/tags/list"
     # echo $repo
-    curl -s -X GET ${TagListURL}
+    Cmd="curl -s -X GET ${TagListURL}"
+    echo ${Cmd}
+    eval ${Cmd}
+    # TagList=$(eval ${Cmd})
+    # # echo ${TagList}
+    # echo "${TagList}" | jq -r '.tags[]' | while read tag; do
+    #     echo "${Registry}/${repo}:${tag}"
+    # done
 done

build/build_release.sh

@@ -3,17 +3,18 @@
 # ---------------- 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
-git_repo_arr[research]=git@cloud21.cvtt.vpn:/opt/store/git/research.git
+git_repo_arr[cvttpy]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cvttpy.git
+git_repo_arr[ops]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/ops.git
+git_repo_arr[research]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/research.git
 git_repo_arr[cvtt-rust]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cvtt-rust.git
+git_repo_arr[docker_dev]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/docker_dev.git
 
 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"
+dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
 # ---------------- Settings
 
 # ---------------- cmdline
@@ -171,17 +172,19 @@ if [ "${project}" == "cvtt-rust" ]; then
 
     cmd_arr+=("cd ${prj_dir}")
 
-    cmd_arr+=("mkdir -p ${prj_dir}/dist/release")
-    cmd_arr+=("cp release_version.txt ./dist/release")
+    release_dir=${prj_dir}/dist/${project}
+
+    cmd_arr+=("mkdir -p ${release_dir}")
+    cmd_arr+=("cp release_version.txt ${release_dir}")
 
     jq_cmd="jq '.packages[] | select(.targets[].kind[] == \"bin\") | .name'"
     apps=$(cargo metadata --no-deps --format-version 1 --manifest-path=${prj_dir}/Cargo.toml | eval $jq_cmd | uniq)
     for app in ${apps[@]}; do
         app=${app//\"/} # remove quotes
-        cmd_arr+=("cargo install --root ${prj_dir}/dist/release --path ${prj_dir}/apps/${app}")
+        cmd_arr+=("cargo install --root ${release_dir} --path ${prj_dir}/apps/${app}")
     done
 
-    SourceLoc=${prj_dir}/dist/release
+    SourceLoc=${release_dir}
 fi
 
 dist_path="${dist_root}/${project}/${release_version}"

