94 lines
3.5 KiB
Python
94 lines
3.5 KiB
Python
"""
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Executor configuration loaded from config.yaml.
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Defines settings for the triangular arbitrage executor including
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Unix socket path, concurrency limits, KuCoin credentials, and logging.
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live_mode at the top level controls whether the executor places real
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orders (live) or validates via order_test and simulates fills (paper).
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"""
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import asyncio
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import logging
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from decimal import Decimal
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from pathlib import Path
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from typing import Optional
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import yaml
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from pydantic import BaseModel, Field
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from pydantic_settings import BaseSettings
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log = logging.getLogger("executor-config")
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class ExecutorSettings(BaseModel):
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"""Settings that control executor runtime behaviour."""
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socket_path: Path = Field(
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default=Path("/tmp/executor.sock"),
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description="Unix domain socket path for fused_engine -> executor",
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)
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concurrent_slots: int = Field(default=1, ge=1, description="Max concurrent triangle executions")
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enforce_same_base_isolation: bool = Field(
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default=True,
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description="Block concurrent triangles sharing the same base currency",
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)
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enforce_pair_isolation: bool = Field(
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default=True,
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description="Block concurrent triangles that share any trading pair symbol",
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)
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log_file: Path = Field(
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default=Path("/tmp/executor.log"),
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description="Path to log file",
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)
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log_level: str = Field(default="INFO", description="Logging level")
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rest_port: int = Field(
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default=8002,
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description="HTTP REST API port (8000=fh_ob, 8001=oe_em)",
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)
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initial_capital: dict[str, Decimal] = Field(
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default_factory=lambda: {"USDT": Decimal("10")},
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description="Starting capital per currency. Caps the max_volume for each triangle's primary_quote.",
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)
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private_token_url: str = Field(
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default="https://api.kucoin.com/api/v1/bullet-private",
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description="KuCoin private bullet token endpoint",
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)
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fill_timeout_ms: float = Field(
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default=1000,
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description="Per-leg fill wait timeout in milliseconds",
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)
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await_balance: bool = Field(
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default=False,
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description="Wait for balance WS update before next leg",
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)
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class Settings(BaseSettings):
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"""Top-level settings parsed from config.yaml."""
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# live_mode is the master switch: False = paper (order_test + simulated fills),
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# True = real orders on KuCoin. Set at top level of config.yaml.
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live_mode: bool = Field(default=False, description="false = paper; true = live orders")
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executor: ExecutorSettings = Field(default_factory=ExecutorSettings)
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kucoin_api_key: str = Field(default="", description="KuCoin API key")
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kucoin_api_secret: str = Field(default="", description="KuCoin API secret")
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kucoin_api_passphrase: str = Field(default="", description="KuCoin API passphrase")
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@classmethod
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async def from_yaml(cls, path: Path) -> "Settings":
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"""Load settings from a YAML file, ignoring unknown keys."""
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loop = asyncio.get_running_loop()
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def _read() -> dict:
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with open(path) as f:
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return yaml.safe_load(f) or {}
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data = await loop.run_in_executor(None, _read)
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known = {"live_mode", "fused_engine", "executor", "kucoin_api_key", "kucoin_api_secret", "kucoin_api_passphrase", "kcs_discount_active"}
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unknown = set(data.keys()) - known
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if unknown:
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log.warning("ignoring unknown config keys: %s", sorted(unknown))
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return cls(**data)
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model_config = {"env_prefix": "TRIArb_", "extra": "ignore"}
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