diff --git a/.github/workflows/docker-build.yml b/.github/workflows/docker-build.yml index ece3b769..496f2727 100644 --- a/.github/workflows/docker-build.yml +++ b/.github/workflows/docker-build.yml @@ -14,7 +14,7 @@ jobs: strategy: matrix: package: - [pragma-sdk, price-pusher, vrf-listener, checkpointer, merkle-maker] + [pragma-sdk, price-pusher, vrf-listener, checkpointer, merkle-maker, lmax-connector] runs-on: ubuntu-latest steps: - uses: actions/checkout@v4 diff --git a/.github/workflows/docker-test.yml b/.github/workflows/docker-test.yml index b019da51..9fb93d19 100644 --- a/.github/workflows/docker-test.yml +++ b/.github/workflows/docker-test.yml @@ -9,7 +9,7 @@ jobs: build_containers: strategy: matrix: - package: [pragma-sdk, price-pusher, vrf-listener, checkpointer] + package: [pragma-sdk, price-pusher, vrf-listener, checkpointer, lmax-connector] runs-on: ubuntu-latest permissions: checks: write diff --git a/.gitignore b/.gitignore index 3f2bb55d..1db1e5c2 100644 --- a/.gitignore +++ b/.gitignore @@ -72,3 +72,8 @@ devnet.pkl # Mac .DS_STORE + +# Lmax connector metadata +lmax-connector/log/ +lmax-connector/store/ +lmax-connector/config/fix_settings.cfg diff --git a/infra/lmax-connector/Dockerfile b/infra/lmax-connector/Dockerfile new file mode 100644 index 00000000..b285567e --- /dev/null +++ b/infra/lmax-connector/Dockerfile @@ -0,0 +1,43 @@ +FROM python:3.12-slim AS base + +ENV PYTHONUNBUFFERED=1 \ + PYTHONDONTWRITEBYTECODE=1 \ + PIP_NO_CACHE_DIR=off \ + PIP_DISABLE_PIP_VERSION_CHECK=on \ + PIP_DEFAULT_TIMEOUT=100 + +ENV PATH="/root/.local/bin:${PATH}" + +FROM base as builder + +RUN apt-get update && \ + apt-get install --no-install-recommends -y \ + gcc \ + g++ \ + libssl-dev \ + swig \ + libgmp3-dev \ + pkg-config \ + pipx \ + stunnel4 + +RUN apt-get update && apt-get install -y bash curl && curl -1sLf \ +'https://dl.cloudsmith.io/public/infisical/infisical-cli/setup.deb.sh' | bash \ +&& apt-get update && apt-get install -y infisical + +RUN pipx install uv +COPY pragma-sdk/ /opt/pragma-sdk/ +COPY lmax-connector/ /opt/lmax-connector/ +COPY lmax-connector/config/Fix44.xml /opt/lmax-connector/config/Fix44.xml +WORKDIR /opt/lmax-connector +RUN uv sync + +FROM base as final + +COPY --from=builder /usr/bin/infisical /usr/bin/infisical +COPY --from=builder /usr/bin/stunnel /usr/bin/stunnel +COPY --from=builder /usr/lib /usr/lib +COPY --from=builder /opt /opt +COPY infra/lmax-connector/entrypoint.sh /opt/lmax-connector/ +WORKDIR /opt/lmax-connector +ENTRYPOINT ["bash","/opt/lmax-connector/entrypoint.sh"] diff --git a/infra/lmax-connector/buildspec.yml b/infra/lmax-connector/buildspec.yml new file mode 100644 index 00000000..3b13a52f --- /dev/null +++ b/infra/lmax-connector/buildspec.yml @@ -0,0 +1,29 @@ +version: 0.2 +phases: + pre_build: + commands: + - echo Logging in to Amazon ECR... + - aws --version + - aws ecr get-login-password --region $ECR_REGION | docker login --username AWS --password-stdin $AWS_ACCOUNT_ID.dkr.ecr.$ECR_REGION.amazonaws.com + - REPOSITORY_URI=$AWS_ACCOUNT_ID.dkr.ecr.$ECR_REGION.amazonaws.com/$ECR_REPOSITORY_NAME + - COMMIT_HASH=$(echo $CODEBUILD_RESOLVED_SOURCE_VERSION | cut -c 1-7) + - IMAGE_TAG=${COMMIT_HASH:=latest} + build: + commands: + - echo Build started on `date` + - echo Building the Docker image... + - ls -ltr + - docker build -f infra/lmax-connector/Dockerfile -t $REPOSITORY_URI:latest . + - docker tag $REPOSITORY_URI:latest $REPOSITORY_URI:$IMAGE_TAG + post_build: + commands: + - echo Pushing the Docker images... + - docker push $REPOSITORY_URI:latest + - docker push $REPOSITORY_URI:$IMAGE_TAG + - echo Writing image definitions file... + - printf '[{"name":"%s","imageUri":"%s"}]' $ECS_CONTAINER_NAME $REPOSITORY_URI:$IMAGE_TAG > imagedefinitions.json +artifacts: + files: + - imagedefinitions.json + - infra/lmax-connector/config.yml + discard-paths: yes diff --git a/infra/lmax-connector/config.yml b/infra/lmax-connector/config.yml new file mode 100644 index 00000000..5dec4288 --- /dev/null +++ b/infra/lmax-connector/config.yml @@ -0,0 +1,9 @@ +path: "/" +container_port: 8080 +health_check_path: "/" +container_environment: + - region: "eu-west-3" + - prefix: "/conf/{{ SERVICE_NAME }}/{{ RUN_ENV }}" + - keys: + - INFISICAL_ENV + - INFISICAL_APP_PATH diff --git a/infra/lmax-connector/entrypoint.sh b/infra/lmax-connector/entrypoint.sh new file mode 100644 index 00000000..4faefd1e --- /dev/null +++ b/infra/lmax-connector/entrypoint.sh @@ -0,0 +1,15 @@ +#!/bin/bash + +set -euo pipefail + +export INFISICAL_TOKEN=$(infisical login --method=universal-auth --client-id=${INFISICAL_CLIENT_ID} --client-secret=${INFISICAL_CLIENT_SECRET} --silent --plain) +infisical export --projectId=${INFISICAL_PROJECT_ID} --env=${INFISICAL_ENV} --path=${INFISICAL_APP_PATH} > .env +source .env + +# Execute Stunnel +/usr/bin/stunnel stunnel.conf & + +sleep 5 + +# Execute LMAX Connector +exec /opt/lmax-connector/.venv/bin/python3.12 -m lmax_connector diff --git a/lmax-connector/.env.example b/lmax-connector/.env.example new file mode 100644 index 00000000..20fa7d8a --- /dev/null +++ b/lmax-connector/.env.example @@ -0,0 +1,13 @@ +# LMAX FIX Connection Settings +LMAX_SENDER_COMP_ID=your_sender_id +LMAX_TARGET_COMP_ID=LMXBLM +LMAX_HOST=fix-md.lmaxtrader.com +LMAX_PORT=443 +LMAX_PASSWORD=your_fix_password + +# Pragma API Settings +PRAGMA_API_KEY=your_api_key +PRAGMA_PUBLISHER_ID=your_publisher_id +PRAGMA_API_BASE_URL=https://api.dev.pragma.build +PRAGMA_ACCOUNT_PRIVATE_KEY=your_account_private_key +PRAGMA_ACCOUNT_CONTRACT_ADDRESS=your_account_contract_address diff --git a/lmax-connector/Dockerfile b/lmax-connector/Dockerfile new file mode 100644 index 00000000..4773d9c6 --- /dev/null +++ b/lmax-connector/Dockerfile @@ -0,0 +1,47 @@ +FROM python:3.12-slim AS base + +ENV PYTHONUNBUFFERED=1 \ + PYTHONDONTWRITEBYTECODE=1 \ + PIP_NO_CACHE_DIR=off \ + PIP_DISABLE_PIP_VERSION_CHECK=on \ + PIP_DEFAULT_TIMEOUT=100 + +ENV PATH="/root/.local/bin:${PATH}" + +FROM base AS builder + +RUN apt-get update && \ + apt-get install --no-install-recommends -y \ + gcc \ + g++ \ + libssl-dev \ + swig \ + libgmp3-dev \ + pkg-config \ + pipx \ + stunnel4 + +RUN pipx install uv +COPY pragma-sdk/ /opt/pragma-sdk/ +COPY lmax-connector/ /opt/lmax-connector/ +WORKDIR /opt/lmax-connector +RUN uv sync + +FROM base AS final +RUN apt-get update && \ + apt-get install --no-install-recommends -y stunnel4 && \ + rm -rf /var/lib/apt/lists/* + +COPY --from=builder /opt /opt +VOLUME /opt/lmax-connector/config/ + +WORKDIR /opt/lmax-connector + +# Create startup script +RUN echo '#!/bin/bash\n\ +exec /usr/bin/stunnel stunnel.conf &\n\ +sleep 2\n\ +exec /opt/lmax-connector/.venv/bin/python3.12 -m lmax_connector' > /start.sh && \ +chmod +x /start.sh + +ENTRYPOINT ["/start.sh"] diff --git a/lmax-connector/README.md b/lmax-connector/README.md new file mode 100644 index 00000000..773a71f0 --- /dev/null +++ b/lmax-connector/README.md @@ -0,0 +1,105 @@ +# LMAX Connector + +A service that connects to LMAX Exchange via FIX 4.4 protocol and pushes EUR/USD market data to Pragma. + +## Prerequisites + +- Python 3.11+ +- stunnel (for SSL/TLS connection to LMAX) +- LMAX Exchange account credentials +- uv for dependency management + +## Installation + +1. Install stunnel: + +```bash +# macOS +brew install stunnel + +# Ubuntu/Debian +apt-get install