repo_id stringclasses 137
values | file_path stringlengths 10 89 | content stringlengths 0 990k | __index_level_0__ int64 0 0 |
|---|---|---|---|
dashboards | /mono/infra/services/grafana/provisioning/dashboards/simple_market_maker_dot_usd.json | {
"annotations": {
"list": [
{
"builtIn": 1,
"datasource": {
"type": "grafana",
"uid": "-- Grafana --"
},
"enable": true,
"hide": true,
"iconColor": "rgba(0, 211, 255, 1)",
"name": "Annotations & Alerts",
"target": {
... | 0 |
datasources | /mono/infra/services/grafana/provisioning/datasources/datasources.yml | apiVersion: 1
datasources:
- name: Prometheus
type: prometheus
access: proxy
orgId: 1
url: http://prometheus:9090
basicAuth: false
isDefault: true
editable: true
uid: prometheus
version: 1
jsonData:
httpMethod: GET
- name: Tempo
type: tempo
access: proxy
or... | 0 |
prometheus | /mono/infra/services/prometheus/prometheus.yml | global:
scrape_interval: 5s
scrape_configs:
- job_name: "proxy-kraken-docker"
static_configs:
- targets: ["proxy-kraken:3001"]
- job_name: "proxy-kraken"
static_configs:
- targets: ["host.docker.internal:3001"]
- job_name: "proxy-poloniex"
static_configs:
- targets: ["proxy-polonie... | 0 |
prometheus | /mono/infra/services/prometheus/prometheus.dev.yml | global:
scrape_interval: 30s
scrape_configs:
- job_name: node
scrape_interval: 60s
metrics_path: /metrics
static_configs:
- targets:
- host.docker.internal:9100
- job_name: redpanda
metrics_path: /public_metrics
static_configs:
- targets:
- redpanda:9644
- ... | 0 |
prometheus | /mono/infra/services/prometheus/README.md | # Prometheus
Prometheus is used to scrape metrics from our services and expose them to tools like Grafana for visualization. This doc
will eventually give an overview of our Prometheus architecture and useful commands for managing Prom.
[[__TOC__]]
## Management
### Live reloading config
You can live reload Promet... | 0 |
scripts | /mono/scripts/create-gitlab-registry-secret.sh | #!/usr/bin/env bash
# This script uses Gitlab's SSH API to automatically generate image pull credentials for Kubernetes
# https://docs.gitlab.com/ee/development/gitlab_shell/features.html
gl_welcome_msg=$(ssh git@gitlab.com)
# Welcome to GitLab, @ddaws!
gl_pat_token_name="k8s-$(kubectl config current-context)-read-r... | 0 |
scripts | /mono/scripts/wsl-kernel.sh | #!/bin/bash
docker build -f docker/wsl/Dockerfile -t fdr-wsl-kernel-builder:latest ./docker/wsl
mkdir -p .kernel && docker run -it -v $PWD/.kernel:/kernel/src fdr-wsl-kernel-builder /kernel/build.sh
cp .kernel/WSL2-Linux-Kernel/arch/x86/boot/vmlinux.bin /mnt/c/Users/All\ Users | 0 |
scripts | /mono/scripts/helm-dep-build.sh | #!/bin/bash
GIT_ROOT="$(git rev-parse --show-toplevel)"
for dir in $GIT_ROOT/helm/*; do
if [[ ! -f "${dir}"/Chart.yaml ]] || [[ ! -f "${dir}"/Chart.lock ]]; then
continue
fi
echo "========================================"
echo "Updating: ${dir}"
echo "========================================"
cd $di... | 0 |
scripts | /mono/scripts/docker-build-for-k8s.sh | #!/bin/bash
# This script is used to build the docker image for the k8s cluster
# by detecting the OS and kubernetes context (e.g: minikube vs docker-desktop)
# and building the image accordingly
# Usage: ./scripts/docker-build-for-k8s.sh -o
# Usage: ./scripts/docker-build-for-k8s.sh -p -b <binary_name>
# This is neces... | 0 |
scripts | /mono/scripts/helm-clean.sh | #/usr/bin/env bash
# Remove all of the old fdr-common chart bundles
find helm/ -type f -name "fdr-common-*.tgz" -exec rm {} \;
