trading/shared/redis_streams.py
Viktor Barzin 5fce576e33
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fix(redis-streams): survive blocking-read timeout on idle streams
redis-py raises redis.exceptions.TimeoutError when a blocking XREADGROUP
returns no data within block_ms. On idle streams (US market closed → no
market:bars / signals:generated / trades:executed) every blocking read
times out; the unhandled exception tore down each worker's asyncio.TaskGroup
and exited the process, putting signal-generator, trade-executor and
learning-engine into CrashLoopBackOff. Catch it and keep polling.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-29 05:49:15 +00:00

77 lines
2.8 KiB
Python

"""Thin wrappers around redis-py Streams for publish/consume with JSON serialization."""
import json
import logging
from typing import AsyncIterator
from redis.asyncio import Redis
from redis.exceptions import TimeoutError as RedisTimeoutError
logger = logging.getLogger(__name__)
class StreamPublisher:
"""Publishes JSON-encoded messages to a Redis Stream."""
def __init__(self, redis: Redis, stream: str) -> None:
self.redis = redis
self.stream = stream
async def publish(self, data: dict) -> str:
"""Serialize *data* as JSON and append to the stream via XADD.
Returns the message ID assigned by Redis.
"""
msg_id = await self.redis.xadd(self.stream, {"data": json.dumps(data)})
logger.debug("Published to %s: %s", self.stream, msg_id)
return msg_id
class StreamConsumer:
"""Consumes JSON-encoded messages from a Redis Stream using consumer groups."""
def __init__(self, redis: Redis, stream: str, group: str, consumer: str) -> None:
self.redis = redis
self.stream = stream
self.group = group
self.consumer = consumer
async def ensure_group(self) -> None:
"""Create the consumer group if it does not already exist."""
try:
await self.redis.xgroup_create(self.stream, self.group, id="0", mkstream=True)
logger.info("Created consumer group %s on %s", self.group, self.stream)
except Exception as exc:
# BUSYGROUP means group already exists — expected on subsequent starts.
if "BUSYGROUP" in str(exc):
logger.debug("Consumer group %s already exists on %s", self.group, self.stream)
else:
raise
async def consume(
self, batch_size: int = 10, block_ms: int = 5000
) -> AsyncIterator[tuple[str, dict]]:
"""Yield ``(msg_id, data)`` tuples from the stream.
Messages are acknowledged immediately after yielding so they
won't be redelivered to this consumer.
"""
await self.ensure_group()
while True:
try:
messages = await self.redis.xreadgroup(
self.group,
self.consumer,
{self.stream: ">"},
count=batch_size,
block=block_ms,
)
except RedisTimeoutError:
# redis-py raises this when a blocking read returns no data
# within block_ms (idle stream). Expected — keep polling.
continue
for _stream_name, entries in messages:
for msg_id, fields in entries:
data = json.loads(fields[b"data"])
yield msg_id, data
await self.redis.xack(self.stream, self.group, msg_id)