stunnel4 +``` + +2. Install the package: + +```bash +uv sync +``` + +## Configuration + +1. Copy `.env.example` to `.env` and fill in your credentials: + +```bash +cp .env.example .env +``` + +2. Configure stunnel by modifying `stunnel.conf`: + +```ini +; Stunnel configuration for LMAX FIX connection +debug = 7 +socket = l:TCP_NODELAY=1 +socket = r:TCP_NODELAY=1 +fips = no + +[Production-MarketData] +client = yes +accept = 127.0.0.1:40003 +connect = fix-md.lmaxtrader.com:443 +sslVersion = TLSv1.2 +verify = 0 +delay = no +TIMEOUTclose = 0 +``` + +## Running the Service + +1. Start stunnel: + +```bash +cd lmax-connector +stunnel stunnel.conf +``` + +2. Then, start the connector: + +```bash +python -m lmax_connector +``` + +The service will: + +1. Connect to LMAX via FIX 4.4 protocol +2. Subscribe to EUR/USD market data +3. Push prices to Pragma API + +## Environment Variables + +- `LMAX_SENDER_COMP_ID`: Your LMAX username +- `LMAX_TARGET_COMP_ID`: LMXBLM (for production) +- `LMAX_PASSWORD`: Your LMAX password +- `PRAGMA_API_KEY`: Your Pragma API key +- `PRAGMA_ACCOUNT_PRIVATE_KEY`: Your Pragma account private key +- `PRAGMA_ACCOUNT_CONTRACT_ADDRESS`: Your Pragma account contract address + +## Using Docker + +1. Build the Docker image: + +```bash +ddocker build -t lmax-connector:latest -f lmax-connector/Dockerfile . +``` + +2. Run the Docker container: + +```bash +docker run -v ./config:/opt/lmax-connector/config --env-file .env lmax-connector +``` + +## Troubleshooting + +1. If you see SSL/TLS connection errors, make sure stunnel is running and the configuration is correct. +2. If you see authentication errors, verify your LMAX credentials in the `.env` file. +3. Check the logs in `log/` directory for detailed error messages. diff --git a/lmax-connector/config/Fix44.xml b/lmax-connector/config/Fix44.xml new file mode 100644 index 00000000..7de5547c --- /dev/null +++ b/lmax-connector/config/Fix44.xml @@ -0,0 +1,199 @@ + + + +
+ + + + + + + + + + +
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/lmax-connector/lmax_connector/__init__.py b/lmax-connector/lmax_connector/__init__.py new file mode 100644 index 00000000..9b1bd65b --- /dev/null +++ b/lmax-connector/lmax_connector/__init__.py @@ -0,0 +1,3 @@ +"""LMAX FIX 4.4 connector for Pragma Oracle.""" + +__version__ = "0.1.0" diff --git a/lmax-connector/lmax_connector/__main__.py b/lmax-connector/lmax_connector/__main__.py new file mode 100644 index 00000000..51ecfcec --- /dev/null +++ b/lmax-connector/lmax_connector/__main__.py @@ -0,0 +1,5 @@ +from lmax_connector.main import main +import asyncio + +if __name__ == "__main__": + asyncio.run(main()) diff --git a/lmax-connector/lmax_connector/main.py b/lmax-connector/lmax_connector/main.py new file mode 100644 index 00000000..311697c8 --- /dev/null +++ b/lmax-connector/lmax_connector/main.py @@ -0,0 +1,390 @@ +import asyncio +import os +import signal +import time +import quickfix as fix +from dotenv import load_dotenv + +from pragma_sdk.offchain.client import PragmaAPIClient +from pragma_sdk.common.types.pair import Pair +from pragma_sdk.common.types.entry import SpotEntry +from pragma_sdk.common.logging import get_pragma_sdk_logger + +logger = get_pragma_sdk_logger() + + +class LmaxFixApplication(fix.Application): + def __init__(self): + super().