49. Multi-Strategy Super Scheduler¶
Overview¶
The Multi-Strategy Super Scheduler provides dynamic orchestration and resource management for massive-scale strategy execution, supporting hundreds to thousands of concurrent strategies. The system dynamically schedules strategies based on priority, category, and system resource utilization, with specialized handling for high-frequency (ultra-low latency), medium-frequency (batch processing), and low-frequency (idle-time execution) strategies. It includes intelligent resource allocation, group-based batching, resource starvation detection, and real-time latency monitoring to ensure optimal performance and system stability.
Core Capabilities¶
- Massive Strategy Support: Orchestrate hundreds to thousands of concurrent strategies
- Dynamic Priority Scheduling: Real-time scheduling based on strategy priority and category
- Intelligent Resource Management: Dynamic CPU, memory, and bandwidth allocation
- Group-Based Batching: Efficient batch processing for similar strategy types
- Resource Starvation Prevention: Prevent single strategies from monopolizing resources
- Real-Time Latency Monitoring: Continuous monitoring of strategy execution latency
- Adaptive Load Balancing: Dynamic adjustment based on system load and performance
System Architecture¶
Microservice: super-scheduler-center¶
services/super-scheduler-center/
├── src/
│ ├── main.py
│ ├── registry/
│ │ ├── strategy_registry.py
│ │ ├── strategy_classifier.py
│ │ └── metadata_manager.py
│ ├── scheduler/
│ │ ├── strategy_scheduler.py
│ │ ├── priority_manager.py
│ │ ├── batch_optimizer.py
│ │ └── load_balancer.py
│ ├── executor/
│ │ ├── scheduler_executor.py
│ │ ├── strategy_launcher.py
│ │ ├── execution_monitor.py
│ │ └── failure_handler.py
│ ├── monitor/
│ │ ├── resource_monitor.py
│ │ ├── latency_monitor.py
│ │ ├── performance_analyzer.py
│ │ └── health_checker.py
│ ├── resource/
│ │ ├── resource_allocator.py
│ │ ├── capacity_planner.py
│ │ └── starvation_detector.py
│ ├── api/
│ │ ├── scheduler_api.py
│ ├── config.py
│ └── requirements.txt
├── Dockerfile
└── tests/
Core Components¶
1. Strategy Registry¶
Manages strategy registration and metadata:
class StrategyRegistry:
def __init__(self, database_client):
self.database_client = database_client
self.strategies = {}
self.strategy_groups = {}
self.metadata_cache = {}
def register_strategy(self, strategy_id: str, config: Dict) -> bool:
"""Register a new strategy with complete metadata"""
strategy_metadata = {
"strategy_id": strategy_id,
"name": config.get("name", strategy_id),
"priority": config.get("priority", "medium"),
"category": config.get("category", "general"),
"frequency": config.get("frequency", "medium"),
"resource_requirements": config.get("resource_requirements", {
"cpu_cores": 1,
"memory_mb": 512,
"network_mbps": 10
}),
"execution_timeout": config.get("execution_timeout", 30),
"max_retries": config.get("max_retries", 3),
"dependencies": config.get("dependencies", []),
"tags": config.get("tags", []),
"status": "registered",
"created_at": datetime.now().isoformat(),
"last_updated": datetime.now().isoformat()
}
# Store in database
self.database_client.insert("strategies", strategy_metadata)
# Update cache
self.strategies[strategy_id] = strategy_metadata
# Add to appropriate group
self.add_to_group(strategy_id, strategy_metadata)
return True
def add_to_group(self, strategy_id: str, metadata: Dict):
"""Add strategy to appropriate group based on category and frequency"""
group_key = f"{metadata['category']}_{metadata['frequency']}"
if group_key not in self.strategy_groups:
self.strategy_groups[group_key] = []
self.strategy_groups[group_key].append(strategy_id)
def get_strategy(self, strategy_id: str) -> Dict:
"""Get strategy metadata"""
if strategy_id in self.strategies:
return self.strategies[strategy_id]
# Query database if not in cache
result = self.database_client.query(
"SELECT * FROM strategies WHERE strategy_id = %s",
(strategy_id,)
)
if result:
strategy_data = result[0]
self.strategies[strategy_id] = strategy_data
return strategy_data
return {}