build/docker_images_builder.sh

@@ -0,0 +1,201 @@
+#!/bin/bash
+
+usage() {
+    echo -n "Usage: ${0}  <RootDir>"
+    echo
+    exit 1
+}
+# --- Settings
+RootDir=${1}
+if [ -z "${RootDir}" ] ; then
+    usage
+fi
+
+RegistryService=cloud21.cvtt.vpn:5500
+RegistryProtocol=http
+
+ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/docker_images
+
+
+ReleaseHost="cloud21.cvtt.vpn"
+ReleasePort="22"
+ReleaseUser="cvttdist"
+ReleaseDir="/home/cvttdist/software/cvtt2"
+
+DIMAGES_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
+
+
+SetVersionScript=${HOME}/prod/set_version.sh
+
+
+# --------------- D E B U G
+
+mkdir -p ${RootDir}
+
+build_docker_image() {
+    title=${1}
+    image_name=${2}
+    docker_dev_path=${3}
+    project=${4}
+
+    echo "Building ${title}..."
+    echo "ImageName=${image_name}"
+    echo "DockerDevPath=${docker_dev_path}"
+    echo "BasedOnDist=${project}"
+
+    # Get Latest DIST version
+    echo "Checking for latest version of ${project} on ${ReleaseUser}@${ReleaseHost}:${ReleaseDir}"
+    image_version=$(get_latest_dist_version ${project})
+    if [ -z "${image_version}" ]; then
+        echo "No latest version found for ${project}"
+        return
+    fi
+    echo "Latest version is ${image_version}"
+
+    if image_exists "${image_name}" "${image_version}"; then
+        echo "Image $image_name:$image_version exists in the registry. Building is not required."
+        return
+    fi
+    echo "Image $image_name:$image_version does not exist in the registry."
+    echo "getting lastest version of ${project} on ${ReleaseUser}@${ReleaseHost}:${ReleaseDir}"
+
+    Cmd="${SetVersionScript} ${project} ${image_version}"
+    echo ${Cmd}
+    eval ${Cmd}
+
+    convert_symlink_to_dir ${project}
+
+    DockerDir=./docker_dev/${docker_dev_path}
+    echo "================================================================================"
+    echo "Building ${title}... on ${DockerDir}"
+    echo "================================================================================"
+
+    Cmd="docker build"
+    Cmd+=" -t ${image_name}"
+    Cmd+=" -t ${image_name}:latest"
+    Cmd+=" -t ${image_name}:${image_version}"
+    Cmd+=" -f ${DockerDir}/Dockerfile ${RootDir}"
+    echo ${Cmd}
+    eval ${Cmd} 1>&2 || exit
+
+    Cmd="docker tag"
+    Cmd+=" ${image_name}:latest"
+    Cmd+=" ${RegistryService}/${image_name}:latest"
+    echo ${Cmd}
+    eval ${Cmd} || exit
+
+    Cmd="docker tag"
+    Cmd+=" ${image_name}:${image_version}"
+    Cmd+=" ${RegistryService}/${image_name}:${image_version}"
+    echo ${Cmd}
+    eval ${Cmd} || exit
+
+    Cmd="docker push"
+    Cmd+=" ${RegistryService}/${image_name}:latest"
+    echo ${Cmd}
+    eval ${Cmd} || exit
+
+    Cmd="docker push"
+    Cmd+=" ${RegistryService}/${image_name}:${image_version}"
+    echo ${Cmd}
+    eval ${Cmd} || exit
+
+    echo "Removing the copy of ${project} from ${RootDir}"
+    Cmd="rm -rf ${RootDir}/${project}"
+    echo ${Cmd}
+    eval ${Cmd}
+
+    print_all_reg_images ${project}
+}
+
+convert_symlink_to_dir() {
+    project=${1}
+    if [ -L ${RootDir}/${project} ]; then
+        echo "Converting symlink ${RootDir}/${project} to directory"
+
+        Cmd="mv ${RootDir}/${project} ${RootDir}/${project}.symlink"
+        echo ${Cmd} && eval ${Cmd}
+
+        src_path=$(readlink -f ${RootDir}/${project}.symlink)
+
+        Cmd="cp -r ${src_path} ${RootDir}/${project}"
+        echo ${Cmd} && eval ${Cmd}
+    fi
+    if [ -d ${project} ]; then
+        echo "${RootDir}/${project} is a Directory"
+    fi
+    Cmd="rm ${RootDir}/${project}.symlink"
+    echo ${Cmd} && eval ${Cmd}
+}
+
+image_exists() {
+    image_name=${1}
+    version=${2}
+    response=$(curl -s -o /dev/null -w "%{http_code}" "${RegistryProtocol}://${RegistryService}/v2/${image_name}/manifests/${version}" -H "Accept: application/vnd.docker.distribution.manifest.v2+json")
+    if [ "$response" -eq 200 ]; then
+        return 0
+    else
+        return 1
+    fi
+}
+
+print_all_reg_images() {
+    project=${1}
+
+    repositories=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/_catalog" | jq -r '.repositories[]')
+
+    for repo in $repositories; do
+        # Fetch all tags for the repository
+        tags=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/$repo/tags/list" | jq -r '.tags[]')
+
+        # List each tag
+        for tag in $tags; do
+            if [ "${project}" == "" ];then
+                echo "$repo:$tag"
+            else
+                echo "$repo:$tag" | grep ${project}
+            fi
+        done
+    done
+}
+
+get_latest_dist_version() {
+    project=${1}
+
+    Version=$(ssh -q -p ${ReleasePort} ${ReleaseUser}@${ReleaseHost} "ls -tr ${ReleaseDir}/${project} | tail -1" )
+    echo "${Version}"
+}
+
+echo RootDir=${RootDir}
+
+cd ${RootDir}
+
+echo "Getting latest version of docker_dev"
+Cmd="${SetVersionScript} docker_dev latest"
+echo ${Cmd}
+eval ${Cmd}
+
+convert_symlink_to_dir docker_dev
+
+Jobs=()
+while IFS= read -r item; do
+    Jobs+=("$item")
+done < <(echo "${DIMAGES_CONFIG}" | jq -c 'to_entries[]')
+
+for item in "${Jobs[@]}"; do
+    # Extract key (name) and values
+    title=$(echo "$item" | jq -r '.key')
+    image_name=$(echo "$item" | jq -r '.value.image_name')
+    docker_dev_path=$(echo "$item" | jq -r '.value.docker_dev_path')
+    project=$(echo "$item" | jq -r '.value.based_on_project')
+
+    build_docker_image "$title" "$image_name" "$docker_dev_path" "$project"
+done
+
+Cmd="rm -rf ${RootDir}/docker_dev"
+echo ${Cmd}
+eval ${Cmd}
+
+echo "Done ${0} ${*}"
+#===============================================================================
+#===============================================================================

