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>
83 lines
2.3 KiB
Python
83 lines
2.3 KiB
Python
"""
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Tests for the failover manager.
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"""
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from app.core.failover import FailoverManager
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def test_default_returns_primary():
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"""Without any events, primary is the recommended provider."""
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fm = FailoverManager(primary="binance", backups=["bybit"])
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assert fm.get_best_provider("BTCUSDT") == "binance"
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def test_gaps_cause_switch():
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"""Enough gaps should cause a switch to backup."""
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fm = FailoverManager(
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primary="binance",
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backups=["bybit"],
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switch_threshold=0.3,
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)
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# Record some events for bybit so it has health
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for _ in range(10):
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fm.record_event("bybit", "BTCUSDT")
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# Degrade binance heavily (5 gaps = -1.0)
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for _ in range(5):
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fm.record_gap("binance", "BTCUSDT")
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best = fm.get_best_provider("BTCUSDT")
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assert best == "bybit"
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def test_recovery_returns_to_primary():
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"""When primary recovers, switch back from backup."""
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fm = FailoverManager(
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primary="binance",
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backups=["bybit"],
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switch_threshold=0.3,
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recovery_threshold=0.7,
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)
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# Degrade primary and switch to backup
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for _ in range(10):
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fm.record_event("bybit", "BTCUSDT")
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for _ in range(5):
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fm.record_gap("binance", "BTCUSDT")
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assert fm.get_best_provider("BTCUSDT") == "bybit"
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# Now primary recovers (many events increase score)
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for _ in range(100):
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fm.record_event("binance", "BTCUSDT")
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assert fm.get_best_provider("BTCUSDT") == "binance"
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def test_status_report():
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"""Status report includes all provider/symbol pairs."""
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fm = FailoverManager(primary="binance", backups=["bybit"])
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fm.record_event("binance", "BTCUSDT")
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fm.record_event("bybit", "BTCUSDT")
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fm.record_gap("binance", "ETHUSDT")
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status = fm.get_status()
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assert "binance/BTCUSDT" in status
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assert "bybit/BTCUSDT" in status
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assert "binance/ETHUSDT" in status
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assert status["binance/BTCUSDT"]["events"] == 1
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assert status["binance/ETHUSDT"]["gaps"] == 1
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def test_no_backup_stays_on_primary():
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"""Without backups, always returns primary even when degraded."""
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fm = FailoverManager(primary="binance", backups=[])
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for _ in range(5):
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fm.record_gap("binance", "BTCUSDT")
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# No alternative, stays on binance
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assert fm.get_best_provider("BTCUSDT") == "binance"
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