progress

VERSION

@@ -0,0 +1 @@
+2.1.8,docker prepare sim - crypto - progress 

__DEPRECATED__/alpaca_md_day.sh

@@ -17,7 +17,7 @@ is_container_running() {
     fi
 }
 
-export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
 
 is_business_day() {
     dt=${1}

__DEPRECATED__/recorder/md_recorder.sh

@@ -3,7 +3,7 @@
 ValidJobs=('BNBFUT_CLD21' 'BNBSPOT_CLD21' 'COINBASE_CLD21' 'BNBFUT_CVTTDATA' 'BNBSPOT_CVTTDATA' 'COINBASE_CVTTDATA')
 # runs on host to start container
 usage() {
-  echo "Usage: $0 <job_name; one of (${ValidJobs[@]})>"
+  echo "Usage: $0 <job_name; one of (${ValidJobs[@]})> [image_tag]"
   exit 1
 }
 
@@ -35,6 +35,12 @@ if  ! is_valid "${job}"; then
     usage
 fi
 
+ImageTag=${2}
+if [ "${ImageTag}" == "" ] ; then
+    ImageTag="1.6.9"
+fi
+
+DockerImage=cloud21.cvtt.vpn:5500/md_recorder:${ImageTag}
 ContainerName="md_recorder.${job}"
 
 if is_container_running "$ContainerName"; then
@@ -47,13 +53,13 @@ Cmd="docker run"
 Cmd+=" -d"
 Cmd+=" --rm"
 Cmd+=" --network=host"
-Cmd+=" --pull=always"
+# Cmd+=" --pull=always"
 Cmd+=" --name=${ContainerName}"
 Cmd+=" -v /home/cvtt/.creds:/.creds"
 Cmd+=" -v /home/cvtt/prod/data:/app/data"
 Cmd+=" -v /home/cvtt/prod/logs:/logs"
-Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
-Cmd+=" cloud21.cvtt.vpn:5500/md_recorder:latest"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
+Cmd+=" ${DockerImage}"
 Cmd+=" ${job}"
 
 echo ${Cmd}

__DEPRECATED__/recorder/md_recorder_monitor.sh

@@ -52,7 +52,7 @@ Cmd+=" --pull=always"
 Cmd+=" --name=${ContainerName}"
 Cmd+=" -v /home/cvtt/.creds:/.creds"
 Cmd+=" -v /home/cvtt/prod/logs:/logs"
-Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
 Cmd+=" cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
 Cmd+=" ${Instance} ${AdminPort}"
 

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 hs01.cvtt.vpn:22"
 # ---------------- Settings
-
+dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
+version_file="VERSION"
 # ---------------- cmdline
 prj=
 brnch=master
@@ -145,11 +145,12 @@ if [ "${?}" != "0" ]; then
 fi
 
 
-release_version=$(cat release_version.txt | awk -F',' '{print $1}')
-whats_new=$(cat release_version.txt | awk -F',' '{print $2}')
+release_version=$(cat ${version_file} | awk -F',' '{print $1}')
+whats_new=$(cat ${version_file} | awk -F',' '{print $2}')
 
 
 echo "--------------------------------"
+echo "Version file: ${version_file}"
 echo "Release version: ${release_version}"
 
 confirm
@@ -175,7 +176,7 @@ 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

@@ -5,6 +5,11 @@ usage() {
     echo
     exit 1
 }
+
+error_exit() {
+    echo "ERROR: ${1}"
+    exit 1
+}
 # --- Settings
 RootDir=${1}
 if [ -z "${RootDir}" ] ; then
@@ -14,7 +19,7 @@ fi
 RegistryService=cloud21.cvtt.vpn:5500
 RegistryProtocol=http
 
-ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/docker_images
+ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/docker_images
 
 
 ReleaseHost="cloud21.cvtt.vpn"
@@ -77,22 +82,21 @@ build_docker_image() {
     Cmd+=" -t ${image_name}:${image_version}"
     Cmd+=" -f ${DockerDir}/Dockerfile ${RootDir}"
     echo ${Cmd}
-    eval ${Cmd} 1>&2 || exit 1
+    eval ${Cmd} 1>&2 || error_exit "Docker build failed"
 
-    if [ ! -z "${test_script}" ]; then
+    if [ ! -z "${test_script}" ] && [ "${test_script}" != "null" ]; then
         if [ ! -f ${DockerDir}/${test_script} ]; then
-            echo "Test script ${test_script} is missing"
-            exit 1
+            error_exit "Test script ${test_script} is missing"
         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
+        eval ${Cmd} 1>&2 || error_exit "Test script copy failed"
 
         Cmd="docker exec ${image_name} chmod +x /${test_script}"
         echo ${Cmd}
-        eval ${Cmd} 1>&2 || exit 1
+        eval ${Cmd} 1>&2 || error_exit "Test script chmod failed"
 
         Cmd="docker run"
         Cmd+=" --rm"
@@ -102,12 +106,12 @@ build_docker_image() {
         Cmd+=" /bin/bash -c /${TestScript}"
 
         echo ${Cmd}
-        eval ${Cmd} 1>&2 || exit 1
+        eval ${Cmd} 1>&2 || error_exit "Test script run failed"
 
         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
+        eval ${Cmd} 1>&2 || error_exit "Test script remove failed"
     fi
 
 
@@ -148,23 +152,23 @@ COMMENT
     Cmd+=" ${image_name}:latest"
     Cmd+=" ${RegistryService}/${image_name}:latest"
     echo ${Cmd}
-    eval ${Cmd} || exit
+    eval ${Cmd} || error_exit "Docker tag failed"
 
     Cmd="docker tag"
     Cmd+=" ${image_name}:${image_version}"
     Cmd+=" ${RegistryService}/${image_name}:${image_version}"
     echo ${Cmd}
-    eval ${Cmd} || exit
+    eval ${Cmd} || error_exit "Docker tag  2failed"
 
