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>
41 lines
981 B
YAML
41 lines
981 B
YAML
# SenpAI Market-Data Consumer + NATS
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# Usage: docker-compose -f docker-compose.senpai.yml up -d
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version: "3.8"
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services:
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nats:
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image: nats:2.10-alpine
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container_name: senpai-nats
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ports:
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- "4222:4222"
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- "8222:8222" # monitoring
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command: ["--js", "-m", "8222"]
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restart: unless-stopped
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senpai-md-consumer:
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container_name: senpai-md-consumer
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build:
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context: .
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dockerfile: Dockerfile
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environment:
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- NATS_URL=nats://nats:4222
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- NATS_SUBJECT=md.events.>
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- NATS_QUEUE_GROUP=senpai-md
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- FEATURES_ENABLED=true
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- FEATURES_PUB_RATE_HZ=10
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- LOG_LEVEL=INFO
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- HTTP_PORT=8892
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ports:
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- "8892:8892"
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depends_on:
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- nats
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restart: unless-stopped
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healthcheck:
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test:
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- CMD-SHELL
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- python -c "import urllib.request; urllib.request.urlopen('http://localhost:8892/health')"
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interval: 15s
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timeout: 5s
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retries: 3
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start_period: 10s
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