build/list_docker_images.sh

@@ -0,0 +1,33 @@
+#!/bin/bash
+
+usage() {
+    echo -n "Usage: ${0}  <grep_filter>"
+    echo
+    exit 1
+}
+# --- Settings
+RegistryService=cloud21.cvtt.vpn:5500
+RegistryProtocol=http
+
+print_all_reg_images() {
+    project=${1}
+
+    repositories=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/_catalog" | jq -r '.repositories[]')
+
+    for repo in $repositories; do
+        # Fetch all tags for the repository
+        tags=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/$repo/tags/list" | jq -r '.tags[]')
+
+        # List each tag
+        echo "REPO: $repo"
+        for tag in $tags; do
+            if [ "${project}" == "" ];then
+                echo "$repo:$tag"
+            else
+                echo "$repo:$tag" | grep ${project}
+            fi
+        done
+    done
+}
+
+print_all_reg_images ${1}

docker/market_data/hist/crypto_md_day.sh

@@ -15,6 +15,7 @@ Cmd="${Cmd} --pull=always"
 Cmd="${Cmd} --network=host"
 Cmd="${Cmd} --name=crypto_md_day.${host}.${date}"
 Cmd="${Cmd} --rm"
+Cmd="${Cmd} --volume=${HOME}/.creds:/.creds"
 Cmd="${Cmd} ${DockerImage}"
 Cmd="${Cmd} -h ${host}"
 Cmd="${Cmd} -d ${date}"

docker/market_data/hist/load_alpaca_hbar.sh

@@ -91,6 +91,7 @@ Cmd="${Cmd} --network=host"
 Cmd="${Cmd} --name=${ContainerName}"
 Cmd="${Cmd} --rm"
 Cmd="${Cmd} --volume=${LogDir}:/logs"
+Cmd="${Cmd} --volume=${HOME}/.creds:/.creds"
 Cmd="${Cmd} ${DockerImage}"
 Cmd="${Cmd} -d ${date_to_load}"
 if [ -n "${NumSymbols}" ]; then

docker/market_data/hist/load_alpaca_qat.sh

@@ -96,6 +96,7 @@ Cmd="${Cmd} --network=host"
 Cmd="${Cmd} --name=${ContainerName}"
 Cmd="${Cmd} --rm"
 Cmd="${Cmd} --volume=${LogDir}:/logs"
+Cmd="${Cmd} --volume=${HOME}/.creds:/.creds"
 Cmd="${Cmd} ${DockerImage}"
 Cmd="${Cmd} -d ${date_to_load}"
 Cmd="${Cmd} -S ${Symbols}"

docker/market_data/recorder/md_recorder.sh

@@ -49,6 +49,7 @@ Cmd="${Cmd} --rm"
 Cmd="${Cmd} --network=host"
 Cmd="${Cmd} --pull=always"
 Cmd="${Cmd} --name=${ContainerName}"
+Cmd="${Cmd} -v /home/cvtt/.creds:/.creds"
 Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
 Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
 Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder:latest"

docker/market_data/recorder/md_recorder_monitor.sh

@@ -27,9 +27,6 @@ is_container_running() {
     fi
 }
 
-
-
-
 Instance=${1}
 if ! is_valid "${Instance}"; then
     usage
@@ -53,6 +50,7 @@ Cmd="${Cmd} --rm"
 Cmd="${Cmd} --network=host"
 Cmd="${Cmd} --pull=always"
 Cmd="${Cmd} --name=${ContainerName}"
+Cmd="${Cmd} -v /home/cvtt/.creds:/.creds"
 Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
 Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
 Cmd="${Cmd} ${Instance} ${AdminPort}"

docker/research/crypto_exch_stats.sh

@@ -0,0 +1,16 @@
+#!/bin/bash
+
+Cmd="docker run"
+Cmd+=" -d"
+Cmd+=" --rm"
+Cmd+=" --pull=always"
+Cmd+=" --network=host"
+Cmd+=" --name=crypto_exch_stats"
+Cmd+=" --volume=${HOME}/prod/data:/app/data"
+Cmd+=" --volume=${HOME}/prod/logs:/logs"
+Cmd+=" cloud21.cvtt.vpn:5500/crypto_exch_stats:latest"
+
+echo ${Cmd}
+eval ${Cmd}
+# Cmd+=" cloud21.cvtt.vpn:5500/relative_liquidity:latest"
+

release_version.txt

@@ -1 +1 @@
-1.8.1,build for cvtt-rust uses cargo install
+1.9.5,homestore ==> hs01

research/ad_hoc/rearrange2.sh

@@ -2,7 +2,7 @@
 
 # by chatGPT
 # ==========================================
-# homestore.cvtt.vpn SETTINGS
+# hs01.cvtt.vpn SETTINGS
 # ==========================================
 
 # Define source and destination base directories

research/load_crypto_md.sh

@@ -1,7 +1,7 @@
 #!/usr/bin/env bash
 
 usage() {
-  echo "Usage: $0 [-h <host (homestore*/cloud21)>] [-d <YYYYMMDD> (yesterday*)] [-s <source> (cvttdata/cloud21*)>]"
+  echo "Usage: $0 [-h <host (hs01*/cloud21)>] [-d <YYYYMMDD> (yesterday*)] [-s <source> (cvttdata/cloud21*)>]"
   exit 1
 }
 