     Cmd="docker push"
     Cmd+=" ${RegistryService}/${image_name}:latest"
     echo ${Cmd}
-    eval ${Cmd} || exit
+    eval ${Cmd} || error_exit "Docker push failed"
 
     Cmd="docker push"
     Cmd+=" ${RegistryService}/${image_name}:${image_version}"
     echo ${Cmd}
-    eval ${Cmd} || exit
+    eval ${Cmd} || error_exit "Docker push 2 failed"
 
     echo "Removing the copy of ${project} from ${RootDir}"
     Cmd="rm -rf ${RootDir}/${project}"
@@ -232,6 +236,7 @@ get_latest_dist_version() {
     echo "${Version}"
 }
 
+echo "------------------------------------- Starting ${0} ${*}"
 echo RootDir=${RootDir}
 
 cd ${RootDir}
@@ -256,7 +261,7 @@ for item in "${Jobs[@]}"; do
     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" "${test_script}
+    build_docker_image "$title" "$image_name" "$docker_dev_path" "$project" "${test_script}"
 done
 
 Cmd="rm -rf ${RootDir}/docker_dev"

build/run_build.sh

@@ -10,7 +10,7 @@ if [ "" == "${prj}" ] ; then
     usage
 fi
 
-Cmd="pushd /home/oleg/develop/cvtt2"
+Cmd="pushd /home/oleg/develop/cvtt2-ops"
 Cmd="${Cmd} && (cd ${prj}"
 Cmd="${Cmd} && git pushall)"
 Cmd="${Cmd} && ./build_release.sh -p ${prj}"

cronjobs/save_cronjobs.sh

@@ -9,7 +9,7 @@ get_user_hosts() {
     local User=${1}
     local Domain=${2}
 
-    Cmd="curl -s http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts"
+    Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
     Cmd="${Cmd} | ${HOME}/bin/hjson -j"
     Cmd="${Cmd} | jq -r"
     Cmd="${Cmd} --arg domain \"${Domain}\""

docker/market_data/_DEPRECATED_/crypto_md_day.sh

@@ -1,22 +1,39 @@
 #!/bin/bash
+usage() {
+    echo "Usage: ${0} <docker_image_tag> <host> [<date>]"
+    exit 1
+}
 
-host=${1}
-date=${2}
-
+# ------- Settings
 DockerRegistry=cloud21.cvtt.vpn:5500
-DockerImage=${DockerRegistry}/crypto_md_day
+# ------- Settings
+
+ImageTag=${1}
+host=${2}
+date=${3}
+
+if [ -z ${ImageTag} ] ; then
+    usage
+fi
+
+if [ -z ${host} ] ; then
+    usage
+fi
 
 if [ -z ${date} ] ; then
     date=$(date -d "yesterday" +%Y%m%d)
 fi
 
+DockerImage=${DockerRegistry}/crypto_md_day:${ImageTag}
+
+
 Cmd="docker run"
 Cmd+=" --pull=always"
 Cmd+=" --network=host"
 Cmd+=" --name=crypto_md_day.${host}.${date}"
 Cmd+=" --rm"
 Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
 Cmd+=" ${DockerImage}"
 Cmd+=" -h ${host}"
 Cmd+=" -d ${date}"

docker/market_data/_DEPRECATED_/recorder/md_recorder.sh

@@ -0,0 +1,66 @@
+#!/bin/bash
+
+ValidJobs=('BNBFUT_CLD21' 'BNBSPOT_CLD21' 'COINBASE_CLD21' 'BNBFUT_CVTTDATA' 'BNBSPOT_CVTTDATA' 'COINBASE_CVTTDATA')
+# runs on host to start container
+usage() {
+  echo "Usage: $0 <job_name; one of (${ValidJobs[@]})> [image_tag]"
+  exit 1
+}
+
+is_valid() {
+  local job=$1
+  for valid_job in "${ValidJobs[@]}";
+  do
+    # echo "job=$job valid_job=$valid_job"
+    if [[ "${job}" == "${valid_job}" ]]; then
+      return 0
+    fi
+  done
+  return 1
+}
+
+is_container_running() {
+    local container_name=$1
+
+    if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
+        return 0  # true
+    else
+        return 1  # false
+    fi
+}
+
+
+job=${1}
+if  ! is_valid "${job}"; then
+    usage
+fi
+
+ImageTag=${2}
+if [ "${ImageTag}" == "" ] ; then
+    ImageTag="1.6.9"
+fi
+
+DockerImage=cloud21.cvtt.vpn:5500/md_recorder:${ImageTag}
+ContainerName="md_recorder.${job}"
+
+if is_container_running "$ContainerName"; then
+    echo "Container ${ContainerName} is already running. Aborted."
+    exit
+fi
+
+
+Cmd="docker run"
+Cmd+=" -d"
+Cmd+=" --rm"
+Cmd+=" --network=host"
+# Cmd+=" --pull=always"
+Cmd+=" --name=${ContainerName}"
+Cmd+=" -v /home/cvtt/.creds:/.creds"
+Cmd+=" -v /home/cvtt/prod/data:/app/data"
+Cmd+=" -v /home/cvtt/prod/logs:/logs"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
+Cmd+=" ${DockerImage}"
+Cmd+=" ${job}"
+
+echo ${Cmd}
+eval ${Cmd}

