Hardening round 2: healthcheck, audit anchor, return_4h, exec config, signals
Sei interventi MEDIA priorità sul sistema. 323 test pass, mypy strict
pulito, ruff clean.
1. Docker HEALTHCHECK + cerbero-bite healthcheck:
- nuovo subcommand che esce 0 se kill_switch=0 e last_health_check
entro --max-staleness-s (default 600s);
- HEALTHCHECK direttiva nel Dockerfile (60s interval, 5s timeout,
start_period 120s, retries 3);
- healthcheck definition nel docker-compose.yml.
2. Audit hash chain anti-truncation:
- migration 0002: nuova colonna system_state.last_audit_hash;
- AuditLog accetta callback on_append, dependencies.py la wire al
repository.set_last_audit_hash;
- Orchestrator.boot verifica che il tail file matcha l'anchor
persistito; mismatch → kill switch CRITICAL.
3. return_4h bootstrap da deribit get_historical:
- quando dvol_history è vuoto _fetch_return_4h cade su
deribit.historical_close (1h candle 4h fa);
- alert LOW se anche il fallback fallisce.
4. execution.environment + execution.eur_to_usd in strategy.yaml:
- ExecutionConfig promosso a typed schema con i due campi
consumati al boot;
- CLI start preferisce i valori da config; CLI flag overridano
solo quando differenti dai default.
5. Cycle correlation ID:
- structlog.contextvars.bind_contextvars in run_entry/run_monitor/
run_health propaga cycle_id e cycle nei log strutturati.
6. SIGTERM/SIGINT clean shutdown:
- run_forever installa loop.add_signal_handler per SIGTERM e
SIGINT; il segnale set()ta un asyncio.Event che termina il
blocco principale, scheduler.shutdown e ctx.aclose finalizzano.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
@@ -154,13 +154,19 @@ def _option_type_from_name(name: str) -> PutOrCall:
|
||||
|
||||
|
||||
async def _fetch_return_4h(ctx: RuntimeContext, *, now: datetime) -> Decimal:
|
||||
"""Compute ETH 4h return from the locally stored dvol_history snapshots.
|
||||
"""Compute ETH 4h return.
|
||||
|
||||
The orchestrator records a snapshot at the start of every monitor
|
||||
cycle (see :func:`run_monitor_cycle`); this helper reads the most
|
||||
recent snapshot at least 3.5h old and computes ``(now / past) - 1``.
|
||||
Returns 0 if no historical sample is available — in that branch the
|
||||
orchestrator emits a LOW alert about insufficient history.
|
||||
Resolution order:
|
||||
|
||||
1. local ``dvol_history`` snapshot at least 3h30 old (recorded by
|
||||
previous monitor cycles);
|
||||
2. Deribit ``get_historical`` 1h candles 4h ago — bootstrap when
|
||||
SQLite has no recent sample (first cycle after a fresh
|
||||
container, or after long downtime).
|
||||
|
||||
Returns ``0`` only when both sources fail; in that case the
|
||||
monitor cycle emits a LOW alert and exit_decision falls back to
|
||||
HOLD on the adverse-move trigger.
|
||||
"""
|
||||
cutoff = now - timedelta(hours=3, minutes=30)
|
||||
floor = now - timedelta(hours=8)
|
||||
@@ -174,13 +180,30 @@ async def _fetch_return_4h(ctx: RuntimeContext, *, now: datetime) -> Decimal:
|
||||
).fetchone()
|
||||
finally:
|
||||
conn.close()
|
||||
if row is None:
|
||||
return Decimal("0")
|
||||
past_spot = Decimal(str(row[1]))
|
||||
if past_spot == 0:
|
||||
if row is not None:
|
||||
past_spot = Decimal(str(row[1]))
|
||||
if past_spot != 0:
|
||||
spot_now = await ctx.deribit.index_price_eth()
|
||||
return spot_now / past_spot - Decimal("1")
|
||||
|
||||
# Fallback: ask Deribit for the 4h candle close.
|
||||
try:
|
||||
past_close = await ctx.deribit.historical_close(
|
||||
instrument="ETH-PERPETUAL",
|
||||
start=now - timedelta(hours=5),
|
||||
end=now - timedelta(hours=3, minutes=30),
|
||||
resolution="1h",
|
||||
)
|
||||
except Exception: # pragma: no cover — defensive, surface as LOW alert
|
||||
past_close = None
|
||||
if past_close is None or past_close == 0:
|
||||
await ctx.alert_manager.low(
|
||||
source="monitor_cycle",
|
||||
message="no return_4h sample available (history empty + bootstrap failed)",
|
||||
)
|
||||
return Decimal("0")
|
||||
spot_now = await ctx.deribit.index_price_eth()
|
||||
return spot_now / past_spot - Decimal("1")
|
||||
return spot_now / past_close - Decimal("1")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
Reference in New Issue
Block a user