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refactor algo orchestrator and hedge ratio bug fix

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stevekeyharvey
2026-04-29 16:18:42 +00:00
parent 8f3f7c6667
commit dc3409ac40
14 changed files with 1475 additions and 11128 deletions
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12
algo_orchestrator.py
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@@ -26,7 +26,6 @@ load_dotenv()
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Algo_Orchestrator.log'
ALGO_CONFIG: None | dict
# ALGO_CONFIG: None | Algo_Config = None
async def orchestrator() -> None:
global ALGO_CONFIG
@@ -35,7 +34,7 @@ async def orchestrator() -> None:
VK_PUBSUB = VAL_KEY.pubsub()
VK_PUBSUB.subscribe(VK_IN)
print(f"Subscribed to '{VK_IN}'. Waiting for messages...")
logging.info(f"Subscribed to '{VK_IN}'. Waiting for messages...")
for message in VK_PUBSUB.listen():
if message['type'] == 'message':
@@ -46,7 +45,7 @@ async def orchestrator() -> None:
with open('/algo_local_drive/algo_config.json', 'r', encoding='utf-8') as f:
# ALGO_CONFIG = json.load(f, object_hook=lambda d: Algo_Config(**d))
ALGO_CONFIG = json.load(f)
ALGO_CONFIG['Config_Updated_Timestamp'] = timestamp
ALGO_CONFIG['Updated_Timestamp'] = timestamp
for k, v in data.items():
if ALGO_CONFIG.get(k, None) is not None:
@@ -54,12 +53,11 @@ async def orchestrator() -> None:
VAL_KEY.set(VK_OUT, json.dumps(ALGO_CONFIG))
with open('/algo_local_drive/algo_config.json', 'w', encoding='utf-8') as f:
# print('SAVING FILE')
json.dump(ALGO_CONFIG, f, indent=4)
print(f"Algo Config Updated @ {timestamp}; {data}")
logging.info(f"Algo Config Updated @ {timestamp}; {data}")
except valkey.exceptions.ConnectionError as e:
print(f"Could not connect to Valkey. Please check the publish server is up; {e}")
logging.info(f"Could not connect to Valkey. Please check the publish server is up; {e}")
except KeyboardInterrupt:
logging.info('ORCHESTRATOR SHUTTING DOWN...')
except Exception as e:
@@ -78,7 +76,7 @@ async def main() -> None:
with open('/algo_local_drive/algo_config.json', 'r', encoding='utf-8') as f:
# ALGO_CONFIG = json.load(f, object_hook=lambda d: Algo_Config(**d))
ALGO_CONFIG = json.load(f)
ALGO_CONFIG['Config_Updated_Timestamp'] = round(datetime.now().timestamp()*1000)
ALGO_CONFIG['Updated_Timestamp'] = round(datetime.now().timestamp()*1000)
# async with engine.connect() as CON:
await orchestrator()