add docker deployment stack and vps setup docs
This commit is contained in:
Kellan Drucquer
parent
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8 changed files with 544 additions and 0 deletions
16
.dockerignore
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16
.dockerignore
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.git
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.github
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.DS_Store
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.bun
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.tmp
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node_modules
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dist
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coverage
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logs
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apps/web/.next
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.env
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.env.*
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session-ses_*.md
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token-usage-output.txt
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!.env.example
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!**/.env.example
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103
deployment/docker/.env.example
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103
deployment/docker/.env.example
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NATS_URL=nats://nats:4222
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CLICKHOUSE_URL=http://clickhouse:8123
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CLICKHOUSE_DATABASE=default
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REDIS_URL=redis://redis:6379
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API_PORT=4000
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REST_DEFAULT_LIMIT=200
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NEXT_PUBLIC_API_URL=
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NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000
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# Options ingest
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OPTIONS_INGEST_ADAPTER=synthetic
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ALPACA_KEY_ID=
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ALPACA_SECRET_KEY=
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ALPACA_REST_URL=https://data.alpaca.markets
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ALPACA_WS_BASE_URL=wss://stream.data.alpaca.markets/v1beta1
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ALPACA_FEED=indicative
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ALPACA_UNDERLYINGS=SPY,NVDA,AAPL
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ALPACA_STRIKES_PER_SIDE=8
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ALPACA_MAX_DTE_DAYS=30
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ALPACA_MONEYNESS_PCT=0.06
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ALPACA_MONEYNESS_FALLBACK_PCT=0.1
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ALPACA_MAX_QUOTES=200
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# Databento replay
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DATABENTO_API_KEY=
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DATABENTO_DATASET=OPRA.PILLAR
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DATABENTO_SCHEMA=trades
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DATABENTO_NBBO_SCHEMA=tbbo
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DATABENTO_START=
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DATABENTO_END=
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DATABENTO_SYMBOLS=ALL
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DATABENTO_STYPE_IN=raw_symbol
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DATABENTO_STYPE_OUT=raw_symbol
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DATABENTO_LIMIT=0
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DATABENTO_PRICE_SCALE=1
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DATABENTO_PYTHON_BIN=python3
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# IBKR adapter (options)
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IBKR_HOST=host.docker.internal
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IBKR_PORT=7497
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IBKR_CLIENT_ID=0
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IBKR_SYMBOL=SPY
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IBKR_EXPIRY=20250117
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IBKR_STRIKE=450
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IBKR_RIGHT=C
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IBKR_EXCHANGE=SMART
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IBKR_CURRENCY=USD
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IBKR_PYTHON_BIN=python3
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# Equities ingest
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EQUITIES_INGEST_ADAPTER=synthetic
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EMIT_INTERVAL_MS=1000
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ALPACA_EQUITIES_FEED=iex
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# Testing mode
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TESTING_MODE=false
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TESTING_THROTTLE_MS=200
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# Compute and inference
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COMPUTE_DELIVER_POLICY=new
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COMPUTE_CONSUMER_RESET=false
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NBBO_MAX_AGE_MS=1000
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ROLLING_WINDOW_SIZE=50
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ROLLING_TTL_SEC=86400
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EQUITY_QUOTE_MAX_AGE_MS=1000
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DARK_INFER_WINDOW_MS=60000
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DARK_INFER_COOLDOWN_MS=30000
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DARK_INFER_MIN_BLOCK_SIZE=2000
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DARK_INFER_MIN_ACCUM_SIZE=3000
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DARK_INFER_MIN_ACCUM_COUNT=4
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DARK_INFER_MIN_PRINT_SIZE=200
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DARK_INFER_MAX_EVIDENCE=20
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DARK_INFER_MAX_SPREAD_PCT=0.005
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CLASSIFIER_SWEEP_MIN_PREMIUM=40000
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CLASSIFIER_SWEEP_MIN_COUNT=3
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CLASSIFIER_SWEEP_MIN_PREMIUM_Z=2
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CLASSIFIER_SPIKE_MIN_PREMIUM=20000
