73. Strategy Scheduler System Design¶

Overview¶

The Strategy Scheduler represents a critical core management module in professional quantitative trading systems, enabling unified management of all strategy runners. This system transforms the trading platform into a multi-strategy management factory, providing enterprise-grade strategy orchestration capabilities.

🎯 Core Capabilities¶

System Architecture¶

Microservice Design¶

New Microservice: strategy-scheduler

services/strategy-scheduler/
├── src/
│   ├── main.py                 # FastAPI application entry point
│   ├── scheduler/
│   │   ├── strategy_manager.py # Strategy container lifecycle management
│   │   ├── cron_scheduler.py   # Scheduled task management
│   │   └── health_monitor.py   # Strategy health checking
│   ├── models/
│   │   ├── strategy_model.py   # Strategy configuration models
│   │   └── schedule_model.py   # Schedule configuration models
│   ├── routes/
│   │   ├── scheduler_api.py    # REST API endpoints
│   │   └── health_api.py       # Health check endpoints
│   ├── config.py               # Configuration management
│   └── requirements.txt        # Python dependencies
├── Dockerfile                  # Container definition
└── docker-compose.yml          # Local development setup

Technology Stack¶

Core Modules Design¶

Strategy Manager Module¶

Purpose: Manages strategy runner container lifecycle using Docker/Kubernetes APIs

Key Functions: - Container Lifecycle: Start, stop, restart strategy containers - Status Monitoring: Real-time container status tracking - Resource Management: CPU, memory allocation and monitoring - Configuration Management: Strategy parameter injection

Design Principles: - ✅ Container Isolation: Each strategy runs in isolated containers - ✅ Resource Limits: Configurable CPU/memory limits per strategy - ✅ Graceful Shutdown: Proper cleanup and state preservation - ✅ Error Recovery: Automatic restart on container failures

Cron Scheduler Module¶

Purpose: Manages scheduled strategy operations using APScheduler

Key Functions: - Trading Schedule Management: Market open/close automation - Flexible Scheduling: Cron expressions for complex schedules - Timezone Support: Multi-timezone trading schedule support - Schedule Persistence: Persistent schedule storage

Common Scheduling Patterns: - Daily Trading: 9:30 AM start, 4:00 PM stop (US markets) - Pre-Market: 4:00 AM start, 9:30 AM stop - After-Hours: 4:00 PM start, 8:00 PM stop - Weekend Maintenance: Friday 5:00 PM shutdown, Monday 4:00 AM startup

Health Monitor Module¶

Purpose: Continuous monitoring of strategy health and automatic recovery

Monitoring Dimensions: - Container Health: Docker container status monitoring - Strategy Performance: CPU, memory, network usage - Trading Activity: Order flow and execution monitoring - Data Connectivity: Market data feed status

Recovery Mechanisms: - Automatic Restart: Failed strategy container restart - Escalation Alerts: Notification of persistent failures - Graceful Degradation: Partial system operation during failures - Health Reporting: Real-time health status dashboard

API Interface Design¶

REST API Endpoints¶

Strategy Lifecycle Management:

POST   /api/v1/strategy/{strategy_id}/start     # Start strategy immediately
POST   /api/v1/strategy/{strategy_id}/stop      # Stop strategy immediately
POST   /api/v1/strategy/{strategy_id}/restart   # Restart strategy
GET    /api/v1/strategy/{strategy_id}/status    # Get strategy status

Schedule Management:

POST   /api/v1/strategy/{strategy_id}/schedule/start  # Schedule strategy start
POST   /api/v1/strategy/{strategy_id}/schedule/stop   # Schedule strategy stop
GET    /api/v1/strategy/{strategy_id}/schedule        # Get current schedule
DELETE /api/v1/strategy/{strategy_id}/schedule        # Remove schedule

Batch Operations:

POST   /api/v1/strategies/start-all              # Start all strategies
POST   /api/v1/strategies/stop-all               # Stop all strategies
GET    /api/v1/strategies/status                 # Get all strategy statuses

Health Monitoring:

GET    /api/v1/health/strategies                 # Overall system health
GET    /api/v1/health/strategy/{strategy_id}     # Individual strategy health
GET    /api/v1/health/containers                 # Container health status

Message Flow Architecture¶

Frontend Control Interface
    ↓
Strategy Scheduler API
    ↓
Strategy Manager (Docker/K8s API)
    ↓
Strategy Runner Container
    ↓
NATS Message Bus
    ↓
Trading System Components

Frontend Integration¶

Strategy Management Dashboard¶

Enhanced Strategy View Components: - Real-time Status Display: Live strategy status indicators - Control Buttons: Start, stop, restart, pause operations - Schedule Configuration: Visual schedule builder interface - Health Monitoring: Real-time health status visualization - Resource Usage: CPU, memory, network usage charts

User Interface Features: - One-Click Operations: Single-click strategy control - Batch Operations: Multi-strategy management - Schedule Visualization: Calendar-based schedule display - Alert Management: Health alert configuration - Audit Trail: Operation history and logging

Operational Benefits¶

Production Readiness¶

Risk Management¶

Operational Efficiency¶

Implementation Roadmap¶

Phase 1: Foundation (Weeks 1-2)¶

• Basic Container Management: Docker SDK integration
• Simple API Interface: Core start/stop functionality
• Health Monitoring: Basic container status checking
• Frontend Integration: Basic control interface

Phase 2: Scheduling (Weeks 3-4)¶

• APScheduler Integration: Cron-based scheduling
• Schedule Management API: Schedule CRUD operations
• Timezone Support: Multi-timezone trading schedules
• Schedule Persistence: Database storage for schedules

Phase 3: Advanced Features (Weeks 5-6)¶

• Advanced Health Monitoring: Performance metrics tracking
• Automatic Recovery: Failure detection and restart
• Resource Management: CPU/memory limits and monitoring
• Batch Operations: Multi-strategy management

Phase 4: Production Ready (Weeks 7-8)¶

• Kubernetes Integration: Production container orchestration
• Advanced Monitoring: Prometheus/Grafana integration
• Security Hardening: Access controls and audit logging
• Performance Optimization: High-throughput API design

Integration with Existing System¶

NATS Message Integration¶

Strategy Control Messages:

strategy.control.start.{strategy_id}     # Start strategy command
strategy.control.stop.{strategy_id}      # Stop strategy command
strategy.control.restart.{strategy_id}   # Restart strategy command
strategy.status.{strategy_id}            # Strategy status updates

Health Monitoring Messages:

strategy.health.{strategy_id}            # Health status updates
strategy.alert.{strategy_id}             # Health alerts
scheduler.status                         # Scheduler system status

Database Integration¶

Strategy Scheduler Tables: - strategy_schedules: Schedule configurations - strategy_instances: Running strategy instances - health_logs: Health monitoring history - operation_logs: Scheduler operation audit trail

Business & Technical Value¶

Business Value¶

• Operational Efficiency: Automated strategy management reduces manual overhead
• Risk Reduction: Automatic failure detection and recovery
• Scalability: Support for enterprise-scale strategy deployment
• Professional Operations: 24/7 automated trading operations

Technical Value¶

• Container Orchestration: Modern container-based deployment
• API-First Design: Programmatic control and integration
• Monitoring Integration: Comprehensive health and performance monitoring
• Scalable Architecture: Support for hundreds of concurrent strategies