@@ -20,7 +20,7 @@ is_valid() {
 }
 
 date=""
-host=homestore
+host=hs01
 source=cloud21
 
 while getopts ":h:d:s:" opt; do
@@ -51,7 +51,7 @@ fi
 
 echo "$date $host $source"
 
-valid_hosts=('homestore' 'cloud21')
+valid_hosts=('hs01' 'cloud21')
 if ! is_valid "${host}"  "${valid_hosts[@]}" ; then
     echo "Host '${host}' is not valid"
     usage
@@ -67,8 +67,8 @@ if [ "${host}" == "cloud21" ] ; then
     SourceHost=cloud21.cvtt.vpn
     SourceUser=cvtt
     SourceRootDir="/opt/store/cvtt/md_archive/crypto/${source}"
-elif [ "${host}" == "homestore" ]; then
-    SourceHost=homestore.cvtt.vpn
+elif [ "${host}" == "hs01" ]; then
+    SourceHost=hs01.cvtt.vpn
     SourceUser=cvtt
     SourceRootDir=/works/cvtt/md_archive/crypto/${source}
 else

research/load_eqty_md.sh

@@ -2,7 +2,7 @@
 
 usage() {
   echo -n "Usage: $0"
-  echo -n " [-h <host (homestore*/cloud21)>]"
+  echo -n " [-h <host (hs01*/cloud21)>]"
   echo -n " [-d <YYYYMMDD> (yesterday*)]"
   echo -n " [-s <stocks comma separated>"
   echo -n " [-t <target directory>"
@@ -19,7 +19,7 @@ fi
 
 # ------------------ Settings
 md_date=""
-host=homestore
+host=hs01
 stocks=COIN,GBTC,SQ
 
 TargetDir="/opt/jupyter_gpu/data/eqty_md"
@@ -81,7 +81,7 @@ fi
 
 echo "$md_date $host $source"
 
-valid_hosts=('homestore' 'cloud21')
+valid_hosts=('hs01' 'cloud21')
 if ! is_valid "${host}"  "${valid_hosts[@]}" ; then
     echo "Host '${host}' is not valid"
     usage
@@ -108,8 +108,8 @@ if [ "${host}" == "cloud21" ] ; then
     SourceHost=cloud21.cvtt.vpn
     SourceUser=cvtt
     SourceRootDir="/opt/store/cvtt/md_archive/equity/alpaca_md"
-elif [ "${host}" == "homestore" ]; then
-    SourceHost=homestore.cvtt.vpn
+elif [ "${host}" == "hs01" ]; then
+    SourceHost=hs01.cvtt.vpn
     SourceUser=cvtt
     SourceRootDir="/works/cvtt/md_archive/equity/alpaca_md"
 else