| 0 |
scripts | /mono/scripts/tilt-clean-up.sh | #!/bin/env bash
# This script cleans up resources that are left behind by Tilt after running
# `tilt down`. This can occur when the Tiltfile is updated from using
# `k8s_yaml(helm(...))` to using `helm_resource(...)` because the resources
# created are tracked differently.
if curl -s http://localhost:10350 > /dev/... | 0 |
sql | /mono/scripts/sql/create-role-archive-service.sql | -- See README.md in this directory for instructions on how to use this scripts
DO $$
DECLARE
v_username VARCHAR := current_setting('myvars.username');
v_password VARCHAR := current_setting('myvars.password');
BEGIN
-- TODO: Add a check that the user doesn't already exist
EXECUTE format('CREATE ROLE %I ... | 0 |
sql | /mono/scripts/sql/create-role-vault.sql | -- See README.md in this directory for instructions on how to use this scripts
DO $$
DECLARE
v_username VARCHAR := current_setting('myvars.username');
v_password VARCHAR := current_setting('myvars.password');
BEGIN
-- TODO: Add a check that the user doesn't already exist
EXECUTE format('CREATE ROLE %I ... | 0 |
sql | /mono/scripts/sql/create-role-strat-tri-arb.sql | -- See README.md in this directory for instructions on how to use this scripts
DO $$
DECLARE
v_username VARCHAR := current_setting('myvars.username');
v_password VARCHAR := current_setting('myvars.password');
BEGIN
-- TODO: Add a check that the user doesn't already exist
EXECUTE format('CREATE ROLE %I ... | 0 |
sql | /mono/scripts/sql/README.md | # SQL Scripts
These scripts are used to manage our database. As much as possible we try to automate database management, but in some
cases we are not ready for automation and need to do things manually. When we need to do things manually we try to
version control the things we need to do.
## Creating users (aka rol... | 0 |
sql | /mono/scripts/sql/dump.sql | --
-- PostgreSQL database dump
--
-- Dumped from database version 15.4
-- Dumped by pg_dump version 16.1
SET statement_timeout = 0;
SET lock_timeout = 0;
SET idle_in_transaction_session_timeout = 0;
SET client_encoding = 'UTF8';
SET standard_conforming_strings = on;
SELECT pg_catalog.set_config('search_path', '', fal... | 0 |
sql | /mono/scripts/sql/create-role-grafana.sql | -- See README.md in this directory for instructions on how to use this scripts
DO $$
DECLARE
v_username VARCHAR := current_setting('myvars.username');
v_password VARCHAR := current_setting('myvars.password');
rec record;
BEGIN
-- TODO: Add a check that the user doesn't already exist
EXECUTE format(... | 0 |
tilt | /mono/scripts/tilt/docker_build.py |
def fdr_docker_build(
name,
context,
dockerfile,
build_args={},
extra_tags=[],
target=None,
):
cmd = 'docker buildx build {context} -f {dockerfile} {build_args} {extra_tags}'.format(
context=context,
dockerfile=dockerfile,
build_args=' '.join(['--build-arg {}={}'.for... | 0 |
tilt | /mono/scripts/tilt/port_forward.sh | #!/usr/bin/env bash
count=0
limit=6
sleep=10
until [ "$count" -ge "$limit" ]; do
count=$((count+1))
kubectl port-forward $1 $2:$3 &
if [ $? -eq 0 ]; then
echo "Forwarding $1 $2:$3"
wait
fi
[ "$count" -ge "$limit" ] && break
echo "Failed to create port forward. The service m... | 0 |
tilt | /mono/scripts/tilt/port_forward.py |
def fdr_port_forward(resource, local_port, container_port, name=None, labels=[]):
'''
A more reliable port forward, using Kubernetes native port forwarding.
'''
name = name or 'pf:{}'.format(resource.split("/")[1])
cmd = '{}/scripts/tilt/port_forward.sh {} {} {}'.format(
os.getcwd(),
... | 0 |
.sqlx | /mono/.sqlx/query-0b73f42af6d7adc427fd195e3ec72c05c309c2d9ffec95d85d25a577ca515584.json | {
"db_name": "PostgreSQL",
"query": "\n SELECT\n vba.id AS \"id: _\",\n vba.account_id AS \"account_id: _\",\n vba.account_status AS \"account_status: _\",\n vba.asset AS \"asset: _\",\n vba.amount AS \"amount: _\",\n ... | 0 |
