Refactor code for improved readability and consistency
CI / lint-test-build (push) Successful in 54s

- Cleaned up multiline statements and removed unnecessary line breaks in various files.
- Ensured consistent formatting in function definitions and calls across the codebase.
- Updated docstrings and comments for clarity where applicable.
- Removed trailing newlines in module docstrings.
- Enhanced logging statements for better clarity in maintenance tasks.
This commit is contained in:
2026-06-07 21:59:09 +02:00
parent f221464daa
commit dc99f1604e
25 changed files with 409 additions and 324 deletions
+1 -2
View File
@@ -67,8 +67,7 @@ async def _seed_dataset(store: PgStore) -> None:
opportunity_rows: list[tuple[object, ...]] = []
for i in range(5000):
detected_at = now + timedelta(milliseconds=200 * i)
opportunity_rows.append(
(detected_at, "USD->BTC->ETH->USD", 2.5, 1.2, 0.03, bool(i % 2)))
opportunity_rows.append((detected_at, "USD->BTC->ETH->USD", 2.5, 1.2, 0.03, bool(i % 2)))
order_rows: list[tuple[object, ...]] = []
for i in range(3500):
+40 -36
View File
@@ -36,8 +36,7 @@ public_router = APIRouter()
def _resolve_templates_directory() -> str:
# Support source layout, Docker runtime (/app), and installed package data.
source_layout_path = Path(
__file__).resolve().parents[3] / "web" / "templates"
source_layout_path = Path(__file__).resolve().parents[3] / "web" / "templates"
if source_layout_path.is_dir():
return str(source_layout_path)
@@ -46,8 +45,7 @@ def _resolve_templates_directory() -> str:
return str(docker_runtime_path)
try:
package_path = resources.files(
"arbitrade").joinpath("web", "templates")
package_path = resources.files("arbitrade").joinpath("web", "templates")
if package_path.is_dir():
return str(package_path)
except (ModuleNotFoundError, AttributeError):
@@ -153,12 +151,22 @@ async def _dashboard_overview(request: Request) -> dict[str, object]:
LIMIT 1
""")
if acct_row is not None:
fee_tier = str(
acct_row["fee_tier"]) if acct_row["fee_tier"] is not None else ""
maker_fee = f"{float(acct_row['maker_fee']):.4%}" if acct_row["maker_fee"] is not None else ""
taker_fee = f"{float(acct_row['taker_fee']):.4%}" if acct_row["taker_fee"] is not None else ""
thirty_day_volume = f"{float(acct_row['thirty_day_volume']):.2f}" if acct_row[
"thirty_day_volume"] is not None else ""
fee_tier = str(acct_row["fee_tier"]) if acct_row["fee_tier"] is not None else ""
maker_fee = (
f"{float(acct_row['maker_fee']):.4%}"
if acct_row["maker_fee"] is not None
else ""
)
taker_fee = (
f"{float(acct_row['taker_fee']):.4%}"
if acct_row["taker_fee"] is not None
else ""
)
thirty_day_volume = (
f"{float(acct_row['thirty_day_volume']):.2f}"
if acct_row["thirty_day_volume"] is not None
else ""
)
except Exception:
pass
@@ -171,8 +179,7 @@ async def _dashboard_overview(request: Request) -> dict[str, object]:
try:
parsed = json.loads(balances_raw)
if isinstance(parsed, dict):
non_zero = {k: float(v)
for k, v in parsed.items() if float(v) > 0.0}
non_zero = {k: float(v) for k, v in parsed.items() if float(v) > 0.0}
if non_zero:
balances_value = "<br>".join(
f"{v:.6g} {k}" for k, v in sorted(non_zero.items())
@@ -192,7 +199,9 @@ async def _dashboard_overview(request: Request) -> dict[str, object]:
{
"trade_ref": str(r["trade_ref"]),
"status": str(r["status"]),
"started_at": r["started_at"].isoformat() if isinstance(r["started_at"], datetime) else "",
"started_at": (
r["started_at"].isoformat() if isinstance(r["started_at"], datetime) else ""
),
"cycle": str(r["cycle"]) if r["cycle"] is not None else "",
}
for r in open_trades
@@ -201,8 +210,12 @@ async def _dashboard_overview(request: Request) -> dict[str, object]:
{
"cycle": str(r["cycle"]),
"net_pct": f"{float(r['net_pct']):.2f}%" if r["net_pct"] is not None else "",
"est_profit": f"{float(r['est_profit']):.2f} USD" if r["est_profit"] is not None else "",
"detected_at": r["detected_at"].isoformat() if isinstance(r["detected_at"], datetime) else "",
"est_profit": (
f"{float(r['est_profit']):.2f} USD" if r["est_profit"] is not None else ""
),
"detected_at": (
r["detected_at"].isoformat() if isinstance(r["detected_at"], datetime) else ""
),
}
for r in latest_opportunities
]
@@ -242,10 +255,8 @@ async def _dashboard_charts(request: Request) -> dict[str, object]:
labels.append(row["detected_at"].isoformat())
else:
labels.append(f"opportunity-{index + 1}")
np = [float(row["net_pct"]) if row["net_pct"]
is not None else 0.0 for row in cr]
ep = [float(row["est_profit"]) if row["est_profit"]
is not None else 0.0 for row in cr]
np = [float(row["net_pct"]) if row["net_pct"] is not None else 0.0 for row in cr]
ep = [float(row["est_profit"]) if row["est_profit"] is not None else 0.0 for row in cr]
cycles = [str(row["cycle"]) for row in cr]
return {
@@ -411,8 +422,7 @@ async def _dashboard_config_context(request: Request) -> dict[str, object]:
max_consecutive_failures_value = (
str(rs.max_consecutive_failures) if rs.max_consecutive_failures is not None else ""
)
strategy_stat_arb_enabled = bool(
getattr(rs, "strategy_enable_stat_arb_experiment", False))
strategy_stat_arb_enabled = bool(getattr(rs, "strategy_enable_stat_arb_experiment", False))
return {
# Runtime
@@ -533,8 +543,7 @@ def _dashboard_controls(request: Request) -> dict[str, object]:
alerts_last_channel_results = [
str(item) for item in cast(list[object], alert_status.get("last_channel_results", []))
]
strategy_stat_arb_enabled = bool(
getattr(rs, "strategy_enable_stat_arb_experiment", False))
strategy_stat_arb_enabled = bool(getattr(rs, "strategy_enable_stat_arb_experiment", False))
return {
"execution_status": "running" if ctl.is_running else "stopped",
@@ -813,7 +822,6 @@ async def dashboard_backtesting_page(request: Request) -> HTMLResponse:
@router.get("/dashboard/fragment/backtesting", response_class=HTMLResponse)
async def dashboard_backtesting_fragment(request: Request) -> HTMLResponse:
d_context = await _dashboard_config_context(request)
ctx = await _backtesting_panel_context(request)
ctx["flash_message"] = ""
# Check if any pairings are enabled
@@ -992,19 +1000,18 @@ async def dashboard_backtesting_run(request: Request) -> HTMLResponse:
try:
custom_fee_rate = (
float(defaults["custom_fee_rate"]
) if defaults["custom_fee_rate"].strip() else None
float(defaults["custom_fee_rate"]) if defaults["custom_fee_rate"].strip() else None
