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Cryptoval Trading Technologies 2026-06-08 02:28:14 +00:00
commit 6b8e9be45f
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2
.gitignore vendored Normal file
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logs/
*.hjson

27
docker-compose.yml Normal file
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services:
stat_pair_quant:
image: ${CVTT_DOCKER_REGISTRY}/stat_pair_quant:${SP_QUANT_VERSION}
container_name: sp_quant_${DOCKER_PAIR_NAME}
pull_policy: always
restart: unless-stopped
user: ${CVTT_USER:-1001:1001}
network_mode: host
environment:
APP_NAME: ${SP_QUANT_APP_NAME}
CONFIG_SERVICE: ${SP_QUANT_CONFIG_SERVICE}
CONFIG_FILE: ${SP_QUANT_CONFIG_FILE}
FGW_BASE_URL: ${SP_QUANT_FGW_BASE_URL}
#
LOG_DIR: ${SP_QUANT_LOG_DIR}
LOG_FILE: ${SP_QUANT_LOG_FILE}
ADD_ARGS: ${SP_QUANT_ADD_ARGS}
#
SP_QUANT_REST_HOST: ${SP_QUANT_REST_HOST}
SP_QUANT_REST_PORT: ${SP_QUANT_REST_PORT}
#
SP_QUANT_BOOK: ${SP_QUANT_BOOK}
SP_QUANT_INST_A: ${SP_QUANT_INST_A}
SP_QUANT_INST_B: ${SP_QUANT_INST_B}
volumes:
- ./logs:/logs

161
env.sh Executable file
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#!/usr/bin/env bash
# ---- Functions
_env_usage() {
echo "Usage: $0 --config <json-file> --pair <pair-id>"
}
get_tcp_port() {
local start="$1"
local end="$2"
local port
for ((port=start; port<=end; port++)); do
if ! ss -ltn "sport = :$port" | grep -q ":$port"; then
echo "$port"
return 0
fi
done
echo ""
return 1
}
_extract_base_currency() {
local s="$1"
local rest
local _prefix
local base
local _quote
rest="${s#*:}"
if [[ "$rest" == "$s" ]]; then
echo ""
return 1
fi
IFS='-' read -r _prefix base _quote <<< "$rest"
if [[ -z "$base" ]]; then
echo ""
return 1
fi
echo "$base"
}
# Detect whether script is sourced
_env_is_sourced() {
[[ "${BASH_SOURCE[0]}" != "$0" ]]
}
pair_to_project_name() {
local pair="$1"
pair="${pair,,}" # lowercase
pair="${pair//-/_}" # replace - with _
echo "$pair"
}
# ==============================
CONFIG=""
PAIR=""
while [[ $# -gt 0 ]]; do
case "$1" in
--config)
CONFIG="$2"
shift 2
;;
--pair)
PAIR="$2"
shift 2
;;
-h|--help)
_env_usage
_env_is_sourced && return 0 || exit 0
;;
*)
echo "Unknown argument: $1" >&2
_env_usage >&2
_env_is_sourced && return 1 || exit 1
;;
esac
done
if [[ -z "$CONFIG" ]]; then
echo "Missing --config" >&2
_env_usage >&2
_env_is_sourced && return 1 || exit 1
fi
if [[ -z "$PAIR" ]]; then
echo "Missing --pair" >&2
_env_usage >&2
_env_is_sourced && return 1 || exit 1
fi
if [[ ! -f "$CONFIG" ]]; then
echo "Config file not found: $CONFIG" >&2
_env_is_sourced && return 1 || exit 1
fi
required_commands="jq hjson"
for cmd in ${required_commands}; do
if ! command -v $cmd >/dev/null 2>&1; then
echo "Error: $cmd is required but not installed" >&2
_env_is_sourced && return 1 || exit 1
fi
done
BOOK_VALUE="$(hjson -j "${CONFIG}" | jq -r '.book // empty' )"
INST_A_VALUE="$(hjson -j "${CONFIG}" | jq -r --arg pair "$PAIR" '.pairs[$pair].INST_A // empty' )"
INST_B_VALUE="$(hjson -j "${CONFIG}" | jq -r --arg pair "$PAIR" '.pairs[$pair].INST_B // empty' )"
if [[ -z "$BOOK_VALUE" ]]; then
echo "Missing .book in config: $CONFIG" >&2
_env_is_sourced && return 1 || exit 1
fi
if [[ -z "$INST_A_VALUE" || -z "$INST_B_VALUE" ]]; then
echo "Pair not found or incomplete: $PAIR" >&2
_env_is_sourced && return 1 || exit 1
fi
export BOOK="$BOOK_VALUE"
export INST_A="$INST_A_VALUE"
export INST_B="$INST_B_VALUE"
echo "BOOK=$BOOK"
echo "INST_A=$INST_A"
echo "INST_B=$INST_B"
export DOCKER_PAIR_NAME="$(_extract_base_currency ${INST_A})-$(_extract_base_currency ${INST_B})"
export PROJECT_NAME=$(pair_to_project_name "${DOCKER_PAIR_NAME}")
export SP_QUANT_BOOK="${BOOK}"
export SP_QUANT_INST_A="${INST_A}"
export SP_QUANT_INST_B="${INST_B}"
export CVTT_DOCKER_REGISTRY=cloud16.cvtt.vpn:5543
######################################
export SP_QUANT_VERSION=2.3.5
######################################
export SP_QUANT_APP_NAME=SPQ
export SP_QUANT_LOG_DIR=/logs
export SP_QUANT_LOG_FILE=%T.sp_quant.${DOCKER_PAIR_NAME}.log
export SP_QUANT_ADD_ARGS=
# CVTT settings
export SP_QUANT_CONFIG_SERVICE=cloud16.cvtt.vpn:6789
export SP_QUANT_CONFIG_FILE=http://cloud16.cvtt.vpn:6789/apps/stat_pairs/stat_pair_quant
export SP_QUANT_FGW_BASE_URL=http://cld32-tester.cvtt.vpn:23456
# Local settings
export SP_QUANT_REST_HOST=$(hostname).cvtt.vpn
export SP_QUANT_REST_PORT=$(get_tcp_port 52000 53000)
# -------------------

