01c19662cb
Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
118 lines
3.0 KiB
Python
Executable File
118 lines
3.0 KiB
Python
Executable File
#!/usr/bin/env python3
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"""
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PORT: DataFeed
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==============
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Abstract interface for market data sources.
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Clean Architecture Principle:
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- Core business logic depends on this PORT (interface)
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- Adapters implement this port
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- Easy to swap: Hazelcast → Binance → In-Kernel Rust
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Future Evolution:
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- Current: HazelcastAdapter (DolphinNG6 feed)
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- Next: BinanceWebsocketAdapter (direct)
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- Future: RustKernelAdapter (in-kernel, zero-copy)
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"""
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from typing import Dict, List, Optional, Callable, Any
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from datetime import datetime
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@dataclass(frozen=True)
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class MarketSnapshot:
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"""
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Immutable market snapshot - single source of truth.
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Contains BOTH price and computed features (eigenvalues, etc.)
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Guaranteed to be synchronized - same timestamp for all fields.
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"""
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timestamp: datetime
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symbol: str
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# Price data
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price: float
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bid: Optional[float] = None
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ask: Optional[float] = None
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# Computed features (from DolphinNG6)
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eigenvalues: Optional[List[float]] = None
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eigenvectors: Optional[Any] = None # Matrix
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velocity_divergence: Optional[float] = None
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irp_alignment: Optional[float] = None
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# Metadata
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scan_number: Optional[int] = None
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source: str = "unknown" # "hazelcast", "binance", "kernel"
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def is_valid(self) -> bool:
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"""Check if snapshot has required fields."""
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return self.price > 0 and self.eigenvalues is not None
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@dataclass
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class ACBUpdate:
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"""Adaptive Circuit Breaker update."""
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timestamp: datetime
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boost: float
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beta: float
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cut: float
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posture: str
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class DataFeedPort(ABC):
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"""
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PORT: Abstract data feed interface.
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Implementations:
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- HazelcastDataFeed: Current (DolphinNG6 integration)
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- BinanceDataFeed: Direct WebSocket
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- RustKernelDataFeed: Future in-kernel implementation
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"""
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@abstractmethod
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async def connect(self) -> bool:
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"""Connect to data source."""
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pass
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@abstractmethod
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async def disconnect(self):
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"""Clean disconnect."""
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pass
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@abstractmethod
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async def get_latest_snapshot(self, symbol: str) -> Optional[MarketSnapshot]:
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"""
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Get latest synchronized snapshot (price + features).
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This is the KEY method - returns ATOMIC data.
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No sync issues possible.
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"""
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pass
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@abstractmethod
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async def subscribe_snapshots(self, callback: Callable[[MarketSnapshot], None]):
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"""
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Subscribe to snapshot stream.
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callback receives MarketSnapshot whenever new data arrives.
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"""
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pass
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@abstractmethod
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async def get_acb_update(self) -> Optional[ACBUpdate]:
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"""Get latest ACB (Adaptive Circuit Breaker) update."""
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pass
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@abstractmethod
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def get_latency_ms(self) -> float:
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"""Report current data latency (for monitoring)."""
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pass
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@abstractmethod
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def health_check(self) -> bool:
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"""Check if feed is healthy."""
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pass
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