)
fee_rate = await _fee_rate_for_profile(
defaults["fee_profile"], custom_fee_rate, request=request
)
fee_rate = await _fee_rate_for_profile(defaults["fee_profile"], custom_fee_rate, request=request)
# Use enabled pairings from DB when none selected
symbols_str = defaults["symbols"]
if not symbols_str.strip():
pairing_repo = ConfigPairingRepository(request.app.state.store)
enabled = await pairing_repo.list_pairings(enabled_only=True)
symbols_str = ",".join(
f"{p.base_asset}/{p.quote_asset}" for p in enabled
)
symbols_str = ",".join(f"{p.base_asset}/{p.quote_asset}" for p in enabled)
config_dict: dict[str, object] = {
"source": defaults["source"],
@@ -1133,8 +1140,7 @@ async def dashboard_backtesting_export(request: Request, job_id: str) -> Respons
return Response(
content=orjson.dumps(payload).decode("utf-8"),
media_type="application/x-jsonlines",
headers={
"Content-Disposition": f"attachment; filename=backtest_{job_id[:8]}.jsonl"},
headers={"Content-Disposition": f"attachment; filename=backtest_{job_id[:8]}.jsonl"},
)
@@ -1383,11 +1389,9 @@ async def dashboard_api_pairings(
if source:
pairings = [p for p in pairings if p.source.lower() == source.lower()]
if base:
pairings = [p for p in pairings if p.base_asset.lower() ==
base.lower()]
pairings = [p for p in pairings if p.base_asset.lower() == base.lower()]
if quote:
pairings = [p for p in pairings if p.quote_asset.lower() ==
quote.lower()]
pairings = [p for p in pairings if p.quote_asset.lower() == quote.lower()]
# Sort
reverse = order.lower() == "desc"
+38 -76
View File
@@ -31,41 +31,26 @@ class Settings(BaseSettings):
)
alerts_enabled: bool = Field(default=True, alias="ALERTS_ENABLED")
alert_min_severity: str = Field(
default="warning", alias="ALERT_MIN_SEVERITY")
alert_dedup_seconds: float = Field(
default=30.0, alias="ALERT_DEDUP_SECONDS")
alert_on_trade_events: bool = Field(
default=True, alias="ALERT_ON_TRADE_EVENTS")
alert_on_error_events: bool = Field(
default=True, alias="ALERT_ON_ERROR_EVENTS")
alert_on_threshold_events: bool = Field(
default=True, alias="ALERT_ON_THRESHOLD_EVENTS")
alert_on_system_events: bool = Field(
default=True, alias="ALERT_ON_SYSTEM_EVENTS")
alert_min_severity: str = Field(default="warning", alias="ALERT_MIN_SEVERITY")
alert_dedup_seconds: float = Field(default=30.0, alias="ALERT_DEDUP_SECONDS")
alert_on_trade_events: bool = Field(default=True, alias="ALERT_ON_TRADE_EVENTS")
alert_on_error_events: bool = Field(default=True, alias="ALERT_ON_ERROR_EVENTS")
alert_on_threshold_events: bool = Field(default=True, alias="ALERT_ON_THRESHOLD_EVENTS")
alert_on_system_events: bool = Field(default=True, alias="ALERT_ON_SYSTEM_EVENTS")
telegram_alerts_enabled: bool = Field(
default=False, alias="TELEGRAM_ALERTS_ENABLED")
telegram_bot_token: str | None = Field(
default=None, alias="TELEGRAM_BOT_TOKEN")
telegram_chat_id: str | None = Field(
default=None, alias="TELEGRAM_CHAT_ID")
telegram_alerts_enabled: bool = Field(default=False, alias="TELEGRAM_ALERTS_ENABLED")
telegram_bot_token: str | None = Field(default=None, alias="TELEGRAM_BOT_TOKEN")
telegram_chat_id: str | None = Field(default=None, alias="TELEGRAM_CHAT_ID")
discord_alerts_enabled: bool = Field(
default=False, alias="DISCORD_ALERTS_ENABLED")
discord_webhook_url: str | None = Field(
default=None, alias="DISCORD_WEBHOOK_URL")
discord_alerts_enabled: bool = Field(default=False, alias="DISCORD_ALERTS_ENABLED")
discord_webhook_url: str | None = Field(default=None, alias="DISCORD_WEBHOOK_URL")
email_alerts_enabled: bool = Field(
default=False, alias="EMAIL_ALERTS_ENABLED")
email_alerts_enabled: bool = Field(default=False, alias="EMAIL_ALERTS_ENABLED")
email_smtp_host: str | None = Field(default=None, alias="EMAIL_SMTP_HOST")
email_smtp_port: int = Field(default=587, alias="EMAIL_SMTP_PORT")
email_smtp_username: str | None = Field(
default=None, alias="EMAIL_SMTP_USERNAME")
email_smtp_password: str | None = Field(
default=None, alias="EMAIL_SMTP_PASSWORD")
email_alert_from: str | None = Field(
default=None, alias="EMAIL_ALERT_FROM")
email_smtp_username: str | None = Field(default=None, alias="EMAIL_SMTP_USERNAME")
email_smtp_password: str | None = Field(default=None, alias="EMAIL_SMTP_PASSWORD")
email_alert_from: str | None = Field(default=None, alias="EMAIL_ALERT_FROM")
email_alert_to: str | None = Field(default=None, alias="EMAIL_ALERT_TO")
email_smtp_use_tls: bool = Field(default=True, alias="EMAIL_SMTP_USE_TLS")
@@ -78,31 +63,24 @@ class Settings(BaseSettings):
pg_min_connections: int = Field(default=2, alias="PG_MIN_CONNECTIONS")
pg_max_connections: int = Field(default=10, alias="PG_MAX_CONNECTIONS")
kraken_rest_url: str = Field(
default="https://api.kraken.com", alias="KRAKEN_REST_URL")
kraken_ws_url: str = Field(
default="wss://ws.kraken.com/v2", alias="KRAKEN_WS_URL")
kraken_rest_url: str = Field(default="https://api.kraken.com", alias="KRAKEN_REST_URL")
kraken_ws_url: str = Field(default="wss://ws.kraken.com/v2", alias="KRAKEN_WS_URL")
kraken_private_rate_limit_seconds: float = Field(
default=1.0, alias="KRAKEN_PRIVATE_RATE_LIMIT_SECONDS"
)
kraken_http_timeout_seconds: float = Field(
default=10.0, alias="KRAKEN_HTTP_TIMEOUT_SECONDS")
kraken_retry_attempts: int = Field(
default=3, alias="KRAKEN_RETRY_ATTEMPTS")
kraken_http_timeout_seconds: float = Field(default=10.0, alias="KRAKEN_HTTP_TIMEOUT_SECONDS")
kraken_retry_attempts: int = Field(default=3, alias="KRAKEN_RETRY_ATTEMPTS")
kraken_retry_base_delay_seconds: float = Field(
default=0.25, alias="KRAKEN_RETRY_BASE_DELAY_SECONDS"
)
kraken_api_key: str | None = Field(default=None, alias="KRAKEN_API_KEY")
kraken_api_secret: str | None = Field(
default=None, alias="KRAKEN_API_SECRET")
kraken_api_secret: str | None = Field(default=None, alias="KRAKEN_API_SECRET")
kraken_api_key_permissions: str = Field(
default="query,trade",
alias="KRAKEN_API_KEY_PERMISSIONS",
)
ws_heartbeat_timeout_seconds: float = Field(
default=20.0, alias="WS_HEARTBEAT_TIMEOUT_SECONDS")
ws_max_staleness_seconds: float = Field(
default=5.0, alias="WS_MAX_STALENESS_SECONDS")
ws_heartbeat_timeout_seconds: float = Field(default=20.0, alias="WS_HEARTBEAT_TIMEOUT_SECONDS")
ws_max_staleness_seconds: float = Field(default=5.0, alias="WS_MAX_STALENESS_SECONDS")
strategy_enable_stat_arb_experiment: bool = Field(
default=False,
alias="STRATEGY_ENABLE_STAT_ARB_EXPERIMENT",