docker/market_data/_DEPRECATED_/recorder/md_recorder_monitor.sh

@@ -0,0 +1,60 @@
+#!/bin/bash
+
+usage() {
+  echo "Usage: $0 <instance (CLD21,CVTTDATA)> [<admin_port (def. 7225)>]"
+  exit 1
+}
+
+ValidInstances=('CLD21' 'CVTTDATA')
+is_valid() {
+  local inst=$1
+  for valid_inst in "${ValidInstances[@]}";
+  do
+    if [[ "$inst" == "$valid_inst" ]]; then
+      return 0
+    fi
+  done
+  return 1
+}
+
+is_container_running() {
+    local container_name=$1
+
+    if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
+        return 0  # true
+    else
+        return 1  # false
+    fi
+}
+
+Instance=${1}
+if ! is_valid "${Instance}"; then
+    usage
+fi
+
+AdminPort=7225
+if [ "${2}" != "" ]; then
+    AdminPort=${2}
+fi
+
+ContainerName="md_recorder_monitor.${Instance}"
+
+if is_container_running "$ContainerName"; then
+    echo "Container ${ContainerName} is already running. Aborted."
+    exit
+fi
+
+Cmd="docker run"
+Cmd+=" -d"
+Cmd+=" --rm"
+Cmd+=" --network=host"
+Cmd+=" --pull=always"
+Cmd+=" --name=${ContainerName}"
+Cmd+=" -v /home/cvtt/.creds:/.creds"
+Cmd+=" -v /home/cvtt/prod/logs:/logs"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
+Cmd+=" cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
+Cmd+=" ${Instance} ${AdminPort}"
+
+echo ${Cmd}
+eval ${Cmd}

docker/market_data/hist/load_alpaca_hbar.sh

@@ -1,7 +1,7 @@
 #!/bin/bash
 
 usage() {
-  echo "Usage: $0  -N <num_symbols> [-L <LogDir>] [-d <YYYYMMDD Date>]"
+  echo "Usage: $0  -N <num_symbols> [-L <LogDir>] [-d <YYYYMMDD Date>] [-t <docker_image_tag>]"
   exit 1
 }
 
@@ -15,7 +15,7 @@ is_container_running() {
     fi
 }
 
-export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
 
 is_business_day() {
     dt=${1}
@@ -45,12 +45,12 @@ export -f get_prev_business_day
 
 # ----- Settings
 DockerRegistry=cloud21.cvtt.vpn:5500
-DockerImage=${DockerRegistry}/alpaca_hbar #:latest
 ContainerName=alpaca_hbar
 LogDir=/home/cvtt/prod/logs
+ImageTag=0.1.7
 # ----- Settings
 
-while getopts ":d:N:L:" opt; do
+while getopts ":d:N:L:t:" opt; do
   case ${opt} in
     d )
       date_to_load=$OPTARG
@@ -61,6 +61,9 @@ while getopts ":d:N:L:" opt; do
     L )
       LogDir=$OPTARG
       ;;
+    t )
+      ImageTag=$OPTARG
+      ;;
     \? )
       echo "Invalid option: -$OPTARG" >&2
       usage
@@ -72,6 +75,9 @@ while getopts ":d:N:L:" opt; do
   esac
 done
 
+DockerImage=${DockerRegistry}/alpaca_hbar:${ImageTag} #:latest
+
+
 if is_container_running "$ContainerName"; then
     echo "Container ${ContainerName} is already running."
     exit 3
@@ -92,7 +98,7 @@ Cmd+=" --name=${ContainerName}"
 Cmd+=" --rm"
 Cmd+=" --volume=${LogDir}:/logs"
 Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
 Cmd+=" ${DockerImage}"
 Cmd+=" -d ${date_to_load}"
 if [ -n "${NumSymbols}" ]; then

docker/market_data/hist/load_alpaca_qat.sh

@@ -1,7 +1,7 @@
 #!/bin/bash
 
 usage() {
-  echo "Usage: $0  -S <symbols> [-L <LogDir>] [-d <YYYYMMDD Date>]"
+  echo "Usage: $0  -S <symbols> [-L <LogDir>] [-d <YYYYMMDD Date>] [-t <docker_image_tag>]"
   exit 1
 }
 
@@ -15,7 +15,7 @@ is_container_running() {
     fi
 }
 
-export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
 
 is_business_day() {
     dt=${1}
@@ -45,12 +45,12 @@ export -f get_prev_business_day
 
 # ----- Settings
 DockerRegistry=cloud21.cvtt.vpn:5500
-DockerImage=${DockerRegistry}/alpaca_qat #:latest
 ContainerName=alpaca_qat
 LogDir=/home/cvtt/prod/logs
+ImageTag=0.1.7
 # ----- Settings
 
-while getopts ":d:S:L:" opt; do
+while getopts ":d:S:L:t:" opt; do
   case ${opt} in
     d )
       date_to_load=$OPTARG
@@ -61,6 +61,9 @@ while getopts ":d:S:L:" opt; do
     L )
       LogDir=$OPTARG
       ;;
+    t )
+      ImageTag=$OPTARG
+      ;;
     \? )
       echo "Invalid option: -$OPTARG" >&2
       usage
@@ -82,6 +85,8 @@ if is_container_running "$ContainerName"; then
     exit 3
 fi
 
+DockerImage=${DockerRegistry}/alpaca_qat:${ImageTag} #:latest
+
 if [ -z "${date_to_load}" ]; then
     echo "date_to_load is empty"
     date_to_load=$(get_prev_business_day $(date  -d "yesterday" '+%Y-%m-%d'))
@@ -97,7 +102,7 @@ Cmd+=" --name=${ContainerName}"
 Cmd+=" --rm"
 Cmd+=" --volume=${LogDir}:/logs"
 Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd+=" -e CONFIG_SERVICE=cloud23.cvtt.vpn:6789"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
 Cmd+=" ${DockerImage}"
 Cmd+=" -d ${date_to_load}"
 Cmd+=" -S ${Symbols}"

docker/research/crypto_exch_stats.sh

@@ -8,7 +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+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
 Cmd+=" cloud21.cvtt.vpn:5500/crypto_exch_stats:latest"
 