.sqlx | /mono/.sqlx/query-3b1362459dfd1917387a2d30f517fc47b869bca502e4c461f9f9754357c597a2.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO virtual_balance_accounts (id, account_id, account_status, asset, amount, created_at)\n VALUES ($1, $2, $3, $4, $5, $6)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left... | 0 |
.sqlx | /mono/.sqlx/query-fecf3a43a6e6ccc148e0272a36fddfea720c1ddbf8a3202264b596521015b9bb.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO orders (id, strategy, exchange, order_type, base, quote, order_side, price, volume, expire_time, strat_run_id, created_at)\n VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12)\n ON CONFLICT (id) DO NOTHING\n ",
... | 0 |
.sqlx | /mono/.sqlx/query-40d1d766a3f7840d21aa8855eeae4327b09f2582732489bc08dccfebc95aed6a.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM balance_metrics WHERE run_id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "40d1d766a3f7840d21aa8855eeae4327b09f2582732489bc08dccfebc95aed6a"
}
| 0 |
.sqlx | /mono/.sqlx/query-be3c52c57c3d1c4c8954cb8fd4451e16fb6ae4a027ef9a036323bc98c4177b79.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO opportunities_orders (opportunity_id, order_id)\n VALUES ($1, $2)\n ON CONFLICT (opportunity_id, order_id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
"U... | 0 |
.sqlx | /mono/.sqlx/query-4f52e417fd5a1dc9954ca653c15199a85b1f7d3886b35c650b12853f40117384.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO strategies (id, name)\n VALUES ($1, $2)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
{
"Custom": {
"n... | 0 |
.sqlx | /mono/.sqlx/query-3239b942a855174275329017c27008231bd055a5a7708fec97326d30a0f061c1.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO strat_runs (id, strat_id, name)\n VALUES ($1, $2, $3)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
"Uuid",
"Text"
]
},
... | 0 |
.sqlx | /mono/.sqlx/query-8561a660ec592e77fa0f7fedb85237b67c7f5ec2625b503d39a5578202580c99.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM strat_balance_accounts WHERE strat_run_id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "8561a660ec592e77fa0f7fedb85237b67c7f5ec2625b503d39a5578202580c99"
}
| 0 |
.sqlx | /mono/.sqlx/query-07a65bb2ca2d259bf85652b3e3745a883b181647195e0c4a971ba19f0c124f7b.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM virtual_balance_accounts WHERE id = ANY($1)",
"describe": {
"columns": [],
"parameters": {
"Left": [
"UuidArray"
]
},
"nullable": []
},
"hash": "07a65bb2ca2d259bf85652b3e3745a883b181647195e0c4a971ba19f0c124f7b"
}
| 0 |
.sqlx | /mono/.sqlx/query-ebdda01f9c9e26c135af6123a2f49643fe931733176f87dd5abc098f17609cfd.json | {
"db_name": "PostgreSQL",
"query": "\n SELECT\n vba.id AS \"id: _\",\n vba.account_id AS \"account_id: _\",\n vba.account_status AS \"account_status: _\",\n vba.asset AS \"asset: _\",\n vba.amount AS \"amount: _\",\n ... | 0 |
.sqlx | /mono/.sqlx/query-eab7fb92251e25637a9f87c5d328c2ac685992281c010e59d378f631c73e62d3.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO trades (id, exchange, trade_ref, pos_trade_ref, order_ref, base, quote, time, order_side, order_type, price, cost, fee, volume, margin, user_ref, extra_fields, strat_run_id)\n VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $1... | 0 |
.sqlx | /mono/.sqlx/query-4c95265755ef6f87a47402653fe66245aad89455ce34dcae644a8f07078391de.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO archive (timestamp, archive_type, exchange, base, quote, last_price, data)\n VALUES ($1, $2, $3, $4, $5, $6, $7)\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Timestamptz",
{
"Cu... | 0 |
.sqlx | /mono/.sqlx/query-4b0f6ff375bdbc69ffec505a48f98bd9337e0c9e00559aaa08350840dd743463.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO opportunities (id, run_id)\n VALUES ($1, $2)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
"Uuid"
]
},
"nullable": []
},... | 0 |
.sqlx | /mono/.sqlx/query-c7c965a6c9f6b30041c9d008befceccab76fef5398415572f78cfa4edeaf9a84.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO virtual_balance_accounts (id, account_id, account_status, asset, amount, created_at)\n VALUES ($1, $2, $3, $4, $5, $6)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [... | 0 |
