progress

data/admin/cvtt_hosts.cfg

@@ -76,6 +76,7 @@
             "supervisor": false,
         },
         "dtvmhost": {
+            "to_check": "yes",
             "type": "metal",
             "users": ["oleg"],
             "docker": false,
@@ -89,25 +90,44 @@
         },
 
         // ----------- V i r t u a l  M a c h i n e s
-        "cvttdata": {
+        "cvtt-admin": {
-            "type": "vm",
-            "users": ["oleg", "cvtt"],
-            "docker": true,
-            "supervisor": false,
-        },
-        "cvtt-dev": {
             "type": "vm",
             "users": ["oleg"],
             "docker": true,
             "supervisor": false,
             "__eod__": null
         },
+        "cvtt-build": {
+            "type": "vm",
+            "users": ["oleg"],
+            "docker": true,
+            "supervisor": false,
+            "__eod__": null
+        },
+        "cvtt-dev": {
+            "type": "vm",
+            "users": ["oleg"],
+            "docker": true,
+            "supervisor": false,
+        },
         "cvtt-edu": {
             "type": "vm",
             "users": ["oleg"],
             "docker": false,
             "supervisor": false,
         },
+        "cvtt-md": {
+            "type": "vm",
+            "users": ["oleg", "cvtt"],
+            "docker": true,
+            "supervisor": false,
+        },
+        "cvtt-prod-03": {
+            "type": "vm",
+            "users": ["oleg"],
+            "docker": false,
+            "supervisor": true,
+        },
         "cvtt-prod-eqty-01": {
             "type": "vm",
             "users": ["oleg", "cvtt"],
@@ -120,6 +140,24 @@
             "docker": true,
             "supervisor": false,
         },
+        "cvtt-testserver": {
+            "type": "vm",
+            "users": ["oleg", "cvtt"],
+            "docker": true,
+            "supervisor": false,
+        },
+        "cvttdata": {
+            "type": "vm",
+            "users": ["oleg", "cvtt"],
+            "docker": true,
+            "supervisor": false,
+        },
+        "cvttdata-testdb": {
+            "type": "vm",
+            "users": ["oleg", "cvtt"],
+            "docker": true,
+            "supervisor": false,
+        },
         "desktop": {
             "type": "vm",
             "users": ["oleg"],
@@ -132,30 +170,6 @@
             "docker": true,
             "supervisor": false,
         },
-        "cvtt-md": {
-            "type": "vm",
-            "users": ["oleg", "cvtt"],
-            "docker": true,
-            "supervisor": false,
-        },
-        "cvttdata-testdb": {
-            "type": "vm",
-            "users": ["oleg", "cvtt"],
-            "docker": true,
-            "supervisor": false,
-        },
-        "cvtt-testserver": {
-            "type": "vm",
-            "users": ["oleg", "cvtt"],
-            "docker": true,
-            "supervisor": false,
-        },
-        "cvtt-prod-03": {
-            "type": "vm",
-            "users": ["oleg"],
-            "docker": false,
-            "supervisor": true,
-        },
     },
 
     "cryptovaltrading.com": {
@@ -163,6 +177,7 @@
             "users": ["oleg"],
             "type": "cloud",
             "ssh_port": 7822,
+            # "to_check": "No"
         },
     },
 }

data/admin/cvtt_services.cfg

@@ -0,0 +1,80 @@
+{
+    "WIKI": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cloud11.cvtt.vpn",
+        "port": 8080
+    },
+    "Mattermost": {
+        "to_check": "Yes",
+        "protocol": "https",
+        "host": "mattermost.cryptovaltrading.com",
+        "port": 443
+    },
+    "Gitea": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "homestore.cvtt.vpn",
+        "port": 3000
+    },
+    "Docker Registry": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cloud21.cvtt.vpn",
+        "port": 5500
+    },
+    "CVTT Config Service": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cloud23.cvtt.vpn",
+        "port": 6789
+    },
+    "Trading Calendar": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cloud23.cvtt.vpn",
+        "port": 8000
+    },
+    "US EQTY Rel.Liquidity": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cloud23.cvtt.vpn",
+        "port": 5678
+    },
+    "PyTorch (Jupyter)": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "gpushnik.cvtt.vpn",
+        "port": 8888
+    },
+    "TensorFlow (Jupyter)": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "gpushnik.cvtt.vpn",
+        "port": 9999
+    },
+    "FastAI (Jupyter)": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "gpushnik.cvtt.vpn",
+        "port": 7777
+    },
+    "Jenkins": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cvtt-build.cvtt.vpn",
+        "port": 8080
+    },
+    "NetBird": {
+        "to_check": "Yes",
+        "protocol": "http",
+        "host": "cloud18.cryptovaltrading.com",
+        "port": 80
+    },
+    "Proxmox Testing": {
+        "to_check": "No",
+        "protocol": "http",
+        "host": "proxmox.sheynin.home",
+        "port": 80
+    },
+}