@@ -125,29 +103,20 @@ class Settings(BaseSettings):
)
paper_trading_mode: bool = Field(default=True, alias="PAPER_TRADING_MODE")
trade_capital_usd: float = Field(default=100.0, alias="TRADE_CAPITAL_USD")
max_trade_capital_usd: float = Field(
default=100.0, alias="MAX_TRADE_CAPITAL_USD")
max_concurrent_trades: int | None = Field(
default=None, alias="MAX_CONCURRENT_TRADES")
max_trade_capital_usd: float = Field(default=100.0, alias="MAX_TRADE_CAPITAL_USD")
max_concurrent_trades: int | None = Field(default=None, alias="MAX_CONCURRENT_TRADES")
max_exposure_per_asset_usd: float | None = Field(
default=None,
alias="MAX_EXPOSURE_PER_ASSET_USD",
)
quote_balance_asset: str = Field(
default="USD", alias="QUOTE_BALANCE_ASSET")
min_order_size_usd: float | None = Field(
default=None, alias="MIN_ORDER_SIZE_USD")
quote_balance_asset: str = Field(default="USD", alias="QUOTE_BALANCE_ASSET")
min_order_size_usd: float | None = Field(default=None, alias="MIN_ORDER_SIZE_USD")
kill_switch_active: bool = Field(default=False, alias="KILL_SWITCH_ACTIVE")
daily_loss_limit_usd: float | None = Field(
default=None, alias="DAILY_LOSS_LIMIT_USD")
cumulative_loss_limit_usd: float | None = Field(
default=None, alias="CUMULATIVE_LOSS_LIMIT_USD")
max_source_latency_ms: float | None = Field(
default=None, alias="MAX_SOURCE_LATENCY_MS")
max_apply_latency_ms: float | None = Field(
default=None, alias="MAX_APPLY_LATENCY_MS")
max_consecutive_failures: int | None = Field(
default=None, alias="MAX_CONSECUTIVE_FAILURES")
daily_loss_limit_usd: float | None = Field(default=None, alias="DAILY_LOSS_LIMIT_USD")
cumulative_loss_limit_usd: float | None = Field(default=None, alias="CUMULATIVE_LOSS_LIMIT_USD")
max_source_latency_ms: float | None = Field(default=None, alias="MAX_SOURCE_LATENCY_MS")
max_apply_latency_ms: float | None = Field(default=None, alias="MAX_APPLY_LATENCY_MS")
max_consecutive_failures: int | None = Field(default=None, alias="MAX_CONSECUTIVE_FAILURES")
fernet_key: str | None = Field(default=None, alias="FERNET_KEY")
@@ -164,8 +133,7 @@ class Settings(BaseSettings):
def _validate_log_level(cls, value: str) -> str:
normalized = value.strip().upper()
if normalized not in {"DEBUG", "INFO", "WARNING", "ERROR", "CRITICAL"}:
raise ValueError(
"LOG_LEVEL must be one of: DEBUG, INFO, WARNING, ERROR, CRITICAL")
raise ValueError("LOG_LEVEL must be one of: DEBUG, INFO, WARNING, ERROR, CRITICAL")
return normalized
@field_validator("alert_min_severity")
@@ -173,19 +141,16 @@ class Settings(BaseSettings):
def _validate_alert_severity(cls, value: str) -> str:
normalized = value.strip().lower()
if normalized not in {"info", "warning", "error", "critical"}:
raise ValueError(
"ALERT_MIN_SEVERITY must be one of: info, warning, error, critical")
raise ValueError("ALERT_MIN_SEVERITY must be one of: info, warning, error, critical")
return normalized
@model_validator(mode="after")
def _validate_security_constraints(self) -> Settings:
if bool(self.dashboard_auth_username) ^ bool(self.dashboard_auth_password):
raise ValueError(
"dashboard auth requires both username and password")
raise ValueError("dashboard auth requires both username and password")
if bool(self.kraken_api_key) ^ bool(self.kraken_api_secret):
raise ValueError(
"Kraken API auth requires both API key and secret")
raise ValueError("Kraken API auth requires both API key and secret")
permissions = {
token.strip().lower()
@@ -193,11 +158,9 @@ class Settings(BaseSettings):
if token.strip()
}
if permissions and ("query" not in permissions or "trade" not in permissions):
raise ValueError(
"KRAKEN_API_KEY_PERMISSIONS must include query and trade")
raise ValueError("KRAKEN_API_KEY_PERMISSIONS must include query and trade")
if "withdraw" in permissions or "withdrawals" in permissions:
raise ValueError(
"KRAKEN_API_KEY_PERMISSIONS must not include withdrawal scope")
raise ValueError("KRAKEN_API_KEY_PERMISSIONS must not include withdrawal scope")
if self.alert_dedup_seconds < 0.0:
raise ValueError("ALERT_DEDUP_SECONDS must be >= 0")
@@ -213,8 +176,7 @@ class Settings(BaseSettings):
"STRATEGY_STAT_ARB_ENTRY_ZSCORE must be greater than STRATEGY_STAT_ARB_EXIT_ZSCORE"
)
if self.strategy_stat_arb_max_holding_seconds <= 0.0:
raise ValueError(
"STRATEGY_STAT_ARB_MAX_HOLDING_SECONDS must be > 0")
raise ValueError("STRATEGY_STAT_ARB_MAX_HOLDING_SECONDS must be > 0")
return self
+7 -14
View File
@@ -42,12 +42,9 @@ async def fetch_and_store_account_snapshot(
_LOG.exception("trade_balance_fetch_failed")
return None
fee_tier = volume_data.get("fee_tier") if isinstance(
volume_data, dict) else None
fees_dict = volume_data.get("fees") if isinstance(
volume_data, dict) else None
fees_maker = volume_data.get("fees_maker") if isinstance(
volume_data, dict) else None
fee_tier = volume_data.get("fee_tier") if isinstance(volume_data, dict) else None
fees_dict = volume_data.get("fees") if isinstance(volume_data, dict) else None
fees_maker = volume_data.get("fees_maker") if isinstance(volume_data, dict) else None
currency = volume_data.get("currency")
thirty_day_volume_str = volume_data.get("volume")
@@ -73,8 +70,7 @@ async def fetch_and_store_account_snapshot(
if currency is not None:
fee_schedule["currency"] = currency
thirty_day_volume = float(
thirty_day_volume_str) if thirty_day_volume_str is not None else None
thirty_day_volume = float(thirty_day_volume_str) if thirty_day_volume_str is not None else None
snapshot = KrakenAccountSnapshot(
snapshot_at=datetime.now(UTC),
@@ -82,8 +78,7 @@ async def fetch_and_store_account_snapshot(
maker_fee=maker_fee,
taker_fee=taker_fee,
thirty_day_volume=thirty_day_volume,
trade_balance_raw=balance_data if isinstance(
balance_data, dict) else None,
trade_balance_raw=balance_data if isinstance(balance_data, dict) else None,
fee_schedule_raw=fee_schedule if fee_schedule else None,
)
@@ -107,8 +102,7 @@ async def fetch_and_store_account_snapshot(
"INSERT INTO portfolio_snapshots"
" (snapshot_at, balances, total_value_usd) VALUES ($1, $2, $3)",
datetime.now(UTC),
orjson.dumps(wallet_balances).decode(
"utf-8") if wallet_balances else None,
orjson.dumps(wallet_balances).decode("utf-8") if wallet_balances else None,
total_value,
)
_LOG.info("portfolio_snapshot_stored", total_value_usd=total_value)
@@ -127,8 +121,7 @@ async def run_fee_sync_loop(
Runs until stop_event is set.