.sqlx | /mono/.sqlx/query-e8f0bfefb70b1b004df0789bffd6e01b3ca15c1a2a05232f9af31306c3078c9e.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO balance_accounts (id, asset, amount)\n VALUES ($1, $2, $3)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
{
"Custom": {
... | 0 |
.sqlx | /mono/.sqlx/query-43a3918c44f5faab9ccbe58e229c76f6c706db511b6d449aa3c7545a3a6bc07a.json | {
"db_name": "PostgreSQL",
"query": "\n UPDATE orders\n SET volume_filled = volume_filled + $1,\n total_cost = COALESCE(total_cost, 0) + $2\n WHERE id = $3\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Numeric",
... | 0 |
.sqlx | /mono/.sqlx/query-def55a32f6cab3a6c0ee4bd8c8ff0031eb916945e2c7eeeaa37ee6a652fb2efc.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM orders WHERE strat_run_id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "def55a32f6cab3a6c0ee4bd8c8ff0031eb916945e2c7eeeaa37ee6a652fb2efc"
}
| 0 |
.sqlx | /mono/.sqlx/query-5275cda6ec6a246087eb45130d252f25469edd929d31829e4636224d182e1c73.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM vba_balance_ledgers WHERE vba_id = ANY($1)",
"describe": {
"columns": [],
"parameters": {
"Left": [
"UuidArray"
]
},
"nullable": []
},
"hash": "5275cda6ec6a246087eb45130d252f25469edd929d31829e4636224d182e1c73"
}
| 0 |
.sqlx | /mono/.sqlx/query-df64f7b325ef6cfb62115a9fd1ed139e60254f895e2af58e792c0eb96f02e9d5.json | {
"db_name": "PostgreSQL",
"query": "SELECT strat_id FROM strat_runs WHERE id = $1",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "strat_id",
"type_info": "Uuid"
}
],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": [
false
... | 0 |
.sqlx | /mono/.sqlx/query-ab449cd0a3430661c6c843a960412fdafd2aab94b3d96a3256d6779a42300001.json | {
"db_name": "PostgreSQL",
"query": "SELECT vba_id FROM strat_balance_accounts WHERE strat_run_id = $1",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "vba_id",
"type_info": "Uuid"
}
],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable... | 0 |
.sqlx | /mono/.sqlx/query-9366095a4805111b455d1f28f179acaacae49621454ccfab34ebff80da5af868.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM trades WHERE strat_run_id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "9366095a4805111b455d1f28f179acaacae49621454ccfab34ebff80da5af868"
}
| 0 |
.sqlx | /mono/.sqlx/query-3e360c5406d7086fa47689ac2372f314d856536e7005467258a3883b8b530de1.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO vba_balance_ledgers (id, vba_id, amount, created_at)\n VALUES ($1, $2, $3, $4)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
"Uuid",
... | 0 |
.sqlx | /mono/.sqlx/query-994d2d33eccf006cf331c7e9f59c3fa48877d6cd1e99f478b4f2b52c2e04981e.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM trade_metrics WHERE run_id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "994d2d33eccf006cf331c7e9f59c3fa48877d6cd1e99f478b4f2b52c2e04981e"
}
| 0 |
.sqlx | /mono/.sqlx/query-7cdd0c7cc51556e2289a409b52bbd34a83521b9c04b011fc2847414387ab74b8.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM strategies WHERE id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "7cdd0c7cc51556e2289a409b52bbd34a83521b9c04b011fc2847414387ab74b8"
}
| 0 |
.sqlx | /mono/.sqlx/query-2f9d5a6d3b241c0157fe3f570ae165a407de6cb8c3207e77fc88b7ed3fcfabb8.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO strat_balance_accounts (strat_run_id, vba_id)\n VALUES ($1, $2)\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
"Uuid"
]
},
"nullable": []
},
"hash": "2f9d5a6d3b241c... | 0 |
.sqlx | /mono/.sqlx/query-835737d03a7ea3713eb4e5df97f867952812d97574350c9e9bc6cb3f410b01c8.json | {
"db_name": "PostgreSQL",
"query": "\n INSERT INTO account_details (id, name, account_id, venue)\n VALUES ($1, $2, $3, $4)\n ON CONFLICT (id) DO NOTHING\n ",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid",
"Text",