__init__() + self.latest_market_data = {} + self.session_ready = asyncio.Event() + self.market_data_ready = {} + + def onCreate(self, sessionID): + logger.info("Session created: %s", sessionID) + + def onLogon(self, sessionID): + logger.info("Logged on: %s", sessionID) + self.session_ready.set() + + def onLogout(self, sessionID): + logger.info("Logged out: %s", sessionID) + self.session_ready.clear() + + def fromAdmin(self, message, sessionID): + """Log admin messages received from LMAX""" + try: + msgType = fix.MsgType() + message.getHeader().getField(msgType) + + logger.debug(f"Received admin message: {message.toString()}") + + if msgType.getValue() == fix.MsgType_Reject: + self._fromAdmin10(message) + elif msgType.getValue() == fix.MsgType_Logon: + logger.info("Received Logon message") + elif msgType.getValue() == fix.MsgType_Heartbeat: + logger.debug("Received Heartbeat") + except Exception as e: + logger.error( + f"Error processing admin message: {str(e)}, Message: {message.toString()}" + ) + + def _fromAdmin10(self, message): + refMsgType = fix.RefMsgType() + message.getField(refMsgType) + refSeqNum = fix.RefSeqNum() + message.getField(refSeqNum) + text = fix.Text() + message.getField(text) + logger.error( + f"Message Rejected - Type: {refMsgType.getValue()}, SeqNum: {refSeqNum.getValue()}, Text: {text.getValue()}" + ) + + def toAdmin(self, message, sessionID): + """Log admin messages sent to LMAX""" + try: + msgType = fix.MsgType() + message.getHeader().getField(msgType) + + if msgType.getValue() == fix.MsgType_Logon: + self._toAdmin_9(message) + else: + logger.debug(f"Sending admin message: {message.toString()}") + except Exception as e: + logger.error(f"Error preparing admin message: {str(e)}") + + def _toAdmin_9(self, message): + # Required fields for LMAX logon + message.setField(fix.EncryptMethod(0)) # No encryption + message.setField(fix.HeartBtInt(30)) + message.setField(fix.Username(self.username)) # Tag 553 + message.setField(fix.Password(self.password)) # Tag 554 + message.setField(fix.ResetSeqNumFlag(True)) # Tag 141 + logger.info(f"Sending Logon message: {message.toString()}") + + def onError(self, sessionID): + """Log FIX session errors""" + logger.error(f"FIX Session Error for {sessionID}") + + def fromApp(self, message, sessionID): + try: + msgType = fix.MsgType() + message.getHeader().getField(msgType) + + if msgType.getValue() == fix.MsgType_MarketDataSnapshotFullRefresh: + logger.debug("Received market data snapshot") + try: + self._handle_market_data(message) + except fix.FieldNotFound as e: + logger.error(f"Field not found in market data message: {str(e)}") + except Exception as e: + logger.error(f"Error handling market data: {str(e)}") + else: + logger.info( + f"Received application message - Type: {msgType.getValue()}, Content: {message.toString()}" + ) + except fix.FieldNotFound as e: + logger.error(f"Field not found in message header: {str(e)}") + except Exception as e: + logger.error(f"Error processing application message: {str(e)}") + + def toApp(self, message, sessionID): + """Log outgoing application messages""" + logger.info(f"Sending application message: {message.toString()}") + + def _handle_market_data(self, message): + security_id = fix.SecurityID() + message.getField(security_id) + security_id = security_id.getValue() + logger.debug(f"Processing market data for security ID {security_id}") + + bid = ask = None + noMDEntries = fix.NoMDEntries() + message.getField(noMDEntries) + + for i in range(noMDEntries.getValue()): + # NoMDEntries is 268, MDEntryType is 269 + group = fix.Group(268, 269) + message.getGroup(i + 1, group) + + mdEntryType = fix.MDEntryType() + group.getField(mdEntryType) + + mdEntryPx = fix.MDEntryPx() + group.getField(mdEntryPx) + + if mdEntryType.getValue() == fix.MDEntryType_BID: + bid = float(mdEntryPx.getValue()) + logger.debug(f"Got bid: {bid}") + elif mdEntryType.getValue() == fix.MDEntryType_OFFER: + ask = float(mdEntryPx.getValue()) + logger.debug(f"Got ask: {ask}") + + if bid is not