 echo ${Cmd}

release_version.txt

@@ -1 +0,0 @@
-1.9.7,docker to use CONFIG_SERVICE

research/aggregate_features.sh

@@ -0,0 +1,275 @@
+#!/bin/bash
+
+if [ $# -ne 2 ]; then
+    echo "Usage: $0 <source_database_file> <features_database_file>"
+    exit 1
+fi
+
+SRC_DB=$1
+DEST_DB=$2
+
+if [ ! -f "$SRC_DB" ]; then
+    echo "Error: Source database file $SRC_DB does not exist"
+    exit 1
+fi
+
+echo "Creating feature tables in $DEST_DB using data from $SRC_DB..."
+
+# Create md_1min_trade_features table
+echo "Creating md_1min_trade_features table..."
+sqlite3 "$DEST_DB" "
+DROP TABLE IF EXISTS md_1min_trade_features;
+CREATE TABLE IF NOT EXISTS md_1min_trade_features (
+    bin_tstamp TEXT,
+    tstamp_ns INTEGER,
+    exchange_id TEXT,
+    instrument_id TEXT,
+    price_mean REAL,
+    price_median REAL,
+    volume REAL,
+    vwap REAL,
+    signed_volume REAL,
+    order_flow_imbalance REAL,
+    num_trades INTEGER,
+    avg_trade_size REAL,
+    PRIMARY KEY (bin_tstamp, exchange_id, instrument_id)
+);"
+
+# Create index for md_1min_trade_features
+echo "Creating index for md_1min_trade_features..."
+sqlite3 "$DEST_DB" "
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_trade_features_uidx
+ON md_1min_trade_features(bin_tstamp, exchange_id, instrument_id);"
+
+# Populate md_1min_trade_features using source database
+echo "Populating md_1min_trade_features..."
+sqlite3 "$SRC_DB" "ATTACH DATABASE '$DEST_DB' AS dest;
+WITH trade_metrics AS (
+    SELECT
+        tstamp,
+        strftime('%Y-%m-%d %H:%M:00', tstamp) as bin_tstamp,
+        exchange_id,
+        instrument_id,
+        px as price,
+        qty,
+        CASE
+            WHEN condition = 'B' THEN qty
+            WHEN condition = 'S' THEN -qty
+            ELSE 0
+        END as signed_qty
+    FROM md_trades
+),
+trade_metrics_agg AS (
+    SELECT
+        bin_tstamp,
+        exchange_id,
+        instrument_id,
+        COUNT(*) as cnt,
+        MIN(tstamp) as min_tstamp,
+        MAX(tstamp) as max_tstamp
+    FROM trade_metrics
+    GROUP BY bin_tstamp, exchange_id, instrument_id
+)
+INSERT INTO dest.md_1min_trade_features
+SELECT
+    tm.bin_tstamp,
+    CAST(strftime('%s', tm.bin_tstamp) * 1000000000 AS INTEGER) as tstamp_ns,
+    tm.exchange_id,
+    tm.instrument_id,
+    AVG(price) as price_mean,
+    AVG(CASE WHEN rank_num >= FLOOR(cnt/2.0) AND rank_num <= CEIL(cnt/2.0) THEN price ELSE NULL END) as price_median,
+    SUM(qty) as volume,
+    SUM(price * qty) / SUM(qty) as vwap,
+    SUM(signed_qty) as signed_volume,
+    SUM(CASE WHEN signed_qty > 0 THEN signed_qty ELSE 0 END) -
+    SUM(CASE WHEN signed_qty < 0 THEN ABS(signed_qty) ELSE 0 END) as order_flow_imbalance,
+    COUNT(*) as num_trades,
+    AVG(qty) as avg_trade_size
+FROM (
+    SELECT
+        tm.*,
+        tma.cnt,
+        ROW_NUMBER() OVER (PARTITION BY tm.bin_tstamp, tm.exchange_id, tm.instrument_id ORDER BY price) as rank_num
+    FROM trade_metrics tm
+    JOIN trade_metrics_agg tma
+        ON tm.bin_tstamp = tma.bin_tstamp
+        AND tm.exchange_id = tma.exchange_id
+        AND tm.instrument_id = tma.instrument_id
+) tm
+GROUP BY tm.bin_tstamp, tm.exchange_id, tm.instrument_id;"
+
+# Create md_1min_quote_features table in destination database
+echo "Creating md_1min_quote_features table..."
+sqlite3 "$DEST_DB" "
+DROP TABLE IF EXISTS md_1min_quote_features;
+CREATE TABLE IF NOT EXISTS md_1min_quote_features (
+    bin_tstamp TEXT,
+    tstamp_ns INTEGER,
+    exchange_id TEXT,
+    instrument_id TEXT,
+    mid_price_open REAL,
+    mid_price_high REAL,
+    mid_price_low REAL,
+    mid_price_close REAL,
+    mid_price_mean REAL,
+    rel_spread_mean REAL,
+    rel_spread_min REAL,
+    rel_spread_max REAL,
+    rel_spread_first REAL,
+    rel_spread_last REAL,
+    l1_imbalance_mean REAL,
+    l1_imbalance_min REAL,
+    l1_imbalance_max REAL,
+    l1_imbalance_first REAL,
+    l1_imbalance_last REAL,
+    micro_price_mean REAL,
+    micro_price_min REAL,
+    micro_price_max REAL,
+    micro_price_first REAL,
+    micro_price_last REAL,
+    weighted_mid_mean REAL,
+    weighted_mid_min REAL,
+    weighted_mid_max REAL,
+    weighted_mid_first REAL,
+    weighted_mid_last REAL,
+    PRIMARY KEY (bin_tstamp, exchange_id, instrument_id)
+);"
+
+# Create index for md_1min_quote_features
+echo "Creating index for md_1min_quote_features..."
+sqlite3 "$DEST_DB" "
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_quote_features_uidx
+ON md_1min_quote_features(bin_tstamp, exchange_id, instrument_id);"
+
+# Populate md_1min_quote_features using source database
+echo "Populating md_1min_quote_features..."
+sqlite3 "$SRC_DB" "ATTACH DATABASE '$DEST_DB' AS dest;
+INSERT INTO dest.md_1min_quote_features
+SELECT
+    strftime('%Y-%m-%d %H:%M:00', tstamp) as bin_tstamp,