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CLASSIFIER_SPIKE_MIN_SIZE=400
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CLASSIFIER_SPIKE_MIN_PREMIUM_Z=2.5
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CLASSIFIER_SPIKE_MIN_SIZE_Z=2
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CLASSIFIER_Z_MIN_SAMPLES=12
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CLASSIFIER_MIN_NBBO_COVERAGE=0.5
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CLASSIFIER_MIN_AGGRESSOR_RATIO=0.55
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CLASSIFIER_0DTE_MAX_ATM_PCT=0.01
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CLASSIFIER_0DTE_MIN_PREMIUM=20000
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CLASSIFIER_0DTE_MIN_SIZE=400
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# Candles
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CANDLE_INTERVALS_MS=60000,300000
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CANDLE_MAX_LATE_MS=0
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CANDLE_CACHE_LIMIT=2000
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CANDLE_DELIVER_POLICY=new
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CANDLE_CONSUMER_RESET=false
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# Replay profile
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REPLAY_STREAMS=options,nbbo,equities,equity-quotes
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REPLAY_START_TS=0
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REPLAY_END_TS=0
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REPLAY_SPEED=1
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REPLAY_BATCH_SIZE=200
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REPLAY_LOG_EVERY=1000
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15
deployment/docker/Dockerfile.ingest-options
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deployment/docker/Dockerfile.ingest-options
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FROM oven/bun:1.3.11
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WORKDIR /app
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ENV NODE_ENV=production
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COPY . .
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RUN apt-get update \
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&& apt-get install -y --no-install-recommends python3 python3-pip \
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&& rm -rf /var/lib/apt/lists/* \
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&& pip3 install --no-cache-dir -r services/ingest-options/py/requirements.txt \
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&& bun install --frozen-lockfile
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ENTRYPOINT ["bun"]
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11
deployment/docker/Dockerfile.service
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deployment/docker/Dockerfile.service
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FROM oven/bun:1.3.11
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WORKDIR /app
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ENV NODE_ENV=production
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COPY . .
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RUN bun install --frozen-lockfile
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ENTRYPOINT ["bun"]
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34
deployment/docker/Dockerfile.web
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34
deployment/docker/Dockerfile.web
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FROM oven/bun:1.3.11 AS build
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WORKDIR /app
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ARG NEXT_PUBLIC_API_URL=""
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ARG NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000
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ENV NODE_ENV=production
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ENV NEXT_TELEMETRY_DISABLED=1
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ENV NEXT_PUBLIC_API_URL=${NEXT_PUBLIC_API_URL}
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ENV NEXT_PUBLIC_NBBO_MAX_AGE_MS=${NEXT_PUBLIC_NBBO_MAX_AGE_MS}
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COPY . .
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RUN bun install --frozen-lockfile
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RUN bun run --cwd apps/web build
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FROM oven/bun:1.3.11 AS runtime
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WORKDIR /app
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ENV NODE_ENV=production
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ENV NEXT_TELEMETRY_DISABLED=1
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COPY --from=build /app/package.json ./package.json
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COPY --from=build /app/bun.lock ./bun.lock
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COPY --from=build /app/tsconfig.base.json ./tsconfig.base.json
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COPY --from=build /app/node_modules ./node_modules
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COPY --from=build /app/apps/web ./apps/web
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COPY --from=build /app/packages ./packages
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EXPOSE 3000
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CMD ["bun", "run", "--cwd", "apps/web", "start"]
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193
deployment/docker/README.md
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# Docker Deployment
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This directory contains a VPS-oriented Docker deployment for the full Islandflow stack.
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It is separate from the repo-root `docker-compose.yml`, which is still the lightweight local infra stack for development.
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## What this stack does
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- Runs the core app behind a single public port on `80`.
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- Proxies the UI to the Next.js web app.
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- Proxies REST and websocket traffic to the API service.
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- Runs ClickHouse, Redis, and NATS JetStream with persistent Docker volumes.
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- Runs the core runtime services: `ingest-options`, `ingest-equities`, `compute`, `candles`, `api`, and `web`.
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- Keeps `replay` opt-in through a Compose profile, because the current replay service starts immediately when the container is enabled.
