release_version.txt -> VERSION

VERSION

@@ -0,0 +1 @@
+1.9.8,release_version.txt -> VERSION

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

@@ -14,9 +14,9 @@ dist_user=cvttdist
 dist_host="cloud21.cvtt.vpn"
 dist_ssh_port="22"
 
-dist_locations="cloud21.cvtt.vpn:22 homestore.cvtt.vpn:22"
 # ---------------- Settings
-
+dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
+version_file="VERSION"
 # ---------------- cmdline
 prj=
 brnch=master
@@ -145,8 +145,8 @@ if [ "${?}" != "0" ]; then
 fi
 
 
-release_version=$(cat release_version.txt | awk -F',' '{print $1}')
+release_version=$(cat ${version_file} | awk -F',' '{print $1}')
-whats_new=$(cat release_version.txt | awk -F',' '{print $2}')
+whats_new=$(cat ${version_file} | awk -F',' '{print $2}')
 
 
 echo "--------------------------------"
@@ -175,7 +175,7 @@ if [ "${project}" == "cvtt-rust" ]; then
     release_dir=${prj_dir}/dist/${project}
 
     cmd_arr+=("mkdir -p ${release_dir}")
-    cmd_arr+=("cp release_version.txt ${release_dir}")
+    cmd_arr+=("cp ${version_file} ${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)

build/docker_images_builder.sh

@@ -37,6 +37,7 @@ build_docker_image() {
     image_name=${2}
     docker_dev_path=${3}
     project=${4}
+    test_script=${5}
 
     echo "Building ${title}..."
     echo "ImageName=${image_name}"
@@ -66,7 +67,9 @@ build_docker_image() {
     convert_symlink_to_dir ${project}
 
     DockerDir=./docker_dev/${docker_dev_path}
-    echo "Building ${title}... on ${DockerDev}"
+    echo "================================================================================"
+    echo "Building ${title}... on ${DockerDir}"
+    echo "================================================================================"
 
     Cmd="docker build"
     Cmd+=" -t ${image_name}"
@@ -74,7 +77,72 @@ build_docker_image() {
     Cmd+=" -t ${image_name}:${image_version}"
     Cmd+=" -f ${DockerDir}/Dockerfile ${RootDir}"
     echo ${Cmd}
-    eval ${Cmd} 1>&2 || exit
+    eval ${Cmd} 1>&2 || exit 1
+
+    if [ ! -z "${test_script}" ]; then
+        if [ ! -f ${DockerDir}/${test_script} ]; then
+            echo "Test script ${test_script} is missing"
+            exit 1
+        fi
+        echo "Running test script ${test_script} for ${image_name}"
+
+        Cmd="docker cp ${DockerDir}/${test_script} ${image_name}:/"
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || exit 1
+
+        Cmd="docker exec ${image_name} chmod +x /${test_script}"
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || exit 1
+
+        Cmd="docker run"
+        Cmd+=" --rm"
+        Cmd+=" -d"
+        Cmd+=" --name test-container"
+        Cmd+=" ${image_name}"
+        Cmd+=" /bin/bash -c /${TestScript}"
+
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || exit 1
+
+        echo "Removing test script ${test_script} from ${image_name}"
+        Cmd="docker exec ${image_name} rm /${test_script}"
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || exit 1
+    fi
+
+
+: <<'COMMENT'
+    -------------------------
+    Every single docker_dev project must have a test script
+    image_test.sh
+    that is copied to the image's root directory.
+    -------------------------
+
+
+    Cmd="docker run"
+    Cmd+=" --rm"
+    Cmd+=" -d"
+    Cmd+=" --name test-container"
+    Cmd+=" ${image_name}"
+    Cmd+=" /bin/bash -c /${TestScript}"
+
+    echo ${Cmd}
+    eval ${Cmd} 1>&2 || exit 1
+
+
+    # Get the exit status of the test script
+    docker wait test-container
+
+    # Check the exit status of the container
+    EXIT_STATUS=$?
+
+    # Analyze the exit status
+    if [ ${EXIT_STATUS} -ne 0 ]; then
+        echo "Tests Failed"
+        exit 1
+    fi
+COMMENT
+
 
     Cmd="docker tag"
     Cmd+=" ${image_name}:latest"
@@ -186,13 +254,15 @@ for item in "${Jobs[@]}"; do
     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')
+    test_script=$(echo "$item" | jq -r '.value.test_script')
 
-    build_docker_image "$title" "$image_name" "$docker_dev_path" "$project"
+    build_docker_image "$title" "$image_name" "$docker_dev_path" "$project" "${test_script}
 done
 
 Cmd="rm -rf ${RootDir}/docker_dev"
 echo ${Cmd}
 eval ${Cmd}
 
+echo "Done ${0} ${*}"
 #===============================================================================
 #===============================================================================

docker/market_data/hist/crypto_md_day.sh

@@ -11,15 +11,17 @@ if [ -z ${date} ] ; then
 fi
 
 Cmd="docker run"
-Cmd="${Cmd} --pull=always"
+Cmd+=" --pull=always"
-Cmd="${Cmd} --network=host"
+Cmd+=" --network=host"
-Cmd="${Cmd} --name=crypto_md_day.${host}.${date}"
+Cmd+=" --name=crypto_md_day.${host}.${date}"
-Cmd="${Cmd} --rm"
+Cmd+=" --rm"
-Cmd="${Cmd} ${DockerImage}"
+Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd="${Cmd} -h ${host}"
+Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
-Cmd="${Cmd} -d ${date}"
+Cmd+=" ${DockerImage}"
-# Cmd="${Cmd} -s coinbase,bnbspot,bnbfut"
+Cmd+=" -h ${host}"
-Cmd="${Cmd} -s coinbase,bnbspot"
+Cmd+=" -d ${date}"
+# Cmd+=" -s coinbase,bnbspot,bnbfut"
+Cmd+=" -s coinbase,bnbspot"
 
 echo $Cmd
 eval $Cmd

docker/market_data/hist/load_alpaca_hbar.sh

@@ -86,15 +86,17 @@ fi
 echo "date_to_load=${date_to_load}"
 
 Cmd="docker run"
-Cmd="${Cmd} --pull=always"
+Cmd+=" --pull=always"
-Cmd="${Cmd} --network=host"
+Cmd+=" --network=host"
-Cmd="${Cmd} --name=${ContainerName}"
+Cmd+=" --name=${ContainerName}"
-Cmd="${Cmd} --rm"
+Cmd+=" --rm"
-Cmd="${Cmd} --volume=${LogDir}:/logs"
+Cmd+=" --volume=${LogDir}:/logs"
-Cmd="${Cmd} ${DockerImage}"
+Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd="${Cmd} -d ${date_to_load}"
+Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" ${DockerImage}"
+Cmd+=" -d ${date_to_load}"
 if [ -n "${NumSymbols}" ]; then
-    Cmd="${Cmd} -N ${NumSymbols}"
+    Cmd+=" -N ${NumSymbols}"
 fi
 
 echo $Cmd

docker/market_data/hist/load_alpaca_qat.sh

@@ -91,14 +91,16 @@ fi
 echo "date_to_load=${date_to_load}"
 
 Cmd="docker run"
-Cmd="${Cmd} --pull=always"
+Cmd+=" --pull=always"
-Cmd="${Cmd} --network=host"
+Cmd+=" --network=host"
-Cmd="${Cmd} --name=${ContainerName}"
+Cmd+=" --name=${ContainerName}"
-Cmd="${Cmd} --rm"
+Cmd+=" --rm"
-Cmd="${Cmd} --volume=${LogDir}:/logs"
+Cmd+=" --volume=${LogDir}:/logs"
-Cmd="${Cmd} ${DockerImage}"
+Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd="${Cmd} -d ${date_to_load}"
+Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
-Cmd="${Cmd} -S ${Symbols}"
+Cmd+=" ${DockerImage}"
+Cmd+=" -d ${date_to_load}"
+Cmd+=" -S ${Symbols}"
 