"""
_LOG.info("fee_sync_loop_started",
interval_s=_FEE_REFRESH_INTERVAL_SECONDS)
_LOG.info("fee_sync_loop_started", interval_s=_FEE_REFRESH_INTERVAL_SECONDS)
while not stop_event.is_set():
try:
+7 -14
View File
@@ -47,15 +47,13 @@ class TriangularExecutionSequencer:
rest_client: SupportsOrderPlacement,
*,
available_pairs: Sequence[str],
volume_for_leg: Callable[[OpportunityEvent,
ExecutionLeg, int], float] | None = None,
volume_for_leg: Callable[[OpportunityEvent, ExecutionLeg, int], float] | None = None,
execution_writer: AsyncExecutionWriter | None = None,
alert_notifier: SupportsAlerts | None = None,
audit_repository: AuditRepository | None = None,
) -> None:
self._rest_client = rest_client
self._available_pairs = {self._normalize_pair(
pair) for pair in available_pairs}
self._available_pairs = {self._normalize_pair(pair) for pair in available_pairs}
self._volume_for_leg = volume_for_leg or self._default_volume_for_leg
self._execution_writer = execution_writer
self._alert_notifier = alert_notifier
@@ -102,15 +100,12 @@ class TriangularExecutionSequencer:
raise ValueError(f"No tradable pair for leg {from_cur}->{to_cur}")
def _build_legs(self, event: OpportunityEvent) -> tuple[ExecutionLeg, ...]:
currencies = [part.strip().upper()
for part in event.cycle.split("->") if part.strip()]
currencies = [part.strip().upper() for part in event.cycle.split("->") if part.strip()]
if len(currencies) < 4 or currencies[0] != currencies[-1]:
raise ValueError(
"cycle must be a closed triangular path like A->B->C->A")
raise ValueError("cycle must be a closed triangular path like A->B->C->A")
if len(currencies) != 4:
raise ValueError(
"cycle must contain exactly three unique currencies")
raise ValueError("cycle must contain exactly three unique currencies")
legs: list[ExecutionLeg] = []
for idx in range(3):
@@ -125,8 +120,7 @@ class TriangularExecutionSequencer:
)
volume = self._volume_for_leg(event, placeholder_leg, idx)
if volume <= 0.0:
raise ValueError(
"volume_for_leg must return a positive volume")
raise ValueError("volume_for_leg must return a positive volume")
legs.append(self._resolve_leg(from_currency, to_currency, volume))
return tuple(legs)
@@ -215,8 +209,7 @@ class TriangularExecutionSequencer:
responses.append(response)
if self._execution_writer is not None:
order_ref = self._order_ref_from_response(
response, f"leg-{idx}")
order_ref = self._order_ref_from_response(response, f"leg-{idx}")
await self._execution_writer.enqueue(
OrderRecord(
trade_ref=trade_ref,
+4 -10
View File
@@ -22,8 +22,7 @@ class DbSinkProcessor:
"""
def __init__(self) -> None:
self._queue: asyncio.Queue[dict[str, Any]
] = asyncio.Queue(maxsize=2000)
self._queue: asyncio.Queue[dict[str, Any]] = asyncio.Queue(maxsize=2000)
self._consumer_task: asyncio.Task[None] | None = None
def __call__(self, logger: Any, method_name: str, event_dict: dict[str, Any]) -> dict[str, Any]:
@@ -38,9 +37,7 @@ class DbSinkProcessor:
"""Start background consumer task."""
if self._consumer_task is not None and not self._consumer_task.done():
return
self._consumer_task = asyncio.create_task(
self._consume(store), name="log_db_sink"
)
self._consumer_task = asyncio.create_task(self._consume(store), name="log_db_sink")
async def stop_consumer(self) -> None:
"""Drain queue and cancel consumer."""
@@ -81,8 +78,7 @@ class DbSinkProcessor:
level = str(event.pop("level", "info")).upper()
logger = str(event.pop("logger", "root"))
message = str(event.pop("event", event.pop("message", "")))
context = {k: v for k, v in event.items(
) if not k.startswith("_")} if event else None
context = {k: v for k, v in event.items() if not k.startswith("_")} if event else None
record = LogRecord(
recorded_at=recorded_at,
@@ -118,8 +114,6 @@ def get_db_sink() -> DbSinkProcessor:
return _db_sink
def db_sink_processor(
logger: Any, method_name: str, event_dict: dict[str, Any]
) -> dict[str, Any]:
def db_sink_processor(logger: Any, method_name: str, event_dict: dict[str, Any]) -> dict[str, Any]:
"""Standalone processor function wrapping the singleton."""
return _db_sink(logger, method_name, event_dict)
+1 -2
View File
@@ -36,8 +36,7 @@ async def run_log_archive(store: PgStore, retention_days: int = _RETENTION_DAYS)
repo = LogArchiveRepository(store)
count = await repo.archive_before(cutoff)
if count > 0:
_LOG.info("log_archive_complete",
cutoff=cutoff.isoformat(), archived=count)
_LOG.info("log_archive_complete", cutoff=cutoff.isoformat(), archived=count)
return count
+5 -10
View File
@@ -38,8 +38,7 @@ class MarketDataFeed:
opportunity_writer: AsyncOpportunityWriter | None = None,
paper_trading_mode: bool = True,
opportunity_executor: (
Callable[[OpportunityEvent],
Awaitable[ExecutionOutcome | float | None]] | None
Callable[[OpportunityEvent], Awaitable[ExecutionOutcome | float | None]] | None
) = None,
trade_capital: float = 1.0,
max_trade_capital: float | None = None,
@@ -93,8 +92,7 @@ class MarketDataFeed:
return {}
start = currencies[0]
exposure_assets = {
currency for currency in currencies[1:] if currency != start}
exposure_assets = {currency for currency in currencies[1:] if currency != start}
return {asset: event.allocated_capital for asset in exposure_assets}
async def run(self) -> None:
@@ -315,8 +313,7 @@ class MarketDataFeed:
continue
if self._pre_trade_validator is not None and self._balance_provider is not None:
required_balances = {
self._quote_balance_asset: event.allocated_capital}
required_balances = {self._quote_balance_asset: event.allocated_capital}
balances = {
asset.upper(): amount
for asset, amount in self._balance_provider().items()
@@ -384,8 +381,7 @@ class MarketDataFeed:
outcome = await self._opportunity_executor(event)
except Exception as exc:
if self._trade_limits_guard is not None:
self._trade_limits_guard.close_trade(
exposure_by_asset)
self._trade_limits_guard.close_trade(exposure_by_asset)
dispatch_alert_nowait(
self._alert_notifier,
@@ -451,8 +447,7 @@ class MarketDataFeed:
realized_pnl = outcome
if realized_pnl is not None and self._loss_limit_guard is not None:
self._loss_limit_guard.register_realized_pnl(
realized_pnl)
self._loss_limit_guard.register_realized_pnl(realized_pnl)
if self._loss_limit_guard.is_halted:
_LOG.warning(
"loss_limit_halt_triggered",
+1 -2
View File
@@ -86,8 +86,7 @@ class OrderBook:
BookLevel(price=price, volume=self._bids[price])
for price in reversed(bid_keys[-depth:])
]
asks = [BookLevel(price=price, volume=self._asks[price])
for price in ask_keys[:depth]]
asks = [BookLevel(price=price, volume=self._asks[price]) for price in ask_keys[:depth]]
return bids, asks
def compute_checksum(self, depth: int = 10) -> int:
+41 -22
View File
@@ -51,23 +51,34 @@ class MetricsCalculator:
WHERE volume > 0 AND filled_volume IS NOT NULL
""")
r_pnl_usd = float(
tm["realized_pnl_usd"]) if tm and tm["realized_pnl_usd"] is not None else 0.0
tt = int(tm["total_trades"]
) if tm and tm["total_trades"] is not None else 0
wt = int(tm["winning_trades"]
) if tm and tm["winning_trades"] is not None else 0
r_pnl_usd = (
float(tm["realized_pnl_usd"]) if tm and tm["realized_pnl_usd"] is not None else 0.0
)
tt = int(tm["total_trades"]) if tm and tm["total_trades"] is not None else 0
wt = int(tm["winning_trades"]) if tm and tm["winning_trades"] is not None else 0
wr = wt / tt if tt > 0 else None
atd = float(tm["avg_trade_duration_seconds"]
) if tm and tm["avg_trade_duration_seconds"] is not None else None
atd = (
float(tm["avg_trade_duration_seconds"])
if tm and tm["avg_trade_duration_seconds"] is not None
else None
)
oc = int(om["opportunity_count"]
) if om is not None and om["opportunity_count"] is not None else 0
fo = om["first_detected_at"] if om is not None and isinstance(
