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>
73 lines
2.6 KiB
Python
73 lines
2.6 KiB
Python
"""
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Prometheus metrics for SenpAI market-data consumer.
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"""
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from prometheus_client import Counter, Gauge, Histogram
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# ── Inbound events ─────────────────────────────────────────────────────
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EVENTS_IN = Counter(
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"senpai_events_in_total",
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"Total events received from NATS",
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["event_type", "provider"],
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)
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EVENTS_DROPPED = Counter(
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"senpai_events_dropped_total",
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"Events dropped due to backpressure or errors",
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["reason", "event_type"],
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)
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# ── Queue ──────────────────────────────────────────────────────────────
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QUEUE_FILL = Gauge(
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"senpai_queue_fill_ratio",
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"Internal processing queue fill ratio (0..1)",
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)
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QUEUE_SIZE = Gauge(
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"senpai_queue_size",
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"Current number of items in processing queue",
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)
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# ── Processing ─────────────────────────────────────────────────────────
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PROCESSING_LATENCY = Histogram(
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"senpai_processing_latency_ms",
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"End-to-end processing latency (NATS receive to feature publish) in ms",
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buckets=[0.1, 0.5, 1, 2, 5, 10, 25, 50, 100, 250],
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)
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# ── Feature publishing ─────────────────────────────────────────────────
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FEATURE_PUBLISH = Counter(
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"senpai_feature_publish_total",
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"Total feature snapshots published to NATS",
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["symbol"],
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)
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FEATURE_PUBLISH_ERRORS = Counter(
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"senpai_feature_publish_errors_total",
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"Failed feature publishes",
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["symbol"],
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)
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# ── Signals ────────────────────────────────────────────────────────────
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SIGNALS_EMITTED = Counter(
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"senpai_signals_emitted_total",
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"Trade signals emitted",
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["symbol", "direction"],
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)
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ALERTS_EMITTED = Counter(
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"senpai_alerts_emitted_total",
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"Alerts emitted",
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["alert_type"],
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)
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# ── NATS connection ───────────────────────────────────────────────────
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NATS_CONNECTED = Gauge(
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"senpai_nats_connected",
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"Whether NATS connection is alive (1=yes, 0=no)",
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)
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NATS_RECONNECTS = Counter(
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"senpai_nats_reconnects_total",
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"Number of NATS reconnections",
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)
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