From 33d6ea6da314950fd71007d0622a258728e03ee7 Mon Sep 17 00:00:00 2001 From: Cryptoval Trading Technologies Date: Sun, 19 Oct 2025 14:00:01 +0000 Subject: [PATCH] 20251019 --- data/apps/utils/mktdata/md_rec_monitor.cfg | 63 +++++++ data/apps/utils/mktdata/md_recorder.cfg | 201 +++++++++++++++++++++ 2 files changed, 264 insertions(+) create mode 100644 data/apps/utils/mktdata/md_rec_monitor.cfg create mode 100644 data/apps/utils/mktdata/md_recorder.cfg diff --git a/data/apps/utils/mktdata/md_rec_monitor.cfg b/data/apps/utils/mktdata/md_rec_monitor.cfg new file mode 100644 index 0000000..7534a42 --- /dev/null +++ b/data/apps/utils/mktdata/md_rec_monitor.cfg @@ -0,0 +1,63 @@ +# ======================== +# FOR REFERENCE ONLY +# MD Recorder Container (on ops-server) is using local configuration files +# ======================== +# +{ + "check_interval_sec": 10.0 + , "status_report_interval_sec": 3600.0 + , "after_alert_interval_sec": 120.0 # + , "db": { + "CVTTDATA": { + "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" + , "cred_key": "TSDB_MD_CVTTDATA_RO" + } + "CLD21": { + "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" + , "cred_key": "TSDB_MD_CLD21_RO" + } + } + , "mmost": { + "cred_key": "MATTERMOST" + , "alert_channel": "Alerts-CVTT" + , "status_channel": "Status-CVTT" + } + , "data_checks": { + # "BNBFUT-1": { + # "tables": ["bnbfut.md_booktops"] + # , "exchange_id": "BNBFUT" + # , "instruments": ["PERP-BTC-USDT"] + # , "threshold_sec": 3600.0 + # } + # , "BNBFUT-2": { + # "tables": ["bnbfut.md_trades"] + # , "exchange_id": "BNBFUT" + # , "instruments": ["PERP-BTC-USDT"] + # , "threshold_sec": 3600.0 + # } + "BNBSPOT-1": { + "tables": ["bnbspot.md_booktops"] + , "exchange_id": "BNBSPOT" + , "instruments": ["PAIR-BTC-USDT"] + , "threshold_sec": 30.0 + } + , "BNBSPOT-2": { + "tables": ["bnbspot.md_trades"] + , "exchange_id": "BNBSPOT" + , "instruments": ["PAIR-BTC-USDT"] + , "threshold_sec": 30.0 + } + , "COINBASE-1": { + "tables": ["coinbase.md_booktops"] + , "exchange_id": "COINBASE" + , "instruments": ["PAIR-BTC-USD"] + , "threshold_sec": 30.0 + } + , "COINBASE-2": { + "tables": ["coinbase.md_trades"] + , "exchange_id": "COINBASE" + , "instruments": ["PAIR-BTC-USD"] + , "threshold_sec": 30.0 + } + } +} diff --git a/data/apps/utils/mktdata/md_recorder.cfg b/data/apps/utils/mktdata/md_recorder.cfg new file mode 100644 index 0000000..f33832f --- /dev/null +++ b/data/apps/utils/mktdata/md_recorder.cfg @@ -0,0 +1,201 @@ +# ======================== +# FOR REFERENCE ONLY +# MD Recorder Containers (on cloud28 and cloud29) are using local configuration files +# ======================== +# +{ + "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata + , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm + + , "md_recorder": { + "instrument_groups": { + "BNBFUT_CLD21": [ + "BNBFUT:PERP-BTC-USDT" + , "BNBFUT:PERP-ETH-USDT" + ] + "BNBFUT_CVTTDATA": [ + "BNBFUT:PERP-BTC-USDT" + , "BNBFUT:PERP-ETH-USDT" + ] + , "BNBSPOT_CLD21": [ + "BNBSPOT:PAIR-ADA-USDT" + , "BNBSPOT:PAIR-BCH-USDT" + , "BNBSPOT:PAIR-BTC-USDT" + , "BNBSPOT:PAIR-DOT-USDT" + , "BNBSPOT:PAIR-ETH-USDT" + , "BNBSPOT:PAIR-LTC-USDT" + , "BNBSPOT:PAIR-SOL-USDT" + , "BNBSPOT:PAIR-USDC-USDT" + , "BNBSPOT:PAIR-XRP-USDT" + ] + , "BNBSPOT_CVTTDATA": [ + "BNBSPOT:PAIR-ADA-USDT" + , "BNBSPOT:PAIR-BCH-USDT" + , "BNBSPOT:PAIR-BTC-USDT" + , "BNBSPOT:PAIR-DOT-USDT" + , "BNBSPOT:PAIR-ETH-USDT" + , "BNBSPOT:PAIR-LTC-USDT" + , "BNBSPOT:PAIR-SOL-USDT" + , "BNBSPOT:PAIR-USDC-USDT" + , "BNBSPOT:PAIR-XRP-USDT" + ] + , "COINBASE_CLD21": [ + "COINBASE:PAIR-ADA-USD" + , "COINBASE:PAIR-BCH-USD" + , "COINBASE:PAIR-BTC-USD" + , "COINBASE:PAIR-DOT-USD" + , "COINBASE:PAIR-ETH-USD" + , "COINBASE:PAIR-LTC-USD" + , "COINBASE:PAIR-SOL-USD" + , "COINBASE:PAIR-XRP-USD" + ] + , "COINBASE_CVTTDATA": [ + "COINBASE:PAIR-ADA-USD" + , "COINBASE:PAIR-BCH-USD" + , "COINBASE:PAIR-BTC-USD" + , "COINBASE:PAIR-DOT-USD" + , "COINBASE:PAIR-ETH-USD" + , "COINBASE:PAIR-LTC-USD" + , "COINBASE:PAIR-SOL-USD" + , "COINBASE:PAIR-XRP-USD" + ] + } + , "db": { + "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" + } + , "flush_interval_sec": 0.5 + + , "collections": { + "__dummy__": null + , "ALPACA": { + # dynamic instruments names + "tables": { + "trades": "alpaca_iex.md_trades" + , "booktops": "alpaca_iex.md_booktops" + , "booksnaps": "alpaca_iex.md_booksnaps" + } + } + , "BNBSPOT": { + "instruments": { + "PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"] + } + , "tables": { + "trades": "bnbspot.md_trades" + , "booktops": "bnbspot.md_booktops" + , "booksnaps": "bnbspot.md_booksnaps" + } + } + , "BNBFUT": { + "instruments": { + "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"] + , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"] + } + , "tables": { + "trades": "bnbfut.md_trades" + , "booktops": "bnbfut.md_booktops" + , "booksnaps": "bnbfut.md_booksnaps" + } + } + , "COINBASE": { + "instruments": { + "PAIR-ADA-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"] + } + , "tables": { + "trades": "coinbase.md_trades" + , "booktops": "coinbase.md_booktops" + , "booksnaps": "coinbase.md_booksnaps" + } + } + } + } + + # ---------------------------------- + , "exchanges_settings": { + "*": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + , "ALPACA_SNDBX": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + , "BNBSPOT": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + , "BNBFUT": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + "COINBASE_AT": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + } +} +