Rewrite trader service for V4 P0
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Codex
@@ -1,299 +1,92 @@
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package com.quantai.trader.config;
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import com.quantai.trader.enums.TraderExecutionMode;
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import com.quantai.trader.enums.TraderRunMode;
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import org.springframework.boot.context.properties.ConfigurationProperties;
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import java.math.BigDecimal;
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import static com.quantai.trader.util.TraderNumbers.requiredText;
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@ConfigurationProperties(prefix = "trader")
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public class TraderProperties {
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private String serviceName = "quant-trader-service";
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private TraderRunMode runMode = TraderRunMode.REPLAY;
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private String symbol = "BTCUSDT";
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private String featureVersion = "trader_feature_v0";
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private String labelVersion = "trader_label_v0";
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private Playbook playbook = new Playbook();
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private Replay replay = new Replay();
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private Integration integration = new Integration();
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private Risk risk = new Risk();
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private Sizing sizing = new Sizing();
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private DataSource dataSource = new DataSource();
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public String getServiceName() {
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return serviceName;
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public record TraderProperties(
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String serviceName,
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TraderRunMode runMode,
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String symbol,
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Artifact artifact,
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Feedback feedback,
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Execution execution,
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Runtime runtime,
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Outbox outbox,
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Release release,
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Risk risk,
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PositionManager positionManager
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) {
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public TraderProperties {
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serviceName = defaultText(serviceName, "quant-trader-service");
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runMode = runMode == null ? TraderRunMode.SHADOW : runMode;
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symbol = defaultText(symbol, "BTC-USDT-PERP");
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artifact = artifact == null ? new Artifact("trader-v4-btc-p0", "cal-v4-btc-p0", "pm-v4-btc-p0", ".") : artifact;
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feedback = feedback == null ? new Feedback(false) : feedback;
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execution = execution == null ? new Execution(TraderExecutionMode.SHADOW, 3, 1500) : execution;
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runtime = runtime == null ? new Runtime("trader:v4", true, false) : runtime;
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outbox = outbox == null ? new Outbox(true, 5) : outbox;
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release = release == null ? new Release(true, true, true) : release;
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risk = risk == null ? new Risk(new BigDecimal("200"), BigDecimal.ONE, new BigDecimal("500")) : risk;
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positionManager = positionManager == null ? new PositionManager(BigDecimal.ONE, BigDecimal.ONE) : positionManager;
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}
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public void setServiceName(String serviceName) {
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this.serviceName = serviceName;
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private static String defaultText(String value, String defaultValue) {
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return value == null || value.isBlank() ? defaultValue : value;
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}
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public TraderRunMode getRunMode() {
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return runMode;
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}
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public void setRunMode(TraderRunMode runMode) {
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this.runMode = runMode;
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}
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public String getSymbol() {
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return symbol;
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}
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public void setSymbol(String symbol) {
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this.symbol = symbol;
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}
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public String getFeatureVersion() {
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return featureVersion;
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}
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public void setFeatureVersion(String featureVersion) {
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this.featureVersion = featureVersion;
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}
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public String getLabelVersion() {
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return labelVersion;
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}
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public void setLabelVersion(String labelVersion) {
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this.labelVersion = labelVersion;
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}
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public Playbook getPlaybook() {
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return playbook;
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}
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public void setPlaybook(Playbook playbook) {
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this.playbook = playbook;
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}
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public Replay getReplay() {
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return replay;
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}
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public void setReplay(Replay replay) {
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this.replay = replay;
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}
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public Integration getIntegration() {
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return integration;
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}
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public void setIntegration(Integration integration) {
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this.integration = integration;
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}
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public Risk getRisk() {
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return risk;
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}
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public void setRisk(Risk risk) {
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this.risk = risk;
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}
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public Sizing getSizing() {
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return sizing;
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}
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public void setSizing(Sizing sizing) {
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this.sizing = sizing;
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}
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public DataSource getDataSource() {
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return dataSource;
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}
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public void setDataSource(DataSource dataSource) {
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this.dataSource = dataSource;
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}
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public static class Playbook {
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private String locationPattern = "classpath:/playbooks/*.yml";
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public String getLocationPattern() {
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return locationPattern;
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}
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public void setLocationPattern(String locationPattern) {
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this.locationPattern = locationPattern;
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public record Artifact(
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String modelBundleVersion,
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String calibrationBundleVersion,
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String pmConfigVersion,
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String artifactRoot
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) {
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public Artifact {
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modelBundleVersion = requiredText(modelBundleVersion, "artifact.modelBundleVersion");
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calibrationBundleVersion = requiredText(calibrationBundleVersion, "artifact.calibrationBundleVersion");
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pmConfigVersion = requiredText(pmConfigVersion, "artifact.pmConfigVersion");
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artifactRoot = requiredText(artifactRoot, "artifact.artifactRoot");
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}
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}
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public static class Replay {
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private String outputDir = "/Users/zach/Desktop/app/trader/replay-output";
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private boolean failOnDataMissing = true;
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public record Feedback(boolean httpEnabled) {
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}
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public String getOutputDir() {
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return outputDir;
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}
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public void setOutputDir(String outputDir) {
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this.outputDir = outputDir;
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}
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public boolean isFailOnDataMissing() {
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return failOnDataMissing;
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}
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public void setFailOnDataMissing(boolean failOnDataMissing) {