research/prepare_crypto_simdata.sh

@@ -0,0 +1,284 @@
+#!/bin/bash
+
+# SQLite DDL for simulation
+# =========================
+
+
+# -- md_quotes
+
+# -- md_1min_bars
+
+
+usage() {
+  echo "Usage: $0  -d YYYMMDD Date> [-O <output dir (./) >]"
+  exit 1
+}
+
+# --------------------- Settings
+SourceHost=cloud21.cvtt.vpn
+SourceRootDir=/opt/store/cvtt/md_archive/crypto
+DbSource=cloud21
+# --------------------- Settings
+
+while getopts ":d:O:" opt; do
+  case ${opt} in
+    d )
+      Date=$OPTARG
+      ;;
+    O )
+      OutputDir=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ -z ${Date}  ] ; then
+    echo "date is not specified"
+    usage
+fi
+if [ -z ${OutputDir}  ] ; then
+    OutputDir=.
+fi
+mkdir -p ${OutputDir}
+
+# --- Binance
+Instruments=( PAIR-ADA-USDT )
+Instruments+=( PAIR-BCH-USDT )
+Instruments+=( PAIR-BTC-USDT )
+Instruments+=( PAIR-DOT-USDT )
+Instruments+=( PAIR-ETH-USDT )
+Instruments+=( PAIR-LTC-USDT )
+Instruments+=( PAIR-SOL-USDT )
+Instruments+=( PAIR-USDC-USDT )
+Instruments+=( PAIR-XRP-USDT )
+
+# --- Coinbase
+Instruments+=( PAIR-ADA-USD )
+Instruments+=( PAIR-BCH-USD )
+Instruments+=( PAIR-BTC-USD )
+Instruments+=( PAIR-DOT-USD )
+Instruments+=( PAIR-ETH-USD )
+Instruments+=( PAIR-LTC-USD )
+Instruments+=( PAIR-SOL-USD )
+Instruments+=( PAIR-XRP-USD )
+
+echo "Date=${Date} Instruments=${Instruments[@]} OutputDir=${OutputDir}"
+echo Getting data from ${DataHost} ...
+
+year=$(date -d ${Date} +"%Y")
+month=$(date -d ${Date} +"%m")
+SourceDir="${SourceRootDir}/${DbSource}/${year}/${month}"
+SourceFile="${SourceDir}/${Date}.mktdata.db.gz"
+
+Cmd="rsync -ahv"
+Cmd+=" ${SourceHost}:${SourceFile}"
+Cmd+=" $OutputDir/"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+echo ${Cmd}
+eval ${Cmd}
+
+SourceDbFile="${OutputDir}/${Date}.mktdata.db"
+ResultDbFile="${OutputDir}/${Date}.crypto_sim_md.db"
+
+echo "Creating Result Database File ${ResultDbFile}"
+
+echo "Creating table md_trades ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_trades (
+    tstamp text,
+    tstamp_ns integer,
+    exchange_id text,
+    instrument_id text,
+    exch text,
+    px real,
+    qty real,
+    trade_id text,
+    condition text,
+    tape text
+);
+CREATE UNIQUE INDEX  IF NOT EXISTS md_trades_uidx
+ON md_trades(tstamp_ns, exchange_id, instrument_id);
+EOF
+
+echo "Creating table md_quotes ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_quotes (
+    tstamp text,
+    tstamp_ns integer,
+    exchange_id text,
+    instrument_id text,
+    bid_exch text,
+    bid_px real,
+    bid_qty real,
+    ask_exch text,
+    ask_px real,
+    ask_qty real
+);
+CREATE UNIQUE INDEX  IF NOT EXISTS md_quotes_uidx
+ON md_quotes(tstamp_ns, exchange_id, instrument_id);
+EOF
+
+echo "Creating table md_1min_bars ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_1min_bars (
+	tstamp text,
+	tstamp_ns integer,
+	exchange_id text,
+	instrument_id text,
+	open real,
+	high real,
+	low real,
+	close real,
+	volume real,
+	vwap real,
+	num_trades integer
+);
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_uidx
+ON md_1min_bars(tstamp, exchange_id, instrument_id);
+EOF
+
+echo "Loading md_trades ..."
+sqlite3  ${ResultDbFile} <<EOF
+ATTACH '${SourceDbFile}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_trades SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	"" as exch,
+	price as px,
+	quantity as qty,
+	"" as trade_id,
+	taker_side as condition,
+	"" as tape
+from source_db.bnbspot_md_trades;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_trades
+SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	"" as exch,
+	price as px,
+	quantity as qty,
+	"" as trade_id,
+	taker_side as condition,
+	"" as tape
+from source_db.coinbase_md_trades;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+echo "Loading md_quotes ..."
+sqlite3  ${ResultDbFile} <<EOF
+ATTACH '${SourceDbFile}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_quotes SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	exchange_id as bid_exch,
+	bid_price as bid_px,
+	bid_quantity as bid_qty,
+	exchange_id as ask_exch,
+	ask_price as ask_px,
+	ask_quantity as ask_qty
+from bnbspot_md_booktops;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_quotes SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	exchange_id as bid_exch,
+	bid_price as bid_px,
+	bid_quantity as bid_qty,
+	exchange_id as ask_exch,
+	ask_price as ask_px,
+	ask_quantity as ask_qty
+from coinbase_md_booktops;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+### --- REPLACE 0 with num_trades ---
+
+echo "Loading md_1min_bars ..."
+sqlite3  ${ResultDbFile} <<EOF
+ATTACH '${SourceDbFile}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_1min_bars SELECT
+	datetime(tstamp / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (tstamp % 1000000000) / 1000)  as tsatmp,
+	tstamp as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	open,
+	high,
+	low,
+	close,
+	volume,
+	vwap,
+	0 as num_trades
+from bnbspot_ohlcv_1min;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_1min_bars SELECT
+	datetime(tstamp / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (tstamp % 1000000000) / 1000)  as tstamp,
+	tstamp as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	open,
+	high,
+	low,
+	close,
+	volume,
+	vwap,
+	0 as num_trades
+from coinbase_ohlcv_1min;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+Cmd="rm ${SourceDbFile}"
+echo ${Cmd}
+eval ${Cmd}
+
+
+Cmd="gzip ${ResultDbFile}"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="rm ${ResultDbFile}.gz"
+echo ${Cmd}
+eval ${Cmd}
+
+echo Done $0 ${*}