data/admin/docker_images.cfg

@@ -0,0 +1,7 @@
+{
+    "Alpaca HBAR Loader": {
+        "image_name": "alpaca_hbar",
+        "docker_dev": "market_data/alpaca_hbar",
+        "based_on_dist": "cvtt-rust"
+    }
+}

data/apps/__DEPRECATED__/cvttcomm.cfg

@@ -1,6 +1,6 @@
 {
     "type": "redis",
-    "redis_settings": "localhost"
+    "comm_settings": "/comm/pubsub/redis/localhost"
     , "app_channels": {
         "executor": "EXEC"
         , "risk_manager": "RMGR"

data/apps/__DEPRECATED__/executor_app.cfg

@@ -1,7 +1,7 @@
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
 {
-    "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
-    , "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
     , "exchanges_settings": {
         "COINBASE_AT": {
             "order_entry": {

data/apps/__DEPRECATED__/quant_app.cfg

@@ -2,8 +2,7 @@
 {
 
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
-    , "cvttcomm": @inc=http://${CONFIG_SERVICE}/apps/cvttcomm
     , "quant": {
         "books": {
             "CVTT_BK01": {}

data/apps/__DEPRECATED__/risk_manager_app.cfg

@@ -1,9 +1,7 @@
-
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
 {
-
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
-    , "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
-    , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
     , "risk_manager": {
         "book": "CVTT_BK01"
         , "database": {

data/apps/__DEPRECATED__/trader_app.cfg

@@ -1,7 +1,7 @@
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
 {
-    "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
-    , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
     , "exchanges_settings": {
         "COINBASE_AT": {
             "mkt_data": {

data/apps/active_instruments.cfg

@@ -3,7 +3,7 @@
         "dynamic_stock_list": {
             "exchange_id": "ALPACA"
             , "list_source": "redis"
-            , "redis_settings": "cvtt-prod-eqty-01"
+            , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
             , "redis_key": "DAY_STOCK_LIST"
         }
     }

data/apps/algo_trade.cfg

@@ -3,7 +3,7 @@
 @var SourcePath=/home/oleg/develop/cvtt2/tmp
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
     , "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
 
     , "session_type": "CALENDAR"

data/apps/common/algos.cfg

@@ -3,10 +3,13 @@
         "class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
         , "params": {}
     }
+    , "TRDALGO_SIMPLE_BO": {
+        "class": "cvttpy.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
+        , "params": {}
+    }
     , "TRDALGO_MOOMOC_01": {
         "class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
-        , "params": {
+        , "params": {}
-        },
     }
     , "TRDALGO_TWAP01": {
         "class": "cvttpy.trading.algos.twap.TwapAlgo"

data/apps/common/comm.cfg

@@ -0,0 +1,43 @@
+# /comm
+{
+    "pubsub" : {
+        "redis": {
+            "localhost": {
+                "url": "redis://localhost"
+                , "type": "redis"
+                , "read_timeout" : 0.01
+                , "ping_timeout_secs": 2.0
+            }
+            , "cvttdata": {
+                "url": "redis://cvttdata.cvtt.vpn"
+                , "type": "redis"
+                , "read_timeout" : 0.01
+                , "ping_timeout_secs": 2.0
+            }
+            , "cvtt-testserver": {
+                "url": "redis://cvtt-testserver.cvtt.vpn"
+                , "type": "redis"
+                , "read_timeout" : 0.01
+                , "ping_timeout_secs": 2.0
+            }
+            , "cvtt-prod-eqty-01": {
+                "url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
+                , "type": "redis"
+                , "read_timeout" : 0.01
+                , "ping_timeout_secs": 2.0
+            }
+            , "cvtt-prod-03": {
+                "url": "redis://cvtt-prod-03.cvtt.vpn"
+                , "type": "redis"
+                , "read_timeout" : 0.01
+                , "ping_timeout_secs": 2.0
+            }
+            , "cvtt-prod-eqty-01": {
+                "url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
+                , "type": "redis"
+                , "read_timeout" : 0.01
+                , "ping_timeout_secs": 2.0
+            }
+        }
+    }
+}