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## Files
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- `deployment/docker/docker-compose.yml`: production-style stack for a single VPS
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- `deployment/docker/Dockerfile.service`: shared Bun runtime image for most services
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- `deployment/docker/Dockerfile.ingest-options`: Bun runtime plus Python dependencies for Databento and IBKR adapters
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- `deployment/docker/Dockerfile.web`: multi-stage build for the Next.js web app
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- `deployment/docker/nginx.conf`: reverse proxy that routes `/ws/*` and API paths to the API container and everything else to the web container
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- `deployment/docker/.env.example`: container-oriented environment template
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## Prerequisites
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- A Linux VPS with Docker Engine and Docker Compose v2 installed
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- Enough RAM for ClickHouse plus the Bun services
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- Port `80/tcp` open on the VPS firewall
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Optional:
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- A DNS record pointed at the VPS
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- Alpaca, Databento, or IBKR credentials if you are not using the synthetic adapters
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## First deployment
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1. Copy the env template:
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```bash
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cd deployment/docker
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cp .env.example .env
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```
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2. Edit `.env`.
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Important defaults:
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- `NATS_URL`, `CLICKHOUSE_URL`, and `REDIS_URL` should stay on the internal container hostnames unless you intentionally split infra out.
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- `OPTIONS_INGEST_ADAPTER=synthetic` and `EQUITIES_INGEST_ADAPTER=synthetic` are the safest first boot settings.
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- Leave `NEXT_PUBLIC_API_URL` blank if you want the browser to use the same public host as the UI. That is the default layout this stack is configured for.
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3. Build and start the stack:
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```bash
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docker compose up -d --build
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```
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4. Confirm the containers are healthy:
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```bash
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docker compose ps
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docker compose logs -f api web compute candles ingest-options ingest-equities
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```
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5. Open the app:
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- `http://<your-vps-ip>/`
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- Health check: `http://<your-vps-ip>/health`
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## Replay service
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Replay is disabled by default in this stack.
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Start it only when you want it:
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```bash
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docker compose --profile replay up -d replay
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```
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Stop it again:
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```bash
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docker compose stop replay
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```
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## Adapter notes
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### Synthetic mode
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This is the easiest way to smoke-test the deployment:
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- `OPTIONS_INGEST_ADAPTER=synthetic`
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- `EQUITIES_INGEST_ADAPTER=synthetic`
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### Alpaca mode
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Set the adapter values and credentials in `.env`:
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- `OPTIONS_INGEST_ADAPTER=alpaca`
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- `EQUITIES_INGEST_ADAPTER=alpaca`
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- `ALPACA_KEY_ID=...`
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- `ALPACA_SECRET_KEY=...`
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### Databento mode
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The `ingest-options` image in this deployment includes Python plus the repo’s sidecar dependencies, so Databento can run without a custom image. Set the Databento env vars in `.env`, especially:
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- `OPTIONS_INGEST_ADAPTER=databento`
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- `DATABENTO_API_KEY=...`
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- `DATABENTO_START=...`
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### IBKR mode
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If TWS or IB Gateway is running on the VPS host, the default `.env.example` already points `IBKR_HOST` at `host.docker.internal`, and the Compose stack adds the required host gateway mapping.
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If IBKR is running somewhere else, change:
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- `IBKR_HOST`
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- `IBKR_PORT`
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## Public routing
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The reverse proxy sends these requests to the API container:
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- `/health`
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- `/prints/*`
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- `/nbbo/*`
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- `/quotes/*`
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- `/candles/*`
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- `/joins/*`
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- `/dark/*`
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- `/flow/*`
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- `/replay/*`
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- `/ws/*`
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Everything else is sent to the Next.js web app.
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That routing matters because the web client falls back to same-host API requests when `NEXT_PUBLIC_API_URL` is unset.
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## Updating the deployment
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When you pull new code:
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```bash
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cd deployment/docker
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docker compose up -d --build
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```
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If you changed only env values for the Bun services:
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```bash
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docker compose up -d
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```
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If you changed `NEXT_PUBLIC_API_URL` or `NEXT_PUBLIC_NBBO_MAX_AGE_MS`, rebuild the web image because those are public Next.js build-time values:
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```bash
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docker compose build web
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docker compose up -d web proxy
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```
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## Backups and persistence
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Persistent data lives in Docker volumes:
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- `clickhouse-data`
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- `redis-data`
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- `nats-data`
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Before destructive maintenance, back up those volumes or the underlying Docker data directory for the host.
