refactor valkey into objects with health check

2026-05-15 11:34:25 +09:00
parent f5f43be1a1
commit 1fd922d98f
25 changed files with 6461 additions and 9613 deletions
--- a/modules/structs.py
+++ b/modules/structs.py
@@ -4,13 +4,15 @@ from typing import Any

 import valkey
 from pydantic import BaseModel
-
+from datetime import datetime
 from sqlalchemy.util.typing import Self
 from collections.abc import Sequence, Callable
+import modules.utils as utils

 def ret_true():
    return True

+
 class Locked_Value(Sequence):
    def __init__(self, initial_value: Any = None, unlock_func: Callable=ret_true):
        self._value: Any = initial_value
@@ -88,16 +90,218 @@ class Current_Previous_Value:
        self._previous_value = self._value
        self._value = v

+### Valkey Objects ###
+class VK_Check(BaseModel):
+    status: str = 'HEALTHY' # HEALTHY | UNHEALTHY | DEAD
+    method: str | None

+
+class VK_Checks(BaseModel):
+    status: VK_Check = VK_Check(method='check_status')
+    timestamp: VK_Check = VK_Check(method='check_timestamp')
+    symbol: VK_Check = VK_Check(method='check_symbol')
+
+    async def run_checks(self, args: dict | None = None):
+        for f in self.model_dump():
+            method = getattr(getattr(self, f), 'method')
+            if method is not None:
+                await getattr(self, method)(args = args)
+
+    async def check_status(self, args: dict | None = None) -> None:
+        # print('checking status')
+        if self.status.status == '':
+            self.status.status = 'UNHEALTHY'
+        else:
+            self.status.status = self.status.status
+
+    async def check_status_nested(self, args: dict | None = None) -> None:
+        # print('checking status')
+        if self.status.status == '':
+            self.status.status = 'UNHEALTHY'
+        else:
+            self.status.status = self.status.status
+
+    async def check_timestamp(self, args: dict | None = None) -> None:
+        # print('checking timestamp')
+        if args is not None:
+            ts = int(args.get('timestamp', 0))
+            now = round(datetime.now().timestamp()*1000)
+
+            if (now - ts) > 1:
+                self.timestamp.status = 'UNHEALTHY'
+            else:
+                self.timestamp.status = 'HEALTHY'
+        else:
+            raise ValueError("Must pass in 'timestamp' arg")
+
+    async def check_symbol(self, args: dict | None = None) -> None:
+        # print('checking symbol')
+
+        if args is not None:
+            symbol = utils.symbol_to_extend_fmt(args.get('algo_symbol', ''))
+            vk_symbol = utils.symbol_to_extend_fmt(args.get('vk_symbol', ''))
+            if symbol == vk_symbol:
+                self.symbol.status = 'HEALTHY'
+            else:
+                self.symbol.status = 'UNHEALTHY'
+        else:
+            raise ValueError("Must pass in 'algo_symbol' and 'vk_symbol' args")
+
+    
+class VK_Obj(BaseModel):
+    vk_name: str
+    timestamp: int = round(datetime.now().timestamp()*1000)
+    status: str = 'HEALTHY' # HEALTHY | UNHEALTHY | DEAD
+    checks: VK_Checks = VK_Checks()
+    data: Any = None
+
+    async def get(self, VK_CON: valkey.Valkey) -> None:
+        print('getting')
+        vk_get: str = VK_CON.get(self.vk_name)  # ty:ignore[invalid-assignment]
+        vk_dict: dict = json.loads(vk_get)
+        self.__init__(**vk_dict)
+    
+    async def set(self, VK_CON: valkey.Valkey, data_override: Any = None) -> None:
+        print('setting')
+        if data_override is not None:
+            self.data = data_override
+        
+        self.timestamp: int = round(datetime.now().timestamp()*1000)
+        
+        j: str = self.model_dump_json()
+        VK_CON.set(self.vk_name, j)
+
+### Valkey Archetypes ###
+# Engine - Health
+
+# Engine - Orchestrator
+class VK_Orchestrator_Output(VK_Obj):
+    vk_name: str = 'fr_orchestrator_output'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# Algo
+class VK_Working_Symbol(VK_Obj):
+    vk_name: str = 'fr_algo_working_symbol'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_Algo_Status(VK_Obj):
+    vk_name: str = 'algo_status'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# User - Orders
+class VK_User_Orders_Aster(VK_Obj):
+    vk_name: str = 'fr_aster_user_orders'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_User_Orders_Extend(VK_Obj):
+    vk_name: str = 'fr_extended_user_orders'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# User - Trades
+class VK_User_Trades_Extend(VK_Obj):
+    vk_name: str = 'fr_extended_user_trades'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# User - Balances
+class VK_User_Balances_Aster(VK_Obj):
+    vk_name: str = 'fr_aster_user_balances'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_User_Balances_Extend(VK_Obj):
+    vk_name: str = 'fr_extended_user_balances'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# User - Positions
+class VK_User_Positions_Aster(VK_Obj):
+    vk_name: str = 'fr_aster_user_positions'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_User_Positions_Extend(VK_Obj):
+    vk_name: str = 'fr_extended_user_positions'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# Fund Rates
+class VK_FR_Aster(VK_Obj):
+    vk_name: str = 'fund_rate_aster'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+    
+
+class VK_FR_All_Aster(VK_Obj):
+    vk_name: str = 'fund_rate_aster_all'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_FR_Extend(VK_Obj):
+    vk_name: str = 'fund_rate_extended'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_FR_All_Extend(VK_Obj):
+    vk_name: str = 'fund_rate_extended_all'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# Tickers
+class VK_Ticker_Aster(VK_Obj):
+    vk_name: str = 'fut_ticker_aster'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_Ticker_Extend(VK_Obj):
+    vk_name: str = 'fut_ticker_extended'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+# Trades
+class VK_Trade_Aster(VK_Obj):
+    vk_name: str = 'fut_last_trade_aster'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+class VK_Trade_Extend(VK_Obj):
+    vk_name: str = 'fut_last_trade_extended'
+    checks: VK_Checks = VK_Checks(
+        symbol = VK_Check(method = None)
+    )
+
+
+### Algo Objects ###
 class Algo_Status(BaseModel):
    last_update_ts_ms: int
-    status: str # 'WORKING' | 'STOPPED'
+    status: str # 'WORKING' | 'STOPPED' ///// # ENUM: 'HEALTHY' | 'UNHEALTHY' | 'DEAD'
    expected_alpha: float
    model_ratio: float
    current_ratio: float