om["first_detected_at"], datetime) else None
lo = om["last_detected_at"] if om is not None and isinstance(
om["last_detected_at"], datetime) else None
oc = (
int(om["opportunity_count"])
if om is not None and om["opportunity_count"] is not None
else 0
)
fo = (
om["first_detected_at"]
if om is not None and isinstance(om["first_detected_at"], datetime)
else None
)
lo = (
om["last_detected_at"]
if om is not None and isinstance(om["last_detected_at"], datetime)
else None
)
opportunities_per_minute: float | None
if oc >= 2 and fo is not None and lo is not None:
@@ -80,15 +91,23 @@ class MetricsCalculator:
else:
opportunities_per_minute = None
fill_rate = float(
fm["fill_rate"]) if fm and fm["fill_rate"] is not None else None
fill_rate = float(fm["fill_rate"]) if fm and fm["fill_rate"] is not None else None
lp50 = float(tm["latency_p50_seconds"]
) if tm and tm["latency_p50_seconds"] is not None else None
lp95 = float(tm["latency_p95_seconds"]
) if tm and tm["latency_p95_seconds"] is not None else None
lp99 = float(tm["latency_p99_seconds"]
) if tm and tm["latency_p99_seconds"] is not None else None
lp50 = (
float(tm["latency_p50_seconds"])
if tm and tm["latency_p50_seconds"] is not None
else None
)
lp95 = (
float(tm["latency_p95_seconds"])
if tm and tm["latency_p95_seconds"] is not None
else None
)
lp99 = (
float(tm["latency_p99_seconds"])
if tm and tm["latency_p99_seconds"] is not None
else None
)
return PerformanceMetrics(
realized_pnl_usd=r_pnl_usd,
+3 -1
View File
@@ -106,7 +106,9 @@ async def _run_startup_reconciler(app: FastAPI) -> None:
await result
async def persist_runtime_snapshot(app: FastAPI, *, note: str | None = None) -> RuntimeStateRecord | None:
async def persist_runtime_snapshot(
app: FastAPI, *, note: str | None = None
) -> RuntimeStateRecord | None:
repository = _runtime_repository(app)
if repository is None:
return None
+1 -2
View File
@@ -36,8 +36,7 @@ class AsyncExecutionWriter:
async def start(self) -> None:
if self._task is None or self._task.done():
self._stop.clear()
self._task = asyncio.create_task(
self._run(), name="execution-writer")
self._task = asyncio.create_task(self._run(), name="execution-writer")
async def stop(self) -> None:
self._stop.set()
+3 -6
View File
@@ -24,16 +24,14 @@ class MarketSnapshot:
class AsyncMarketSnapshotWriter:
def __init__(self, repository: MarketSnapshotRepository, max_queue_size: int = 50_000) -> None:
self._repository = repository
self._queue: asyncio.Queue[MarketSnapshot] = asyncio.Queue(
maxsize=max_queue_size)
self._queue: asyncio.Queue[MarketSnapshot] = asyncio.Queue(maxsize=max_queue_size)
self._task: asyncio.Task[None] | None = None
self._stop = asyncio.Event()
async def start(self) -> None:
if self._task is None or self._task.done():
self._stop.clear()
self._task = asyncio.create_task(
self._run(), name="market-snapshot-writer")
self._task = asyncio.create_task(self._run(), name="market-snapshot-writer")
async def stop(self) -> None:
self._stop.set()
@@ -61,7 +59,6 @@ class AsyncMarketSnapshotWriter:
)
)
except Exception as exc:
_LOG.error("market_snapshot_write_failed",
error=str(exc), symbol=item.symbol)
_LOG.error("market_snapshot_write_failed", error=str(exc), symbol=item.symbol)
finally:
self._queue.task_done()
+2 -4
View File
@@ -13,16 +13,14 @@ _LOG = structlog.get_logger(__name__)
class AsyncOpportunityWriter:
def __init__(self, repository: OpportunityRepository, max_queue_size: int = 50_000) -> None:
self._repository = repository
self._queue: asyncio.Queue[OpportunityEvent] = asyncio.Queue(
maxsize=max_queue_size)
self._queue: asyncio.Queue[OpportunityEvent] = asyncio.Queue(maxsize=max_queue_size)
self._task: asyncio.Task[None] | None = None
self._stop = asyncio.Event()
async def start(self) -> None:
if self._task is None or self._task.done():
self._stop.clear()
self._task = asyncio.create_task(
self._run(), name="opportunity-writer")
self._task = asyncio.create_task(self._run(), name="opportunity-writer")
async def stop(self) -> None:
self._stop.set()
+1 -3
View File
@@ -128,7 +128,5 @@ class PgStore:
col_name = column_def.split()[0]
if col_name not in existing:
async with self.pool.acquire() as conn:
await conn.execute(
f"ALTER TABLE {table_name} ADD COLUMN {column_def}"
)
await conn.execute(f"ALTER TABLE {table_name} ADD COLUMN {column_def}")
_LOG.info("pg_column_added", table=table_name, column=col_name)
+73 -39
View File
@@ -258,11 +258,7 @@ class AuditRepository:
record.actor,
record.event_type,
record.decision,
(
None
if record.payload is None
else orjson.dumps(record.payload).decode("utf-8")
),
(None if record.payload is None else orjson.dumps(record.payload).decode("utf-8")),
record.correlation_id,
)
@@ -294,8 +290,9 @@ class AuditRepository:
event_type=str(row["event_type"]),
decision=str(row["decision"]),
payload=payload,
correlation_id=str(
row["correlation_id"]) if row["correlation_id"] is not None else None,
correlation_id=(
str(row["correlation_id"]) if row["correlation_id"] is not None else None
),
)
)
@@ -364,8 +361,9 @@ class RuntimeStateRepository:
snapshot_at=row["snapshot_at"],
is_running=bool(row["is_running"]),
kill_switch_active=bool(row["kill_switch_active"]),
kill_switch_reason=str(
row["kill_switch_reason"]) if row["kill_switch_reason"] is not None else None,
kill_switch_reason=(
str(row["kill_switch_reason"]) if row["kill_switch_reason"] is not None else None
),
open_trade_count=int(row["open_trade_count"]),
last_known_balances=balances,
note=str(row["note"]) if row["note"] is not None else None,
@@ -386,10 +384,16 @@ class ConfigSectionRepository:
VALUES ($1, $2)
RETURNING id, name, description, updated_at
""",
section.name, section.description,
section.name,
section.description,
)
if row:
return ConfigSection(id=row["id"], name=row["name"], description=row["description"], updated_at=row["updated_at"])
return ConfigSection(
id=row["id"],
name=row["name"],
description=row["description"],
updated_at=row["updated_at"],
)
raise ValueError("Failed to create section")
async def get_section(self, name: str) -> ConfigSection | None:
@@ -404,7 +408,12 @@ class ConfigSectionRepository:
name,
)
if row:
return ConfigSection(id=row["id"], name=row["name"], description=row["description"], updated_at=row["updated_at"])
return ConfigSection(
id=row["id"],
name=row["name"],
description=row["description"],
updated_at=row["updated_at"],
)
return None
async def list_sections(self) -> list[ConfigSection]:
@@ -417,7 +426,11 @@ class ConfigSectionRepository:
""")
return [
ConfigSection(
id=r["id"], name=r["name"], description=r["description"], updated_at=r["updated_at"])
id=r["id"],
name=r["name"],
description=r["description"],
updated_at=r["updated_at"],
)
for r in rows
]
@@ -571,7 +584,7 @@ class ConfigSettingRepository:
ts = row["latest_updated_at"]
if isinstance(ts, str):
return datetime.fromisoformat(ts.replace("Z", "+00:00"))
return ts # type: ignore[no-any-return]
return ts # type: ignore[no-any-return]
return None
@@ -614,7 +627,8 @@ class ConfigPairingRepository:
FROM config_pairings
WHERE base_asset = $1 AND quote_asset = $2
""",
base_asset, quote_asset,
base_asset,
quote_asset,
)
if row:
return ConfigPairing(
@@ -665,7 +679,8 @@ class ConfigPairingRepository:
DELETE FROM config_pairings
WHERE base_asset = $1 AND quote_asset = $2
""",
base_asset, quote_asset,
base_asset,
quote_asset,
)
if result is None:
return False
@@ -732,7 +747,9 @@ class ConfigBacktestingDefaultsRepository:
def __init__(self, store: PgStore) -> None:
self._store = store
async def create_defaults(self, defaults: ConfigBacktestingDefaults) -> ConfigBacktestingDefaults:
async def create_defaults(
self, defaults: ConfigBacktestingDefaults
) -> ConfigBacktestingDefaults:
"""Create new backtesting defaults."""