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## Shutdown
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Stop everything while keeping data:
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```bash
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docker compose down
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```
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Stop everything and remove volumes too:
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```bash
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docker compose down -v
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```
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Only use `-v` if you intentionally want to wipe ClickHouse, Redis, and JetStream state.
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## Known caveats
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- The root `.env.example` still contains a `REPLAY_ENABLED` comment, but the current replay service does not read that variable. Use the Compose replay profile instead.
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- This stack exposes plain HTTP on port `80`. If you want TLS termination on the box, put Caddy, Nginx, Traefik, or a cloud load balancer in front of it, or replace the bundled Nginx config with your preferred HTTPS setup.
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- The stack assumes a single-node VPS deployment. If you later split infra or add external managed services, update the three core connection URLs in `.env`.
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133
deployment/docker/docker-compose.yml
Normal file
133
deployment/docker/docker-compose.yml
Normal file
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@ -0,0 +1,133 @@
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name: islandflow-vps
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||||||
|
x-service-common: &service-common
|
||||||
|
build:
|
||||||
|
context: ../..
|
||||||
|
dockerfile: deployment/docker/Dockerfile.service
|
||||||
|
env_file:
|
||||||
|
- ./.env
|
||||||
|
restart: unless-stopped
|
||||||
|
init: true
|
||||||
|
extra_hosts:
|
||||||
|
- "host.docker.internal:host-gateway"
|
||||||
|
depends_on:
|
||||||
|
- nats
|
||||||
|
- clickhouse
|
||||||
|
- redis
|
||||||
|
|
||||||
|
services:
|
||||||
|
proxy:
|
||||||
|
image: nginx:1.27-alpine
|
||||||
|
restart: unless-stopped
|
||||||
|
depends_on:
|
||||||
|
- web
|
||||||
|
- api
|
||||||
|
ports:
|
||||||
|
- "80:80"
|
||||||
|
volumes:
|
||||||
|
- ./nginx.conf:/etc/nginx/conf.d/default.conf:ro
|
||||||
|
|
||||||
|
web:
|
||||||
|
build:
|
||||||
|
context: ../..
|
||||||
|
dockerfile: deployment/docker/Dockerfile.web
|
||||||
|
args:
|
||||||
|
NEXT_PUBLIC_API_URL: ${NEXT_PUBLIC_API_URL:-}
|
||||||
|
NEXT_PUBLIC_NBBO_MAX_AGE_MS: ${NEXT_PUBLIC_NBBO_MAX_AGE_MS:-1000}
|
||||||
|
env_file:
|
||||||
|
- ./.env
|
||||||
|
restart: unless-stopped
|
||||||
|
init: true
|
||||||
|
depends_on:
|
||||||
|
api:
|
||||||
|
condition: service_healthy
|
||||||
|
healthcheck:
|
||||||
|
test:
|
||||||
|
[
|
||||||
|
"CMD",
|
||||||
|
"bun",
|
||||||
|
"-e",
|
||||||
|
"const r=await fetch('http://127.0.0.1:3000/'); if(!r.ok) throw new Error('web healthcheck failed: '+r.status);"
|
||||||
|
]
|
||||||
|
interval: 30s
|
||||||
|
timeout: 10s
|
||||||
|
retries: 5
|
||||||
|
start_period: 45s
|
||||||
|
|
||||||
|
api:
|
||||||
|
<<: *service-common
|
||||||
|
command: ["services/api/src/index.ts"]
|
||||||
|
healthcheck:
|
||||||
|
test:
|
||||||
|
[
|
||||||
|
"CMD",
|
||||||
|
"bun",
|
||||||
|
"-e",
|
||||||
|
"const r=await fetch('http://127.0.0.1:4000/health'); if(!r.ok) throw new Error('api healthcheck failed: '+r.status);"
|
||||||
|
]
|
||||||
|
interval: 30s
|
||||||
|
timeout: 10s
|
||||||
|
retries: 5
|
||||||
|
start_period: 20s
|
||||||
|
|
||||||
|
compute:
|
||||||
|
<<: *service-common
|
||||||
|
command: ["services/compute/src/index.ts"]
|
||||||
|
|
||||||
|
candles:
|
||||||
|
<<: *service-common
|
||||||
|
command: ["services/candles/src/index.ts"]
|
||||||
|
|
||||||
|
ingest-options:
|
||||||
|
build:
|
||||||
|
context: ../..
