prod/md_recorder-cloud28
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first working version

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Cryptoval Trading Technologies 2025-05-16 01:21:44 +02:00
parent f337bd8c74
commit c90c98fff8
4 changed files with 93 additions and 49 deletions
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37
.env
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@ -1,21 +1,14 @@
CVTT_USER=1001:1001
MD_RECORDER_VERSION=0.0.6
MD_RECORDER_VERSION=0.0.9
CONFIG_FILE=/config/md_recorder.cfg
CREDS_FILE=/config/.creds
# bnbfut-cvttdata
BF28_CONTAINER_NAME=md_recorder.BNBFUT_CLOUD28
BF28_INSTRUMENT_GROUP=BNBFUT_CLOUD28
BF28_EXCHANGE_ACCT_NAME=BNBFUT
BF28_DB_CRED_KEY=TSDB_MD_CLOUD28
BF28_LOG_FILE=/logs/%T.MD_REC.${BF28_INSTRUMENT_GROUP}.log
BF28_ADD_ARGS=--compress_log
BF28_ADMIN_PORT=7204
# coinbase-cvttdata
CB28_DEBUG=N
CB28_DEBUG_WAIT=Y
CB28_DEBUG_PORT=45678
CB28_CONTAINER_NAME=md_recorder.COINBASE_CLOUD28
CB28_INSTRUMENT_GROUP=COINBASE_CLOUD28
CB28_EXCHANGE_ACCT_NAME=COINBASE_AT
@ -26,7 +19,12 @@ CB28_ADD_ARGS=--compress_log
CB28_ADMIN_PORT=7206
# bnspot-cvttdata
BS28_DEBUG=N
BS28_DEBUG_WAIT=Y
BS28_DEBUG_PORT=45679
BS28_CONTAINER_NAME=md_recorder.BNBSPOT_CLOUD28
BS28_INSTRUMENT_GROUP=BNBSPOT_CLOUD28
BS28_EXCHANGE_ACCT_NAME=BNBSPOT
@ -37,4 +35,19 @@ BS28_ADD_ARGS=--compress_log
BS28_ADMIN_PORT=7201
# bnbfut-cvttdata
BF28_DEBUG=N
BF28_DEBUG_WAIT=Y
BF28_DEBUG_PORT=45680
BF28_CONTAINER_NAME=md_recorder.BNBFUT_CLOUD28
BF28_INSTRUMENT_GROUP=BNBFUT_CLOUD28
BF28_EXCHANGE_ACCT_NAME=BNBFUT
BF28_DB_CRED_KEY=TSDB_MD_CLOUD28
BF28_LOG_FILE=/logs/%T.MD_REC.${BF28_INSTRUMENT_GROUP}.log
BF28_ADD_ARGS=--compress_log
BF28_ADMIN_PORT=7204

13
config/.creds
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@ -6,12 +6,19 @@
, "user": "cvtt"
, "database": "cvtt_md"
, "password": "ICdIh0JnMM7vM7Pf"
}
, "TSDB_MD_CVTTDATA": {
},
"TSDB_MD_CVTTDATA": {
"host": "cvttdata.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"
}
}

28
config/md_recorder.cfg
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@ -20,7 +20,11 @@
, "max_connections": 10
, "price_throttle": true
, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
, "api": {
"web_socket": {
"url": "wss://ws-feed.exchange.coinbase.com"
}
}
}
}
, "BNBSPOT": {
@ -37,9 +41,13 @@
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
, "api": {
"web_socket": {
"url": "wss://stream.binance.com/ws"
},
"REST": {
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
}
@ -56,11 +64,13 @@
, "max_connections": 10
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
, "api": {
"web_socket": {
"url": "wss://fstream.binance.com/ws"
},
"REST": {
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
}

64
docker-compose.yml
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@ -1,26 +1,4 @@
# CVTT Microservices
services:
bnbfut28_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
container_name: ${BF28_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: ${BF28_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BF28_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BF28_DB_CRED_KEY}
LOG_FILE: ${BF28_LOG_FILE}
ADD_ARGS: ${BF28_ADD_ARGS:-}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BF28_ADMIN_PORT}:7200
cbspot28_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
@ -37,13 +15,18 @@ services:
DB_CRED_KEY: ${CB28_DB_CRED_KEY}
LOG_FILE: ${CB28_LOG_FILE}
ADD_ARGS: ${CB28_ADD_ARGS:-}
MDREC_DEBUG: ${CB28_DEBUG:-N}
MDREC_DEBUG_WAIT: ${CB28_DEBUG_WAIT:-N}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${CB28_ADMIN_PORT}:7200
- ${CB28_DEBUG_PORT}:5678
depends_on:
- timescaledb
bnbspot28_md_recorder:
bnbspot28_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
container_name: ${BS28_CONTAINER_NAME}
user: ${CVTT_USER:-1001:1001}
@ -58,14 +41,45 @@ services:
DB_CRED_KEY: ${BS28_DB_CRED_KEY}
LOG_FILE: ${BS28_LOG_FILE}
ADD_ARGS: ${BS28_ADD_ARGS:-}
MDREC_DEBUG: ${BS28_DEBUG:-N}
MDREC_DEBUG_WAIT: ${BS28_DEBUG_WAIT:-N}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BS28_ADMIN_PORT}:7200
- ${BS28_DEBUG_PORT}:5678
depends_on:
- timescaledb
timescaledb:
image: cloud21.cvtt.vpn:5500/md_recorder-tsdb:${CVTT_VERSION}
bnbfut28_md_recorder:
image: cloud21.cvtt.vpn:5500/md_recorder:${MD_RECORDER_VERSION}
container_name: ${BF28_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: ${BF28_EXCHANGE_ACCT_NAME}
INSTRUMENT_GROUP: ${BF28_INSTRUMENT_GROUP}
DB_CRED_KEY: ${BF28_DB_CRED_KEY}
LOG_FILE: ${BF28_LOG_FILE}
ADD_ARGS: ${BF28_ADD_ARGS:-}
MDREC_DEBUG: ${BF28_DEBUG:-N}
MDREC_DEBUG_WAIT: ${BF28_DEBUG_WAIT:-N}
volumes:
- ./config:/config
- ./logs:/logs
ports:
- ${BF28_ADMIN_PORT}:7200
- ${BF28_DEBUG_PORT}:5678
depends_on:
- timescaledb
timescaledb:
image: cloud21.cvtt.vpn:5500/md_recorder-tsdb:${MD_RECORDER_VERSION}
container_name: md_recorder-tsdb
pull_policy: always
environment: