signal-engine / main.py
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"""
FastAPI Backend for Signal Engine
REST API with authentication, rate limiting, and all endpoints
"""
from fastapi import FastAPI, HTTPException, Depends, Header, Request
from fastapi.middleware.cors import CORSMiddleware
from fastapi.responses import JSONResponse
from pydantic import BaseModel, Field
from typing import List, Optional, Dict
from datetime import datetime, timedelta
import secrets
import hashlib
import hmac
import stripe
from database import get_session, Symbol, PredictionBatch, Prediction, LedgerEntry, Subscriber, ApiUsage
from signal_engine import SignalEngine
from config import settings
app = FastAPI(
title="Signal Engine API",
description="Gate.io crypto-perpetual signal engine with audit-grade ledger",
version="1.0.0"
)
# CORS middleware
app.add_middleware(
CORSMiddleware,
allow_origins=["*"], # Configure appropriately for production
allow_credentials=True,
allow_methods=["*"],
allow_headers=["*"],
)
# Initialize signal engine
signal_engine = SignalEngine()
# Pydantic models
class HealthResponse(BaseModel):
status: str
ledger_valid: bool
latest_batch: Optional[str]
total_predictions: int
class PredictionResponse(BaseModel):
symbol: str
target_hour: str
entry_price: float
direction: str
probability_up: float
confidence: float
suggested_position: float
class CurrentPredictionsResponse(BaseModel):
batch_id: str
target_hour: str
batch_hash: str
num_predictions: int
avg_confidence: float
predictions: List[PredictionResponse]
class MetricsResponse(BaseModel):
total_predictions: int
scored_predictions: int
overall_accuracy: float
avg_brier_score: float
avg_hypothetical_pnl_bps: float
class AccuracyResponse(BaseModel):
window_hours: int
accuracy: float
total_predictions: int
correct_predictions: int
class LeaderboardEntry(BaseModel):
symbol: str
hit_rate: float
total_predictions: int
avg_hypothetical_pnl_bps: float
class TrackRecordResponse(BaseModel):
ledger_head_hash: str
recent_entries: List[Dict]
total_scored_predictions: int
overall_accuracy: float
overall_hypothetical_pnl_bps: float
class WebhookEvent(BaseModel):
type: str
data: Dict
# Authentication
def verify_api_key(x_api_key: str = Header(...)) -> Subscriber:
"""Verify API key and return subscriber"""
session = get_session(settings.database_url)
# Hash the provided key for comparison
key_hash = hashlib.sha256(x_api_key.encode()).hexdigest()
subscriber = session.query(Subscriber).filter_by(
api_key_hash=key_hash,
active=True
).first()
if not subscriber:
session.close()
raise HTTPException(status_code=401, detail="Invalid API key")
# Check subscription expiry
if subscriber.expires_at and subscriber.expires_at < datetime.utcnow():
session.close()
raise HTTPException(status_code=403, detail="Subscription expired")
session.close()
return subscriber
def check_rate_limit(subscriber: Subscriber):
"""Check rate limit for subscriber"""
session = get_session(settings.database_url)
# Get rate limit based on tier
rate_limits = {
'free': settings.free_tier_rate_limit,
'pro': settings.pro_tier_rate_limit,
'enterprise': settings.enterprise_tier_rate_limit
}
limit = rate_limits.get(subscriber.tier, settings.free_tier_rate_limit)
# Count requests in last hour
one_hour_ago = datetime.utcnow() - timedelta(hours=1)
usage_count = session.query(ApiUsage).filter(
ApiUsage.subscriber_id == subscriber.id,
ApiUsage.timestamp >= one_hour_ago
).count()
session.close()
if usage_count >= limit:
raise HTTPException(status_code=429, detail="Rate limit exceeded")
def log_api_usage(subscriber: Subscriber, endpoint: str, status_code: int):
"""Log API usage for rate limiting"""
session = get_session(settings.database_url)
usage = ApiUsage(
subscriber_id=subscriber.id,
endpoint=endpoint,
status_code=status_code
)
session.add(usage)
session.commit()
session.close()
# Endpoints
@app.get("/health", response_model=HealthResponse)
async def health():
"""Health check endpoint"""
session = get_session(settings.database_url)
# Check ledger validity
ledger_entries = session.query(LedgerEntry).order_by(LedgerEntry.id).all()
ledger_valid = True
for i, entry in enumerate(ledger_entries):
if i > 0 and entry.prev_hash != ledger_entries[i-1].entry_hash:
ledger_valid = False
