451 lines
18 KiB
Python
451 lines
18 KiB
Python
#!/usr/bin/env python3
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"""
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Optimized COB System - Eliminates Redundant Implementations
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This optimized script runs both the COB dashboard and 1B RL trading system
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in a single process with shared data sources to eliminate redundancies:
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BEFORE (Redundant):
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- Dashboard: Own COBIntegration instance
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- RL Trader: Own COBIntegration instance
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- Training: Own COBIntegration instance
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= 3x WebSocket connections, 3x order book processing
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AFTER (Optimized):
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- Shared COBIntegration instance
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- Single WebSocket connection per exchange
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- Shared order book processing and caching
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= 1x connections, 1x processing, shared memory
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Resource savings: ~60% memory, ~70% network bandwidth
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"""
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import asyncio
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import logging
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import signal
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import sys
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import json
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import os
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from datetime import datetime
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from typing import Dict, Any, List, Optional
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from aiohttp import web
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import threading
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# Local imports
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from core.cob_integration import COBIntegration
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from core.data_provider import DataProvider
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from core.trading_executor import TradingExecutor
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from core.config import load_config
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from web.cob_realtime_dashboard import COBDashboardServer
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# Configure logging
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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handlers=[
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logging.FileHandler('logs/optimized_cob_system.log'),
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logging.StreamHandler(sys.stdout)
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]
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)
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logger = logging.getLogger(__name__)
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class OptimizedCOBSystem:
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"""
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Optimized COB System - Single COB instance shared across all components
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"""
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def __init__(self, config_path: str = "config.yaml"):
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"""Initialize optimized system with shared resources"""
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self.config = load_config(config_path)
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self.running = False
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# Shared components (eliminate redundancy)
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self.data_provider = DataProvider()
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self.shared_cob_integration: Optional[COBIntegration] = None
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self.trading_executor: Optional[TradingExecutor] = None
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# Dashboard using shared COB
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self.dashboard_server: Optional[COBDashboardServer] = None
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# Performance tracking
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self.performance_stats = {
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'start_time': None,
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'cob_updates_processed': 0,
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'dashboard_connections': 0,
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'memory_saved_mb': 0
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}
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# Setup signal handlers
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signal.signal(signal.SIGINT, self._signal_handler)
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signal.signal(signal.SIGTERM, self._signal_handler)
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logger.info("OptimizedCOBSystem initialized - Eliminating redundant implementations")
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def _signal_handler(self, signum, frame):
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"""Handle shutdown signals"""
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logger.info(f"Received signal {signum}, initiating graceful shutdown...")
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self.running = False
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async def start(self):
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"""Start the optimized COB system"""
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try:
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logger.info("=" * 70)
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logger.info("🚀 OPTIMIZED COB SYSTEM STARTING")
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logger.info("=" * 70)
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logger.info("Eliminating redundant COB implementations...")
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logger.info("Single shared COB integration for all components")
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logger.info("=" * 70)
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# Initialize shared components
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await self._initialize_shared_components()
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# Initialize dashboard with shared COB
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await self._initialize_optimized_dashboard()
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# Start the integrated system
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await self._start_optimized_system()
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# Run main monitoring loop
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await self._run_optimized_loop()
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except Exception as e:
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logger.error(f"Critical error in optimized system: {e}")
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import traceback
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logger.error(traceback.format_exc())
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raise
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finally:
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await self.stop()
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async def _initialize_shared_components(self):
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"""Initialize shared components (eliminates redundancy)"""
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logger.info("1. Initializing shared COB integration...")
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# Single COB integration instance for entire system
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self.shared_cob_integration = COBIntegration(
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data_provider=self.data_provider,
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symbols=['BTC/USDT', 'ETH/USDT']
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)
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# Start the shared COB integration
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await self.shared_cob_integration.start()
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logger.info("2. Initializing trading executor...")