"Uuid"... | 0 |
.sqlx | /mono/.sqlx/query-d61aae21438cd3337515decfce002879ca1936feb87d7e85dc9cfa50377cea1c.json | {
"db_name": "PostgreSQL",
"query": "DELETE FROM strat_runs WHERE id = $1",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Uuid"
]
},
"nullable": []
},
"hash": "d61aae21438cd3337515decfce002879ca1936feb87d7e85dc9cfa50377cea1c"
}
| 0 |
migrations | /mono/migrations/20230920121900_disallow_cancel_new_or_pending_order.sql | CREATE OR REPLACE FUNCTION check_cancellation_status_transition()
RETURNS TRIGGER AS
$$
BEGIN
IF (OLD.order_status = 'FILLED' OR OLD.order_status = 'CANCELLED' OR OLD.order_status = 'ERROR') AND
NEW.cancellation_status IS DISTINCT FROM OLD.cancellation_status THEN
RAISE EXCEPTION 'Can not cancel ... | 0 |
migrations | /mono/migrations/20240206200214_create_ohlcv_table.sql | CREATE TABLE if not exists ohlcv
(
timestamp TIMESTAMPTZ,
exchange exchange,
interval int4,
base asset,
quote asset,
open decimal NOT NULL,
high decimal NOT NULL,
low decimal ... | 0 |
migrations | /mono/migrations/20230823183057_add_pair_field_to_db_tables.sql | CREATE OR REPLACE FUNCTION set_pair_column()
RETURNS TRIGGER AS $$
BEGIN
NEW.pair := NEW.base::TEXT || '_' || NEW.quote::TEXT;
RETURN NEW;
END;
$$ LANGUAGE plpgsql;
ALTER TABLE orders ADD COLUMN pair TEXT;
CREATE TRIGGER set_pair_orders
BEFORE INSERT
ON orders
FOR EACH ROW
EXECUTE PROCEDURE set... | 0 |
migrations | /mono/migrations/20240417224331_save_order_cdc.sql | -- Add migration script here
CREATE OR REPLACE FUNCTION notify_order_execution_engine() RETURNS trigger AS
$$
BEGIN
PERFORM pg_notify('order_execution_engine', row_to_json(NEW)::text);
RETURN NEW;
END;
$$ LANGUAGE plpgsql;
CREATE TRIGGER emit_order_created
AFTER INSERT OR UPDATE
ON orders
FOR EACH... | 0 |
migrations | /mono/migrations/20230821190855_add_total_cost_to_orders.sql | -- Add migration script here
ALTER TABLE orders ADD COLUMN total_cost decimal; | 0 |
migrations | /mono/migrations/20231104191316_nullify_requested_cancellation_on_terminal_state.sql | -- Add migration script here
ALTER type cancellation_status ADD VALUE 'ABORTED' BEFORE 'COMPLETE';
CREATE OR REPLACE FUNCTION nullify_requested_cancellation_on_change_to_terminal_state()
RETURNS TRIGGER AS
$$
BEGIN
IF (NEW.order_status = 'FILLED' OR NEW.order_status = 'ERROR') AND
OLD.cancellation_statu... | 0 |
migrations | /mono/migrations/20240424202241_add_price_field_to_archive_table.sql | -- Add migration script here
ALTER TABLE archive
ADD COLUMN IF NOT EXISTS last_price decimal;
| 0 |
migrations | /mono/migrations/20231113191450_fix_orders_with_invalid_cancellation_status.sql | DROP TRIGGER orders_before_update_cancellation_status on orders;
UPDATE orders
SET cancellation_status = 'ABORTED'
WHERE order_status IN ('FILLED', 'CANCELLED', 'ERROR')
AND cancellation_status IS NOT NULL;
CREATE TRIGGER orders_before_update_cancellation_status
BEFORE UPDATE OF cancellation_status
ON order... | 0 |
migrations | /mono/migrations/20240425190420_revert_save_order_cdc.sql | DROP TRIGGER emit_order_created ON orders;
DROP FUNCTION notify_order_execution_engine();
| 0 |
migrations | /mono/migrations/20240122165737_prevent_order_status_open_to_pending.sql | CREATE OR REPLACE FUNCTION prevent_order_status_open_to_pending()
RETURNS TRIGGER AS $$
BEGIN
IF NEW.order_status = 'PENDING' AND OLD.order_status = 'OPEN' THEN
RAISE EXCEPTION 'Cannot update order status to pending if already open.';
END IF;
RETURN NEW;
END;
$$ LANGUAGE plpgsql;
CREATE TRIGGE... | 0 |
migrations | /mono/migrations/20240415174112_add_run_id_field_to_orders_and_trades_tables.sql | ALTER TABLE trades
ADD COLUMN IF NOT EXISTS strat_run_id uuid;
ALTER TABLE orders
ADD COLUMN IF NOT EXISTS strat_run_id uuid; | 0 |
migrations | /mono/migrations/20240424180904_add_pnl_mv.sql | -- Create a stored procedure to refresh or create the materialized view
CREATE OR REPLACE FUNCTION refresh_or_create_pnl_materialized_view() RETURNS VOID AS
$$
BEGIN