+    CAST(strftime('%s', tstamp) * 1000000000 AS INTEGER) as tstamp_ns,
+    exchange_id,
+    instrument_id,
+    FIRST_VALUE((ask_px + bid_px) / 2.0) OVER w as mid_price_open,
+    MAX((ask_px + bid_px) / 2.0) as mid_price_high,
+    MIN((ask_px + bid_px) / 2.0) as mid_price_low,
+    LAST_VALUE((ask_px + bid_px) / 2.0) OVER w as mid_price_close,
+    AVG((ask_px + bid_px) / 2.0) as mid_price_mean,
+    AVG((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) as rel_spread_mean,
+    MIN((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) as rel_spread_min,
+    MAX((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) as rel_spread_max,
+    FIRST_VALUE((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) OVER w as rel_spread_first,
+    LAST_VALUE((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) OVER w as rel_spread_last,
+    AVG((bid_qty - ask_qty) / (bid_qty + ask_qty)) as l1_imbalance_mean,
+    MIN((bid_qty - ask_qty) / (bid_qty + ask_qty)) as l1_imbalance_min,
+    MAX((bid_qty - ask_qty) / (bid_qty + ask_qty)) as l1_imbalance_max,
+    FIRST_VALUE((bid_qty - ask_qty) / (bid_qty + ask_qty)) OVER w as l1_imbalance_first,
+    LAST_VALUE((bid_qty - ask_qty) / (bid_qty + ask_qty)) OVER w as l1_imbalance_last,
+    AVG((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) as micro_price_mean,
+    MIN((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) as micro_price_min,
+    MAX((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) as micro_price_max,
+    FIRST_VALUE((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) OVER w as micro_price_first,
+    LAST_VALUE((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) OVER w as micro_price_last,
+    AVG((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) as weighted_mid_mean,
+    MIN((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) as weighted_mid_min,
+    MAX((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) as weighted_mid_max,
+    FIRST_VALUE((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) OVER w as weighted_mid_first,
+    LAST_VALUE((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) OVER w as weighted_mid_last
+FROM md_quotes
+GROUP BY strftime('%Y-%m-%d %H:%M:00', tstamp), exchange_id, instrument_id
+WINDOW w AS (
+    PARTITION BY strftime('%Y-%m-%d %H:%M:00', tstamp), exchange_id, instrument_id
+    ORDER BY tstamp
+    RANGE BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
+);"
+
+# Copy the md_1min_bars table to destination database
+echo "Copying md_1min_bars to destination..."
+sqlite3 "$DEST_DB" "
+DROP TABLE IF EXISTS md_1min_bars;
+CREATE TABLE IF NOT EXISTS md_1min_bars (
+    bin_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,
+    PRIMARY KEY (bin_tstamp, exchange_id, instrument_id)
+);"
+
+echo "Creating index for md_1min_bars..."
+sqlite3 "$DEST_DB" "
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_uidx
+ON md_1min_bars(bin_tstamp, exchange_id, instrument_id);"
+
+echo "Populating md_1min_bars..."
+sqlite3 "$SRC_DB" "ATTACH DATABASE '$DEST_DB' AS dest;
+INSERT INTO dest.md_1min_bars
+SELECT * FROM md_1min_bars;"
+
+# Create the combined features view in destination database
+echo "Creating combined features view..."
+sqlite3 "$DEST_DB" "
+DROP VIEW IF EXISTS md_1min_features_view;
+CREATE VIEW IF NOT EXISTS md_1min_features_view AS
+SELECT
+    b.bin_tstamp,
+    b.tstamp_ns,
+    b.exchange_id,
+    b.instrument_id,
+    -- OHLCV data from md_1min_bars
+    b.open,
+    b.high,
+    b.low,
+    b.close,
+    b.volume,
+    b.vwap,
+    b.num_trades,
+    -- Quote features
+    q.mid_price_open,
+    q.mid_price_high,
+    q.mid_price_low,
+    q.mid_price_close,
+    q.mid_price_mean,
+    q.rel_spread_mean,
+    q.rel_spread_min,
+    q.rel_spread_max,
+    q.rel_spread_first,
+    q.rel_spread_last,
+    q.l1_imbalance_mean,
+    q.l1_imbalance_min,
+    q.l1_imbalance_max,
+    q.l1_imbalance_first,
+    q.l1_imbalance_last,
+    q.micro_price_mean,
+    q.micro_price_min,
+    q.micro_price_max,
+    q.micro_price_first,
+    q.micro_price_last,
+    q.weighted_mid_mean,
+    q.weighted_mid_min,
+    q.weighted_mid_max,
+    q.weighted_mid_first,
+    q.weighted_mid_last,
+    -- Trade features
+    t.price_mean as trade_price_mean,
+    t.price_median as trade_price_median,
+    t.signed_volume,
+    t.order_flow_imbalance,
+    t.avg_trade_size
+FROM md_1min_bars b
+LEFT JOIN md_1min_quote_features q
+    ON b.bin_tstamp = q.bin_tstamp
+    AND b.exchange_id = q.exchange_id
+    AND b.instrument_id = q.instrument_id
+LEFT JOIN md_1min_trade_features t
+    ON b.bin_tstamp = t.bin_tstamp
+    AND b.exchange_id = t.exchange_id
+    AND b.instrument_id = t.instrument_id;"
+
+echo "Feature tables created and populated successfully in $DEST_DB!"

