diff --git a/config/config.toml b/config/config.toml index 37abc15..60b003f 100644 --- a/config/config.toml +++ b/config/config.toml @@ -4,7 +4,8 @@ # the configuration for the chosen engine as described below. provider_engine = 'pyth_replicator' -product_update_interval_secs = 10 +price_update_interval_secs = 1.0 +product_update_interval_secs = 60 health_check_port = 8000 # The health check will return a failure status if no price data has been published within the specified time frame. @@ -22,7 +23,7 @@ endpoint = 'ws://127.0.0.1:8910' # coin_gecko_id = 'bitcoin' [publisher.pyth_replicator] -http_endpoint = 'https://pythnet.rpcpool.com' -ws_endpoint = 'wss://pythnet.rpcpool.com' +http_endpoint = 'https://api2.pythnet.pyth.network' +ws_endpoint = 'wss://api2.pythnet.pyth.network' first_mapping = 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J' program_key = 'FsJ3A3u2vn5cTVofAjvy6y5kwABJAqYWpe4975bi2epH' diff --git a/example_publisher/__main__.py b/example_publisher/__main__.py index c6d3155..d870422 100644 --- a/example_publisher/__main__.py +++ b/example_publisher/__main__.py @@ -14,7 +14,7 @@ _DEFAULT_CONFIG_PATH = os.path.join("config", "config.toml") -log_level = logging._nameToLevel[os.environ.get("LOG_LEVEL", "DEBUG").upper()] +log_level = logging._nameToLevel[os.environ.get("LOG_LEVEL", "INFO").upper()] structlog.configure(wrapper_class=structlog.make_filtering_bound_logger(log_level)) log = structlog.get_logger() diff --git a/example_publisher/config.py b/example_publisher/config.py index 71d65a1..8459a60 100644 --- a/example_publisher/config.py +++ b/example_publisher/config.py @@ -49,6 +49,7 @@ class Config: pythd: Pythd health_check_port: int health_check_threshold_secs: int + price_update_interval_secs: float = ts.option(default=1.0) product_update_interval_secs: int = ts.option(default=60) coin_gecko: Optional[CoinGeckoConfig] = ts.option(default=None) pyth_replicator: Optional[PythReplicatorConfig] = ts.option(default=None) diff --git a/example_publisher/providers/pyth_replicator.py b/example_publisher/providers/pyth_replicator.py index ca95935..4338740 100644 --- a/example_publisher/providers/pyth_replicator.py +++ b/example_publisher/providers/pyth_replicator.py @@ -102,7 +102,7 @@ async def _update_loop(self) -> None: update.timestamp, ) - log.info( + log.debug( "Received a price update", symbol=symbol, price=self._prices[symbol] ) @@ -118,7 +118,7 @@ async def _update_accounts_loop(self) -> None: await asyncio.sleep(self._config.account_update_interval_secs) - def upd_products(self, *args) -> None: + def upd_products(self, product_symbols: List[Symbol]) -> None: # This provider stores all the possible feeds and # does not care about the desired products as knowing # them does not improve the performance of the replicator diff --git a/example_publisher/publisher.py b/example_publisher/publisher.py index a0bb7f9..64c6d1a 100644 --- a/example_publisher/publisher.py +++ b/example_publisher/publisher.py @@ -7,7 +7,7 @@ from example_publisher.providers.coin_gecko import CoinGecko from example_publisher.config import Config from example_publisher.providers.pyth_replicator import PythReplicator -from example_publisher.pythd import Pythd, SubscriptionId +from example_publisher.pythd import PriceUpdate, Pythd, SubscriptionId log = get_logger() @@ -50,7 +50,6 @@ def __init__(self, config: Config) -> None: self.pythd: Pythd = Pythd( address=config.pythd.endpoint, - on_notify_price_sched=self.on_notify_price_sched, ) self.subscriptions: Dict[SubscriptionId, Product] = {} self.products: List[Product] = [] @@ -66,18 +65,17 @@ def is_healthy(self) -> bool: async def start(self): await self.pythd.connect() - self._product_update_task = asyncio.create_task( - self._start_product_update_loop() - ) - - async def _start_product_update_loop(self): await self._upd_products() + + self._product_update_task = asyncio.create_task(self._product_update_loop()) + self._price_update_task = asyncio.create_task(self._price_update_loop()) + self.provider.start() + async def _product_update_loop(self): while True: - await self._upd_products() - await self._subscribe_notify_price_sched() await asyncio.sleep(self.config.product_update_interval_secs) + await