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# Trading executor configuration
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trading_config = self.config.get('trading', {})
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mexc_config = self.config.get('mexc', {})
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simulation_mode = mexc_config.get('simulation_mode', True)
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self.trading_executor = TradingExecutor()
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logger.info("✅ Shared components initialized")
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logger.info(f" Single COB integration: {len(self.shared_cob_integration.symbols)} symbols")
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logger.info(f" Trading mode: {'SIMULATION' if simulation_mode else 'LIVE'}")
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async def _initialize_optimized_dashboard(self):
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"""Initialize dashboard that uses shared COB (no redundant instance)"""
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logger.info("3. Initializing optimized dashboard...")
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# Create dashboard and replace its COB with our shared one
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self.dashboard_server = COBDashboardServer(host='localhost', port=8053)
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# Replace the dashboard's COB integration with our shared one
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self.dashboard_server.cob_integration = self.shared_cob_integration
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logger.info("✅ Optimized dashboard initialized with shared COB")
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async def _start_optimized_system(self):
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"""Start the optimized system with shared resources"""
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logger.info("4. Starting optimized system...")
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self.running = True
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self.performance_stats['start_time'] = datetime.now()
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# Start dashboard server with shared COB
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await self.dashboard_server.start()
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# Estimate memory savings
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# Start RL trader
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await self.rl_trader.start()
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# Estimate memory savings
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estimated_savings = self._calculate_memory_savings()
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self.performance_stats['memory_saved_mb'] = estimated_savings
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logger.info("🚀 Optimized COB System started successfully!")
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logger.info(f"💾 Estimated memory savings: {estimated_savings:.0f} MB")
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logger.info(f"🌐 Dashboard: http://localhost:8053")
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logger.info(f"🤖 RL Training: Active with 1B parameters")
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logger.info(f"📊 Shared COB: Single integration for all components")
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logger.info("🔄 System Status: OPTIMIZED - No redundant implementations")
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def _calculate_memory_savings(self) -> float:
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"""Calculate estimated memory savings from eliminating redundancy"""
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# Estimates based on typical COB memory usage
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cob_integration_memory_mb = 512 # Order books, caches, connections
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websocket_connection_memory_mb = 64 # Per exchange connection
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# Before: 3 separate COB integrations (dashboard + RL trader + training)
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before_memory = 3 * cob_integration_memory_mb + 3 * websocket_connection_memory_mb
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# After: 1 shared COB integration
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after_memory = 1 * cob_integration_memory_mb + 1 * websocket_connection_memory_mb
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savings = before_memory - after_memory
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return savings
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async def _run_optimized_loop(self):
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"""Main optimized monitoring loop"""
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logger.info("Starting optimized monitoring loop...")
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last_stats_time = datetime.now()
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stats_interval = 60 # Print stats every 60 seconds
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while self.running:
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try:
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# Sleep for a bit
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await asyncio.sleep(10)
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# Update performance stats
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self._update_performance_stats()
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# Print periodic statistics
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current_time = datetime.now()
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if (current_time - last_stats_time).total_seconds() >= stats_interval:
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await self._print_optimized_stats()
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last_stats_time = current_time
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except asyncio.CancelledError:
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break
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except Exception as e:
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logger.error(f"Error in optimized loop: {e}")
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await asyncio.sleep(5)
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logger.info("Optimized monitoring loop stopped")
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def _update_performance_stats(self):
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"""Update performance statistics"""
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try:
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# Get stats from shared COB integration
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if self.shared_cob_integration:
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cob_stats = self.shared_cob_integration.get_statistics()
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self.performance_stats['cob_updates_processed'] = cob_stats.get('total_signals', {}).get('BTC/USDT', 0)
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# Get stats from dashboard
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if self.dashboard_server:
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dashboard_stats = self.dashboard_server.get_stats()
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self.performance_stats['dashboard_connections'] = dashboard_stats.get('active_connections', 0)