data/apps/common/redis.cfg

@@ -1,32 +0,0 @@
-{
-    "localhost": {
-        "url": "redis://localhost"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-    , "cvttdata": {
-        "url": "redis://cvttdata.cvtt.vpn"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-    , "cvtt-testserver": {
-        "url": "redis://cvtt-testserver.cvtt.vpn"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-    , "cvtt-prod-eqty-01": {
-        "url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-    , "cvtt-prod-03": {
-        "url": "redis://cvtt-prod-03.cvtt.vpn"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-    , "cvtt-prod-eqty-01": {
-        "url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-}

data/apps/cvtt.cfg

@@ -3,12 +3,13 @@
 
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/cloud17"
-        "type": "redis"
+    # , "cvttcomm": {
-        # , "redis_settings": "localhost"
+    #     "type": "redis"
-        , "redis_settings": "cloud17"
+    #     # , "comm_settings": "/comm/pubsub/redis/localhost"
-    }
+    #     , "comm_settings": "/comm/pubsub/redis/cloud17"
+    # }
     , "session_type": "PERMANENT"
     , "books": {
         "CVTT_BK01": {}

data/apps/cvtt_crypto_coinbs.cfg

@@ -3,12 +3,11 @@
 
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/cloud17"
-        "type": "redis"
+    # , "cvttcomm": {
-        # , "redis_settings": "localhost"
+    #     "type": "redis"
-        , "redis_settings": "cloud17"
+    # }
-    }
     , "session_type": "PERMANENT"
     , "books": {
         "CVTT_BK01": {}

data/apps/cvtt_eqt_alpaca.cfg

@@ -3,12 +3,9 @@
 
 {   "___dummy___": null
     , "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
     , "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
-        "type": "redis"
-        , "redis_settings": "cvtt-prod-eqty-01"
-    }
     , "session_type": "CALENDAR"
     , "calendar_session": {
         "trading_hours_url": [
@@ -34,7 +31,7 @@
     }
     # --------------------------------------------------------------------
     , "trader": {
-        "app_channel": "TRDR"    active_exchanges_: str
+        "app_channel": "TRDR"
 
         , "is_short_allowed": false
         , "exchanges_settings": {

data/apps/md_portal.cfg

@@ -3,5 +3,5 @@
 {
     # ----------------------------------
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
 }

data/apps/md_rec_monitor.cfg

@@ -18,19 +18,19 @@
         , "status_channel": "Status-CVTT"
     }
     , "data_checks": {
-        "BNBFUT-1": {
+        # "BNBFUT-1": {
-            "tables": ["bnbfut.md_booktops"]
+        #     "tables": ["bnbfut.md_booktops"]
-            , "exchange_id": "BNBFUT"
+        #     , "exchange_id": "BNBFUT"
-            , "instruments": ["PERP-BTC-USDT"]
+        #     , "instruments": ["PERP-BTC-USDT"]
-            , "threshold_sec": 3600.0
+        #     , "threshold_sec": 3600.0
-        }
+        # }
-        , "BNBFUT-2": {
+        # , "BNBFUT-2": {
-            "tables": ["bnbfut.md_trades"]
+        #     "tables": ["bnbfut.md_trades"]
-            , "exchange_id": "BNBFUT"
+        #     , "exchange_id": "BNBFUT"
-            , "instruments": ["PERP-BTC-USDT"]
+        #     , "instruments": ["PERP-BTC-USDT"]
-            , "threshold_sec": 3600.0
+        #     , "threshold_sec": 3600.0
-        }
+        # }
-        , "BNBSPOT-1": {
+        "BNBSPOT-1": {
             "tables": ["bnbspot.md_booktops"]
             , "exchange_id": "BNBSPOT"
             , "instruments": ["PAIR-BTC-USDT"]

data/apps/md_recorder.cfg

@@ -2,19 +2,72 @@
 
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
 
     // -------------------------------------------------------------------------
     // This is used only for dynamically loaded instrument lists (as for Alpaca)
     , "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
-        "type": "redis"
+    # , "cvttcomm": {
-        , "redis_settings": "cvtt-prod-eqty-01"
+    #     "type": "redis"
-    }
+    #     , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
+    # }
     //------------------------------------------------------------------------------
 