break
# Get latest batch
latest_batch = session.query(PredictionBatch).order_by(PredictionBatch.id.desc()).first()
# Count total predictions
total_predictions = session.query(Prediction).count()
session.close()
return HealthResponse(
status="healthy",
ledger_valid=ledger_valid,
latest_batch=latest_batch.batch_id if latest_batch else None,
total_predictions=total_predictions
)
@app.get("/v1/predictions/current", response_model=CurrentPredictionsResponse)
async def get_current_predictions(subscriber: Depends[verify_api_key)):
"""Get current prediction batch"""
check_rate_limit(subscriber)
session = get_session(settings.database_url)
# Get latest batch
batch = session.query(PredictionBatch).order_by(PredictionBatch.id.desc()).first()
if not batch:
session.close()
raise HTTPException(status_code=404, detail="No predictions available")
# Get predictions
predictions = session.query(Prediction).filter_by(batch_id=batch.batch_id).all()
session.close()
log_api_usage(subscriber, "/v1/predictions/current", 200)
return CurrentPredictionsResponse(
batch_id=batch.batch_id,
target_hour=batch.target_hour.isoformat(),
batch_hash=batch.batch_hash,
num_predictions=batch.num_predictions,
avg_confidence=batch.avg_confidence,
predictions=[
PredictionResponse(
symbol=p.symbol,
target_hour=p.target_hour.isoformat(),
entry_price=p.entry_price,
direction=p.direction,
probability_up=p.probability_up,
confidence=p.confidence,
suggested_position=p.suggested_position
)
for p in predictions
]
)
@app.get("/v1/predictions/history")
async def get_prediction_history(
subscriber: Depends(verify_api_key),
limit: int = 100,
offset: int = 0
):
"""Get historical predictions"""
check_rate_limit(subscriber)
session = get_session(settings.database_url)
batches = session.query(PredictionBatch).order_by(
PredictionBatch.target_hour.desc()
).limit(limit).offset(offset).all()
result = []
for batch in batches:
predictions = session.query(Prediction).filter_by(batch_id=batch.batch_id).all()
result.append({
'batch_id': batch.batch_id,
'target_hour': batch.target_hour.isoformat(),
'batch_hash': batch.batch_hash,
'num_predictions': batch.num_predictions,
'avg_confidence': batch.avg_confidence,
'accuracy': batch.accuracy,
'scored_at': batch.scored_at.isoformat() if batch.scored_at else None,
'predictions': [
{
'symbol': p.symbol,
'direction': p.direction,
'probability_up': p.probability_up,
'confidence': p.confidence,
'entry_price': p.entry_price,
'exit_price': p.exit_price,
'actual_return': p.actual_return,
'correct': p.correct
}
for p in predictions
]
})
session.close()
log_api_usage(subscriber, "/v1/predictions/history", 200)
return result
@app.get("/v1/metrics", response_model=MetricsResponse)
async def get_metrics(subscriber: Depends(verify_api_key)):
"""Get global metrics"""
check_rate_limit(subscriber)
session = get_session(settings.database_url)
total_predictions = session.query(Prediction).count()
scored_predictions = session.query(Prediction).filter(
Prediction.scored_at.isnot(None)
).count()
batches = session.query(PredictionBatch).filter(
PredictionBatch.scored_at.isnot(None)
).all()
if batches:
avg_accuracy = sum(b.accuracy or 0 for b in batches) / len(batches)
avg_brier = sum(b.brier_score or 0 for b in batches) / len(batches)
avg_pnl = sum(b.hypothetical_pnl_bps or 0 for b in batches) / len(batches)
else:
avg_accuracy = 0.0
avg_brier = 0.0
avg_pnl = 0.0
session.close()
log_api_usage(subscriber, "/v1/metrics", 200)
return MetricsResponse(
total_predictions=total_predictions,
scored_predictions=scored_predictions,
overall_accuracy=avg_accuracy,
avg_brier_score=avg_brier,
avg_hypothetical_pnl_bps=avg_pnl
)
@app.get("/v1/accuracy", response_model=AccuracyResponse)
async def get_accuracy(
subscriber: Depends(verify_api_key),
window_hours: int = 24
):
"""Get accuracy over rolling window"""
check_rate_limit(subscriber)
session = get_session(settings.database_url)
cutoff = datetime.utcnow() - timedelta(hours=window_hours)
predictions = session.query(Prediction).filter(
Prediction.scored_at >= cutoff,
Prediction.scored_at.isnot(None)
).all()
total = len(predictions)
correct = sum(1 for p in predictions if p.correct)
session.close()
log_api_usage(subscriber, "/v1/accuracy", 200)
return AccuracyResponse(