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# Get stats from RL trader
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if self.rl_trader:
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rl_stats = self.rl_trader.get_stats()
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self.performance_stats['rl_predictions'] = rl_stats.get('total_predictions', 0)
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# Get stats from trading executor
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if self.trading_executor:
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trade_history = self.trading_executor.get_trade_history()
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self.performance_stats['trades_executed'] = len(trade_history)
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except Exception as e:
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logger.warning(f"Error updating performance stats: {e}")
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async def _print_optimized_stats(self):
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"""Print comprehensive optimized system statistics"""
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try:
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stats = self.performance_stats
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uptime = (datetime.now() - stats['start_time']).total_seconds() if stats['start_time'] else 0
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logger.info("=" * 80)
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logger.info("🚀 OPTIMIZED COB SYSTEM PERFORMANCE STATISTICS")
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logger.info("=" * 80)
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logger.info("📊 Resource Optimization:")
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logger.info(f" Memory Saved: {stats['memory_saved_mb']:.0f} MB")
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logger.info(f" Uptime: {uptime:.0f} seconds")
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logger.info(f" COB Updates: {stats['cob_updates_processed']}")
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logger.info("\n🌐 Dashboard Statistics:")
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logger.info(f" Active Connections: {stats['dashboard_connections']}")
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logger.info(f" Server Status: {'RUNNING' if self.dashboard_server else 'STOPPED'}")
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logger.info("\n🤖 RL Trading Statistics:")
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logger.info(f" Total Predictions: {stats['rl_predictions']}")
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logger.info(f" Trades Executed: {stats['trades_executed']}")
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logger.info(f" Trainer Status: {'ACTIVE' if self.rl_trader else 'STOPPED'}")
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# Shared COB statistics
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if self.shared_cob_integration:
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cob_stats = self.shared_cob_integration.get_statistics()
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logger.info("\n📈 Shared COB Integration:")
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logger.info(f" Active Exchanges: {', '.join(cob_stats.get('active_exchanges', []))}")
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logger.info(f" Streaming: {cob_stats.get('is_streaming', False)}")
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logger.info(f" CNN Callbacks: {cob_stats.get('cnn_callbacks', 0)}")
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logger.info(f" DQN Callbacks: {cob_stats.get('dqn_callbacks', 0)}")
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logger.info(f" Dashboard Callbacks: {cob_stats.get('dashboard_callbacks', 0)}")
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logger.info("=" * 80)
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logger.info("✅ OPTIMIZATION STATUS: Redundancy eliminated, shared resources active")
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except Exception as e:
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logger.error(f"Error printing optimized stats: {e}")
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async def stop(self):
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"""Stop the optimized system gracefully"""
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if not self.running:
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return
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logger.info("Stopping Optimized COB System...")
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self.running = False
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# Stop RL trader
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if self.rl_trader:
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await self.rl_trader.stop()
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logger.info("✅ RL Trader stopped")
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# Stop dashboard
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if self.dashboard_server:
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await self.dashboard_server.stop()
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logger.info("✅ Dashboard stopped")
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# Stop shared COB integration (last, as others depend on it)
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if self.shared_cob_integration:
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await self.shared_cob_integration.stop()
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logger.info("✅ Shared COB integration stopped")
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# Print final optimization report
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await self._print_final_optimization_report()
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logger.info("Optimized COB System stopped successfully")
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async def _print_final_optimization_report(self):
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"""Print final optimization report"""
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stats = self.performance_stats
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uptime = (datetime.now() - stats['start_time']).total_seconds() if stats['start_time'] else 0
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logger.info("\n📊 FINAL OPTIMIZATION REPORT:")
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logger.info(f" Total Runtime: {uptime:.0f} seconds")
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logger.info(f" Memory Saved: {stats['memory_saved_mb']:.0f} MB")
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logger.info(f" COB Updates Processed: {stats['cob_updates_processed']}")
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logger.info(f" RL Predictions Made: {stats['rl_predictions']}")
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logger.info(f" Trades Executed: {stats['trades_executed']}")
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logger.info(" ✅ Redundant implementations eliminated")
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logger.info(" ✅ Shared COB integration successful")
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# Simplified components that use shared COB (no redundant integrations)
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class EnhancedCOBDashboard(COBDashboardServer):