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glance.sh Executable file
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#!/usr/bin/env bash
cd $(realpath $(dirname $0))
for prj in $(docker compose ls | grep 'running' | grep $(pwd) | awk '{print $1}'); do
docker compose -p $prj ps --format 'table {{.Names}}\t{{.Image}}\t{{.Status}}\t{{.Service}}' | grep -v IMAGE
done

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run.sh Executable file
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#!/usr/bin/env bash
#!/usr/bin/env bash
CONFIG=""
COMMAND=""
SLEEP_SECONDS=0
usage() {
echo "Usage: $0 --config <json-file> --command <command> [--sleep <seconds> default 0]"
}
while [[ $# -gt 0 ]]; do
case "$1" in
--config)
CONFIG="$2"
shift 2
;;
--command)
COMMAND="$2"
shift 2
;;
--sleep)
SLEEP_SECONDS="$2"
shift 2
;;
-h|--help)
usage
exit 0
;;
*)
echo "Unknown argument: $1" >&2
usage >&2
exit 1
;;
esac
done
if [[ -z "$CONFIG" ]]; then
echo "Missing --config" >&2
usage >&2
exit 1
fi
if [[ ! -f "$CONFIG" ]]; then
echo "Config file not found: $CONFIG" >&2
exit 1
fi
if [[ -z "$COMMAND" ]]; then
echo "Missing --command" >&2
usage >&2
exit 1
fi
required_commands="jq hjson"
for cmd in ${required_commands}; do
if ! command -v $cmd >/dev/null 2>&1; then
echo "Error: $cmd is required but not installed" >&2
_env_is_sourced && return 1 || exit 1
fi
done
pairs="$(hjson -j "${CONFIG}" | jq -r '.pairs | keys_unsorted | join(" ")')"
echo "Pairs: ($pairs)"
for pair in ${pairs[@]}; do
echo "Starting ${pair} ..."
source ./env.sh --config $CONFIG --pair ${pair}
echo "docker compose -p ${PROJECT_NAME} ${COMMAND}"
docker compose -p ${PROJECT_NAME} ${COMMAND}
#
echo "Sleeping ${SLEEP_SECONDS} seconds ..."
sleep ${SLEEP_SECONDS}
done

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start.sh Executable file
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#!/usr/bin/env bash
CONFIG=""
usage() {
echo "Usage: $0 --config <json-file>"
}
while [[ $# -gt 0 ]]; do
case "$1" in
--config)
CONFIG="$2"
shift 2
;;
-h|--help)
usage
exit 0
;;
*)
echo "Unknown argument: $1" >&2
usage >&2
exit 1
;;
esac
done
if [[ -z "$CONFIG" ]]; then
echo "Missing --config" >&2
usage >&2
exit 1
fi
if [[ ! -f "$CONFIG" ]]; then
echo "Config file not found: $CONFIG" >&2
exit 1
fi
cd $(realpath $(dirname $0))
./run.sh --config $CONFIG --command "up -d" --sleep 10

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stop.sh Executable file
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#!/usr/bin/env bash
cd $(realpath $(dirname $0))
for prj in $(docker compose ls | grep 'running' | grep $(pwd) | awk '{print $1}'); do
cmd="docker compose -p $prj down"
echo $cmd
$cmd
done

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watch.sh Executable file
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#!/usr/bin/env bash
cd $(realpath $(dirname $0))
while true; do
clear
./glance.sh
sleep 5
done