-- Check if the materialized view exists
IF EXISTS (SELECT 1 FROM information_schema.views WHERE table_name = 'pnl_mv') THEN
-- Refresh th... | 0 |
migrations | /mono/migrations/20240523154427_add_indicators_table.sql | CREATE TABLE if not exists indicator_sma
(
venue venue NOT NULL,
pair text NOT NULL,
period text NOT NULL,
value jsonb NOT NULL,
timestamp timestamp with time zone NOT NULL
);
CREATE TABLE if not exists in... | 0 |
migrations | /mono/migrations/20240423153544_remove_available_field_in_vba_table.sql | ALTER TABLE virtual_balance_accounts
DROP COLUMN IF EXISTS available;
ALTER TABLE balance_metrics
DROP COLUMN IF EXISTS available_balance; | 0 |
migrations | /mono/migrations/20230525221343_add_asset_enum_entries.sql | -- Add migration script here
ALTER TYPE trading_strategy ADD VALUE 'UNKNOWN';
ALTER TYPE asset ADD VALUE 'GALA';
ALTER TYPE asset ADD VALUE 'WAXL';
ALTER TYPE asset ADD VALUE 'CHR';
ALTER TYPE asset ADD VALUE 'ALICE';
ALTER TYPE asset ADD VALUE 'ETC';
ALTER TYPE asset ADD VALUE 'POND';
ALTER TYPE asset ADD VALUE 'API3... | 0 |
migrations | /mono/migrations/20230219195425_crate_kraken_collector_tables.sql | -- Add migration script here
CREATE TYPE trading_strategy AS ENUM (
'MARKET_MAKER_ON_TICKER',
'MIRROR',
'TRIANGULAR_ARBITRAGE'
);
CREATE TYPE asset AS ENUM (
'CAD',
'USD',
'BTC',
'ETH',
'DAI',
'USDT',
'EUR',
'LINK',
'SOL'
);
CREATE TYPE exchange AS ENUM (
'... | 0 |
migrations | /mono/migrations/20240216200955_adding_trade_metrics_table.sql | CREATE TABLE if not exists trade_metrics
(
run_id uuid NOT NULL,
profit decimal NOT NULL DEFAULT 0,
average_cost decimal NOT NULL DEFAULT 0,
vwap_delta decimal NOT NULL DEFAULT 0,
average_sell decimal NOT NULL DEFAULT 0,
volume_sold decimal NOT NULL DEFAULT 0,... | 0 |
migrations | /mono/migrations/20240327131614_add_balance_metrics_table.sql | ALTER TABLE trade_metrics
DROP COLUMN IF EXISTS base_available_balance,
DROP COLUMN IF EXISTS quote_available_balance,
DROP COLUMN IF EXISTS base_available_market_balance,
DROP COLUMN IF EXISTS quote_available_market_balance,
ADD COLUMN IF NOT EXISTS time_volume_weighted_average_cost decimal,
AD... | 0 |
migrations | /mono/migrations/20230920121809_remove_cancellation_requested_and_rename_status.sql | ALTER TYPE order_status RENAME TO order_status_old;
CREATE TYPE order_status AS ENUM (
'NEW',
'PENDING',
'OPEN',
'FILLED',
'CANCELLATION_PENDING',
'CANCELLED',
'ERROR'
);
ALTER TABLE orders
ADD COLUMN order_status order_status NOT NULL DEFAULT 'NEW';
UPDATE orders
SET order_statu... | 0 |
migrations | /mono/migrations/20231110194426_add_balance_tables.sql | CREATE TYPE account_status AS ENUM (
'ACTIVE',
'INACTIVE'
);
CREATE TABLE if not exists balance_accounts
(
id uuid PRIMARY KEY,
asset asset NOT NULL,
amount decimal NOT NULL
);
CREATE TABLE account_details
(
id uuid PRIMARY KEY,
name text NOT NULL,
account_id u... | 0 |
migrations | /mono/migrations/20240318183629_add_opportunity_tables.sql | CREATE TABLE if not exists opportunities
(
id uuid PRIMARY KEY,
run_id uuid NOT NULL
);
CREATE TABLE if not exists opportunities_orders
(
opportunity_id uuid NOT NULL,
order_id uuid NOT NULL,
PRIMARY KEY (opportunity_id, order_id),
FOREIGN KEY (opportunity_id) ... | 0 |
migrations | /mono/migrations/20230619143626_add_maker_only_order_type.sql | -- Add migration script here
ALTER TYPE order_type ADD VALUE 'LIMIT_MAKER_ONLY';
| 0 |
migrations | /mono/migrations/20240410143925_add_venue_field_to_account_details.sql | CREATE TYPE venue AS ENUM (
'KRAKEN',
'POLONIEX',
'COINBASE',
'BACKTEST'
);
ALTER TABLE account_details
ADD COLUMN IF NOT EXISTS venue venue NOT NULL; | 0 |
migrations | /mono/migrations/20231123181245_adding_archive_service_tables.sql | -- Add migration script here
CREATE TYPE archive_type AS ENUM (
'TICKER',
'BOOK'
);
CREATE TABLE if not exists archive
(
exchange exchange NOT NULL,
archive_type archive_type NOT NULL,
base asset NOT NULL,
quote asset ... | 0 |