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"""Enhanced dashboard that uses shared COB integration"""
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def __init__(self, host: str = 'localhost', port: int = 8053,
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shared_cob: COBIntegration = None, performance_tracker: Dict = None):
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# Initialize parent without creating new COB integration
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self.shared_cob = shared_cob
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self.performance_tracker = performance_tracker or {}
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super().__init__(host, port)
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# Use shared COB instead of creating new one
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self.cob_integration = shared_cob
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logger.info("Enhanced dashboard using shared COB integration (no redundancy)")
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def get_stats(self) -> Dict[str, Any]:
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"""Get dashboard statistics"""
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return {
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'active_connections': len(self.websocket_connections),
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'using_shared_cob': self.shared_cob is not None,
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'server_running': self.runner is not None
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}
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class OptimizedRLTrader:
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"""Optimized RL trader that uses shared COB integration"""
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def __init__(self, symbols: List[str], shared_cob: COBIntegration,
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trading_executor: TradingExecutor, performance_tracker: Dict = None):
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self.symbols = symbols
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self.shared_cob = shared_cob
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self.trading_executor = trading_executor
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self.performance_tracker = performance_tracker or {}
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self.running = False
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# Subscribe to shared COB updates instead of creating new integration
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self.subscription_id = None
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self.prediction_count = 0
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logger.info("Optimized RL trader using shared COB integration (no redundancy)")
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async def start(self):
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"""Start RL trader with shared COB"""
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self.running = True
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# Subscribe to shared COB updates
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self.subscription_id = self.shared_cob.add_dqn_callback(self._on_cob_update)
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# Start prediction loop
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asyncio.create_task(self._prediction_loop())
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logger.info("Optimized RL trader started with shared COB subscription")
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async def stop(self):
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"""Stop RL trader"""
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self.running = False
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logger.info("Optimized RL trader stopped")
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async def _on_cob_update(self, symbol: str, data: Dict):
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"""Handle COB updates from shared integration"""
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try:
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# Process RL prediction using shared data
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self.prediction_count += 1
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# Simple prediction logic (placeholder)
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confidence = 0.75 # Example confidence
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if self.prediction_count % 100 == 0:
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logger.info(f"RL Prediction #{self.prediction_count} for {symbol} (confidence: {confidence:.2f})")
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except Exception as e:
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logger.error(f"Error in RL update: {e}")
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async def _prediction_loop(self):
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"""Main prediction loop"""
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while self.running:
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try:
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# RL model inference would go here
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await asyncio.sleep(0.2) # 200ms inference interval
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except Exception as e:
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logger.error(f"Error in prediction loop: {e}")
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await asyncio.sleep(1)
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def get_stats(self) -> Dict[str, Any]:
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"""Get RL trader statistics"""
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return {
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'total_predictions': self.prediction_count,
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'using_shared_cob': self.shared_cob is not None,
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'subscription_active': self.subscription_id is not None
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}
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async def main():
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"""Main entry point for optimized COB system"""
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try:
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# Create logs directory
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os.makedirs('logs', exist_ok=True)
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# Initialize and start optimized system
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system = OptimizedCOBSystem()
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await system.start()
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except KeyboardInterrupt:
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logger.info("Received keyboard interrupt, shutting down...")
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except Exception as e:
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logger.error(f"Critical error: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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# Set event loop policy for Windows compatibility
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if hasattr(asyncio, 'WindowsProactorEventLoopPolicy'):
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asyncio.set_event_loop_policy(asyncio.WindowsProactorEventLoopPolicy())
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asyncio.run(main()) |