-# @dataclass(kw_only=True)
 class Algo_Config_Overrides(BaseModel):
    Allow_Ordering_Aster: bool
    Allow_Ordering_Extend: bool
@@ -107,7 +311,6 @@ class Algo_Config_Overrides(BaseModel):
    Flip_Side_For_Testing: bool


-# @dataclass(kw_only=True)
 class Algo_Config_Config(BaseModel):
    Loop_Sleep_Sec: int
    Max_Order_Over_Notional_Ratio: float
@@ -119,12 +322,12 @@ class Algo_Config_Config(BaseModel):
    Switch_To_Taker_Seconds: int
    Target_Open_Cash_Position: int

-# @dataclass(kw_only=True)
+
 class Algo_Config_Logging(BaseModel):
    Log_Summary_Each_Loop: bool
    Print_Summary_Each_Loop: bool

-# @dataclass(kw_only=True)
+
 class Algo_Config(BaseModel):
    Updated_Timestamp: int
    Config: Algo_Config_Config
--- a/modules/utils.py
+++ b/modules/utils.py
@@ -2,9 +2,18 @@ import logging
 from dotenv import load_dotenv
 import requests
 import os
+import json
+from decimal import Decimal

 load_dotenv()

+
+class JSONEncoder_Decimal(json.JSONEncoder):
+    def default(self, o):
+        if isinstance(o, Decimal):
+            return float(o)
+        return super(JSONEncoder_Decimal, self).default(o)
+
 def upsert_list_of_dicts_by_id(list_of_dicts, new_dict, id='id', seq_check_field: str | None = None, reset_seq_id: bool = False) -> list[dict]:
    for index, item in enumerate(list_of_dicts):
        if item.get(id) == new_dict.get(id):