     , "md_recorder": {
-        "db": {
+        "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
@@ -31,11 +84,15 @@
             }
             , "BNBSPOT": {
                 "instruments": {
-                    "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
+                    "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-XRP-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"
@@ -56,9 +113,13 @@
             }
             , "COINBASE": {
                 "instruments": {
-                    "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
+                    "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": {

data/apps/minimal_md.cfg

@@ -9,9 +9,10 @@
             },
         }
     }
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/localhost"
-        "type": "redis"
+    # , "cvttcomm": {
-        , "redis_settings": "localhost"
+    #     "type": "redis"
-    }
+    #     , "comm_settings": "/comm/pubsub/redis/localhost"
+    # }
 }
 

data/apps/minimal_md_eqt.cfg

@@ -15,9 +15,10 @@
             },
         }
     }
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/localhost"
-        "type": "redis"
+    # , "cvttcomm": {
-        , "redis_settings": "localhost"
+    #     "type": "redis"
-    }
+    #     , "comm_settings": "/comm/pubsub/redis/localhost"
+    # }
 }
 

data/apps/research/mkt_sim_client.cfg

@@ -0,0 +1,35 @@
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
+{
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
+    , "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
+    "exchanges_settings": {
+        "*": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+        },
+        "ALPACA-MD-REST-ONLY": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": false
+            },
+        },
+        "COINBASE_SIM": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "order_entry": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": true
+                , "streaming": false
+            },
+        }
+    }
+}
+

data/apps/research/mkt_simulator.cfg

@@ -0,0 +1,141 @@
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
+@var SQLITE_DIR=/home/oleg/tmp/sqlite
+
+@var FROM_TIME="2024-10-03 13:30:00"
+@var INTERVAL="18 minutes"
+# @var INTERVAL="5 minutes"
+
+{
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
+    , "comm_settings": "/comm/pubsub/redis/localhost"
+    , "simulation": {
+        # "speed_factor": 1.0,
+        "speed_factor": 0.0,
+        "time_events_interval_ms": 0
+    }
+    , "market_simulator" : {
+        "initial_positions": {
+            "exchange": "COINBASE",
+            "assets": {
+                "BTC": 0.5
+                , "ETH": 0.0
+                , "USD": 10_000.0
+            }
+        }
+        , "market_data": {
+            "sources": [
+                # {
+                #     "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
+                #     , "file_name": "${SQLITE_DIR}/20240906.COIN.1min.db"
+                #     , "table_name": "md_1min_bars"
+                #     , "columns": [
+                #                     "tstamp"
+                #                     , "tstamp_ns as tm"            # must have tm for DataFrame
+                #                     , "tstamp_ns as local_time_ns" # must have for simrunner
+                #                     , "exchange_id"
+                #                     , "instrument_id"
+                #                     , "open"
+                #                     , "high"
+                #                     , "low"
+                #                     , "close"
+                #                     , "volume"
+                #                     , "vwap"
+                #                     , "num_trades"
+                #                 ]
+                #     , "time_column": "tstamp"
+                #     , "exchange_id": "ALPACA"
+                #     , "instruments": ["STOCK-COIN"]
+                #     , "md_type": "HIST_BAR"
+                # }
+                {
+                    "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
+                    , "credentials_key": "TSDB_MD_CVTTDATA_RO"
+                    , "interval": ${INTERVAL}
+                    , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
+                    , "exchange_id": "COINBASE"
+                    , "instruments": ["PAIR-BTC-USD"]
+                    , "md_type": "TRADES"
+                    , "table_name": "coinbase.md_trades"
+                    , "columns": [
+                        "time",
+                        "local_time_ns",
+                        "exchange_ts_ns",
+                        "exchange_id",
+                        "instrument_id",
+                        "price",
+                        "quantity",
+                        "taker_side",
+                        "'TRD' as type",
+                    ]
+                    , "time_column": "time"
+                }
+                , {
+                    "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
+                    , "credentials_key": "TSDB_MD_CVTTDATA_RO"
+                    , "interval": ${INTERVAL}
+                    , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
+                    , "exchange_id": "COINBASE"
+                    , "instruments": ["PAIR-BTC-USD"]
+                    , "md_type": "BOOK_TOP"
+                    , "table_name": "coinbase.md_booktops"
+                    , "columns": [
+                        "time",
+                        "local_time_ns",
+                        "exchange_id",
+                        "instrument_id",
+                        "bid_price",
+                        "bid_quantity",
+                        "ask_price",
+                        "ask_quantity",
+                        "'BT' as type",
+                    ]
+                    , "time_column": "time"
+                }
+            ]
+            , "api": {
+                "web_socket": {
+                    "url": "ws://localhost:8080/ws"
+                }
+            }
+        }
+        , "order_entry": {
+            "execution": {
+                "execute_on": ["BOOK_TOP", "TRADES"]
+                "top_only": true
+                ,"min_order_age_sec": 0.1
+                , "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
+
+                , "short_sale_allowed": false
+                , "fee_schedule": {
+                    "taker_fee_rate": 0.006
+                    "maker_fee_rate": 0.004
+                }
+                # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
+            }
+            , "api": {
+                "web_socket": {
+                    "url": "ws://localhost:8180/ws"
+                }
+                , "REST": {
+                    "port": 8181
+                    "new_order_url": ["POST", "http://localhost:8181/order"]
+                    , "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
+                    , "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
+                    , "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
+                    , "order_status_url": ["GET", "http://localhost:8181/order_status"]
+                }
+            }
+        }
+        , "accounting": {
+            "api": {
+                 "REST": {
+                    "port": 8182
+                    , "positions_url": ["GET", "http://localhost:8182/positions"]
+                    , "trades_url": ["GET", "http://localhost:8182/trades"]
+                 }
+            }
+        }
+    }
+}

