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 +1,85 @@
+from enum import Enum
+from typing import Dict, Any, Tuple
+import time
+# import aiohttp
+from cvttpy_base.tools.app import App
+from cvttpy_base.tools.base import NamedObject
+from cvttpy_base.tools.config import Config
+from cvttpy_base.tools.logger import Log
+from cvttpy_base.tools.web.rest_client import REST_RequestProcessor
+from cvttpy_base.tools.timeutils import NanoPerSec
+from cvttpy_base.tools.timer import Timer
+
+
+class TradingInstructionsSender(NamedObject):
+
+    class TradingInstType(str, Enum):
+        TARGET_POSITION = "TARGET_POSITION"
+        DIRECT_ORDER = "DIRECT_ORDER"
+        MARKET_MAKING = "MARKET_MAKING"
+        NONE = "NONE"
+
+    config_: Config
+    ti_method_: str
+    ti_url_: str
+    health_check_method_: str
+    health_check_url_: str
+
+    def __init__(self, config: Config):
+        self.config_ = config
+        base_url = config.get_value("url", "ws://localhost:12346/ws")
+        
+        self.book_id_ = config.get_value("book_id", "")
+        assert self.book_id_, "book_id is required"
+        
+        self.strategy_id_ = config.get_value("strategy_id", "")
+        assert self.strategy_id_, "strategy_id is required"
+        
+        endpoint_uri = config.get_value("ti_endpoint/url", "/trading_instructions")
+        endpoint_method = config.get_value("ti_endpoint/method", "POST")
+
+        health_check_uri = config.get_value("health_check_endpoint/url", "/ping")
+        health_check_method = config.get_value("health_check_endpoint/method", "GET")
+
+
+        
+        self.ti_method_ = endpoint_method
+        self.ti_url_ = f"{base_url}{endpoint_uri}"
+        
+        self.health_check_method_ = health_check_method
+        self.health_check_url_ = f"{base_url}{health_check_uri}"
+        
+        App.instance().add_call(App.Stage.Start, self._set_health_check_timer(), can_run_now=True)
+ 
+    async def _set_health_check_timer(self) -> None:
+        # TODO: configurable interval
+        self.health_check_timer_ = Timer(is_periodic=True, period_interval=15, start_in_sec=0, func=self._health_check)
+        Log.info(f"{self.fname()} Health check timer set to 15 seconds")
+            
+    async def _health_check(self) -> None:
+        rqst = REST_RequestProcessor(method=self.health_check_method_, url=self.health_check_url_)
+        async with rqst as (status, msg, headers):
+            if status != 200:
+                Log.error(f"{self.fname()} CVTT Service is not responding")
+
+    async def send_tgt_positions(self, strength: float, base_asset: str, quote_asset: str) -> Tuple[int, str]:
+        instr = {
+            "type": self.TradingInstType.TARGET_POSITION.value,
+            "book_id": self.book_id_,
+            "strategy_id": self.strategy_id_,
+            "issued_ts_ns": int(time.time() * NanoPerSec),
+            "data": {
+                "strength": strength,
+                "base_asset": base_asset,
+                "quote_asset": quote_asset,
+                "user_data": {},
+            },
+        }
+        
+        rqst = REST_RequestProcessor(method=self.ti_method_, url=self.ti_url_, params=instr)
+        async with rqst as (status, msg, headers):
+            if status != 200:
+                raise ConnectionError(f"Failed to send trading instructions: {msg}")
+            return (status, msg)
+
+