research/load_crypto_md.sh

@@ -1,7 +1,10 @@
 #!/usr/bin/env bash
 
 usage() {
-  echo "Usage: $0 [-h <host (hs01*/cloud21)>] [-d <YYYYMMDD> (yesterday*)] [-s <source> (cvttdata/cloud21*)>]"
+  echo -n "Usage: $0 [-h <host (hs01*/cloud21)>]"
+  echo -n " [-d <YYYYMMDD> (yesterday*)]"
+  echo -n " [-s <source> (cloud28/cloud21*)>]"
+  echo " [-t <target_dir> (/opt/jupyter_gpu/data/crypto_md)]"
   exit 1
 }
 
@@ -19,11 +22,15 @@ is_valid() {
   return 1
 }
 
+# ------- D E F A U L T S
 date=""
 host=hs01
 source=cloud21
+TargetDir="/opt/jupyter_gpu/data/crypto_md"
+# ------- D E F A U L T S
 
-while getopts ":h:d:s:" opt; do
+
+while getopts ":h:d:s:t:" opt; do
   case ${opt} in
     d )
       date=$OPTARG
@@ -34,6 +41,9 @@ while getopts ":h:d:s:" opt; do
     s )
       source=$OPTARG
       ;;
+    t )
+      TargetDir=$OPTARG
+      ;;
     \? )
       echo "Invalid option: -$OPTARG" >&2
       usage
@@ -57,7 +67,7 @@ if ! is_valid "${host}"  "${valid_hosts[@]}" ; then
     usage
 fi
 
-valid_sources=('cloud21' 'cvttdata')
+valid_sources=('cloud21' 'cloud28')
 if ! is_valid ${source} ${valid_sources[@]} ; then
     echo "Source '${source}' is not valid"
     usage
@@ -82,7 +92,6 @@ SourceFile=$(date -d ${date} "+%Y%m%d.mktdata.db")
 SourceFileZip="${SourceFile}.gz"
 SourceFilePath=$(date -d ${date} "+${SourceRootDir}/%Y/%m/${SourceFileZip}")
 
-TargetDir="/opt/jupyter_gpu/data/crypto_md"
 TargetFile=$(date -d ${date} "+%Y%m%d.mktdata.ohlcv.db")
 TargetFilePath="${TargetDir}/${TargetFile}"
 

scripts/__DEPRECATED__/archive_yesterday_md.sh

@@ -1,44 +0,0 @@
-#!/bin/bash
-
-Python=/home/cvtt/.pyenv/python3.12-venv/bin/python3.12
-RootDir=/home/cvtt/prod
-export PYTHONPATH=${RootDir}
-
-host=${1}
-if [ "${host}" == "cvttdata" ]
-then
-    ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cvttdata
-    CredKey=TSDB_MD_CVTTDATA_RO
-elif [ "${host}" == "cloud21" ]
-then
-    ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cloud21
-    CredKey=TSDB_MD_CLD21_RO
-else
-    echo "Unknown host ${host}. ${0} Aborted."
-    exit 1
-fi
-
-mkdir -p ${ArchiveRootDir}
-
-yesterday=$(date -d "yesterday" +%Y%m%d)
-Schemas=${2}
-if [ "${Schemas}" == "" ]
-then
-    Schemas="coinbase,bnbspot,bnbfut"
-fi
-echo "Schemas=${Schemas}"
-
-Cmd=
-Cmd="${Python}"
-Cmd="${Cmd} ${RootDir}/cvttpy/research/utils/archive_ts_md.py"
-Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/md_recorder"
-Cmd="${Cmd} --db_credentials_key=${CredKey}"
-Cmd="${Cmd} --date=${yesterday}"
-Cmd="${Cmd} --schemas=${Schemas}"
-Cmd="${Cmd} --root_dir=${ArchiveRootDir}"
-Cmd="${Cmd} --format=SQLite"
-Cmd="${Cmd} --compress"
-echo ${Cmd}
-eval ${Cmd}
-
-echo "${0} ${*} Done."

scripts/healthcheck/cvtt_ts_status_check.sh

@@ -3,7 +3,7 @@
 usage() {
     echo -n "Usage: ${0}"
     echo -n " [-c <config (dflt: apps/cvtt_eqt_alpaca)>]"
-    echo -n " [-s <config_serverice (dflt: http://cloud23.cvtt.vpn:6789)>]"
+    echo -n " [-s <config_serverice (dflt: http://cloud16.cvtt.vpn:6789)>]"
     echo -n " [-N <name (dflt: ALPACA-SNDBX)>]"
     echo
     exit 1
@@ -23,7 +23,7 @@ export PYTHONPATH=${RootDir}
 StatusChannel=Status-CVTT
 AlertChannel=Alerts-CVTT
 Sender=${RootDir}/ops/utils/send_mmost.sh
-ConfigService=http://cloud23.cvtt.vpn:6789
+ConfigService=http://cloud16.cvtt.vpn:6789
 Config=apps/cvtt_eqt_alpaca
 Name="ALPACA-SNDBX"
 

scripts/healthcheck/hosts_check.sh

@@ -13,7 +13,7 @@ RootDir="${HOME}/prod"
 
 AlertChannel=Alerts-CVTT
 Sender=${RootDir}/ops/utils/send_mmost.sh
-ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts
+ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts
 
 HOSTS_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
 

scripts/healthcheck/services_check.sh

@@ -12,7 +12,7 @@ RootDir="${HOME}/prod"
 
 AlertChannel=Alerts-CVTT
 Sender=${RootDir}/ops/utils/send_mmost.sh
-ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/cvtt_services
+ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/cvtt_services
 
 SERVICES_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
 

scripts/healthcheck/storage_health_check.sh

@@ -18,7 +18,7 @@ get_user_hosts() {
     local User=${1}
     local Domain=${2}
 
-    Cmd="curl -s http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts"
+    Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
     Cmd+=" | ${HOME}/bin/hjson -j"
     Cmd+=" | jq -r"
     Cmd+=" --arg domain \"${Domain}\""

scripts/mkt_data/alpaca_hist_md/alpaca_md.sh

@@ -4,7 +4,7 @@ Start=${1}
 NumJobs=${2}
 InstListFile=${3}
 
-export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+export CalendarURL=https://trading-calendar.cvtt.net/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://cloud23.cvtt.vpn:6789/apps/minimal_md
+export Config=http://cloud16.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/load_rel_liq.sh