data/apps/tests/get_positions.cfg

@@ -32,6 +32,6 @@
         }
     }
     , "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
 }
 

data/apps/tests/get_trades.cfg

@@ -23,6 +23,6 @@
         }
     }
     , "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
 }
 

data/apps/tests/listen_market_data.cfg

@@ -1,7 +1,7 @@
 @var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
     , "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
     "exchanges_settings": {
         "*": {
@@ -19,7 +19,7 @@
     }
     # , "cvttcomm": {
     #     "type": "redis"
-    #     , "redis_settings": "localhost"
+    #     , "comm_settings": "/comm/pubsub/redis/localhost"
     # }
 }
 

data/apps/tests/listen_market_data_prod.cfg

@@ -1,7 +1,7 @@
 @var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
     , "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments
     , "exchanges_settings": {
         "*": {
@@ -11,10 +11,11 @@
             },
         }
     }
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
-        "type": "redis"
+    # , "cvttcomm": {
-        , "redis_settings": "cvtt-prod-eqty-01"
+    #     "type": "redis"
-    }
+    #     , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
+    # }
     , "md_portal": {
         "app_channel": "MD_PORTAL"
     }

data/apps/tests/send_order_cvtt.cfg

@@ -1,13 +1,14 @@
 @var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
 
-    , "cvttcomm": {
+    , "comm_settings": "/comm/pubsub/redis/cvtt-prod"
-        "type": "redis"
+    # , "cvttcomm": {
-        # , "redis_settings": "localhost"
+    #     "type": "redis"
-        , "redis_settings": "cvtt-prod"
+    #     # , "comm_settings": "/comm/pubsub/redis/localhost"
-    }
+    #     , "comm_settings": "/comm/pubsub/redis/cvtt-prod"
+    # }
     , "executor": {
         "app_channel": "EXEC"
     }

