dev progress

lib/pt_strategy/live/live_strategy.py

@@ -120,7 +120,6 @@ class PtLiveStrategy(NamedObject):
         # await self.pt_mkt_data_.on_mkt_data_hist_snapshot(snapshot=aggr)
         pass  # URGENT PtiveStrategy.on_mkt_data_hist_snapshot()
 
-    async def on_mkt_data_update(self, aggr: MdTradesAggregate) -> None:
         # if market_data_df is not None:
         #     self.trading_pair_.market_data_ = market_data_df
         #     self.model_data_policy_.advance()
@@ -139,7 +138,6 @@ class PtLiveStrategy(NamedObject):
         #     if len(trading_instructions) > 0:
         #         await self._send_trading_instructions(trading_instructions)
         #     # trades = self._create_trades(prediction=prediction, last_row=market_data_df.iloc[-1])
-        pass  # URGENT
 
     def interval_sec(self) -> IntervalSecT:
         return self.interval_sec_

lib/pt_strategy/live/ti_sender.py

@@ -1,86 +0,0 @@
-import time
-from enum import Enum
-from typing import Tuple
-
-# import aiohttp
-from cvttpy_tools.app import App
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import Config
-from cvttpy_tools.logger import Log
-from cvttpy_tools.timer import Timer
-from cvttpy_tools.timeutils import NanoPerSec
-from cvttpy_tools.web.rest_client import REST_RequestProcessor
-
-
-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)
-
-