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.
137 lines
4.8 KiB
Python
Executable File
137 lines
4.8 KiB
Python
Executable File
#!/usr/bin/env python3
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"""
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CLEAN ARCHITECTURE - DOLPHIN PAPER TRADER
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==========================================
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🙏 God bless clean code and synchronized data 🙏
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Architecture:
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┌──────────────────────────────────────────────┐
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│ CORE: TradingEngine (pure Python) │
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│ - Business logic only │
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│ - No external dependencies │
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│ - Ready for Rust rewrite │
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└──────────────────┬───────────────────────────┘
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│ uses PORT
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↓
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┌──────────────────────────────────────────────┐
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│ PORT: DataFeedPort (interface) │
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│ - Abstract interface │
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│ - Easy to swap implementations │
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└──────────────────┬───────────────────────────┘
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│ implemented by
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↓
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┌──────────────────────────────────────────────┐
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│ ADAPTER: HazelcastDataFeed │
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│ - Current implementation │
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│ - Single source: DolphinNG6 → Hazelcast │
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│ - No sync issues │
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└──────────────────────────────────────────────┘
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Evolution Path:
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Phase 1 (NOW): HazelcastDataFeed (this file)
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Phase 2: BinanceWebsocketFeed (direct connection)
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Phase 3: RustKernelFeed (in-kernel, zero-copy)
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Usage:
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python clean_arch/main.py
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"""
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import asyncio
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import sys
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import logging
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from pathlib import Path
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# Setup paths
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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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sys.path.insert(0, str(Path(__file__).parent))
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# Logging
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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-ARCH")
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# Import clean architecture components
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from adapters.hazelcast_feed import HazelcastDataFeed
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from core.trading_engine import TradingEngine
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# =============================================================================
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# CONFIGURATION
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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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# Hazelcast configuration (current adapter)
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'hazelcast': {
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'cluster': 'dolphin',
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'host': 'localhost:5701',
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},
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# Trading parameters
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'initial_capital': 25000.0,
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'max_leverage': 5.0,
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'capital_fraction': 0.20,
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'min_irp_alignment': 0.45,
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'vel_div_threshold': -0.02,
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}
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async def main():
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"""
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Main entry point - wires clean architecture together.
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"""
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logger.info("=" * 70)
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logger.info("🐬 DOLPHIN CLEAN ARCHITECTURE")
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logger.info("=" * 70)
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logger.info(f"Trader ID: {CONFIG['trader_id']}")
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logger.info(f"Venue: {CONFIG['venue']}")
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logger.info(f"Data Feed: Hazelcast (DolphinNG6)")
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logger.info(f"Architecture: Clean / Hexagonal")
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logger.info(f"Evolution Ready: Yes (in-kernel future)")
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logger.info("=" * 70)
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# =================================================================
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# WIRE COMPONENTS
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# =================================================================
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# 1. Create Data Feed Adapter (ADAPTER layer)
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# - Currently: Hazelcast
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# - Future: Can swap to BinanceWebsocket or RustKernel
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logger.info("[1/3] Creating data feed adapter...")
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data_feed = HazelcastDataFeed(CONFIG)
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logger.info(" ✓ Hazelcast adapter created")
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# 2. Create Trading Engine (CORE layer)
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# - Pure business logic
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# - No knowledge of Hazelcast
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# - Works with ANY DataFeedPort implementation
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logger.info("[2/3] Creating trading engine...")
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engine = TradingEngine(data_feed, CONFIG)
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logger.info(" ✓ Trading engine created")
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logger.info(" ✓ Core is adapter-agnostic")
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# 3. Start system
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logger.info("[3/3] Starting system...")
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logger.info("=" * 70)
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try:
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await engine.start()
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except KeyboardInterrupt:
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logger.info("\nShutdown requested...")
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await engine.stop()
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except Exception as e:
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logger.error(f"Fatal error: {e}")
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await engine.stop()
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raise
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if __name__ == "__main__":
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asyncio.run(main())
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