self._upd_products() async def _upd_products(self): log.debug("fetching product accounts from Pythd") @@ -114,58 +112,51 @@ async def _upd_products(self): self.provider.upd_products([product.symbol for product in self.products]) - async def _subscribe_notify_price_sched(self): - # Subscribe to Pythd's notify_price_sched for each product that - # is not subscribed yet. Unfortunately there is no way to unsubscribe - # to the prices that are no longer available. - log.debug("subscribing to notify_price_sched") - - subscriptions = {} - for product in self.products: - if not product.subscription_id: - subscription_id = await self.pythd.subscribe_price_sched( - product.price_account + async def _price_update_loop(self): + while True: + price_updates = [] + for product in self.products: + price = self.provider.latest_price(product.symbol) + if not price: + log.info("latest price not available", symbol=product.symbol) + continue + + scaled_price = self.apply_exponent(price.price, product.exponent) + scaled_conf = self.apply_exponent(price.conf, product.exponent) + + price_updates.append( + PriceUpdate( + account=product.price_account, + price=scaled_price, + conf=scaled_conf, + status=TRADING, + ) + ) + log.debug( + "sending price update", + symbol=product.symbol, + price_account=product.price_account, + price=price.price, + conf=price.conf, + scaled_price=scaled_price, + scaled_conf=scaled_conf, ) - product.subscription_id = subscription_id - - subscriptions[product.subscription_id] = product - - self.subscriptions = subscriptions - - async def on_notify_price_sched(self, subscription: int) -> None: - log.debug("received notify_price_sched", subscription=subscription) - if subscription not in self.subscriptions: - return + self.last_successful_update = ( + price.timestamp + if self.last_successful_update is None + else max(self.last_successful_update, price.timestamp) + ) - # Look up the current price and confidence interval of the product - product = self.subscriptions[subscription] - price = self.provider.latest_price(product.symbol) - if not price: - log.info("latest price not available", symbol=product.symbol) - return + log.info( + "sending batch update_price", + num_price_updates=len(price_updates), + total_products=len(self.products), + ) - # Scale the price and confidence interval using the Pyth exponent - scaled_price = self.apply_exponent(price.price, product.exponent) - scaled_conf = self.apply_exponent(price.conf, product.exponent) + await self.pythd.update_price_batch(price_updates) - # Send the price update - log.info( - "sending update_price", - product_account=product.product_account, - price_account=product.price_account, - price=scaled_price, - conf=scaled_conf, - symbol=product.symbol, - ) - await self.pythd.update_price( - product.price_account, scaled_price, scaled_conf, TRADING - ) - self.last_successful_update = ( - price.timestamp - if self.last_successful_update is None - else max(self.last_successful_update, price.timestamp) - ) + await asyncio.sleep(self.config.price_update_interval_secs) def apply_exponent(self, x: float, exp: int) -> int: return int(x * (10 ** (-exp))) diff --git a/example_publisher/pythd.py b/example_publisher/pythd.py index eaaed83..a654fc5 100644 --- a/example_publisher/pythd.py +++ b/example_publisher/pythd.py @@ -1,11 +1,11 @@ -import asyncio from dataclasses import dataclass, field -import sys -import traceback -from dataclasses_json import config, DataClassJsonMixin -from typing import Callable, Coroutine, List +import json +from dataclasses_json import config, DataClassJsonMixin, dataclass_json +from dataclasses_json.undefined import Undefined +from typing import List, Any, Optional from structlog import get_logger -from jsonrpc_websocket import Server +from websockets.client import connect, WebSocketClientProtocol +from asyncio import Lock log = get_logger() @@ -15,12 +15,22 @@ TRADING = "trading" +@dataclass_json(undefined=Undefined.EXCLUDE) @dataclass class Price(DataClassJsonMixin): account: str exponent: int = field(metadata=config(field_name="price_exponent")) +@dataclass +class PriceUpdate(DataClassJsonMixin): + account: str + price: int + conf: int + status: str + + +@dataclass_json(undefined=Undefined.EXCLUDE) @dataclass