trade-database-manager 0.0.14

A wrapper of kdb and sql for convenient trade data management.

*** IMPORTANT NOTICE *** This package is not in a usable stage. It is only uploaded for convenience of developing and testing.

Postgreslq Initialization

CREATE DATABASE trade_data;
CREATE USER tradedbadmin WITH PASSWORD 'trade_password';
GRANT ALL PRIVILEGES ON DATABASE trade_data TO tradedbadmin;
\connect trade_data;
GRANT ALL ON SCHEMA public TO tradedbadmin;

Add the following lines in the pg_hba.conf file to allow password authentication for the tradedbadmin role.

# trade database
host    all            tradedbadmin     0.0.0.0/0               scram-sha-256
host    all            tradedbadmin     ::/0                    scram-sha-256

KDB+ Initialization

get license

Request a 64-bit license from Kx Systems. Fill the form then the system will send an email with the license file and a base64 key (Either can be used to license the product).

Server side (Linux system)

1. Put the executable q and license in desired folder, say /opt/l64 directory.
2. Create a folder to store the data, say /opt/data directory.
3. Set the environment variable QLIC to the directory where the license file is stored. And QHOME to the data directory.
4. Run the q executable with the following command:

   $ q -p 5000 -s 1 -w 100 -t 1000 -T 1000 -U /opt/l64/trade.q
   

   • -p 5000: This sets the port number for the kdb+ process. In this case, the port number is 5000.

   • -s 1: This sets the number of secondary threads. In this case, it's set to 1.

   • -w 100: This sets the workspace heap size. In this case, it's set to 100 MB.

   • -t 1000: This sets the timer interval in milliseconds. In this case, it's set to 1000 milliseconds, or 1 second.

   • -T 1000: This sets the timeout in seconds for client queries. In this case, it's set to 1000 seconds.

   • -U /opt/l64/trade.q: This sets the access control list file. In this case, the file is located at /opt/l64/trade.q. This file contains a list of usernames and passwords for clients that are allowed to connect to the kdb+ process.

MetaData Initialization

Allowed instruments types are given in "Instrument Types" section of meta_enumerations.md.

Data Initialization for Instrument Type(s)

from trade_database_manager.manager import MetadataSql

metadatalib = MetadataSql()
metadatalib.initialize(for_inst_types="CB")

This will try to create two tables, instruments and instruments_cb in the database if not yet exists. The instruments table will store the common information of all instruments, and the instruments_cb table will store the type-specific information of the instruments of type CB.

The table fields are listed in the data_organization.md file.