async with self._store.pool.acquire() as conn:
balances_json = (
@@ -754,8 +771,9 @@ class ConfigBacktestingDefaultsRepository:
)
if row:
return ConfigBacktestingDefaults(
starting_balances=orjson.loads(
row["starting_balances"]) if row["starting_balances"] else None,
starting_balances=(
orjson.loads(row["starting_balances"]) if row["starting_balances"] else None
),
trade_capital=row["trade_capital"],
min_profit_threshold=row["min_profit_threshold"],
slippage_bps=row["slippage_bps"],
@@ -774,8 +792,9 @@ class ConfigBacktestingDefaultsRepository:
""")
if row:
return ConfigBacktestingDefaults(
starting_balances=orjson.loads(
row["starting_balances"]) if row["starting_balances"] else None,
starting_balances=(
orjson.loads(row["starting_balances"]) if row["starting_balances"] else None
),
trade_capital=row["trade_capital"],
min_profit_threshold=row["min_profit_threshold"],
slippage_bps=row["slippage_bps"],
@@ -783,7 +802,9 @@ class ConfigBacktestingDefaultsRepository:
)
return None
async def update_defaults(self, defaults: ConfigBacktestingDefaults) -> ConfigBacktestingDefaults:
async def update_defaults(
self, defaults: ConfigBacktestingDefaults
) -> ConfigBacktestingDefaults:
"""Update the backtesting defaults."""
async with self._store.pool.acquire() as conn:
starting_balances_json = (
@@ -808,8 +829,9 @@ class ConfigBacktestingDefaultsRepository:
)
if row:
return ConfigBacktestingDefaults(
starting_balances=orjson.loads(
row["starting_balances"]) if row["starting_balances"] else None,
starting_balances=(
orjson.loads(row["starting_balances"]) if row["starting_balances"] else None
),
trade_capital=row["trade_capital"],
min_profit_threshold=row["min_profit_threshold"],
slippage_bps=row["slippage_bps"],
@@ -878,10 +900,12 @@ class KrakenAccountSnapshotRepository:
maker_fee=row["maker_fee"],
taker_fee=row["taker_fee"],
thirty_day_volume=row["thirty_day_volume"],
trade_balance_raw=orjson.loads(
row["trade_balance_raw"]) if row["trade_balance_raw"] else None,
fee_schedule_raw=orjson.loads(
row["fee_schedule_raw"]) if row["fee_schedule_raw"] else None,
trade_balance_raw=(
orjson.loads(row["trade_balance_raw"]) if row["trade_balance_raw"] else None
),
fee_schedule_raw=(
orjson.loads(row["fee_schedule_raw"]) if row["fee_schedule_raw"] else None
),
)
@@ -916,7 +940,8 @@ class BacktestJobRepository:
VALUES ($1, $2)
RETURNING id, status, events_path, config, created_at
""",
events_path, job_config_json,
events_path,
job_config_json,
)
if row is None:
raise ValueError("Failed to create backtest job")
@@ -933,24 +958,30 @@ class BacktestJobRepository:
if status == "running":
await conn.execute(
"UPDATE backtest_jobs SET status = $1, started_at = CURRENT_TIMESTAMP WHERE id = $2",
status, job_id,
status,
job_id,
)
elif status in ("completed", "failed"):
await conn.execute(
"UPDATE backtest_jobs SET status = $1, finished_at = CURRENT_TIMESTAMP, error = $2 WHERE id = $3",
status, error, job_id,
status,
error,
job_id,
)
else:
await conn.execute(
"UPDATE backtest_jobs SET status = $1, error = $2 WHERE id = $3",
status, error, job_id,
status,
error,
job_id,
)
async def store_report(self, job_id: str, report: dict[str, Any]) -> None:
async with self._store.pool.acquire() as conn:
await conn.execute(
"UPDATE backtest_jobs SET report = $1 WHERE id = $2",
orjson.dumps(report).decode("utf-8"), job_id,
orjson.dumps(report).decode("utf-8"),
job_id,
)
async def get_job(self, job_id: str) -> BacktestJobRecord | None:
@@ -1082,7 +1113,9 @@ class LogRepository:
ORDER BY recorded_at DESC
LIMIT ${idx} OFFSET ${idx + 1}
""",
*params, limit, offset,
*params,
limit,
offset,
)
return [
LogRecord(
@@ -1153,9 +1186,7 @@ class LogArchiveRepository:
cutoff,
)
# Delete originals
await conn.execute(
"DELETE FROM app_logs WHERE recorded_at < $1", cutoff
)
await conn.execute("DELETE FROM app_logs WHERE recorded_at < $1", cutoff)
if isinstance(result, str):
parts = result.split()
if len(parts) == 2 and parts[0] == "INSERT":
@@ -1221,7 +1252,9 @@ class LogAggregationRepository:
ORDER BY bucket_start DESC
LIMIT $3
""",
period, level.upper(), limit,
period,
level.upper(),
limit,
)
else:
rows = await conn.fetch(
@@ -1232,7 +1265,8 @@ class LogAggregationRepository:
ORDER BY bucket_start DESC
LIMIT $2
""",
period, limit,
period,
limit,
)
return [
LogAggregateRecord(
+2 -6
View File
@@ -11,13 +11,9 @@ import pathlib
import pytest
def pytest_ignore_collect(
collection_path: pathlib.Path, config: pytest.Config
) -> bool:
def pytest_ignore_collect(collection_path: pathlib.Path, config: pytest.Config) -> bool:
"""Skip integration tests unless --integration is passed."""