research/prepare_eqt_simdata.sh

@@ -0,0 +1,244 @@
+#!/bin/bash
+
+usage() {
+  echo "Usage: $0  -S <symbols> -d <YYYYMMDD Date> [-O <output dir (./) >]"
+  exit 1
+}
+
+# --------------------- Settings
+SourceHost=cloud21.cvtt.vpn
+SourceRootDir=/opt/store/cvtt/md_archive/equity/alpaca_md
+# --------------------- Settings
+
+
+is_business_day() {
+    dt=${1}
+    date=$(date -d "${dt}" +"%Y-%m-%d")
+
+    CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+    URL="${CalendarURL}&start=${date}&end=${date}"
+    open_time=$(curl -s "${URL}" | jq '.[] | .open_time')
+    if [ -n  "${open_time}" ]; then
+        return 0
+    else
+        return 1
+    fi
+
+}
+export -f is_business_day
+
+
+while getopts ":d:S:O:" opt; do
+  case ${opt} in
+    d )
+      Date=$OPTARG
+      ;;
+    S )
+      SymList=$OPTARG
+      ;;
+    O )
+      OutputDir=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ -z ${SymList}  ] ; then
+    echo "symbols are not specified"
+    usage
+fi
+if [ -z ${Date}  ] ; then
+    echo "date is not specified"
+    usage
+fi
+if [ -z ${OutputDir}  ] ; then
+    OutputDir=.
+fi
+mkdir -p ${OutputDir}
+
+if ! is_business_day ${Date}; then
+   echo "${Date} is not business day"
+   usage
+fi
+
+OLD_IFS=${IFS}
+IFS=","
+read -ra Symbols <<< "${SymList}"
+IFS=${OLD_IFS}
+
+echo "Date=${Date} Symbols=${Symbols[@]} OutputDir=${OutputDir}"
+echo Getting data from ${DataHost} ...
+
+year=$(date -d ${Date} +"%Y")
+for sym in ${Symbols[@]}; do
+    inst_id="STOCK-${sym}"
+    capital=${sym:0:1}
+    SourceDir="${SourceRootDir}/${year}/${capital}/${sym}"
+    SourceHbarFile="${SourceDir}/${Date}.${sym}.alpaca_1m_bars.db.gz"
+    SourceQatFile="${SourceDir}/${Date}.${sym}.alpaca_qat.db.gz"
+
+    for src_file in ${SourceHbarFile} ${SourceQatFile}; do
+        Cmd="rsync -ahv"
+        Cmd+=" ${SourceHost}:${src_file}"
+        Cmd+=" $OutputDir/"
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+done
+
+Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+echo ${Cmd}
+eval ${Cmd}
+
+ResultDbFile="${OutputDir}/${Date}.alpaca_sim_md.db"
+echo "Creating Result Database File ${ResultDbFile}"
+
+echo "Creating Result Database File ${ResultDbFile}"
+
+echo "Creating table md_trades ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_trades (
+    tstamp text,
+    tstamp_ns integer,
+    exchange_id text,
+    instrument_id text,
+    exch text,
+    px real,
+    qty real,
+    trade_id text,
+    condition text,
+    tape text
+);
+CREATE UNIQUE INDEX  IF NOT EXISTS md_trades_uidx
+ON md_trades(tstamp_ns, exchange_id, instrument_id);
+EOF
+
+echo "Creating table md_quotes ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_quotes (
+    tstamp text,
+    tstamp_ns integer,
+    exchange_id text,
+    instrument_id text,
+    bid_exch text,
+    bid_px real,
+    bid_qty real,
+    ask_exch text,
+    ask_px real,
+    ask_qty real
+);
+CREATE UNIQUE INDEX  IF NOT EXISTS md_quotes_uidx
+ON md_quotes(tstamp_ns, exchange_id, instrument_id);
+EOF
+
+echo "Creating table md_1min_bars ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_1min_bars (
+	tstamp text,
+	tstamp_ns integer,
+	exchange_id text,
+	instrument_id text,
+	open real,
+	high real,
+	low real,
+	close real,
+	volume real,
+	vwap real,
+	num_trades integer
+);
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_uidx
+ON md_1min_bars(tstamp, exchange_id, instrument_id);
+EOF
+
+
+# set -f # not to expand *
+
+for sym in ${Symbols[@]}; do
+   src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
+   src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.db
+
+    echo "Loading md_trades and md_quotes from ${src_qat_db} ..."
+    sqlite3  ${ResultDbFile} <<EOF
+ATTACH '${src_qat_db}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_trades SELECT
+	tstamp,
+	tstamp_ns,
+	exchange_id,
+	instrument_id,
+	exch,
+	px,
+	qty,
+	trade_id,
+	condition,
+	tape
+FROM source_db.md_trades;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_quotes SELECT
+	tstamp,
+	tstamp_ns,
+	exchange_id,
+	instrument_id,
+	bid_exch,
+	bid_px,
+	bid_qty,
+	ask_exch,
+	ask_px,
+	ask_qty
+FROM source_db.md_quotes;
+COMMIT;
+EOF
+
+    echo "Loading md_1min_bars from ${src_hbar_db} ..."
+    sqlite3  ${ResultDbFile} <<EOF
+ATTACH '${src_hbar_db}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_1min_bars SELECT
+	tstamp,
+	tstamp_ns,
+	exchange_id,
+	instrument_id,
+	open,
+	high,
+	low,
+	close,
+	volume,
+	vwap,
+	num_trades
+    FROM source_db.md_1min_bars;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+    Cmd="rm ${src_hbar_db} ${src_qat_db}"
+    echo ${Cmd}
+    eval ${Cmd}
+done
+
+Cmd="gzip ${ResultDbFile}"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
+echo ${Cmd}
+eval ${Cmd}
+
+Cmd="rm ${ResultDbFile}.gz"
+echo ${Cmd}
+eval ${Cmd}
+
+echo Done $0 ${*}