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this.failOnDataMissing = failOnDataMissing;
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public record Execution(TraderExecutionMode mode, int maxApiErrorCount, long maxExchangeLatencyMs) {
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public Execution {
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mode = mode == null ? TraderExecutionMode.SHADOW : mode;
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}
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}
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public static class Integration {
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private String appActionChannel = "JAR_FUTURE";
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private boolean httpFeedbackEnabled = false;
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public String getAppActionChannel() {
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return appActionChannel;
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}
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public void setAppActionChannel(String appActionChannel) {
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this.appActionChannel = appActionChannel;
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}
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public boolean isHttpFeedbackEnabled() {
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return httpFeedbackEnabled;
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}
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public void setHttpFeedbackEnabled(boolean httpFeedbackEnabled) {
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this.httpFeedbackEnabled = httpFeedbackEnabled;
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public record Runtime(String redisKeyPrefix, boolean requireRedisForOpenAdd, boolean tradingEnabled) {
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public Runtime {
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redisKeyPrefix = defaultText(redisKeyPrefix, "trader:v4");
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}
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}
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public static class Risk {
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private BigDecimal leverageScreen = BigDecimal.TEN;
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private boolean requireOneXNotNegative = true;
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private int maxPlannedEntryLegs = 3;
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private boolean allowFreeScaleIn = false;
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private boolean allowReduceThenAdd = false;
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private boolean requireStop = true;
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private boolean requireTarget = true;
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private boolean requireInvalid = true;
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public record Outbox(boolean enabled, int maxRetryCount) {
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}
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public BigDecimal getLeverageScreen() {
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return leverageScreen;
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}
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public record Release(boolean requireReviewForPaper, boolean requireReviewForLiveProbe, boolean activePointerCheckEnabled) {
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}
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public void setLeverageScreen(BigDecimal leverageScreen) {
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this.leverageScreen = leverageScreen;
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}
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public boolean isRequireOneXNotNegative() {
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return requireOneXNotNegative;
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}
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public void setRequireOneXNotNegative(boolean requireOneXNotNegative) {
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this.requireOneXNotNegative = requireOneXNotNegative;
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}
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public int getMaxPlannedEntryLegs() {
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return maxPlannedEntryLegs;
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}
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public void setMaxPlannedEntryLegs(int maxPlannedEntryLegs) {
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this.maxPlannedEntryLegs = maxPlannedEntryLegs;
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}
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public boolean isAllowFreeScaleIn() {
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return allowFreeScaleIn;
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}
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public void setAllowFreeScaleIn(boolean allowFreeScaleIn) {
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this.allowFreeScaleIn = allowFreeScaleIn;
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}
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public boolean isAllowReduceThenAdd() {
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return allowReduceThenAdd;
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}
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public void setAllowReduceThenAdd(boolean allowReduceThenAdd) {
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this.allowReduceThenAdd = allowReduceThenAdd;
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}
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public boolean isRequireStop() {
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return requireStop;
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}
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public void setRequireStop(boolean requireStop) {
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this.requireStop = requireStop;
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}
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public boolean isRequireTarget() {
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return requireTarget;
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}
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public void setRequireTarget(boolean requireTarget) {
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this.requireTarget = requireTarget;
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}
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public boolean isRequireInvalid() {
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return requireInvalid;
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}
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public void setRequireInvalid(boolean requireInvalid) {
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this.requireInvalid = requireInvalid;
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public record Risk(BigDecimal maxDailyLossBps, BigDecimal maxTotalExposureRatio, BigDecimal minLiquidationBufferBps) {
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public Risk {
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maxDailyLossBps = maxDailyLossBps == null ? new BigDecimal("200") : maxDailyLossBps;
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maxTotalExposureRatio = maxTotalExposureRatio == null ? BigDecimal.ONE : maxTotalExposureRatio;
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minLiquidationBufferBps = minLiquidationBufferBps == null ? new BigDecimal("500") : minLiquidationBufferBps;
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}
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}
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public static class Sizing {
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private String method = "SIGNAL_EXECUTION_RISK_DYNAMIC";
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private boolean allowFullInitialEntry = true;
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private int maxPlannedEntryLegs = 3;
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private BigDecimal maxTotalPositionRatio = BigDecimal.ONE;
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private BigDecimal maxSingleLegRatio = BigDecimal.ONE;
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public String getMethod() {
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return method;
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}
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public void setMethod(String method) {
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this.method = method;
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}
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public boolean isAllowFullInitialEntry() {
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return allowFullInitialEntry;
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}
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public void setAllowFullInitialEntry(boolean allowFullInitialEntry) {
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this.allowFullInitialEntry = allowFullInitialEntry;
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}
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public int getMaxPlannedEntryLegs() {
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return maxPlannedEntryLegs;
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}
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public void setMaxPlannedEntryLegs(int maxPlannedEntryLegs) {
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this.maxPlannedEntryLegs = maxPlannedEntryLegs;
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}
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public BigDecimal getMaxTotalPositionRatio() {
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return maxTotalPositionRatio;
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}
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public void setMaxTotalPositionRatio(BigDecimal maxTotalPositionRatio) {
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this.maxTotalPositionRatio = maxTotalPositionRatio;
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}
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public BigDecimal getMaxSingleLegRatio() {
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return maxSingleLegRatio;
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}
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public void setMaxSingleLegRatio(BigDecimal maxSingleLegRatio) {
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this.maxSingleLegRatio = maxSingleLegRatio;
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}
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}
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public static class DataSource {
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private String hashMode = "FULL_HASH_OR_SCHEMA_ROW_TIME_MISSING_SUMMARY";
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public String getHashMode() {
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return hashMode;
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}
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public void setHashMode(String hashMode) {
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this.hashMode = hashMode;
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public record PositionManager(BigDecimal maxSingleLegRatio, BigDecimal maxTotalPositionRatio) {
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public PositionManager {
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maxSingleLegRatio = maxSingleLegRatio == null ? BigDecimal.ONE : maxSingleLegRatio;
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maxTotalPositionRatio = maxTotalPositionRatio == null ? BigDecimal.ONE : maxTotalPositionRatio;
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}
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}
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}
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