 echo $Cmd
 eval $Cmd

docker/market_data/recorder/md_recorder.sh

@@ -44,15 +44,17 @@ fi
 
 
 Cmd="docker run"
-Cmd="${Cmd} -d"
+Cmd+=" -d"
-Cmd="${Cmd} --rm"
+Cmd+=" --rm"
-Cmd="${Cmd} --network=host"
+Cmd+=" --network=host"
-Cmd="${Cmd} --pull=always"
+Cmd+=" --pull=always"
-Cmd="${Cmd} --name=${ContainerName}"
+Cmd+=" --name=${ContainerName}"
-Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
+Cmd+=" -v /home/cvtt/.creds:/.creds"
-Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
+Cmd+=" -v /home/cvtt/prod/data:/app/data"
-Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder:latest"
+Cmd+=" -v /home/cvtt/prod/logs:/logs"
-Cmd="${Cmd} ${job}"
+Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" cloud21.cvtt.vpn:5500/md_recorder:latest"
+Cmd+=" ${job}"
 
 echo ${Cmd}
 eval ${Cmd}

docker/market_data/recorder/md_recorder_monitor.sh

@@ -27,9 +27,6 @@ is_container_running() {
     fi
 }
 
-
-
-
 Instance=${1}
 if ! is_valid "${Instance}"; then
     usage
@@ -48,14 +45,16 @@ if is_container_running "$ContainerName"; then
 fi
 
 Cmd="docker run"
-Cmd="${Cmd} -d"
+Cmd+=" -d"
-Cmd="${Cmd} --rm"
+Cmd+=" --rm"
-Cmd="${Cmd} --network=host"
+Cmd+=" --network=host"
-Cmd="${Cmd} --pull=always"
+Cmd+=" --pull=always"
-Cmd="${Cmd} --name=${ContainerName}"
+Cmd+=" --name=${ContainerName}"
-Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
+Cmd+=" -v /home/cvtt/.creds:/.creds"
-Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
+Cmd+=" -v /home/cvtt/prod/logs:/logs"
-Cmd="${Cmd} ${Instance} ${AdminPort}"
+Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
+Cmd+=" ${Instance} ${AdminPort}"
 
 echo ${Cmd}
 eval ${Cmd}

docker/research/crypto_exch_stats.sh

@@ -8,6 +8,7 @@ Cmd+=" --network=host"
 Cmd+=" --name=crypto_exch_stats"
 Cmd+=" --volume=${HOME}/prod/data:/app/data"
 Cmd+=" --volume=${HOME}/prod/logs:/logs"
+Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
 Cmd+=" cloud21.cvtt.vpn:5500/crypto_exch_stats:latest"
 
 echo ${Cmd}

release_version.txt

@@ -1 +0,0 @@
-1.8.8.F1,build script fix, host checking improving

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
+elif [ "${host}" == "hs01" ]; then
-    SourceHost=homestore.cvtt.vpn
+    SourceHost=hs01.cvtt.vpn
     SourceUser=cvtt
     SourceRootDir=/works/cvtt/md_archive/crypto/${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 [ "${host}" == "homestore" ]; then
+elif [ "${host}" == "hs01" ]; then
-    SourceHost=homestore.cvtt.vpn
+    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

@@ -99,37 +99,146 @@ eval ${Cmd}
 
 ResultDbFile="${OutputDir}/${Date}.alpaca_sim_md.db"
 echo "Creating Result Database File ${ResultDbFile}"
-sym=${Symbols[0]}
-for db_file in ${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db ${OutputDir}/${Date}.${sym}.alpaca_qat.db ; do
-    Cmd="sqlite3"
-    Cmd+=" ${db_file} .schema"
-    Cmd+=" | sqlite3 ${ResultDbFile}"
-    echo ${Cmd}
-    eval ${Cmd}
-done
 
-set -f # not to expand *
+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
-   for srcdb in ${src_hbar_db} ${src_qat_db} ; do
 
-       tables=$(sqlite3 ${srcdb} .tables)
+    echo "Loading md_trades and md_quotes from ${src_qat_db} ..."
-       for table in $(sqlite3 ${srcdb} .tables) ; do
-           echo "Loading from ${srcdb}.${table} ..."
     sqlite3  ${ResultDbFile} <<EOF
-ATTACH '${srcdb}' AS source_db;
+ATTACH '${src_qat_db}' AS source_db;
 BEGIN;
-INSERT INTO ${table} SELECT * FROM source_db.${table};
+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
-       done
+
-       Cmd="rm ${srcdb}"
+    Cmd="rm ${src_hbar_db} ${src_qat_db}"
     echo ${Cmd}
     eval ${Cmd}
 done
-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