scripts/__DEPRECATED__/archive_yesterday_md.sh

@@ -31,7 +31,7 @@ echo "Schemas=${Schemas}"
 Cmd=
 Cmd="${Python}"
 Cmd="${Cmd} ${RootDir}/cvttpy/research/utils/archive_ts_md.py"
-Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
+Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/md_recorder"
 Cmd="${Cmd} --db_credentials_key=${CredKey}"
 Cmd="${Cmd} --date=${yesterday}"
 Cmd="${Cmd} --schemas=${Schemas}"

scripts/healthcheck/hosts_check.sh

@@ -5,11 +5,11 @@
 #         "users": ["oleg"],
 #         "type": "cloud",
 #         "ssh_port": 7822,
-#         # "to_check": "No"
+#         "to_check": "false"
+#         "timeout_sec": 5
 #     },
 
 RootDir="${HOME}/prod"
-# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
 
 AlertChannel=Alerts-CVTT
 Sender=${RootDir}/ops/utils/send_mmost.sh
@@ -46,6 +46,8 @@ function host_alert() {
 User=oleg
 Hosts=()
 DEFAULT_SSH_PORT=22
+DEFAULT_TIMEOUT=5
+DEFAULT_TO_CHECK="true"
 Domains=("${Domains[@]}" "$(get_domains)")
 
 for Domain in ${Domains[@]} ; do
@@ -56,16 +58,21 @@ for Host in ${Hosts[@]} ; do
     host=$(echo $Host | cut -d'.' -f1)
     Domain=$(echo $Host | cut -d'.' -f2-)
 
-    ToCheck=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].to_check // "Yes"')
-    if [ "${ToCheck^^}" == "NO" ]; then
-        continue
-    fi
+
     PortSSH=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].ssh_port // '"$DEFAULT_SSH_PORT"'')
 
-    echo "Checking host: $Host on port $PortSSH"
+    Timeout=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].timeout_sec // '"$DEFAULT_TIMEOUT"'')
+
+    ToCheck=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].to_check // '"$DEFAULT_TO_CHECK"'')
+    to_check="${ToCheck^^}"
+    if [ "${to_check}" == "TRUE" -o "${to_check}" == "YES" -o "${to_check}" == "Y" -o "${to_check}" == "T" ] ; then
+        echo "Checking host: $Host on port $PortSSH"
+    else
+        continue
+    fi
 
     # Use nc to check if the specified port is open
-    if ! nc -z -w5 "$Host" "$PortSSH"; then
+    if ! nc -z -w ${Timeout} "$Host" "$PortSSH"; then
         echo "Host $Host is not available on port $PortSSH"
         host_alert "Host $Host is not available on port $PortSSH"
     fi

scripts/mkt_data/alpaca_hist_md/alpaca_md.sh

@@ -4,7 +4,7 @@ Start=${1}
 NumJobs=${2}
 InstListFile=${3}
 
-export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
 
 is_business_day() {
     dt=${1}
@@ -46,7 +46,7 @@ echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
 
 export PYTHONPATH=/home/cvtt/prod
 export Python=/home/cvtt/.pyenv/python3.12-venv/bin/python3
-export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
+export Config=http://cloud23.cvtt.vpn:6789/apps/minimal_md
 export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
 
 export OutputDir=/home/cvtt/prod/archive/md_archive/equity/alpaca_md # Local

scripts/mkt_data/alpaca_hist_md/run_alpaca_hist_md.sh

@@ -3,7 +3,7 @@
 is_business_day() {
     dt=${1}
 
-    CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+    CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
     open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
     if [ -n  "${open_time}" ]; then
         return 0