if "integration" in str(collection_path) and not config.getoption(
"--integration", False
):
if "integration" in str(collection_path) and not config.getoption("--integration", False):
return True
return False
+60 -10
View File
@@ -42,9 +42,24 @@ async def test_metrics_calculator_summarizes_execution_data() -> None:
) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9),
($10, $11, $12, $13, $14, $15, $16, $17, $18)
""",
"trade-1", started, finished, "filled", 12.5, 10.0, 100.0, "USD->BTC->ETH->USD", 3,
"trade-2", started_two, finished_two, "filled", -
4.5, -2.0, 200.0, "USD->ETH->BTC->USD", 3,
"trade-1",
started,
finished,
"filled",
12.5,
10.0,
100.0,
"USD->BTC->ETH->USD",
3,
"trade-2",
started_two,
finished_two,
"filled",
-4.5,
-2.0,
200.0,
"USD->ETH->BTC->USD",
3,
)
await conn.execute(
"""
@@ -53,11 +68,24 @@ async def test_metrics_calculator_summarizes_execution_data() -> None:
($7, $8, $9, $10, $11, $12),
($13, $14, $15, $16, $17, $18)
""",
started, "USD->BTC->ETH->USD", 4.0, 3.0, 0.03, True,
started_two, "USD->ETH->BTC->USD", 2.0, 1.0, 0.01, False,
started_two +
timedelta(
seconds=30), "USD->BTC->ETH->USD", 5.0, 4.0, 0.04, True,
started,
"USD->BTC->ETH->USD",
4.0,
3.0,
0.03,
True,
started_two,
"USD->ETH->BTC->USD",
2.0,
1.0,
0.01,
False,
started_two + timedelta(seconds=30),
"USD->BTC->ETH->USD",
5.0,
4.0,
0.04,
True,
)
await conn.execute(
"""
@@ -67,8 +95,30 @@ async def test_metrics_calculator_summarizes_execution_data() -> None:
) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12),
($13, $14, $15, $16, $17, $18, $19, $20, $21, $22, $23, $24)
""",
"trade-1", "order-1", 0, "BTC/USD", "buy", 2.0, 101, "closed", 2.0, 100.0, "{}", started,
"trade-2", "order-2", 0, "ETH/USD", "sell", 4.0, 202, "closed", 3.0, 200.0, "{}", started_two,
"trade-1",
"order-1",
0,
"BTC/USD",
"buy",
2.0,
101,
"closed",
2.0,
100.0,
"{}",
started,
"trade-2",
"order-2",
0,
"ETH/USD",
"sell",
4.0,
202,
"closed",
3.0,
200.0,
"{}",
started_two,
)
metrics = await MetricsCalculator(store).compute()
+98 -34
View File
@@ -25,50 +25,116 @@ EXPECTED_TABLES: dict[str, list[str]] = {
"schema_migrations": ["version", "applied_at"],
"config_sections": ["id", "name", "description", "updated_at"],
"config_settings": [
"key", "section", "value_json", "value_type", "is_secret",
"is_runtime_reloadable", "updated_at", "updated_by",
"key",
"section",
"value_json",
"value_type",
"is_secret",
"is_runtime_reloadable",
"updated_at",
"updated_by",
],
"config_pairings": [
"id", "base_asset", "quote_asset", "enabled", "source",
"created_at", "updated_at",
"id",
"base_asset",
"quote_asset",
"enabled",
"source",
"created_at",
"updated_at",
],
"config_backtesting_defaults": [
"id", "starting_balances", "trade_capital", "min_profit_threshold",
"slippage_bps", "execution_latency_ms", "fee_source",
"id",
"starting_balances",
"trade_capital",
"min_profit_threshold",
"slippage_bps",
"execution_latency_ms",
"fee_source",
],
"opportunities": [
"id", "detected_at", "cycle", "gross_pct", "net_pct",
"est_profit", "executed",
"id",
"detected_at",
"cycle",
"gross_pct",
"net_pct",
"est_profit",
"executed",
],
"trades": [
"id", "trade_ref", "started_at", "finished_at", "status",
"realized_pnl", "estimated_pnl", "capital_used", "cycle", "leg_count",
"id",
"trade_ref",
"started_at",
"finished_at",
"status",
"realized_pnl",
"estimated_pnl",
"capital_used",
"cycle",
"leg_count",
],
"orders": [
"id", "trade_ref", "order_ref", "leg_index", "pair", "side",
"volume", "user_ref", "status", "filled_volume", "avg_price",
"raw_response", "recorded_at",
"id",
"trade_ref",
"order_ref",
"leg_index",
"pair",
"side",
"volume",
"user_ref",
"status",
"filled_volume",
"avg_price",
"raw_response",
"recorded_at",
],
"pnl_events": [
"id", "trade_ref", "recorded_at", "kind", "pnl_usd", "source",
"id",
"trade_ref",
"recorded_at",
"kind",
"pnl_usd",
"source",
],
"portfolio_snapshots": ["snapshot_at", "balances", "total_value_usd"],
"market_snapshots": ["snapshot_at", "symbol", "source", "payload", "latency_ms"],
"audit_events": [
"id", "occurred_at", "actor", "event_type", "decision",
"payload", "correlation_id",
"id",
"occurred_at",
"actor",
"event_type",
"decision",
"payload",
"correlation_id",
],
"runtime_state_snapshots": [
"snapshot_at", "is_running", "kill_switch_active", "kill_switch_reason",
"open_trade_count", "last_known_balances", "note",
"snapshot_at",
"is_running",
"kill_switch_active",
"kill_switch_reason",
"open_trade_count",
"last_known_balances",
"note",
],
"kraken_account_snapshots": [
"snapshot_at", "fee_tier", "maker_fee", "taker_fee",
"thirty_day_volume", "trade_balance_raw", "fee_schedule_raw",
"snapshot_at",
"fee_tier",
"maker_fee",
"taker_fee",
"thirty_day_volume",
"trade_balance_raw",
"fee_schedule_raw",
],
"backtest_jobs": [
"id", "status", "events_path", "config", "report", "error",
"created_at", "started_at", "finished_at",
"id",
"status",
"events_path",
"config",
"report",
"error",
"created_at",
"started_at",
"finished_at",
],
}
@@ -96,6 +162,7 @@ TABLES_WITH_UNIQUE_CONSTRAINTS: dict[str, list[str]] = {
# ── fixtures ────────────────────────────────────────────────────────────────
@asynccontextmanager
async def _pg_lifecycle() -> AsyncIterator[PgStore]:
"""Connect, yield store, then disconnect."""
@@ -116,6 +183,7 @@ async def pg_fixture() -> AsyncIterator[PgStore]:
# ── helpers ─────────────────────────────────────────────────────────────────
async def _get_actual_tables(store: PgStore) -> dict[str, list[str]]:
"""Return {table_name: [column_name, ...]} for the public schema."""
actual: dict[str, list[str]] = {}
@@ -139,6 +207,7 @@ async def _table_row_count(store: PgStore, table: str) -> int:
# ── tests ───────────────────────────────────────────────────────────────────
@pytest.mark.asyncio
async def test_pg_connect(pg: PgStore) -> None:
"""Can connect to PostgreSQL and ping the server."""
