Codex
93 lines
3.9 KiB
Java
93 lines
3.9 KiB
Java
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 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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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 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 record Feedback(boolean httpEnabled) {
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}
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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 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 record Outbox(boolean enabled, int maxRetryCount) {
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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 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 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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