migrations | /mono/migrations/20240507163633_alter_pnl_function_to_use_time.sql | CREATE OR REPLACE FUNCTION refresh_or_create_pnl_materialized_view() RETURNS VOID AS
$$
BEGIN
-- Check if the materialized view exists
IF EXISTS (SELECT 1 FROM information_schema.views WHERE table_name = 'pnl_mv') THEN
-- Refresh the materialized view
REFRESH MATERIALIZED VIEW pnl_mv;
ELSE
... | 0 |
migrations | /mono/migrations/20230920121828_add_cancellation_status.sql | CREATE TYPE cancellation_status AS ENUM (
'REQUESTED',
'PENDING',
'COMPLETE'
);
ALTER TABLE orders
ADD COLUMN cancellation_status cancellation_status;
| 0 |
migrations | /mono/migrations/20230920121845_disallow_status_change_from_terminal_state.sql | CREATE OR REPLACE FUNCTION check_order_status_transition()
RETURNS TRIGGER AS
$$
BEGIN
IF (OLD.order_status = 'FILLED' OR OLD.order_status = 'CANCELLED' OR OLD.order_status = 'ERROR') AND
NEW.order_status != OLD.order_status THEN
RAISE EXCEPTION 'Transition from FILLED, CANCELLED or ERROR to anot... | 0 |
migrations | /mono/migrations/20240319141459_add_strat_tables.sql | CREATE TABLE strategies
(
id uuid PRIMARY KEY,
name trading_strategy NOT NULL
);
CREATE TABLE strat_runs
(
id uuid PRIMARY KEY,
strat_id uuid NOT NULL,
name text NOT NULL,
meta jsonb,
FOREIGN KEY (strat_id) REFERENCES strategies (id)
);
CREATE TABLE strat_balance_accounts
(... | 0 |
migrations | /mono/migrations/20231106212123_disallow_decreasing_volume_filled.sql | CREATE OR REPLACE FUNCTION prevent_lower_volume_filled()
RETURNS TRIGGER AS $$
BEGIN
-- Check if the new volume_filled is less than the old volume_filled
IF NEW.volume_filled < OLD.volume_filled THEN
RAISE EXCEPTION 'Update rejected: volume_filled cannot be decreased.';
END IF;
RETURN NEW;
END;... | 0 |
migrations | /mono/migrations/20240110171507_add_backtest_exchange_enum_variant.sql | -- Add migration script here
ALTER TYPE exchange ADD VALUE 'BACKTEST'; | 0 |
docker | /mono/docker/.gitignore | # Make touch files
.build/
.push/
| 0 |
docker | /mono/docker/Makefile |
.build/makedeb: makedeb.Dockerfile
docker buildx build -f makedeb.Dockerfile -t registry.gitlab.com/fdr-group/mono/ci/makedeb . --push
docker build -f makedeb.Dockerfile -t registry.gitlab.com/fdr-group/mono/ci/makedeb .
mkdir -p .build && date +%s > .build/grafana
.push/makedeb: .build/makedeb
docker push regist... | 0 |
docker | /mono/docker/makedeb.Dockerfile | FROM ubuntu:22.04
RUN apt update && apt install -y wget gpg
RUN wget -qO - 'https://proget.makedeb.org/debian-feeds/makedeb.pub' \
| gpg --dearmor | tee /usr/share/keyrings/makedeb-archive-keyring.gpg 1> /dev/null
RUN echo 'deb [signed-by=/usr/share/keyrings/makedeb-archive-keyring.gpg arch=all] https://proget.m... | 0 |
wsl | /mono/docker/wsl/.wslconfig | [wsl2]
kernel=C:\\Users\\All Users\\bzImage
| 0 |
wsl | /mono/docker/wsl/build.sh | #!/bin/bash
mkdir -p src && cd src
if [ -d "WSL2-Linux-Kernel" ]; then
echo "Directory exists."
else
git clone https://github.com/microsoft/WSL2-Linux-Kernel.git
fi
cd WSL2-Linux-Kernel
sed -i 's/# CONFIG_NETFILTER_XT_MATCH_RECENT is not set/CONFIG_NETFILTER_XT_MATCH_RECENT=y/' Microsoft/config-wsl
sed -i 's/-... | 0 |
wsl | /mono/docker/wsl/Dockerfile | FROM ubuntu:latest
ARG DEBIAN_FRONTEND=noninteractive
RUN apt update && apt install -y \
build-essential \
flex \
bison \
dwarves \
libssl-dev \
libelf-dev \
python3 \
git \
bc
WORKDIR /kernel
ADD build.sh .
CMD build.sh
| 0 |
rust | /mono/docker/rust/local.Dockerfile | # ---- Build Stage ----
FROM registry.gitlab.com/fdr-group/mono/rust-builder:latest AS build
WORKDIR /app
COPY . .
RUN --mount=type=cache,target=/app/.cargo_docker_cache \
--mount=type=cache,target=/app/target/docker \
CARGO_BUILD_INCREMENTAL=true \
SQLX_OFFLINE=true \
PROFILE=debug \
CARGO_TARGET_D... | 0 |
rust | /mono/docker/rust/sqlx-cli.Dockerfile | FROM registry.gitlab.com/fdr-group/mono/rust-builder:latest
RUN cargo install sqlx-cli
| 0 |
rust | /mono/docker/rust/ci-release.Dockerfile | # ---- Release Image With Service Binary ----