window_hours=window_hours,
accuracy=correct / total if total > 0 else 0.0,
total_predictions=total,
correct_predictions=correct
)
@app.get("/v1/leaderboard", response_model=List[LeaderboardEntry])
async def get_leaderboard(subscriber: Depends(verify_api_key)):
"""Get symbol leaderboard (pro tier only)"""
if subscriber.tier != 'pro' and subscriber.tier != 'enterprise':
raise HTTPException(status_code=403, detail="Pro tier required")
check_rate_limit(subscriber)
session = get_session(settings.database_url)
# Calculate per-symbol metrics
symbols = session.query(Prediction.symbol).distinct().all()
leaderboard = []
for (symbol,) in symbols:
predictions = session.query(Prediction).filter(
Prediction.symbol == symbol,
Prediction.scored_at.isnot(None)
).all()
if predictions:
hit_rate = sum(1 for p in predictions if p.correct) / len(predictions)
avg_pnl = sum(
(p.actual_return or 0) * abs(p.suggested_position) * 10000
for p in predictions
) / len(predictions)
leaderboard.append(LeaderboardEntry(
symbol=symbol,
hit_rate=hit_rate,
total_predictions=len(predictions),
avg_hypothetical_pnl_bps=avg_pnl - settings.maker_fee_bps
))
# Sort by hit rate
leaderboard.sort(key=lambda x: x.hit_rate, reverse=True)
session.close()
log_api_usage(subscriber, "/v1/leaderboard", 200)
return leaderboard[:20]
@app.get("/v1/track-record", response_model=TrackRecordResponse)
async def get_track_record(subscriber: Depends(verify_api_key)):
"""Get track record with ledger info"""
check_rate_limit(subscriber)
session = get_session(settings.database_url)
# Get ledger head
ledger_head = session.query(LedgerEntry).order_by(LedgerEntry.id.desc()).first()
# Get recent ledger entries
recent_entries = session.query(LedgerEntry).order_by(
LedgerEntry.id.desc()
).limit(10).all()
# Calculate overall metrics
scored_predictions = session.query(Prediction).filter(
Prediction.scored_at.isnot(None)
).all()
total_scored = len(scored_predictions)
overall_accuracy = sum(1 for p in scored_predictions if p.correct) / total_scored if total_scored > 0 else 0
overall_pnl = sum(
(p.actual_return or 0) * abs(p.suggested_position) * 10000
for p in scored_predictions
) / total_scored if total_scored > 0 else 0
session.close()
log_api_usage(subscriber, "/v1/track-record", 200)
return TrackRecordResponse(
ledger_head_hash=ledger_head.entry_hash if ledger_head else "",
recent_entries=[
{
'entry_hash': e.entry_hash,
'entry_type': e.entry_type,
'timestamp': e.timestamp.isoformat()
}
for e in recent_entries
],
total_scored_predictions=total_scored,
overall_accuracy=overall_accuracy,
overall_hypothetical_pnl_bps=overall_pnl - settings.maker_fee_bps
)
@app.post("/v1/stripe/webhook")
async def stripe_webhook(request: Request):
"""Handle Stripe webhooks"""
if not settings.stripe_webhook_secret:
# In development, accept without verification
payload = await request.body()
event_data = payload.decode('utf-8')
else:
# Production: verify signature
payload = await request.body()
sig_header = request.headers.get('stripe-signature')
if not sig_header:
raise HTTPException(status_code=400, detail="No signature header")
try:
event = stripe.Webhook.construct_event(
payload, sig_header, settings.stripe_webhook_secret
)
except ValueError:
raise HTTPException(status_code=400, detail="Invalid payload")
except stripe.error.SignatureVerificationError:
raise HTTPException(status_code=400, detail="Invalid signature")
event_data = event
# Process webhook
session = get_session(settings.database_url)
# Handle subscription events
if event_data['type'] in ['customer.subscription.created', 'customer.subscription.updated']:
customer_id = event_data['data']['object']['customer']
subscriber = session.query(Subscriber).filter_by(
stripe_customer_id=customer_id
).first()
if subscriber:
subscriber.active = True
# Set expiry based on subscription
session.commit()
elif event_data['type'] == 'customer.subscription.deleted':
customer_id = event_data['data']['object']['customer']
subscriber = session.query(Subscriber).filter_by(
stripe_customer_id=customer_id
).first()
if subscriber:
subscriber.active = False
session.commit()
session.close()
return {"status": "success"}
if __name__ == "__main__":
import uvicorn
uvicorn.run(app, host=settings.api_host, port=settings.api_port)