@@ -165,8 +234,7 @@ async def test_schema_migration_applies(pg: PgStore) -> None:
for table in EXPECTED_TABLES:
assert table in actual, (
f"Table '{table}' missing after migration. "
f"Found tables: {sorted(actual)}"
f"Table '{table}' missing after migration. " f"Found tables: {sorted(actual)}"
)
@@ -190,8 +258,7 @@ async def test_table_columns(pg: PgStore) -> None:
actual_cols = actual.get(table, [])
for col in expected_cols:
assert col in actual_cols, (
f"Column '{col}' missing from table '{table}'. "
f"Actual columns: {actual_cols}"
f"Column '{col}' missing from table '{table}'. " f"Actual columns: {actual_cols}"
)
@@ -250,8 +317,7 @@ async def test_table_row_count_is_zero(pg: PgStore) -> None:
for table in EXPECTED_TABLES:
count = await _table_row_count(pg, table)
assert count == 0, (
f"Table '{table}' should be empty after migration, "
f"but has {count} rows"
f"Table '{table}' should be empty after migration, " f"but has {count} rows"
)
@@ -262,13 +328,10 @@ async def test_schema_migration_version_recorded(pg: PgStore) -> None:
await pg.migrate()
async with pg.pool.acquire() as conn:
row = await conn.fetchrow(
"SELECT MAX(version) AS v FROM schema_migrations"
)
row = await conn.fetchrow("SELECT MAX(version) AS v FROM schema_migrations")
assert row is not None
assert row["v"] == SCHEMA_VERSION, (
f"Expected schema version {SCHEMA_VERSION}, "
f"got {row['v']}"
f"Expected schema version {SCHEMA_VERSION}, " f"got {row['v']}"
)
@@ -280,7 +343,8 @@ async def test_create_and_query_row(pg: PgStore) -> None:
# ConfigSections round-trip
await conn.execute(
"INSERT INTO config_sections (name, description) VALUES ($1, $2)",
"test_section", "A test section for integration test",
"test_section",
"A test section for integration test",
)
row = await conn.fetchrow(
"SELECT name, description FROM config_sections WHERE name = $1",
+1 -2
View File
@@ -39,8 +39,7 @@ async def test_end_to_end_config_workflow():
# Mock the setting creation
mock_created_setting = Mock()
mock_created_setting.updated_at = "2023-01-01T00:00:00"
mock_repo_instance.create_setting = AsyncMock(
return_value=mock_created_setting)
mock_repo_instance.create_setting = AsyncMock(return_value=mock_created_setting)
mock_repo_instance.get_setting = AsyncMock(return_value=None)
mock_repo_instance.get_latest_updated_at = AsyncMock(return_value=None)
mock_repo_instance.list_settings = AsyncMock(return_value=[])
+3 -7
View File
@@ -136,10 +136,8 @@ async def test_config_setting_repository_list_settings(mock_store):
repo = ConfigSettingRepository(mock_store)
conn = await mock_store.pool.acquire().__aenter__()
row1 = _make_row({**SETTING_ROW, "key": "test_key1",
"value_json": "test_value1"})
row2 = _make_row({**SETTING_ROW, "key": "test_key2",
"value_json": "test_value2"})
row1 = _make_row({**SETTING_ROW, "key": "test_key1", "value_json": "test_value1"})
row2 = _make_row({**SETTING_ROW, "key": "test_key2", "value_json": "test_value2"})
conn.fetch = AsyncMock(return_value=[row1, row2])
result = await repo.list_settings()
@@ -176,9 +174,7 @@ async def test_config_pairing_repository_create_pairing(mock_store):
conn = await mock_store.pool.acquire().__aenter__()
conn.fetchrow = AsyncMock(return_value=_make_row(PAIRING_ROW))
pairing = ConfigPairing(
base_asset="BTC", quote_asset="USD", enabled=True, source="Kraken"
)
pairing = ConfigPairing(base_asset="BTC", quote_asset="USD", enabled=True, source="Kraken")
result = await repo.create_pairing(pairing)
+11 -12
View File
@@ -63,8 +63,7 @@ async def test_configuration_service_set_setting(mock_settings, mock_store, mock
mock_created_setting = Mock()
mock_created_setting.updated_at = "2023-01-01T00:00:00"
mock_repo_instance.create_setting = AsyncMock(
return_value=mock_created_setting)
mock_repo_instance.create_setting = AsyncMock(return_value=mock_created_setting)
mock_repo_instance.get_setting = AsyncMock(return_value=None)
await service.set_setting("test_key", "test_value", "test_user")
@@ -73,7 +72,9 @@ async def test_configuration_service_set_setting(mock_settings, mock_store, mock
@pytest.mark.asyncio
async def test_configuration_service_hot_reload_detection(mock_settings, mock_store, mock_audit_repo):
async def test_configuration_service_hot_reload_detection(
mock_settings, mock_store, mock_audit_repo
):
"""Test hot-reload detection functionality."""
service = ConfigurationService(mock_settings, mock_store, mock_audit_repo)
@@ -86,8 +87,7 @@ async def test_configuration_service_hot_reload_detection(mock_settings, mock_st
from datetime import datetime
mock_repo_instance.get_latest_updated_at = AsyncMock(
return_value=datetime.now())
mock_repo_instance.get_latest_updated_at = AsyncMock(return_value=datetime.now())
assert await service.is_config_outdated() is True
@@ -105,8 +105,7 @@ async def test_configuration_service_reload_if_changed(mock_settings, mock_store
from datetime import datetime
mock_repo_instance.get_latest_updated_at = AsyncMock(
return_value=datetime.now())
mock_repo_instance.get_latest_updated_at = AsyncMock(return_value=datetime.now())
result = await service.reload_if_changed()
assert result is True
@@ -125,8 +124,7 @@ async def test_configuration_service_get_config_version(mock_settings, mock_stor
mock_created_setting = Mock()
mock_created_setting.updated_at = "2023-01-01T00:00:00"
mock_repo_instance.create_setting = AsyncMock(
return_value=mock_created_setting)
mock_repo_instance.create_setting = AsyncMock(return_value=mock_created_setting)
mock_repo_instance.get_setting = AsyncMock(return_value=None)
await service.set_setting("test_key", "test_value", "test_user")
@@ -134,7 +132,9 @@ async def test_configuration_service_get_config_version(mock_settings, mock_stor
@pytest.mark.asyncio
async def test_configuration_service_get_last_updated_at(mock_settings, mock_store, mock_audit_repo):
async def test_configuration_service_get_last_updated_at(
mock_settings, mock_store, mock_audit_repo
):
"""Test getting last updated timestamp."""
service = ConfigurationService(mock_settings, mock_store, mock_audit_repo)
assert service.get_last_updated_at() is None
@@ -145,8 +145,7 @@ async def test_configuration_service_get_last_updated_at(mock_settings, mock_sto
mock_created_setting = Mock()
mock_created_setting.updated_at = "2023-01-01T00:00:00"
mock_repo_instance.create_setting = AsyncMock(
return_value=mock_created_setting)
mock_repo_instance.create_setting = AsyncMock(return_value=mock_created_setting)
mock_repo_instance.get_setting = AsyncMock(return_value=None)
await service.set_setting("test_key", "test_value", "test_user")
+3 -7
View File
@@ -49,9 +49,7 @@ def _mock_pg_store():
@pytest.fixture
def app():
"""Create a test app with a mocked PgStore and audit repository."""
a = create_app(
Settings(_env_file=None, APP_MODE="paper", paper_trading_mode=True)
)
a = create_app(Settings(_env_file=None, APP_MODE="paper", paper_trading_mode=True))
a.state.store = _mock_pg_store()
a.state.runtime_state_repository.insert = AsyncMock()
a.state.runtime_state_repository.latest = AsyncMock(return_value=None)
@@ -69,16 +67,14 @@ async def test_persist_runtime_snapshot_writes_record(app) -> None:
# Mock _open_trade_count → 0, _latest_balances → None
conn = await app.state.store.pool.acquire().__aenter__()
conn.fetchrow = AsyncMock(return_value=MagicMock(
**{"__getitem__": lambda s, k: 0}))
conn.fetchrow = AsyncMock(return_value=MagicMock(**{"__getitem__": lambda s, k: 0}))
snapshot = await persist_runtime_snapshot(app, note="unit-test")
assert snapshot is not None
assert snapshot.note == "unit-test"
app.state.runtime_state_repository.latest = AsyncMock(
return_value=snapshot)
app.state.runtime_state_repository.latest = AsyncMock(return_value=snapshot)
latest = await app.state.runtime_state_repository.latest()
assert latest is not None
assert latest.note == "unit-test"