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>
56 lines
2.6 KiB
Python
56 lines
2.6 KiB
Python
"""
|
|
Configuration via pydantic-settings.
|
|
|
|
All settings from ENV or .env file.
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
from pydantic_settings import BaseSettings, SettingsConfigDict
|
|
|
|
|
|
class Settings(BaseSettings):
|
|
model_config = SettingsConfigDict(
|
|
env_file=".env",
|
|
env_file_encoding="utf-8",
|
|
extra="ignore",
|
|
)
|
|
|
|
# ── NATS ──────────────────────────────────────────────────────────
|
|
nats_url: str = "nats://localhost:4222"
|
|
nats_subject: str = "md.events.>"
|
|
nats_queue_group: str = "senpai-md"
|
|
use_jetstream: bool = False
|
|
|
|
# ── Internal queue ────────────────────────────────────────────────
|
|
queue_size: int = 50_000
|
|
queue_drop_threshold: float = 0.9 # start dropping at 90%
|
|
|
|
# ── Features / signals ────────────────────────────────────────────
|
|
features_enabled: bool = True
|
|
features_pub_rate_hz: float = 10.0 # max publish rate per symbol
|
|
features_pub_subject: str = "senpai.features"
|
|
signals_pub_subject: str = "senpai.signals"
|
|
alerts_pub_subject: str = "senpai.alerts"
|
|
|
|
# ── Rolling window ────────────────────────────────────────────────
|
|
rolling_window_seconds: float = 60.0
|
|
|
|
# ── Signal rules (rule-based MVP) ─────────────────────────────────
|
|
signal_return_threshold: float = 0.003 # 0.3%
|
|
signal_volume_threshold: float = 1.0 # min volume in 10s
|
|
signal_spread_max_bps: float = 20.0 # max spread in bps
|
|
|
|
# ── Alert thresholds ──────────────────────────────────────────────
|
|
alert_latency_ms: float = 1000.0 # alert if p95 latency > this
|
|
alert_gap_seconds: float = 30.0 # alert if no events for N sec
|
|
|
|
# ── HTTP ──────────────────────────────────────────────────────────
|
|
http_host: str = "0.0.0.0"
|
|
http_port: int = 8892
|
|
|
|
# ── Logging ───────────────────────────────────────────────────────
|
|
log_level: str = "INFO"
|
|
|
|
|
|
settings = Settings()
|