# This image is used to run the service binary.
# It is built on top of the base image and adds the service binary.
FROM registry.gitlab.com/fdr-group/mono/fdr-service-base:latest
ARG BINARY_NAME
ARG BINARY_LOCATION
ADD $BINARY_LOCATION /app/$BINARY_NAME
ENV BINARY_NAME ... | 0 |
rust | /mono/docker/rust/ci-base.Dockerfile | # ---- Base Release Image ----
# This image is used as the base for all release images.
# It contains the necessary dependencies to run the service binary.
FROM debian:bookworm
ARG DEBIAN_FRONTEND=noninteractive
RUN apt update && apt install -y \
openssl \
libssl-dev \
ca-certificates
| 0 |
rust | /mono/docker/rust/ci-builder.Dockerfile | # ---- Builder Image ----
FROM rust:1.77.2-slim-bookworm
ARG DEBIAN_FRONTEND=noninteractive
RUN apt update && apt install -y \
iputils-ping \
libpq-dev \
cmake \
pkg-config \
gcc \
g++ \
python3 \
libssl-dev \
protobuf-compiler \
git \
jq \
postgresql-client
WORKDIR /app
... | 0 |
postgresql-migrate | /mono/helm/postgresql-migrate/values.yaml |
name: postgresql-migrate
activeDeadlineSeconds: 60 # Allow the job to run for 1 minute | 0 |
postgresql-migrate | /mono/helm/postgresql-migrate/Chart.yaml | apiVersion: v2
name: fdr-postgresql-migrate
description: Run the PostgreSQL sqlx migrations.
type: application
version: "0.1.0"
| 0 |
values | /mono/helm/postgresql-migrate/values/dev.yaml | 0 | |
values | /mono/helm/postgresql-migrate/values/local.yaml |
createSecrets: true
secrets:
postgresql_username: file://sym-secrets/postgresql_username
postgresql_password: file://sym-secrets/postgresql_password
# Enable to jump into the and debug
# command: [sleep, inf]
# activeDeadlineSeconds: 3600
| 0 |
files | /mono/helm/postgresql-migrate/files/migrate.sh | #!/bin/env sh
echo "Decoding migrations"
mkdir -p /migrations/decoded
for file in /migrations/encoded/*
do
base64 -d "$file" > "/migrations/decoded/$(basename "$file")"
done
echo "Listing migrations:"
find /migrations/decoded -type f -exec shasum {} \; | sort -k 2
export DATABASE_URL="postgres://${PGUSER}:${PGP... | 0 |
templates | /mono/helm/postgresql-migrate/templates/cfgmap-migrations.yaml | {{/* Migrations are base 64 encoded to avoid problems caused by CR line endings being stripped */}}
apiVersion: v1
kind: ConfigMap
metadata:
name: postgresql-migrations
data:
{{- $scope := . }}
{{- range $migrationFile, $_ := .Files.Glob "migrations/*.sql" }}
{{- with $scope }}
{{ $migrationFile | base }}: {{ (.F... | 0 |
templates | /mono/helm/postgresql-migrate/templates/job.yaml | {{ $scriptMountPath := "/postgresql/bin" }}
{{- if .Values.createSecrets }}
{{ include "common.secrets-v2" . }}
{{- end }}
---
apiVersion: batch/v1
kind: Job
metadata:
name: postgresql-migrate
labels:
helm.sh/chart: "{{ .Chart.Name }}-{{ .Chart.Version }}"
annotations:
"helm.sh/hook": post-install,post-u... | 0 |
strat-market-maker | /mono/helm/strat-market-maker/.helmignore | # Patterns to ignore when building packages.
# This supports shell glob matching, relative path matching, and
# negation (prefixed with !). Only one pattern per line.
.DS_Store
# Common VCS dirs
.git/
.gitignore
.bzr/
.bzrignore
.hg/
.hgignore
.svn/
# Common backup files
*.swp
*.bak
*.tmp
*.orig
*~
# Various IDEs
.proj... | 0 |
strat-market-maker | /mono/helm/strat-market-maker/values.yaml | replicaCount: 1
name: strat-market-maker
image:
name: strat-market-maker
repository: registry.gitlab.com/fdr-group/mono/rs/market-makers
pullPolicy: IfNotPresent
tag: "latest"
imagePullSecrets: []
nameOverride: ""
fullnameOverride: "strat-market-maker"
serviceAccount:
create: true
annotations: {}
name... | 0 |
strat-market-maker | /mono/helm/strat-market-maker/Chart.yaml | apiVersion: v2
name: strat-market-maker
description: Market Maker Strategy
type: application
version: 0.1.0
appVersion: "0.1.0"
| 0 |
strat-market-maker | /mono/helm/strat-market-maker/values-local.yaml | SERVICE: "strategy-manager"
RUST_LOG: debug
image:
tag: "local"
createSecrets: true
configToml: |
use_market_balance = true
back_test = false
run_id = "90d99ddf-ba11-480e-9a31-792670745053"
[kafka_consumer]
group_id = "market_makers"
bootstrap_servers = "redpanda:9093"
enable_partition_eof = "false"... | 0 |
strat-market-maker | /mono/helm/strat-market-maker/values-dev.yaml | SERVICE: "strategy-manager"
RUST_LOG: info
imagePullSecrets:
- name: gitlab-registry
image:
tag: "amd64-e5a12b4e"
configToml: |
use_market_balance = true
backtest = false
[kafka_consumer]
group_id = "market_makers"
bootstrap_servers = "redpanda.fdr-data.svc.cluster.local:9093"
enable_partition_eof =... | 0 |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.