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.
201 lines
6.3 KiB
Python
Executable File
201 lines
6.3 KiB
Python
Executable File
#!/usr/bin/env python3
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"""
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DOLPHIN Paper Trading - Clean Architecture (Hazelcast-Only)
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===========================================================
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SINGLE SOURCE OF TRUTH: DolphinNG6 → Hazelcast
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- Price data: From Hazelcast (DOLPHIN_FEATURES)
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- Eigenvalues: From Hazelcast (computed with price, always synced)
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- ACB Boost: From Hazelcast (DOLPHIN_FEATURES listener)
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- Posture: From Hazelcast (DOLPHIN_SAFETY)
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NO SYNC ISSUES - All data from one source, same timestamp.
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🙏 God bless clean architecture 🙏
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"""
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import asyncio
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import os
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import sys
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import logging
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from pathlib import Path
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from dotenv import load_dotenv
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PROJECT_ROOT = Path(__file__).parent.parent
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sys.path.insert(0, str(PROJECT_ROOT / 'nautilus_dolphin'))
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sys.path.insert(0, str(PROJECT_ROOT))
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load_dotenv(PROJECT_ROOT / '.env')
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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)
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logger = logging.getLogger("DOLPHIN-CLEAN")
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# ---------------------------------------------------------------------------
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# CLEAN CONFIGURATION - SINGLE DATA SOURCE
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# ---------------------------------------------------------------------------
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CONFIG = {
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'trader_id': 'DOLPHIN-CLEAN-01',
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'venue': 'BINANCE_FUTURES',
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# SINGLE SOURCE: Hazelcast from DolphinNG6
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'data_source': {
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'type': 'hazelcast',
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'cluster': 'dolphin',
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'host': 'localhost:5701',
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'pulse_ms': 5000, # 5s from DolphinNG6
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},
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# Hazelcast Maps (single source of truth)
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'hz_maps': {
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'features': 'DOLPHIN_FEATURES', # Price + Eigenvalues (ALWAYS SYNCED)
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'safety': 'DOLPHIN_SAFETY', # Posture/mode
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'state': 'DOLPHIN_STATE_BLUE', # Portfolio state
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},
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# Execution (paper trading - no data feed needed)
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'execution': {
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'mode': 'paper',
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'sandbox': True,
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'initial_capital': 25000.0,
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},
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# Strategy config
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'strategy': {
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'max_leverage': 5.0,
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'capital_fraction': 0.20,
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'acb_enabled': True,
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}
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}
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class CleanDolphinTrader:
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"""
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Clean implementation using ONLY Hazelcast data.
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No dual-feed sync issues.
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"""
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def __init__(self, config):
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self.config = config
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self.hz_client = None
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self.running = False
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async def start(self):
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"""Start the clean trader."""
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logger.info("=" * 60)
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logger.info("🐬 DOLPHIN CLEAN TRADER")
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logger.info("=" * 60)
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logger.info(f"Trader ID: {self.config['trader_id']}")
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logger.info(f"Data Source: {self.config['data_source']['type']}")
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logger.info(f"Pulse: {self.config['data_source']['pulse_ms']}ms")
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logger.info("=" * 60)
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# Connect to Hazelcast (SINGLE SOURCE)
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await self._connect_hazelcast()
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# Verify data availability
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await self._verify_data()
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# Start trading loop
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self.running = True
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logger.info("[✓] Trader RUNNING - Listening to Hazelcast")
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logger.info("[✓] All data from single source (no sync issues)")
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while self.running:
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await self._process_cycle()
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await asyncio.sleep(5) # Match DolphinNG6 pulse
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async def _connect_hazelcast(self):
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"""Connect to Hazelcast - single source of truth."""
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try:
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import hazelcast
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ds = self.config['data_source']
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self.hz_client = hazelcast.HazelcastClient(
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cluster_name=ds['cluster'],
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cluster_members=[ds['host']],
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)
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logger.info(f"[✓] Connected to Hazelcast: {ds['host']}")
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except Exception as e:
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logger.error(f"[✗] Hazelcast connection failed: {e}")
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raise
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async def _verify_data(self):
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"""Verify data sources are available."""
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try:
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features_map = self.hz_client.get_map(
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self.config['hz_maps']['features']
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).blocking()
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size = features_map.size()
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logger.info(f"[✓] Features map: {size} entries")
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if size > 0:
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# Show sample
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keys = list(features_map.key_set())[:1]
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val = features_map.get(keys[0])
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logger.info(f"[✓] Sample data available")
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except Exception as e:
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logger.warning(f"[!] Data verification: {e}")
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async def _process_cycle(self):
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"""Process one trading cycle (5s)."""
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try:
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# Read latest scan from Hazelcast
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features_map = self.hz_client.get_map(
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self.config['hz_maps']['features']
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).blocking()
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# Get latest eigen scan (contains price + eigenvalues - ALWAYS SYNCED)
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latest = features_map.get("latest_eigen_scan")
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if latest:
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import json
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data = json.loads(latest)
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# Log heartbeat every 6 cycles (30s)
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if asyncio.get_event_loop().time() % 30 < 5:
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logger.info(f"[HEARTBEAT] Processing scan {data.get('scan_number', 'N/A')}")
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logger.info(f" Assets: {len(data.get('assets', []))}")
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logger.info(f" Eigenvalues: {len(data.get('eigenvalues', []))}")
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# TODO: Trading logic here
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# All data (price + eigen) from same source, same timestamp
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# NO SYNC ISSUES POSSIBLE
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except Exception as e:
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logger.error(f"[!] Processing error: {e}")
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async def stop(self):
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"""Stop cleanly."""
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self.running = False
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if self.hz_client:
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self.hz_client.shutdown()
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logger.info("[✓] Hazelcast disconnected")
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logger.info("=" * 60)
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logger.info("🙏 Trading session ended - God bless the markets")
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logger.info("=" * 60)
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async def main():
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"""Main entry point."""
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trader = CleanDolphinTrader(CONFIG)
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try:
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await trader.start()
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except KeyboardInterrupt:
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logger.info("Stopping...")
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await trader.stop()
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except Exception as e:
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logger.error(f"Fatal error: {e}")
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await trader.stop()
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raise
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if __name__ == "__main__":
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asyncio.run(main())
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