class Metadata(DataClassJsonMixin): symbol: str @@ -34,56 +44,77 @@ class Product(DataClassJsonMixin): prices: List[Price] = field(metadata=config(field_name="price")) +@dataclass +class JSONRPCRequest(DataClassJsonMixin): + id: int + method: str + params: List[Any] | Any + jsonrpc: str = "2.0" + + +@dataclass +class JSONRPCResponse(DataClassJsonMixin): + id: int + result: Optional[Any] = None + error: Optional[Any] = None + jsonrpc: str = "2.0" + + class Pythd: def __init__( self, address: str, - on_notify_price_sched: Callable[[SubscriptionId], Coroutine[None, None, None]], ) -> None: self.address = address - self.server: Server - self.on_notify_price_sched = on_notify_price_sched - self._tasks = set() + self.client: WebSocketClientProtocol + self.id_counter = 0 + self.lock = Lock() async def connect(self): - self.server = Server(self.address) - self.server.notify_price_sched = self._notify_price_sched - task = await self.server.ws_connect() - task.add_done_callback(Pythd._on_connection_done) - self._tasks.add(task) - - @staticmethod - def _on_connection_done(task): - log.error("pythd connection closed") - if not task.cancelled() and task.exception() is not None: - e = task.exception() - traceback.print_exception(None, e, e.__traceback__) - sys.exit(1) - - async def subscribe_price_sched(self, account: str) -> int: - subscription = (await self.server.subscribe_price_sched(account=account))[ - "subscription" - ] - log.debug( - "subscribed to price_sched", account=account, subscription=subscription + self.client = await connect(self.address) + + def _create_request(self, method: str, params: List[Any] | Any) -> JSONRPCRequest: + self.id_counter += 1 + return JSONRPCRequest( + id=self.id_counter, + method=method, + params=params, ) - return subscription - def _notify_price_sched(self, subscription: int) -> None: - log.debug("notify_price_sched RPC call received", subscription=subscription) - task = asyncio.get_event_loop().create_task( - self.on_notify_price_sched(subscription) - ) - self._tasks.add(task) - task.add_done_callback(self._tasks.discard) + async def send_request(self, request: JSONRPCRequest) -> JSONRPCResponse: + # Using a lock will result in a synchronous execution of the send_request method + # and response retrieval which makes the code easier but is not good for performance. + # It is not recommended to use this behaviour where there are concurrent requests + # being made to the server. + async with self.lock: + await self.client.send(request.to_json()) + response = await self.client.recv() + return JSONRPCResponse.from_json(response) + + async def send_batch_request( + self, requests: List[JSONRPCRequest] + ) -> List[JSONRPCResponse]: + async with self.lock: + await self.client.send( + json.dumps([request.to_dict() for request in requests]) + ) + response = await self.client.recv() + return JSONRPCResponse.schema().loads(response, many=True) async def all_products(self) -> List[Product]: - result = await self.server.get_product_list() - return [Product.from_dict(d) for d in result] - - async def update_price( - self, account: str, price: int, conf: int, status: str - ) -> None: - await self.server.update_price( - account=account, price=price, conf=conf, status=status - ) + request = self._create_request("get_product_list", []) + result = await self.send_request(request) + if result.result: + return Product.schema().load(result.result, many=True) + else: + raise ValueError(f"Error fetching products: {result.to_json()}") + + async def update_price_batch(self, price_updates: List[PriceUpdate]) -> None: + requests = [ + self._create_request("update_price", price_update.to_dict()) + for price_update in price_updates + ] + results = await self.send_batch_request(requests) + if any(result.error for result in results): + results_json_str = JSONRPCResponse.schema().dumps(results, many=True) + raise ValueError(f"Error updating prices: {results_json_str}") diff --git a/poetry.lock b/poetry.lock index 531b351..a5a0df5 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.8.2 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.7.1 and should not be changed by hand. 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