@@ -5,7 +5,7 @@ export PYTHONPATH=${HOME}/prod
 Python=${HOME}/.pyenv/python3.12-venv/bin/python3
 Script=${HOME}/prod/cvttpy/exchanges/alpaca/hist_md/rl_calc_loader.py
 DbFile=${HOME}/prod/data/rel_liquidity.db
-Config=http://cloud23.cvtt.vpn:6789/apps/minimal_md_eqt
+Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md_eqt
 
 Cmd="${Python}"
 Cmd="${Cmd} ${Script}"

scripts/mkt_data/alpaca_hist_md/run_alpaca_hist_md.sh

@@ -3,7 +3,7 @@
 is_business_day() {
     dt=${1}
 
-    CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+    CalendarURL=https://trading-calendar.cvtt.net/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

@@ -26,9 +26,11 @@ run_checklist() {
     declare -A Commands
     Commands=(
         ["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"
+        ["hs01:cloud28"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud28/${yr}/${mn} | tail -5"
+        ["hs01:sim"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/sim/ | tail -5"
+        ["cloud21:cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
+        ["cloud21:cloud28"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud28/${yr}/${mn} | tail -5"
+        ["cloud21:sim"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/sim | 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

@@ -29,12 +29,14 @@ run_checklist() {
         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["hs01:sim"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/sim | tail -5" 
 
     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}/${sym} | tail -3; "
+        Commands["cloud21"]+="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
     done
     Commands["cloud21"]+="echo"
+    Commands["cloud21:sim"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/sim | tail -5" 
 
     Commands["gpushnik"]="ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/eqty_md | tail -10'"
 
@@ -46,6 +48,13 @@ run_checklist() {
     done
 }
 
+tmpfile=$(mktemp)
+function cleanup {
+    cd ${HOME}
+    rm -f ${tmpfile}
+}
+trap cleanup EXIT
+
 # run_checklist
 
 tmpfile=$(mktemp)

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://cloud23.cvtt.vpn:6789/apps/tests/listen_market_data"
+Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/tests/listen_market_data"
 Cmd="${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/sim_prepare/prepare_crypto_simdata.sh

@@ -1,99 +1,60 @@
 #!/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
+# SOURCE_HOST=cloud21.cvtt.vpn
+# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/crypto
+# DB_SOURCE=cloud28
+# OUTPUT_DIR=/tmp
+# DATE=20250516
+# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/ cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
 # --------------------- 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
+if [ -z ${DATE}  ] ; then
+    DATE=$(date -d 'yesterday' +'%Y%m%d')
 fi
-if [ -z ${OutputDir}  ] ; then
-    OutputDir=.
+
+if [ -z ${OUTPUT_DIR}  ] ; then
+    OUTPUT_DIR=.
 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 )
+echo "DATE=${DATE} SOURCE_HOST=${SOURCE_HOST}"
 
-# --- 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 )
+mkdir -p ${OUTPUT_DIR}
 
-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}/${Date}.mktdata.db.gz"
+year=$(date -d ${DATE} +"%Y")
+month=$(date -d ${DATE} +"%m")
+SourceDir="${SOURCE_ROOT_DIR}/${DB_SOURCE}/${year}/${month}"
+SourceFile="${DATE}.mktdata.db.gz"
+SourceFilePath="${SourceDir}/${SourceFile}"
 
 Cmd="rsync -ahv"
-Cmd+=" ${SourceHost}:${SourceFile}"
-Cmd+=" $OutputDir/"
+Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+Cmd+=" ${SOURCE_HOST}:${SourceFilePath}"
+Cmd+=" $OUTPUT_DIR/"
 echo ${Cmd}
 eval ${Cmd}
 
-Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+if [ ! -f ${OUTPUT_DIR}/${SourceFile} ] ; then
+    echo "File ${OUTPUT_DIR}/${SourceFile} NOT FOUND"
+    exit
+fi
+Cmd="(cd ${OUTPUT_DIR} && gunzip -f *.db.gz)"
 echo ${Cmd}
 eval ${Cmd}
 
-SourceDbFile="${OutputDir}/${Date}.mktdata.db"
-ResultDbFile="${OutputDir}/${Date}.crypto_sim_md.db"
+SourceDbFile="${OUTPUT_DIR}/${DATE}.mktdata.db"
+ResultDbFile="${OUTPUT_DIR}/${DATE}.crypto_sim_md.db"
 
+echo "SourceDbFile=${SourceDbFile}"
 echo "Creating Result Database File ${ResultDbFile}"
+cleanup() {
+    rm ${SourceDbFile}
+}
+trap cleanup EXIT
 
 echo "Creating table md_trades ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_trades (
     tstamp text,
     tstamp_ns integer,
@@ -106,12 +67,14 @@ CREATE TABLE  IF NOT EXISTS md_trades (
     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
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_quotes (
     tstamp text,
     tstamp_ns integer,
@@ -130,6 +93,7 @@ EOF
 
 echo "Creating table md_1min_bars ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_1min_bars (
 	tstamp text,
 	tstamp_ns integer,
@@ -149,6 +113,7 @@ EOF
 
 echo "Loading md_trades ..."
 sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${SourceDbFile}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_trades SELECT
@@ -186,6 +151,7 @@ EOF
 
 echo "Loading md_quotes ..."
 sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${SourceDbFile}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_quotes SELECT
@@ -224,6 +190,7 @@ EOF
 
 echo "Loading md_1min_bars ..."
 sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${SourceDbFile}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_1min_bars SELECT
@@ -260,25 +227,16 @@ 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"
+for tgt in ${RSYNC_TARGETS} ; do 
+    Cmd="rsync -ahv"
+    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+    Cmd+=" ${ResultDbFile}.gz ${tgt}"
     echo ${Cmd}
     eval ${Cmd}
+done 
 
 echo Done $0 ${*}

scripts/mkt_data/sim_prepare/prepare_eqt_simdata.sh

@@ -15,7 +15,7 @@ is_business_day() {
     dt=${1}
     date=$(date -d "${dt}" +"%Y-%m-%d")
 