|
||||||
|
dockerfile: deployment/docker/Dockerfile.ingest-options
|
||||||
|
env_file:
|
||||||
|
- ./.env
|
||||||
|
restart: unless-stopped
|
||||||
|
init: true
|
||||||
|
extra_hosts:
|
||||||
|
- "host.docker.internal:host-gateway"
|
||||||
|
depends_on:
|
||||||
|
- nats
|
||||||
|
- clickhouse
|
||||||
|
- redis
|
||||||
|
command: ["services/ingest-options/src/index.ts"]
|
||||||
|
|
||||||
|
ingest-equities:
|
||||||
|
<<: *service-common
|
||||||
|
command: ["services/ingest-equities/src/index.ts"]
|
||||||
|
|
||||||
|
replay:
|
||||||
|
<<: *service-common
|
||||||
|
profiles: ["replay"]
|
||||||
|
command: ["services/replay/src/index.ts"]
|
||||||
|
|
||||||
|
clickhouse:
|
||||||
|
image: clickhouse/clickhouse-server:23.8
|
||||||
|
restart: unless-stopped
|
||||||
|
ulimits:
|
||||||
|
nofile:
|
||||||
|
soft: 262144
|
||||||
|
hard: 262144
|
||||||
|
volumes:
|
||||||
|
- clickhouse-data:/var/lib/clickhouse
|
||||||
|
|
||||||
|
redis:
|
||||||
|
image: redis:7.2
|
||||||
|
restart: unless-stopped
|
||||||
|
command: ["redis-server", "--appendonly", "yes"]
|
||||||
|
volumes:
|
||||||
|
- redis-data:/data
|
||||||
|
|
||||||
|
nats:
|
||||||
|
image: nats:2.10
|
||||||
|
restart: unless-stopped
|
||||||
|
command: ["-js", "-sd", "/data"]
|
||||||
|
volumes:
|
||||||
|
- nats-data:/data
|
||||||
|
|
||||||
|
volumes:
|
||||||
|
clickhouse-data:
|
||||||
|
redis-data:
|
||||||
|
nats-data:
|
||||||
39
deployment/docker/nginx.conf
Normal file
39
deployment/docker/nginx.conf
Normal file
|
|
@ -0,0 +1,39 @@
|
||||||
|
map $http_upgrade $connection_upgrade {
|
||||||
|
default upgrade;
|
||||||
|
'' close;
|
||||||
|
}
|
||||||
|
|
||||||
|
server {
|
||||||
|
listen 80;
|
||||||
|
server_name _;
|
||||||
|
|
||||||
|
client_max_body_size 16m;
|
||||||
|
|
||||||
|
proxy_set_header Host $host;
|
||||||
|
proxy_set_header X-Real-IP $remote_addr;
|
||||||
|
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
|
||||||
|
proxy_set_header X-Forwarded-Proto $scheme;
|
||||||
|
|
||||||
|
location = /health {
|
||||||
|
proxy_pass http://api:4000/health;
|
||||||
|
}
|
||||||
|
|
||||||
|
location ^~ /ws/ {
|
||||||
|
proxy_pass http://api:4000;
|
||||||
|
proxy_http_version 1.1;
|
||||||
|
proxy_set_header Upgrade $http_upgrade;
|
||||||
|
proxy_set_header Connection $connection_upgrade;
|
||||||
|
proxy_read_timeout 3600s;
|
||||||
|
proxy_send_timeout 3600s;
|
||||||
|
}
|
||||||
|
|
||||||
|
location ~ ^/(prints|nbbo|quotes|candles|joins|dark|flow|replay)/ {
|
||||||
|
proxy_pass http://api:4000;
|
||||||
|
proxy_http_version 1.1;
|
||||||
|
}
|
||||||
|
|
||||||
|
location / {
|
||||||
|
proxy_pass http://web:3000;
|
||||||
|
proxy_http_version 1.1;
|
||||||
|
}
|
||||||
|
}
|
||||||
Loading…
Add table
Add a link
Reference in a new issue