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Cryptoval Trading Technologies 2025-05-17 01:45:34 +00:00
commit 7fba7f9406
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53
.env Normal file
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CVTT_USER=1001:1001
MD_RECORDER_VERSION=0.1.1
CONFIG_FILE=/config/md_recorder.cfg
CREDS_FILE=/config/.creds
# coinbase-cvttdata
CB24_DEBUG=N
CB24_DEBUG_WAIT=Y
CB24_DEBUG_PORT=45678
CB24_CONTAINER_NAME=md_recorder.COINBASE_CLOUD24
CB24_INSTRUMENT_GROUP=COINBASE_CLOUD24
CB24_EXCHANGE_ACCT_NAME=COINBASE_AT
CB24_DB_CRED_KEY=TSDB_MD_CLOUD24
CB24_LOG_FILE=/logs/%T.MD_REC.${CB24_INSTRUMENT_GROUP}.log
CB24_ADD_ARGS=--compress_log
CB24_ADMIN_PORT=8201
# bnspot-cvttdata
BS24_DEBUG=N
BS24_DEBUG_WAIT=Y
BS24_DEBUG_PORT=45679
BS24_CONTAINER_NAME=md_recorder.BNBSPOT_CLOUD24
BS24_INSTRUMENT_GROUP=BNBSPOT_CLOUD24
BS24_EXCHANGE_ACCT_NAME=BNBSPOT
BS24_DB_CRED_KEY=TSDB_MD_CLOUD24
BS24_LOG_FILE=/logs/%T.MD_REC.${BS24_INSTRUMENT_GROUP}.log
BS24_ADD_ARGS=--compress_log
BS24_ADMIN_PORT=8202
# bnbfut-cvttdata
BF24_DEBUG=N
BF24_DEBUG_WAIT=Y
BF24_DEBUG_PORT=45680
BF24_CONTAINER_NAME=md_recorder.BNBFUT_CLOUD24
BF24_INSTRUMENT_GROUP=BNBFUT_CLOUD24
BF24_EXCHANGE_ACCT_NAME=BNBFUT
BF24_DB_CRED_KEY=TSDB_MD_CLOUD24
BF24_LOG_FILE=/logs/%T.MD_REC.${BF24_INSTRUMENT_GROUP}.log
BF24_ADD_ARGS=--compress_log
BF24_ADMIN_PORT=8203

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.gitignore vendored Normal file
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data/
logs/

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config/.creds Normal file
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{
"__dummy__": null
, "TSDB_MD_CLD21": {
"host": "cloud21.cvtt.vpn"
, "port": 5432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
},
"TSDB_MD_CLOUD28": {
"host": "cloud28.cvtt.vpn"
, "port": 55432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "320ea18a54b5bed71371256bd9b68d31"
},
"TSDB_MD_CLOUD24": {
"host": "cloud24.cvtt.vpn"
, "port": 55432
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "23a8c597a800d44906d01483e8940e77"
}
}

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config/md_recorder.cfg Normal file
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{
"refdata": {
"assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"]
, "exchanges": {
"COINBASE_AT": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"
, "type": "SPOT"
, "mktdata" : {
"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
, "reconnect_secs": 2
, "max_connections": 10
, "price_throttle": true
, "api": {
"web_socket": {
"url": "wss://ws-feed.exchange.coinbase.com"
}
}
}
}
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
, "type": "SPOT"
, "mktdata" : {
"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
, "max_connections": 10
, "reconnect_secs": 2.0
, "api": {
"web_socket": {
"url": "wss://stream.binance.com/ws"
},
"REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
}
, "BNBFUT": {
"exchange_id": "BNBFUT"
, "name": "Binance Futures USD-M"
, "type": "FUTURES"
, "mktdata" : {
"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
, "max_connections": 10
, "reconnect_secs": 2.0
, "api": {
"web_socket": {
"url": "wss://fstream.binance.com/ws"
},
"REST": {
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
}
}
}
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
"BNBFUT_CLOUD24": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
],
"BNBFUT_CLOUD28": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
],
"BNBSPOT_CLOUD24": [
"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_CLOUD28": [
"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_CLOUD24": [
"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_CLOUD28": [
"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
}
}
}
}

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docker-compose.yml Normal file
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services:
cbspot24_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
container_name: ${CB24_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${CB24_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${CB24_INSTRUMENT_GROUP}
DB_CRED_KEY: ${CB24_DB_CRED_KEY}
LOG_FILE: ${CB24_LOG_FILE}
ADD_ARGS: ${CB24_ADD_ARGS:-}
MDREC_DEBUG: ${CB24_DEBUG:-N}
MDREC_DEBUG_WAIT: ${CB24_DEBUG_WAIT:-N}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${CB24_ADMIN_PORT}:7200
- ${CB24_DEBUG_PORT}:5678
depends_on:
- timescaledb
bnbspot24_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
container_name: ${BS24_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
pull_policy: always
restart: unless-stopped
environment:
CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
CREDS_FILE: ${CREDS_FILE}
EXCHANGE_ACCT_NAME: ${BS24_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BS24_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BS24_DB_CRED_KEY}
LOG_FILE: ${BS24_LOG_FILE}
ADD_ARGS: ${BS24_ADD_ARGS:-}
MDREC_DEBUG: ${BS24_DEBUG:-N}
MDREC_DEBUG_WAIT: ${BS24_DEBUG_WAIT:-N}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BS24_ADMIN_PORT}:7200
- ${BS24_DEBUG_PORT}:5678
depends_on:
- timescaledb
# bnbfut24_md_recorder:
# image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
# container_name: ${BF24_CONTAINER_NAME}
# user: ${CVTT_USER:-1001:1001}
# pull_policy: always
# restart: unless-stopped
# environment:
# CONFIG_SERVICE: ${CONFIG_SERVICE:-cloud16.cvtt.vpn:6789}
# CONFIG_FILE: ${CONFIG_FILE:-/config/md_recorder.cfg}
# CREDS_FILE: ${CREDS_FILE}
# EXCHANGE_ACCT_NAME: ${BF24_EXCHANGE_ACCT_NAME}
# INSTRUMENT_GROUP: ${BF24_INSTRUMENT_GROUP}
# DB_CRED_KEY: ${BF24_DB_CRED_KEY}
# LOG_FILE: ${BF24_LOG_FILE}
# ADD_ARGS: ${BF24_ADD_ARGS:-}
# MDREC_DEBUG: ${BF24_DEBUG:-N}
# MDREC_DEBUG_WAIT: ${BF24_DEBUG_WAIT:-N}
# volumes:
# - ./config:/config
# - ./logs:/logs
# ports:
# - ${BF24_ADMIN_PORT}:7200
# - ${BF24_DEBUG_PORT}:5678
# depends_on:
# - timescaledb
timescaledb:
image: cloud21.cvtt.vpn:5500/md_recorder-tsdb:${MD_RECORDER_VERSION}
container_name: md_recorder-tsdb
pull_policy: always
environment:
- POSTGRES_PASSWORD=postgres
- POSTGRES_USER=postgres
- POSTGRES_DB=postgres
ports:
- "55432:5432"
volumes:
- ./data/timescaledb_data:/var/lib/postgresql/data
restart: unless-stopped