data/refdata/exchange_instruments.cfg

@@ -39,9 +39,9 @@
                 "md_symbol": "AAVEBUSD",
                 "trade_symbol": "AAVEBUSD"
             },
-            "PAIR-XRP-BUSD": {
+            "PAIR-ADA-USDT": {
-                "md_symbol": "XRPBUSD",
+                "md_symbol": "ADAUSDT",
-                "trade_symbol": "XRPBUSD"
+                "trade_symbol": "ADAUSDT"
             },
             "PAIR-AVAX-BUSD": {
                 "md_symbol": "AVAXBUSD",
@@ -51,6 +51,10 @@
                 "md_symbol": "BCHBUSD",
                 "trade_symbol": "BCHBUSD"
             },
+            "PAIR-BCH-USDT": {
+                "md_symbol": "BCHUSDT",
+                "trade_symbol": "BCHUSDT"
+            },
             "PAIR-BTC-BUSD": {
                 "md_symbol": "BTCBUSD",
                 "trade_symbol": "BTCBUSD"
@@ -71,6 +75,10 @@
                 "md_symbol": "DOGEUSDT",
                 "trade_symbol": "DOGEUSDT"
             },
+            "PAIR-DOT-USDT": {
+                "md_symbol": "DOTUSDT",
+                "trade_symbol": "DOTUSDT"
+            },
             "PAIR-ETH-BUSD": {
                 "md_symbol": "ETHBUSD",
                 "trade_symbol": "ETHBUSD"
@@ -111,9 +119,9 @@
                 "md_symbol": "MATICUSDT",
                 "trade_symbol": "MATICUSDT"
             },
-            "PAIR-SOL-BUSD": {
+            "PAIR-SOL-USDT": {
-                "md_symbol": "SOLBUSD",
+                "md_symbol": "SOLUSDT",
-                "trade_symbol": "SOLBUSD"
+                "trade_symbol": "SOLUSDT"
             },
             "PAIR-UNI-BUSD": {
                 "md_symbol": "UNIBUSD",
@@ -235,6 +243,10 @@
                 "md_symbol": "AVAX-USD",
                 "trade_symbol": "AVAX-USD"
             },
+            "PAIR-ADA-USD": {
+                "md_symbol": "ADA-USD",
+                "trade_symbol": "ADA-USD"
+            },
             "PAIR-BCH-USD": {
                 "md_symbol": "BCH-USD",
                 "trade_symbol": "BCH-USD"
@@ -247,6 +259,10 @@
                 "md_symbol": "DOGE-USD",
                 "trade_symbol": "DOGE-USD"
             },
+            "PAIR-DOT-USD": {
+                "md_symbol": "DOT-USD",
+                "trade_symbol": "DOT-USD"
+            },
             "PAIR-ETH-USD": {
                 "md_symbol": "ETH-USD",
                 "trade_symbol": "ETH-USD"

data/refdata/exchanges.cfg

@@ -12,7 +12,7 @@
         , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
+            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@@ -57,7 +57,7 @@
         , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
+            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@@ -122,7 +122,7 @@
         , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
+            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@@ -254,7 +254,7 @@
         , "type":               "SPOT"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
+            "class":  "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
 
             , "REST": {
                 "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
@@ -290,7 +290,7 @@
         , "type":               "SPOT"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
+            "class":  "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
 
             , "REST": {
                 "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
@@ -316,6 +316,37 @@
         }
 
     }
+    , "COINBASE_SIM": {
+        "exchange_id":          "COINBASE"
+        , "name":               "Coinbase Advanced Trade (Simulation)"
+        , "type":               "SPOT"
+
+
+        , "mktdata" : {
+            "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+            "ws_url": ["WS", "ws://localhost:8080/ws"]
+        }
+
+        , "order_entry": {
+            "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+
+            , "REST": {
+                "new_order_url": ["POST", "http://localhost:8181/order"]
+                , "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
+                , "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
+                , "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
+                , "order_status_url": ["GET", "http://localhost:8181/order_status"]
+            },
+            "ws_url": ["WSS", "ws://localhost:8180/ws"]
+        }
+        , "accounting": {
+            "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+            , "REST": {
+                    "positions_url": ["GET", "http://localhost:8182/positions"]
+                    , "trades_url": ["GET", "http://localhost:8182/trades"]
+            }
+        }
+    }
     # ---------------------------- G
     , "GEMINI": {
         # https://docs.gemini.com/rest-api
@@ -404,7 +435,7 @@
 
         , "mktdata" : {
             "class":    "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
-            , "redis_settings": "cvtt-prod-eqty-01"
+            , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
             , "channel_prefix": "MD_ALPACA_SNDBX"
         }
     }
@@ -415,10 +446,20 @@
 