def get_strategies_by_priority(self, priority: str) -> List[Dict]:
"""Get all strategies with specific priority"""
strategies = []
for strategy_id, metadata in self.strategies.items():
if metadata.get("priority") == priority:
strategies.append(metadata)
return strategies
def get_strategies_by_category(self, category: str) -> List[Dict]:
"""Get all strategies in specific category"""
strategies = []
for strategy_id, metadata in self.strategies.items():
if metadata.get("category") == category:
strategies.append(metadata)
return strategies
def get_strategies_by_frequency(self, frequency: str) -> List[Dict]:
"""Get all strategies with specific frequency"""
strategies = []
for strategy_id, metadata in self.strategies.items():
if metadata.get("frequency") == frequency:
strategies.append(metadata)
return strategies
def update_strategy_status(self, strategy_id: str, status: str):
"""Update strategy status"""
if strategy_id in self.strategies:
self.strategies[strategy_id]["status"] = status
self.strategies[strategy_id]["last_updated"] = datetime.now().isoformat()
# Update database
self.database_client.update(
"strategies",
{"status": status, "last_updated": datetime.now().isoformat()},
{"strategy_id": strategy_id}
)
def get_active_strategies(self) -> List[Dict]:
"""Get all active strategies"""
active_strategies = []
for strategy_id, metadata in self.strategies.items():
if metadata.get("status") in ["running", "scheduled", "queued"]:
active_strategies.append(metadata)
return active_strategies
def get_strategy_groups(self) -> Dict:
"""Get all strategy groups"""
return self.strategy_groups
2. Strategy Scheduler¶
Implements intelligent scheduling algorithms:
class StrategyScheduler:
def __init__(self, strategy_registry, resource_monitor, priority_manager):
self.strategy_registry = strategy_registry
self.resource_monitor = resource_monitor
self.priority_manager = priority_manager
self.schedule_queue = []
self.execution_history = {}
def generate_schedule(self) -> Dict:
"""Generate optimal execution schedule"""
# Get current system resources
system_resources = self.resource_monitor.get_system_resources()
# Get all active strategies
active_strategies = self.strategy_registry.get_active_strategies()
# Categorize strategies by priority and frequency
high_freq_high_priority = []
high_freq_medium_priority = []
medium_freq_strategies = []
low_freq_strategies = []
for strategy in active_strategies:
frequency = strategy.get("frequency", "medium")
priority = strategy.get("priority", "medium")
if frequency == "high" and priority == "high":
high_freq_high_priority.append(strategy)
elif frequency == "high":
high_freq_medium_priority.append(strategy)
elif frequency == "medium":
medium_freq_strategies.append(strategy)
else:
low_freq_strategies.append(strategy)
# Generate schedule based on system load
schedule = self.create_adaptive_schedule(
high_freq_high_priority,
high_freq_medium_priority,
medium_freq_strategies,
low_freq_strategies,
system_resources
)
return {
"timestamp": datetime.now().isoformat(),
"system_resources": system_resources,
"schedule": schedule,
"total_strategies": len(active_strategies),
"scheduled_strategies": len(schedule["immediate"]) + len(schedule["batch"]) + len(schedule["idle"])
}
def create_adaptive_schedule(self, high_priority_high_freq, high_freq_medium_priority,
medium_freq, low_freq, system_resources):
"""Create adaptive schedule based on system resources"""
cpu_usage = system_resources.get("cpu_percent", 0)
memory_usage = system_resources.get("memory_percent", 0)
schedule = {
"immediate": [], # Execute immediately (ultra-low latency)
"batch": [], # Batch execution
"idle": [], # Execute during idle time
"deferred": [] # Defer execution
}
# High-frequency, high-priority strategies always get immediate execution
schedule["immediate"].extend(high_priority_high_freq)
# High-frequency, medium-priority strategies get immediate execution if resources allow
if cpu_usage < 80 and memory_usage < 85:
schedule["immediate"].extend(high_freq_medium_priority)
else:
# Limit immediate execution based on available resources
available_slots = max(1, int((100 - cpu_usage) / 10))
