progress. not ready, changing live_strategy.py to use ExchangeInstrument and new TradingInstruction class

2025-08-05 21:48:23 +00:00
parent 7ab09669b4
commit 0423a7d34f
11 changed files with 538 additions and 196 deletions
@@ -0,0 +1,104 @@
+from __future__ import annotations
+
+from functools import partial
+from typing import Dict, List
+
+# import sys
+# print("PYTHONPATH directories:")
+# for path in sys.path:
+#     print(path)
+
+from cvttpy_base.tools.app import App
+from cvttpy_base.tools.base import NamedObject
+from cvttpy_base.tools.logger import Log
+from cvttpy_base.tools.config import CvttAppConfig
+from cvttpy_base.settings.cvtt_types import JsonDictT
+
+from pt_strategy.live.live_strategy import PtLiveStrategy
+from pt_strategy.live.pricer_md_client import PtMktDataClient
+from pt_strategy.live.ti_sender import TradingInstructionsSender
+
+# from cvtt_client.mkt_data import (CvttPricerWebSockClient,
+#                                   CvttPricesSubscription, MessageTypeT,
+#                                   SubscriptionIdT)
+
+class PairTradingRunner(NamedObject):
+    config_: CvttAppConfig
+    instruments_: List[JsonDictT]
+
+    live_strategy_: PtLiveStrategy
+    pricer_client_: PtMktDataClient
+    
+    def __init__(self) -> None:
+        self.instruments_ = []
+        
+        App.instance().add_cmdline_arg(
+            "--pair",
+            type=str,
+            required=True,
+            help=(
+                "Comma-separated pair of instrument symbols"
+                " with exchange config name"
+                " (e.g., PAIR-BTC-USD:BNBSPOT,PAIR-ETH-USD:BNBSPOT)"
+            ),
+        )
+
+        App.instance().add_call(App.Stage.Config, self._on_config())
+        App.instance().add_call(App.Stage.Run, self.run())
+        
+    async def _on_config(self) -> None:
+        self.config_ = CvttAppConfig.instance()
+        
+        # ------- PARSE INSTRUMENTS -------
+        instr_str = App.instance().get_argument("pair", "")
+        if not instr_str:
+            raise ValueError("Pair is required")
+        instr_list = instr_str.split(",")
+        for instr in instr_list:
+            instr_parts = instr.split(":")
+            if len(instr_parts) != 2:
+                raise ValueError(f"Invalid pair format: {instr}")   
+            instrument_id = instr_parts[0]
+            exchange_config_name = instr_parts[1]
+            self.instruments_.append({
+                "exchange_config_name": exchange_config_name,
+                "instrument_id": instrument_id
+            })  
+            
+        assert len(self.instruments_) == 2, "Only two instruments are supported"        
+        Log.info(f"{self.fname()} Instruments: {self.instruments_}")
+        
+        # ------- CREATE TI (trading instructions) CLIENT -------
+        ti_config = self.config_.get_subconfig("ti_config", {})
+        self.ti_sender_ = TradingInstructionsSender(config=ti_config)
+        Log.info(f"{self.fname()} TI client created: {self.ti_sender_}")  
+        
+        # ------- CREATE STRATEGY -------
+        strategy_config = self.config_.get_value("strategy_config", {})
+        self.live_strategy_ = PtLiveStrategy(
+            config=strategy_config,
+            instruments=self.instruments_,
+            ti_sender=self.ti_sender_
+        )
+        Log.info(f"{self.fname()} Strategy created: {self.live_strategy_}")  
+        
+        # ------- CREATE PRICER CLIENT -------
+        pricer_config = self.config_.get_subconfig("pricer_config", {})
+        self.pricer_client_ = PtMktDataClient(
+            live_strategy=self.live_strategy_,
+            pricer_config=pricer_config
+        )
+        Log.info(f"{self.fname()} CVTT Pricer client created: {self.pricer_client_}")  
+
+    async def run(self) -> None:
+        Log.info(f"{self.fname()} ...")
+        pass
+
+    
+
+
+if __name__ == "__main__":
+    App()
+    CvttAppConfig()
+    PairTradingRunner()
+    App.instance().run()