         , "mktdata" : {
             "class":  "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
-            , "redis_settings": "cvtt-prod-03"
+            , "comm_settings": "/comm/pubsub/redis/cvtt-prod-03"
             , "channel_prefix": "MD_ALPACA_03"
         }
     }
+    # , "MARKET_SIMULATOR": {
+    #     "exchange_id":          "MARKET_SIMULATOR"
+    #     , "name":               "Market Simulator"
+    #     , "type":               "SIM"
+
+    #     , "mktdata" : {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+    #         "ws_url": ["WS", "ws://localhost:8080/ws"]
+    #     }
+    # }
     # ---------------------------- O
     , "OKX": {
         "exchange_id":          "OKX"

data/refdata/instruments.cfg

@@ -13,6 +13,18 @@
         "quantity_precision": "0.001",
         "price_tick": 0.01
     },
+    "PAIR-ADA-USD": {
+        "base_asset": "ADA",
+        "quote_asset": "USD",
+        "quantity_precision": "0.1",
+        "price_tick": 0.0001
+    },
+    "PAIR-ADA-USDT": {
+        "base_asset": "ADA",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.1",
+        "price_tick": 0.0001
+    },
     "PAIR-ASD-USDT": {
         "base_asset": "ASD",
         "quote_asset": "USDT",
@@ -51,6 +63,12 @@
         "quantity_precision": "0.001",
         "price_tick": 0.1
     },
+    "PAIR-BCH-USDT": {
+        "base_asset": "BCH",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.001",
+        "price_tick": 0.1
+    },
     "PAIR-BTC-BUSD": {
         "base_asset": "BTC",
         "quote_asset": "BUSD",
@@ -100,6 +118,18 @@
         "quantity_precision": "0.01",
         "price_tick": 0.00001
     },
+    "PAIR-DOT-USD": {
+        "base_asset": "DOT",
+        "quote_asset": "USD",
+        "quantity_precision": "0.01",
+        "price_tick": 0.001
+    },
+    "PAIR-DOT-USDT": {
+        "base_asset": "DOT",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.01",
+        "price_tick": 0.001
+    },
     # --- PAIR-E
     "PAIR-ETH-BUSD": {
         "base_asset": "ETH",
@@ -216,7 +246,13 @@
     "PAIR-SOL-USD": {
         "base_asset": "SOL",
         "quote_asset": "USD",
-        "quantity_precision": "0.01",
+        "quantity_precision": "0.001",
+        "price_tick": 0.01
+    },
+    "PAIR-SOL-USDT": {
+        "base_asset": "SOL",
+        "quote_asset": "USDT",
+        "quantity_precision": "0.001",
         "price_tick": 0.01
     },
     # --- PAIR-U

run/restart.sh

@@ -1,4 +1,5 @@
 #!/bin/bash
 
 cd $(dirname ${0})
-docker compose down && docker compose up -d --pull=always
+docker compose down 
+docker compose up -d --pull=always

run_relative_liquidity/docker-compose.yml

@@ -0,0 +1,13 @@
+version: "3.8"
+#==================================================
+services:
+    relative_liquidity:
+        image: cloud21.cvtt.vpn:5500/relative_liquidity:latest
+        container_name: relative_liquidity_svc
+        restart: unless-stopped
+        volumes:
+            - /home/cvtt/prod/data:/app/data
+            - /home/cvtt/prod/logs:/logs
+        ports:
+            - 5678:5678
+

run_relative_liquidity/restart.sh

@@ -0,0 +1,5 @@
+#!/bin/bash
+
+cd $(dirname ${0})
+docker compose down 
+docker compose up -d --pull=always

run_relative_liquidity/start.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+
+cd $(dirname ${0})
+docker compose up -d --pull=always

run_relative_liquidity/stop.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+
+cd $(dirname ${0})
+docker compose down

run_trading_calendar/docker-compose.yml

@@ -0,0 +1,10 @@
+version: "3.8"
+#==================================================
+services:
+    trading_calendar:
+        image: apptasticsoftware/trading-calendar
+        container_name: trading-calendar
+        restart: unless-stopped
+        ports:
+            - 8000:80
+

run_trading_calendar/restart.sh

@@ -0,0 +1,5 @@
+#!/bin/bash
+
+cd $(dirname ${0})
+docker compose down 
+docker compose up -d --pull=always

run_trading_calendar/start.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+
+cd $(dirname ${0})
+docker compose up -d --pull=always

run_trading_calendar/stop.sh

@@ -0,0 +1,4 @@
+#!/bin/bash
+
+cd $(dirname ${0})
+docker compose down