1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
|
"""Order Executor Service entry point."""
import asyncio
from decimal import Decimal
import ccxt.async_support as ccxt
from shared.broker import RedisBroker
from shared.db import Database
from shared.events import Event, EventType
from shared.healthcheck import HealthCheckServer
from shared.logging import setup_logging
from shared.metrics import ServiceMetrics
from shared.notifier import TelegramNotifier
from order_executor.config import ExecutorConfig
from order_executor.executor import OrderExecutor
from order_executor.risk_manager import RiskManager
async def run() -> None:
config = ExecutorConfig()
log = setup_logging("order-executor", config.log_level, config.log_format)
metrics = ServiceMetrics("order_executor")
notifier = TelegramNotifier(bot_token=config.telegram_bot_token, chat_id=config.telegram_chat_id)
db = Database(config.database_url)
await db.connect()
await db.init_tables()
broker = RedisBroker(config.redis_url)
exchange = ccxt.binance(
{
"apiKey": config.binance_api_key,
"secret": config.binance_api_secret,
}
)
risk_manager = RiskManager(
max_position_size=Decimal(str(config.risk_max_position_size)),
stop_loss_pct=Decimal(str(config.risk_stop_loss_pct)),
daily_loss_limit_pct=Decimal(str(config.risk_daily_loss_limit_pct)),
)
executor = OrderExecutor(
exchange=exchange,
risk_manager=risk_manager,
broker=broker,
db=db,
notifier=notifier,
dry_run=config.dry_run,
)
last_id = "$"
stream = "signals"
health = HealthCheckServer("order-executor", port=config.health_port + 2)
health.register_check("redis", broker.ping)
await health.start()
metrics.service_up.labels(service="order-executor").set(1)
log.info("service_started", stream=stream, dry_run=config.dry_run)
try:
while True:
messages = await broker.read(stream, last_id=last_id, count=10, block=5000)
for msg in messages:
try:
event = Event.from_dict(msg)
if event.type == EventType.SIGNAL:
signal = event.data
log.info("processing_signal", signal_id=str(signal.id), symbol=signal.symbol)
await executor.execute(signal)
metrics.events_processed.labels(service="order-executor", event_type="signal").inc()
except Exception as exc:
log.error("message_processing_failed", error=str(exc))
metrics.errors_total.labels(service="order-executor", error_type="processing").inc()
if messages:
# Advance last_id to avoid re-reading — broker.read returns decoded dicts,
# so we track progress by re-reading with "0" for replaying or "$" for new only.
# Since we block on "$" we get only new messages each iteration.
pass
except Exception as exc:
log.error("fatal_error", error=str(exc))
await notifier.send_error(str(exc), "order-executor")
raise
finally:
metrics.service_up.labels(service="order-executor").set(0)
await notifier.close()
await broker.close()
await db.close()
await exchange.close()
def main() -> None:
asyncio.run(run())
if __name__ == "__main__":
main()
|
