[AMD][Build] Add DeepEP to ROCm Dockerfile (#36086)

Signed-off-by: Ryan Rock <ryan.rock@amd.com>

docker/Dockerfile.rocm

@@ -184,6 +184,34 @@ RUN cd /opt/rixl && mkdir -p /app/install && \
         --ucx-plugins-dir ${UCX_HOME}/lib/ucx \
         --nixl-plugins-dir ${RIXL_HOME}/lib/x86_64-linux-gnu/plugins
 
+# DeepEP build stage
+FROM base AS build_deep
+ARG ROCSHMEM_BRANCH="ba0bf0f3"
+ARG ROCSHMEM_REPO="https://github.com/ROCm/rocm-systems.git"
+ARG DEEPEP_BRANCH="e84464ec"
+ARG DEEPEP_REPO="https://github.com/ROCm/DeepEP.git"
+ARG DEEPEP_NIC="cx7"
+ENV ROCSHMEM_DIR=/opt/rocshmem
+
+RUN git clone ${ROCSHMEM_REPO} \
+ && cd rocm-systems \
+ && git checkout ${ROCSHMEM_BRANCH} \
+ && mkdir -p projects/rocshmem/build \
+ && cd projects/rocshmem/build \
+ && cmake .. \
+    -DCMAKE_INSTALL_PREFIX="${ROCSHMEM_DIR}" \
+    -DROCM_PATH=/opt/rocm \
+    -DCMAKE_POSITION_INDEPENDENT_CODE=ON \
+    -DUSE_EXTERNAL_MPI=OFF \
+ && make -j \
+ && make install
+
+# Build DeepEP wheel.
+# DeepEP looks for rocshmem at ROCSHMEM_DIR.
+RUN git clone ${DEEPEP_REPO} \
+ && cd DeepEP \
+ && git checkout ${DEEPEP_BRANCH} \
+ && python3 setup.py --variant rocm --nic ${DEEPEP_NIC} bdist_wheel --dist-dir=/app/deep_install
 
 # -----------------------
 # vLLM wheel release build stage (for building distributable wheels)
@@ -305,6 +333,11 @@ RUN --mount=type=bind,from=export_vllm,src=/,target=/install \
 RUN --mount=type=bind,from=build_rixl,src=/app/install,target=/rixl_install \
     uv pip install --system /rixl_install/*.whl
 
+# Install DeepEP wheel
+RUN --mount=type=bind,from=build_deep,src=/app/deep_install,target=/deep_install \
+    uv pip install --system /deep_install/*.whl
+COPY --from=build_deep /opt/rocshmem /opt/rocshmem
+
 # RIXL/MoRIIO runtime dependencies (RDMA userspace libraries)
 RUN apt-get update -q -y && apt-get install -q -y \
     librdmacm1 \