177 lines
6.3 KiB
Python
177 lines
6.3 KiB
Python
from __future__ import annotations
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import json
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from datetime import datetime, timezone
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from typing import Any, Optional, Protocol
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from .contracts import KernelTransition, TradeSlot
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from .control import KernelControlSnapshot
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from .journal import _transition_row
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from .projection import build_position_state_row
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from .utils import json_safe
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# ── Fire-and-forget Hz write helpers ─────────────────────────────────────────
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def _hz_write_no_wait(hz_map: Any, key: str, value: str) -> None:
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"""Submit Hz write to the client's internal thread pool. Never blocks.
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.put() without .blocking() returns a hazelcast Future immediately.
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The Future is intentionally discarded — the network write is already
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queued in the Hz client's thread pool and is not cancelled by GC.
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Hz writes are observability-only; any failure must never affect trading.
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"""
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try:
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hz_map.put(key, value)
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except Exception:
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pass
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def _json_encode(payload: dict) -> str:
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return json.dumps(payload, separators=(",", ":"), ensure_ascii=False, default=str)
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def _utcnow_iso() -> str:
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return datetime.now(timezone.utc).isoformat()
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def _today_iso() -> str:
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return datetime.now(timezone.utc).date().isoformat()
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class HazelcastClientLike(Protocol):
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def get_map(self, name: str): ...
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def get_topic(self, name: str): ...
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class HazelcastProjector:
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"""Durable BLUE/PINK-compatible projection mirror."""
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def __init__(
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self,
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client: HazelcastClientLike | None = None,
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*,
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active_slots_map: str = "dita_active_slots",
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events_topic: str = "dita_trade_events",
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) -> None:
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self.client = client
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self.active_slots_map = active_slots_map
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self.events_topic = events_topic
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def publish_slot(self, slot: TradeSlot) -> None:
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if self.client is None:
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return
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self.client.get_map(self.active_slots_map).put(slot.trade_id, build_position_state_row(slot))
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def publish_event(self, event_type: str, payload: dict[str, Any]) -> None:
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if self.client is None:
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return
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topic = self.client.get_topic(self.events_topic)
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topic.publish(
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json.dumps(
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{"event_type": event_type, "payload": json_safe(payload)},
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ensure_ascii=False,
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sort_keys=True,
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default=str,
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)
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)
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class HazelcastRowWriter:
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"""Callback bridge for ``HazelcastProjection`` writer hooks."""
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def __init__(self, client: HazelcastClientLike) -> None:
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self.client = client
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def __call__(self, name: str, row: dict[str, Any]) -> None:
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if name.endswith("trade_events"):
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self.client.get_topic(name).publish(
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json.dumps(row, ensure_ascii=False, sort_keys=True, default=str)
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)
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return
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if name.endswith("control"):
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key = "control"
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else:
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key = str(row.get("trade_id", row.get("slot_id", row.get("event_id", ""))))
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self.client.get_map(name).put(key, json_safe(row))
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# ── PINK DITAv2 non-blocking Hz state writer ──────────────────────────────────
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class PinkHzStateWriter:
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"""Non-blocking Hz writer for PINK DITAv2 kernel state.
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Dedicated Hz client (separate from the data-feed read client).
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All writes are fire-and-forget: .put() returns a Future that is intentionally
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discarded. A failed write = missed TUI update only — never affects trading.
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BLUE-compatible schema (same shape as DOLPHIN_STATE_BLUE) written to
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DOLPHIN_STATE_PINK / DOLPHIN_PNL_PINK — no overlap with BLUE maps.
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"""
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def __init__(
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self,
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cluster: str,
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host: str,
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state_map_name: str,
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pnl_map_name: str,
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) -> None:
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import hazelcast
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self._client = hazelcast.HazelcastClient(
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cluster_name=cluster,
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cluster_members=[host],
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)
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# Non-blocking proxies (.put() returns Future, does NOT block)
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self._state_map = self._client.get_map(state_map_name)
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self._pnl_map = self._client.get_map(pnl_map_name)
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def write_engine_snapshot(
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self,
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slot_dict: dict,
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acc_dict: dict,
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posture: str = "APEX",
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our_leverage: float = 0.0,
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) -> None:
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"""Write full engine state. Called after every kernel mutation (non-blocking)."""
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payload: dict[str, Any] = {
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"strategy": "pink",
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"capital": acc_dict.get("capital", 0.0),
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"equity": acc_dict.get("equity", 0.0),
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"available_capital": acc_dict.get("available_capital", 0.0),
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"pnl": acc_dict.get("realized_pnl_total", 0.0),
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"fee_total": acc_dict.get("fee_total", 0.0),
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"open_positions": int(acc_dict.get("open_positions", 0)),
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"trade_seq": int(acc_dict.get("trade_seq", 0)),
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"posture": posture,
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"capital_frozen": bool(acc_dict.get("capital_frozen", False)),
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"our_leverage": our_leverage,
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"slot": slot_dict,
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"updated_at": _utcnow_iso(),
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}
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_hz_write_no_wait(self._state_map, "engine_snapshot", _json_encode(payload))
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# Compact "latest" key — same shape as BLUE's DOLPHIN_STATE_BLUE["latest"]
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_hz_write_no_wait(self._state_map, "latest", _json_encode({
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"strategy": "pink",
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"capital": payload["capital"],
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"date": _today_iso(),
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"pnl": payload["pnl"],
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"trades": payload["trade_seq"],
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"posture": posture,
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"updated_at": payload["updated_at"],
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}))
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def write_daily_pnl(self, acc_dict: dict, posture: str = "APEX") -> None:
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"""Write per-date PnL row. Called on trade close only."""
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_hz_write_no_wait(self._pnl_map, _today_iso(), _json_encode({
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"pnl": acc_dict.get("realized_pnl_total", 0.0),
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"capital": acc_dict.get("capital", 0.0),
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"trades": int(acc_dict.get("trade_seq", 0)),
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"posture": posture,
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}))
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def close(self) -> None:
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try:
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self._client.shutdown()
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except Exception:
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pass
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