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>
39 lines
2.0 KiB
Plaintext
39 lines
2.0 KiB
Plaintext
# SenpAI Market-Data Consumer Configuration
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# Copy to .env and adjust as needed
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# ── NATS ──────────────────────────────────────────────────────────────
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NATS_URL=nats://localhost:4222
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NATS_SUBJECT=md.events.>
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NATS_QUEUE_GROUP=senpai-md
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USE_JETSTREAM=false
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# ── Internal queue ────────────────────────────────────────────────────
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QUEUE_SIZE=50000
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QUEUE_DROP_THRESHOLD=0.9
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# ── Features / signals ───────────────────────────────────────────────
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FEATURES_ENABLED=true
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FEATURES_PUB_RATE_HZ=10
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FEATURES_PUB_SUBJECT=senpai.features
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SIGNALS_PUB_SUBJECT=senpai.signals
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ALERTS_PUB_SUBJECT=senpai.alerts
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# ── Rolling window ───────────────────────────────────────────────────
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ROLLING_WINDOW_SECONDS=60.0
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# ── Signal rules ─────────────────────────────────────────────────────
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SIGNAL_RETURN_THRESHOLD=0.003
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SIGNAL_VOLUME_THRESHOLD=1.0
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SIGNAL_SPREAD_MAX_BPS=20.0
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# ── Alert thresholds ─────────────────────────────────────────────────
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ALERT_LATENCY_MS=1000.0
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ALERT_GAP_SECONDS=30.0
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# ── HTTP API ─────────────────────────────────────────────────────────
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HTTP_HOST=0.0.0.0
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HTTP_PORT=8892
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# ── Logging ──────────────────────────────────────────────────────────
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LOG_LEVEL=INFO
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