dev progress

apps/pairs_trader.py

@@ -1,23 +1,21 @@
 from __future__ import annotations
 
-from functools import partial
-from typing import Callable, Coroutine, Dict, List
+from typing import Callable, Coroutine, List
 
-from cvttpy_tools.settings.cvtt_types import JsonDictT
 from cvttpy_tools.app import App
 from cvttpy_tools.config import Config
 from cvttpy_tools.base import NamedObject
 from cvttpy_tools.config import CvttAppConfig
 from cvttpy_tools.logger import Log
+from cvttpy_tools.settings.cvtt_types import BookIdT
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
-from cvttpy_trading.trading.active_instruments import Instruments
 from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate
 from cvttpy_trading.trading.exchange_config import ExchangeAccounts
 # ---
 from pairs_trading.lib.pt_strategy.live.live_strategy import PtLiveStrategy
-from pairs_trading.lib.live.mkt_data_client import CvttRestMktDataClient, MdSummary
-from pairs_trading.lib.pt_strategy.live.ti_sender import TradingInstructionsSender
+from pairs_trading.lib.live.mkt_data_client import CvttRestMktDataClient
+from pairs_trading.lib.live.ti_sender import TradingInstructionsSender
 
 # import sys
 # print("PYTHONPATH directories:")
@@ -25,17 +23,7 @@ from pairs_trading.lib.pt_strategy.live.ti_sender import TradingInstructionsSend
 #     print(path)
 
 '''
-Config
-=======
-{
-    "cvtt_base_url": "http://cvtt-tester-01.cvtt.vpn:23456",
-    "ti_config": {
-        TODO
-    },
-    "strategy_config": {
-        TODO
-    }
-}
+config http://cloud16.cvtt.vpn/apps/pairs_trading
 '''
 
 HistMdCbT = Callable[[List[MdTradesAggregate]], Coroutine]
@@ -44,6 +32,7 @@ UpdateMdCbT = Callable[[MdTradesAggregate], Coroutine]
 class PairsTrader(NamedObject):
     config_: CvttAppConfig
     instruments_: List[ExchangeInstrument]
+    book_id_: BookIdT
 
     live_strategy_: PtLiveStrategy
     pricer_client_: CvttRestMktDataClient
@@ -62,11 +51,18 @@ class PairsTrader(NamedObject):
             ),
         )
 
+        App.instance().add_cmdline_arg(
+            "--book_id",
+            type=str,
+            required=True,
+            help="Book ID"
+        )
         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()
+        self.book_id_ = App.instance().get_argument(name="book_id")
         
         # ------- PARSE INSTRUMENTS -------
         instr_str = App.instance().get_argument("pair", "")
@@ -90,13 +86,6 @@ class PairsTrader(NamedObject):
 
         Log.info(f"{self.fname()} Instruments: {self.instruments_[0].details_short()} <==> {self.instruments_[1].details_short()}")
         
-        
-        # ------- CREATE CVTT CLIENT -------
-        ti_config = self.config_.get_subconfig("ti_config", Config(json_src={}))
-        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_subconfig("strategy_config", Config({}))
         self.live_strategy_ = PtLiveStrategy(
@@ -108,13 +97,11 @@ class PairsTrader(NamedObject):
         
         # # ------- CREATE PRICER CLIENT -------
         self.pricer_client_ = CvttRestMktDataClient(config=self.config_)
+        Log.info(f"{self.fname()} MD client created: {self.pricer_client_}")  
         
         # ------- CREATE TRADER CLIENT -------
-        # URGENT CREATE TRADER CLIENT
-        # (send TradingInstructions)
-        # 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_}")  
+        self.ti_sender_ = TradingInstructionsSender(config=self.config_, pairs_trader=self)
+        Log.info(f"{self.fname()} TI client created: {self.ti_sender_}")  
         
 
         # # ------- CREATE REST SERVER -------
@@ -133,10 +120,9 @@ class PairsTrader(NamedObject):
                 callback=self._on_md_summary
             )
 
-    async def _on_md_summary(self, history: List[MdSummary]) -> None:
-        # depth = len(history)
-        # if depth < 2:
-        pass # URGENT
+    async def _on_md_summary(self, history: List[MdTradesAggregate]) -> None:
+        # Snapshot or update?
+        await self.live_strategy_.on_mkt_data_hist_snapshot(hist_aggr=history)
 
     async def run(self) -> None:
         Log.info(f"{self.fname()} ...")