-    CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+    CalendarURL=https://trading-calendar.cvtt.net/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
@@ -104,6 +104,7 @@ echo "Creating Result Database File ${ResultDbFile}"
 
 echo "Creating table md_trades ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_trades (
     tstamp text,
     tstamp_ns integer,
@@ -122,6 +123,7 @@ EOF
 
 echo "Creating table md_quotes ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_quotes (
     tstamp text,
     tstamp_ns integer,
@@ -166,6 +168,7 @@ for sym in ${Symbols[@]}; do
 
     echo "Loading md_trades and md_quotes from ${src_qat_db} ..."
     sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${src_qat_db}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_trades SELECT
@@ -200,6 +203,7 @@ EOF
 
     echo "Loading md_1min_bars from ${src_hbar_db} ..."
     sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${src_hbar_db}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_1min_bars SELECT

scripts/set_version.sh

@@ -47,7 +47,7 @@ function rsync_load_version() {
         if ssh -q -p ${port} ${user}@${host} "test -d ${rel_dir}/${Project}/${Version}"
         then
             echo "Directory found..."
-            rsync_cmd="rsync -ahvv -e \"ssh -p ${port}\""
+            rsync_cmd="rsync -ahv -e \"ssh -p ${port}\""
             rsync_cmd="${rsync_cmd} ${user}@${host}:${rel_dir}/${Project}/${Version}"
             rsync_cmd="${rsync_cmd} ${LocalSoftwareDir}/${Project}/"
             echo ${rsync_cmd}

utils/Makefile

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

utils/archive_logs.sh

@@ -1,36 +1,63 @@
 #!/bin/bash
 
-
 function usage {
-    echo "Usage: ${0}  <log directory> [days (default 2)]"
+    echo -n "Usage: ${0}"
+    echo -n " -L <log directory>"
+    echo -n " [ -A <archive_logs_dir> (default /works/archive/logs)]"
+    echo -n " [-D <older than time criteria> (default: '2 days ago')]"
+    echo
     exit 1
 }
 
 echo Starting $0 $*
 
-LogDir=${1}
+# ---- D e f a u l t s
+LogArchiveDir=/works/archive/logs
+DateCriteria="2 days ago"
+# ---- D e f a u l t s
+
+
+# ---------------- cmdline
+while getopts "A:L:D:" opt; do
+  case ${opt} in
+    A )
+      LogArchiveDir=$OPTARG
+      ;;
+    L )
+      LogDir=$OPTARG
+      ;;
+    D )
+      DateCriteria=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+# ---------------- cmdline
+
+
 if [ "${LogDir}" == "" ]
 then
     usage
 fi
 
-Days=${2}
-if [ "${Days}" == "" ]
-then
-    Days=2
-fi
+Cmd="mkdir -p ${LogArchiveDir}"
+echo ${Cmd} && eval ${Cmd}
 
-DateCriteria="${Days} days ago"
+echo "Looking for log files older than '${DateCriteria}' in ${LogDir}"
 
-Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d')
+Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d %H:%M:%S')
 
-echo "Looking for log files older than ${DateCriteria} in ${LogDir}"
+Cmd="find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')'  -type f -not -newermt \"${Oldest}\""
+echo $Cmd
 
-LogArchiveDir=${HOME}/prod/archive/logs
-mkdir -p ${LogArchiveDir}
-
-echo "find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')'  -type f -not -newermt ${Oldest})"
-files=$(find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')'  -type f -not -newermt ${Oldest})
+files=$(eval ${Cmd})
 if [ "$files" == "" ]
 then
     echo "No files found older than ${Oldest} in ${LogDir}"

utils/move_archives.sh

@@ -1,40 +1,57 @@
 #!/bin/bash
-
-# FOR cloud hosts with limited disk space - move to storage server
+# FOR hosts with limited disk space - move to storage server
 
 function usage {
-    echo "Usage: ${0} <host> <from_dir> <days>"
+    echo -n "Usage: ${0}"
+    echo -n " -H <host_label>"
+    echo -n " [ -A <archive_dir> (default /works/archive)]"
+    echo -n " [-D <older than time criteria> (default: '2 days ago')]"
+    echo
     exit 1
 }
 
 echo Starting $0 $*
 
-
+# ---- D e f a u l t s
+ArchiveDir=/works/archive
+DateCriteria="2 days ago"
 FromHost=$(hostname -s)
+# ---- D e f a u l t s
+
+# ---------------- cmdline
+while getopts "A:H:D:" opt; do
+  case ${opt} in
+    A )
+      ArchiveDir=$OPTARG
+      ;;
+    H )
+      FromHost=$OPTARG
+      ;;
+    D )
+      DateCriteria=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+# ---------------- cmdline
+
+
 if [ "${FromHost}" == "" ]
 then
     usage
 fi
 
-ArchiveDir=${2}
-if [ "${ArchiveDir}" == "" ]
-then
-    usage
-fi
-
-Days=${3}
-if [ "${Days}" == "" ]
-then
-    Days=2
-fi
-
-DateCriteria="${Days} days ago"
-
 TargetHost=cloud21.cvtt.vpn
 TargetRootDir=/opt/store/cvtt/archive
 
-Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d')
-Now=$(date '+%Y%m%d_%H%M%S')
+Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d %H:%M:%S')
 
 echo "Looking for log files older than ${DateCriteria} in ${ArchiveDir}"
 Cmd="find ${ArchiveDir}/"
@@ -45,7 +62,7 @@ Cmd="${Cmd} -o -name '*.logs.*'"
 Cmd="${Cmd} -o -name '*.tgz'"
 Cmd="${Cmd} ')'"
 Cmd="${Cmd} -type f"
-Cmd="${Cmd} -not -newermt ${Oldest}"
+Cmd="${Cmd} -not -newermt \"${Oldest}\""
 
 echo ${Cmd}
 files=$(eval ${Cmd})