09dee24342
Producer (market-data-service):
- Backpressure: smart drop policy (heartbeats→quotes→trades preserved)
- Heartbeat monitor: synthetic HeartbeatEvent on provider silence
- Graceful shutdown: WS→bus→storage→DB engine cleanup sequence
- Bybit V5 public WS provider (backup for Binance, no API key needed)
- FailoverManager: health-based provider switching with recovery
- NATS output adapter: md.events.{type}.{symbol} for SenpAI
- /bus-stats endpoint for backpressure monitoring
- Dockerfile + docker-compose.node1.yml integration
- 36 tests (parsing + bus + failover), requirements.lock
Consumer (senpai-md-consumer):
- NATSConsumer: subscribe md.events.>, queue group senpai-md, backpressure
- State store: LatestState + RollingWindow (deque, 60s)
- Feature engine: 11 features (mid, spread, VWAP, return, vol, latency)
- Rule-based signals: long/short on return+volume+spread conditions
- Publisher: rate-limited features + signals + alerts to NATS
- HTTP API: /health, /metrics, /state/latest, /features/latest, /stats
- 10 Prometheus metrics
- Dockerfile + docker-compose.senpai.yml
- 41 tests (parsing + state + features + rate-limit), requirements.lock
CI: ruff + pytest + smoke import for both services
Tests: 77 total passed, lint clean
Co-authored-by: Cursor <cursoragent@cursor.com>
66 lines
3.0 KiB
Python
66 lines
3.0 KiB
Python
"""
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Configuration via pydantic-settings.
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All secrets come from .env; no defaults for sensitive keys.
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"""
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from __future__ import annotations
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from pydantic_settings import BaseSettings, SettingsConfigDict
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class Settings(BaseSettings):
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model_config = SettingsConfigDict(
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env_file=".env",
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env_file_encoding="utf-8",
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extra="ignore",
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)
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# ── Binance (no key needed for public WS) ──────────────────────────
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binance_ws_url: str = "wss://stream.binance.com:9443/ws"
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binance_rest_url: str = "https://api.binance.com"
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# ── Bybit (backup crypto — no key needed) ──────────────────────────
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bybit_ws_url: str = "wss://stream.bybit.com/v5/public/spot"
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# ── Alpaca (paper trading — free tier) ─────────────────────────────
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alpaca_key: str = ""
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alpaca_secret: str = ""
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alpaca_base_url: str = "https://paper-api.alpaca.markets"
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alpaca_data_ws_url: str = "wss://stream.data.alpaca.markets/v2/iex"
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alpaca_dry_run: bool = True # True = skip real API calls if no keys
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# ── Storage ────────────────────────────────────────────────────────
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sqlite_url: str = "sqlite+aiosqlite:///market_data.db"
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jsonl_path: str = "events.jsonl"
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# ── Reliability ────────────────────────────────────────────────────
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reconnect_max_retries: int = 20
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reconnect_base_delay: float = 1.0 # seconds, exponential backoff
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reconnect_max_delay: float = 60.0
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heartbeat_timeout: float = 30.0 # no-message timeout → reconnect
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# ── Metrics / HTTP ─────────────────────────────────────────────────
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http_host: str = "0.0.0.0"
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http_port: int = 8891
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metrics_enabled: bool = True
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# ── NATS output adapter ─────────────────────────────────────────────
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nats_url: str = "" # e.g. "nats://localhost:4222"
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nats_subject_prefix: str = "md.events" # → md.events.trade.BTCUSDT
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nats_enabled: bool = False
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# ── Logging ────────────────────────────────────────────────────────
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log_level: str = "INFO"
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log_sample_rate: int = 100 # PrintConsumer: log 1 out of N events
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@property
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def alpaca_configured(self) -> bool:
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return bool(self.alpaca_key and self.alpaca_secret)
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@property
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def nats_configured(self) -> bool:
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return bool(self.nats_url and self.nats_enabled)
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settings = Settings()
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