None and ask is not None: + # Use EUR/USD as the symbol since we know that's what 4001 represents + symbol = "EUR/USD" + self.latest_market_data[symbol] = { + "bid": bid, + "ask": ask, + "timestamp": int(time.time()), + } + logger.info(f"Updated {symbol} price - Bid: {bid}, Ask: {ask}") + if symbol in self.market_data_ready: + self.market_data_ready[symbol].set() + + +class LmaxConnector: + def __init__(self, pragma_client: PragmaAPIClient): + self.pragma_client = pragma_client + self.running = True + + # Create required directories + os.makedirs("config", exist_ok=True) + os.makedirs("store", exist_ok=True) + os.makedirs("log", exist_ok=True) + + # Copy data dictionary + # dict_path = "config/FIX44.xml" + + # Write FIX settings to file + self.fix_config_path = "config/fix_settings.cfg" + fix_settings = f"""[DEFAULT] +ConnectionType=initiator +ReconnectInterval=60 +FileStorePath=store +FileLogPath=log +StartTime=00:00:00 +EndTime=00:00:00 +UseDataDictionary=Y +DataDictionary=config/FIX44.xml +ValidateUserDefinedFields=N +ValidateIncomingMessage=N +RefreshOnLogon=Y +SocketUseSSL=Y + +[SESSION] +BeginString=FIX.4.4 +SenderCompID={os.getenv('LMAX_SENDER_COMP_ID')} +TargetCompID={os.getenv('LMAX_TARGET_COMP_ID')} +SocketConnectHost=127.0.0.1 +SocketConnectPort=40003 +Password={os.getenv('LMAX_PASSWORD')} +ResetOnLogon=Y +HeartBtInt=30""" + + logger.info(f"Using FIX settings:\n{fix_settings}") + with open(self.fix_config_path, "w") as f: + f.write(fix_settings) + + self.application = LmaxFixApplication() + self.init_fix() + + def init_fix(self): + settings = fix.SessionSettings(self.fix_config_path) + store_factory = fix.FileStoreFactory(settings) + log_factory = fix.FileLogFactory(settings) + + # Initialize application with credentials + self.application.username = os.getenv("LMAX_SENDER_COMP_ID") + self.application.password = os.getenv("LMAX_PASSWORD") + + # Start initiator + try: + self.initiator = fix.SocketInitiator( + self.application, store_factory, settings, log_factory + ) + self.initiator.start() + logger.info("FIX initiator started successfully") + except Exception as e: + logger.error(f"Failed to start FIX initiator: {str(e)}") + raise + + async def subscribe_market_data(self, pair: Pair): + """Subscribe to market data for a specific pair""" + logger.info("Waiting for session to be ready...") + try: + # Wait for session with shorter timeout + ready = await asyncio.wait_for( + self.application.session_ready.wait(), timeout=2.0 + ) + if not ready: + raise Exception("Session not ready after timeout") + + # Get credentials + sender_comp_id = os.getenv("LMAX_SENDER_COMP_ID") + target_comp_id = os.getenv("LMAX_TARGET_COMP_ID") + + # Create market data request + message = fix.Message() + header = message.getHeader() + + # Set header fields in order + header.setField(fix.BeginString("FIX.4.4")) + header.setField(fix.MsgType(fix.MsgType_MarketDataRequest)) # 'V' + header.setField(fix.SenderCompID(sender_comp_id)) + header.setField(fix.TargetCompID(target_comp_id)) + + # Required fields for market data request in ascending tag order + message.setField(fix.MDReqID("1")) # Tag 262 + message.setField(fix.SubscriptionRequestType("1")) # Tag 263 + message.setField(fix.MarketDepth(1)) # Tag 264 + message.setField(fix.NoMDEntryTypes(2)) # Tag 267 + + # Add entry types group (267) + for entry_type in ["0", "1"]: # 0=Bid, 1=Offer + group = fix.Group(267, 269) + group.setField(fix.MDEntryType(entry_type)) # Tag 269 + message.addGroup(group) + + # Set NoRelatedSym count + message.setField(fix.NoRelatedSym(1)) # Tag 146 + + # Add instrument group + instrument_group = fix.Group(146, 48) # 146 = NoRelatedSym, 48 = SecurityID + instrument_group.setField( + fix.SecurityID("4001") + ) # Tag 48 - EUR/USD LMAX ID + instrument_group.setField( + fix.SecurityIDSource("8") + ) # Tag 22, "8" = Exchange Symbol + message.addGroup(instrument_group) + + logger.info(f"Sending market data request: {message.toString()}") + + # Create session ID for sending + session_id = fix.SessionID("FIX.4.4", sender_comp_id, target_comp_id) + if not fix.Session.sendToTarget(message, session_id): + raise Exception("Failed to send market data request") + logger.info("Market data request sent successfully") + + except asyncio.TimeoutError: + logger.error("Timeout waiting for session to be ready") + raise + except Exception as e: + logger.error(f"Failed to subscribe to market data: {str(e)}") + raise + + async def push_prices(self, pair: Pair): + symbol = f"{pair.base_currency.id}/{pair.quote_currency.id}" + logger.info(f"Starting price push loop for {symbol}") + while self.running: + try: + if market_data := self.application.latest_market_data.get(symbol): + bid, ask = market_data["bid"], market_data["ask"] + price = (bid + ask) / 2 + timestamp = market_data["timestamp"] + price_int = int(price * (10 ** pair.decimals())) + + entry = SpotEntry( + pair_id=pair.id, + price=price_int, + timestamp=timestamp, + source="LMAX", + publisher=os.getenv("PRAGMA_PUBLISHER_ID"), + volume=0, + ) + + await self.pragma_client.publish_entries([entry]) + logger.info(f"Pushed {pair} price {price} to Pragma") + else: + logger.debug(f"No market data available for {symbol}") + + await asyncio.sleep(1) # Adjust frequency as needed + except Exception as e: + logger.error(f"Error pushing price: {str(e)}") + await asyncio.sleep(5) # Back off on error + + def stop(self): + self.running = False + if hasattr(self, "initiator"): + self.initiator.stop() + # Clean up config file + if os.path.exists(self.fix_config_path): + os.remove(self.fix_config_path) + + +async def shutdown(sig, loop, connector): + logger.info(f"Received exit signal {sig.name}...") + connector.stop() + tasks = [t for t in asyncio.all_tasks() if t is not asyncio.current_task()] + [task.cancel() for task in tasks] + logger.info(f"Cancelling {len(tasks)} outstanding tasks") + try: + await asyncio.gather(*tasks, return_exceptions=True) + except asyncio.CancelledError: + pass + finally: + loop.call_soon_threadsafe(loop.stop) + + +async def main(): + logger.info("Starting LMAX Connector service...") + load_dotenv() + + # Initialize Pragma client + logger.info("Initializing Pragma client...") + pragma_client = PragmaAPIClient( + api_key=os.getenv("PRAGMA_API_KEY"), + api_base_url=os.getenv("PRAGMA_API_BASE_URL"), + account_private_key=os.getenv("PRAGMA_ACCOUNT_PRIVATE_KEY"), + account_contract_address=os.getenv("PRAGMA_ACCOUNT_CONTRACT_ADDRESS"), + ) + + # Create EUR/USD pair + pair = Pair.from_tickers("EUR", "USD") + logger.info(f"Configured to fetch {pair} from LMAX") + + # Initialize LMAX connector + logger.info("Initializing LMAX FIX connection...") + connector = LmaxConnector(pragma_client) + + # Handle graceful shutdown + loop = asyncio.get_event_loop() + signals = (signal.SIGHUP, signal.SIGTERM, signal.SIGINT) + for s in signals: + loop.add_signal_handler( + s, lambda s=s: asyncio.create_task(shutdown(s, loop, connector)) + ) + logger.info("Registered shutdown handlers") + + try: + # Subscribe to market data + logger.info("Subscribing to market data...") + await connector.subscribe_market_data(pair) + + # Start pushing prices + logger.info("Starting price push loop...") + await connector.push_prices(pair) + except asyncio.CancelledError: + logger.info("Service shutdown requested") + except Exception as e: + logger.error(f"Fatal error: {str(e)}") + raise + finally: + logger.info("Stopping connector...") + connector.stop() + + +if __name__ == "__main__": + asyncio.run(main()) diff --git a/lmax-connector/pyproject.toml b/lmax-connector/pyproject.toml new file mode 100644 index 00000000..3b9fb2e3 --- /dev/null +++ b/lmax-connector/pyproject.toml @@ -0,0 +1,91 @@ +[build-system] +requires = ["hatchling"] +build-backend = "hatchling.build" + +[project] +name = "lmax-connector" +authors = [ + {name = "Pragma Labs", email = "contact@pragma.build"} +] +description = "Service that connects to LMAX Exchange via FIX 4.4 and pushes EUR/USD prices to Pragma Oracle." +readme = "README.md" +classifiers = [ + "Programming Language :: Python :: 3", + "License :: OSI Approved :: MIT License", + "Operating System :: OS Independent", +] +requires-python = ">=3.11,<3.13" +dependencies = [ + "pragma-sdk", + "quickfix-py>=0.0.2", + "python-dotenv>=1.0.0", +] + +dynamic = ["version"] + +[project.urls] +homepage = "https://pragma.build" +repository = "https://github.com/Astraly-Labs/pragma-sdk" +documentation = "https://docs.pragma.build" + +[project.scripts] +lmax_connector = "lmax_connector.main:main" + +[tool.hatch.version] +path = "lmax_connector/__init__.py" + +[tool.uv.sources] +pragma_sdk = { path = "../pragma-sdk" } + +[tool.hatch.metadata] +allow-direct-references = true + +[dependency-groups] +dev = [ + "poethepoet>=0.26.1", + "ruff>=0.4", + "mypy>=1.10", + "coverage>=7.2.1", + "pytest>=7.2.2", + "pytest-asyncio>=0.21.1", + "pytest-mock>=3.6.1", + "pytest-xdist>=3.2.1", + "pytest-cov>=4.0.0", + "pytest-rerunfailures>=12.0", +] + +typing = [ + "mypy>=1.10", + "types-requests>=2.26.0", + "types-deprecated>=1.2.9", +] + +extra = [ + { include-group = "dev" }, + { include-group = "typing" }, +] + +[tool.poe.tasks] +format = "ruff format ." +format_check = "ruff format . --check" +lint = "ruff check ." +typecheck = "mypy lmax_connector" +test = "coverage run -m pytest -v tests/ -s" + +[tool.mypy] +python_version = "3.12" +namespace_packages = true +explicit_package_bases = true +show_error_codes = true +warn_return_any = true +ignore_missing_imports = true +exclude = ["tests"] +mypy_path = ["../pragma-sdk"] +enable_error_code = ["ignore-without-code", "redundant-expr", "truthy-bool"] + +[tool.coverage.run] +source = ["lmax_connector"] + +[tool.coverage.report] +omit = ["*_test.py", "tests/*"] +skip_empty = true diff --git a/lmax-connector/stunnel.conf b/lmax-connector/stunnel.conf new file mode 100644 index 00000000..fa30ad41 --- /dev/null +++ b/lmax-connector/stunnel.conf @@ -0,0 +1,14 @@ +; Stunnel configuration for LMAX FIX connection +debug = 7 +socket = l:TCP_NODELAY=1 +socket = r:TCP_NODELAY=1 +fips = no + +[Production-MarketData] +client = yes +accept = 127.0.0.1:40003 +connect = fix-md.lmaxtrader.com:443 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a/price-pusher/price_pusher/price_types.py +++ b/price-pusher/price_pusher/price_types.py @@ -15,4 +15,4 @@ ] LatestOraclePairPrices = Dict[PairId, Dict[DataTypes, Entry]] Target = Literal["onchain", "offchain"] -Network = Literal["mainnet", "sepolia", "pragma_devnet"] \ No newline at end of file +Network = Literal["mainnet", "sepolia", "pragma_devnet"] diff --git a/price-pusher/price_pusher/utils.py b/price-pusher/price_pusher/utils.py index 8b743295..b3eb5ac7 100644 --- a/price-pusher/price_pusher/utils.py +++ b/price-pusher/price_pusher/utils.py @@ -2,7 +2,8 @@ from pragma_sdk.offchain.client import PragmaAPIError -T = TypeVar('T') +T = TypeVar("T") + def exclude_none_and_exceptions( to_filter: List[Optional[Union[T, BaseException, Exception, PragmaAPIError]]],