@@ -5,12 +5,11 @@
 #         "users": ["oleg"],
 #         "type": "cloud",
 #         "ssh_port": 7822,
-#         # "to_check": false
+#         "to_check": "false"
 #         "timeout_sec": 5
 #     },
 
 RootDir="${HOME}/prod"
-# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
 
 AlertChannel=Alerts-CVTT
 Sender=${RootDir}/ops/utils/send_mmost.sh
@@ -48,6 +47,7 @@ User=oleg
 Hosts=()
 DEFAULT_SSH_PORT=22
 DEFAULT_TIMEOUT=5
+DEFAULT_TO_CHECK="true"
 Domains=("${Domains[@]}" "$(get_domains)")
 
 for Domain in ${Domains[@]} ; do
@@ -58,19 +58,18 @@ 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 [ "${ToCheck^^}" == "NO" ]; then
-    #     continue
-    # fi
-    ToCheck=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].to_check // true')
-    if [ "$ToCheck" != "true" ]; then
-        continue
-    fi
 
     PortSSH=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].ssh_port // '"$DEFAULT_SSH_PORT"'')
 
     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 -w ${Timeout} "$Host" "$PortSSH"; then

scripts/healthcheck/storage_health_check.sh

@@ -19,13 +19,13 @@ get_user_hosts() {
     local Domain=${2}
 
     Cmd="curl -s http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts"
-    Cmd="${Cmd} | ${HOME}/bin/hjson -j"
+    Cmd+=" | ${HOME}/bin/hjson -j"
-    Cmd="${Cmd} | jq -r"
+    Cmd+=" | jq -r"
-    Cmd="${Cmd} --arg domain \"${Domain}\""
+    Cmd+=" --arg domain \"${Domain}\""
-    Cmd="${Cmd} --arg usr \"${User}\""
+    Cmd+=" --arg usr \"${User}\""
-    Cmd="${Cmd} '.[\$domain] | to_entries[] | select(.value.users[] | contains(\$usr)) | .key'"
+    Cmd+=" '.[\$domain] | to_entries[] | select(.value.users[] | contains(\$usr)) | .key'"
 
-    Cmd="${Cmd} | sed  's/\$/.${Domain}/'"
+    Cmd+=" | sed  's/\$/.${Domain}/'"
     eval ${Cmd}
 }
 
@@ -66,13 +66,16 @@ function storage_check() {
         else
             port=22
         fi
-        Cmd="ssh -p ${port} $host"
+        Cmd="ssh -p ${port}"
-        Cmd="${Cmd} eval \"df -hTl"
+        Cmd+=" -o StrictHostKeyChecking=no"
-        Cmd="${Cmd} -x squashfs"
+        Cmd+=" -o UserKnownHostsFile=/dev/null"
-        Cmd="${Cmd} -x tmpfs"
+        Cmd+="  $host"
-        Cmd="${Cmd} -x vfat"
+        Cmd+=" eval \"df -hTl"
-        Cmd="${Cmd} -x devtmpfs"
+        Cmd+=" -x squashfs"
-        Cmd="${Cmd} | grep -v Filesystem\""
+        Cmd+=" -x tmpfs"
+        Cmd+=" -x vfat"
+        Cmd+=" -x devtmpfs"
+        Cmd+=" | grep -v Filesystem\""
 
         IFS=$'\n' ; lines=$(eval ${Cmd})
         for ln in $lines

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"
+        ["hs01:cloud21"]="ssh cvtt@hs01.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: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

@@ -24,11 +24,11 @@ run_checklist() {
     yr=$(date -d 'yesterday' '+%Y')
     CheckSymbols="A/AAPL N/NVDA M/META"
     declare -A Commands
-    Commands["homestore"]=""
+    Commands["hs01"]=""
     for sym in ${CheckSymbols}; do
-        Commands["homestore"]+="ssh cvtt@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
+        Commands["hs01"]+="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
     done
-    Commands["homestore"]+="echo"
+    Commands["hs01"]+="echo"
 
     Commands["cloud21"]=""
     for sym in ${CheckSymbols}; do

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/"
 
 

utils/Makefile

@@ -6,7 +6,7 @@ SUBDIRS += configs
 
 
 FILES=
-FILES += release_version.txt
+FILES += VERSION
 
 all: install