scripts/mkt_data/checklists/crypto_md_chcklst.sh

@@ -25,8 +25,8 @@ run_checklist() {
 
     declare -A Commands
     Commands=(
-        ["homestore:cloud21"]="ssh cvtt@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
-        ["homestore:cvttdata"]="ssh cvtt@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
+        ["hs01:cloud21"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
+        ["hs01:cvttdata"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
         ["cloud21:cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
         ["cloud21:cvttdata"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
         ["gpushnik"]="ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/crypto_md | tail -10'"

scripts/mkt_data/checklists/eqty_md_chcklst.sh

@@ -7,7 +7,6 @@ usage() {
 }
 
 RootDir="${HOME}/prod"
-# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
 
 export PYTHONPATH=${RootDir}
 
@@ -15,28 +14,33 @@ StatusChannel="MD-Status"
 Sender=${RootDir}/ops/utils/send_mmost.sh
 
 # ----- For DEBUGGING
-# Sender=cat
-# StatusChannel=
+# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
+# Sender=cat #### D E B U G
+# StatusChannel=  #### D E B U G
 
 run_checklist() {
 
 
     yr=$(date -d 'yesterday' '+%Y')
-
+    CheckSymbols="A/AAPL N/NVDA M/META"
     declare -A Commands
-    Commands["homestore"]="ssh cvtt@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/A/AAPL/${yr} | tail -3"
-    Commands["homestore"]+="; echo"
-    Commands["homestore"]+="; ssh cvtt@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/N/NVDA/${yr} | tail -3"
+    Commands["hs01"]=""
+    for sym in ${CheckSymbols}; do
+        Commands["hs01"]+="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
+    done
+    Commands["hs01"]+="echo"
 
-    Commands["cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/A/AAPL/${yr} | tail -3"
-    Commands["cloud21"]+="; echo"
-    Commands["cloud21"]+="; ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/N/NVDA/${yr} | tail -3"
+    Commands["cloud21"]=""
+    for sym in ${CheckSymbols}; do
+        Commands["cloud21"]+="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
+    done
+    Commands["cloud21"]+="echo"
 
     Commands["gpushnik"]="ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/eqty_md | tail -10'"
 
     for name in $(printf "%s\n" "${!Commands[@]}" | sort); do
-        Cmd=${Commands[${name}]}
         echo "------- ${name}"
+        Cmd=${Commands[${name}]}
         echo ${Cmd}
         eval ${Cmd}
     done

scripts/mkt_data/crypto_hist_md/exchanges_trading_stats.sh

@@ -4,7 +4,7 @@ export PYTHONPATH=/home/cvtt/prod
 
 Cmd="/home/cvtt/.pyenv/python3.12-venv/bin/python3"
 Cmd="${Cmd} /home/cvtt/prod/cvttpy/apps/research/exchange_trading_stats.py"
-Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/tests/listen_market_data"
+Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/tests/listen_market_data"
 Cmd="${Cmd} --active_exchanges=OKX,GEMINI,BITSTAMP,COINBASE_AT,BNBSPOT,KRAKEN"
 Cmd="${Cmd} --instruments=OKX:PAIR-BTC-USDT,GEMINI:PAIR-BTC-USD,BITSTAMP:PAIR-BTC-USD,COINBASE:PAIR-BTC-USD,BNBSPOT:PAIR-BTC-USDT,KRAKEN:PAIR-BTC-USD"
 Cmd="${Cmd} --db_file=/home/cvtt/prod/data/exchange_trading_stats.db"

scripts/mkt_data/sync_market_data.sh

@@ -2,7 +2,7 @@
 
 Source=/home/cvtt/prod/archive/md_archive/
 Targets=
-Targets="${Targets} cvtt@homestore.cvtt.vpn:/works/cvtt/md_archive/"
+Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/"
 Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/"
 
 

scripts/set_version.sh

@@ -4,7 +4,7 @@
 # ----- Settings
 LocalSoftwareDir=${HOME}/software/cvtt2
 
-ProdDir=${HOME}/prod
+ProdDir=$(pwd)
 
 ReleaseHosts=("cloud21.cvtt.vpn")
 ReleasePorts=("22")
@@ -77,9 +77,9 @@ rsync_load_version
 Location="${LocalSoftwareDir}/${Project}/${Version}/${Project}"
 
 Cmd="cd ${ProdDir}"
-Cmd="${Cmd} && rm -rf ${Project}"
-Cmd="${Cmd} && ln -snf ${Location} ${Project}"
+Cmd+=" && rm -rf ${Project}"
+Cmd+=" && ln -snf ${Location} ${Project}"
 
 echo ${Cmd} && eval ${Cmd}
 
-echo "Done: $0 $*"
+echo "Done: $0 ${*}"