schedule["immediate"].extend(high_freq_medium_priority[:available_slots])
schedule["batch"].extend(high_freq_medium_priority[available_slots:])
# Medium-frequency strategies go to batch processing
if cpu_usage < 90:
schedule["batch"].extend(medium_freq)
else:
schedule["deferred"].extend(medium_freq)
# Low-frequency strategies execute during idle time
if cpu_usage < 70:
schedule["idle"].extend(low_freq)
else:
schedule["deferred"].extend(low_freq)
return schedule
def optimize_batch_execution(self, strategies: List[Dict]) -> List[List[Dict]]:
"""Optimize batch execution by grouping similar strategies"""
if not strategies:
return []
# Group strategies by category and resource requirements
strategy_groups = {}
for strategy in strategies:
category = strategy.get("category", "general")
resource_req = strategy.get("resource_requirements", {})
cpu_cores = resource_req.get("cpu_cores", 1)
group_key = f"{category}_{cpu_cores}"
if group_key not in strategy_groups:
strategy_groups[group_key] = []
strategy_groups[group_key].append(strategy)
# Create optimized batches
optimized_batches = []
for group_key, group_strategies in strategy_groups.items():
# Split large groups into smaller batches
batch_size = self.calculate_optimal_batch_size(group_strategies[0])
for i in range(0, len(group_strategies), batch_size):
batch = group_strategies[i:i + batch_size]
optimized_batches.append(batch)
return optimized_batches
def calculate_optimal_batch_size(self, sample_strategy: Dict) -> int:
"""Calculate optimal batch size based on strategy characteristics"""
resource_req = sample_strategy.get("resource_requirements", {})
cpu_cores = resource_req.get("cpu_cores", 1)
memory_mb = resource_req.get("memory_mb", 512)
# Base batch size on resource requirements
if cpu_cores >= 4:
return 1 # High-resource strategies run individually
elif cpu_cores >= 2:
return 3 # Medium-resource strategies in small batches
else:
return 10 # Low-resource strategies in larger batches
def get_execution_priority(self, strategy: Dict) -> float:
"""Calculate execution priority score"""
base_priority = self.priority_manager.get_priority_score(strategy.get("priority", "medium"))
frequency_multiplier = self.get_frequency_multiplier(strategy.get("frequency", "medium"))
performance_bonus = self.get_performance_bonus(strategy.get("strategy_id"))
return base_priority * frequency_multiplier * performance_bonus
def get_frequency_multiplier(self, frequency: str) -> float:
"""Get frequency multiplier for priority calculation"""
multipliers = {
"high": 2.0,
"medium": 1.0,
"low": 0.5
}
return multipliers.get(frequency, 1.0)
def get_performance_bonus(self, strategy_id: str) -> float:
"""Get performance bonus based on historical performance"""
if strategy_id in self.execution_history:
history = self.execution_history[strategy_id]
success_rate = history.get("success_rate", 0.5)
avg_latency = history.get("avg_latency", 1000)
# Bonus for high success rate and low latency
success_bonus = 1.0 + (success_rate - 0.5) * 0.5
latency_bonus = 1.0 + max(0, (1000 - avg_latency) / 1000) * 0.3
return success_bonus * latency_bonus
return 1.0
3. Scheduler Executor¶
Executes scheduled strategies:
class SchedulerExecutor:
def __init__(self, strategy_launcher, execution_monitor, failure_handler):
self.strategy_launcher = strategy_launcher
self.execution_monitor = execution_monitor
self.failure_handler = failure_handler
self.active_executions = {}
self.execution_queue = asyncio.Queue()
async def execute_schedule(self, schedule: Dict) -> Dict:
"""Execute the generated schedule"""
execution_results = {
"immediate": [],
"batch": [],
"idle": [],
"failed": [],
"total_executed": 0
}
# Execute immediate strategies
immediate_strategies = schedule.get("immediate", [])
for strategy in immediate_strategies:
result = await self.execute_strategy_immediate(strategy)
execution_results["immediate"].append(result)
if result["status"] == "success":
execution_results["total_executed"] += 1
else:
execution_results["failed"].append(result)
# Execute batch strategies
batch_strategies = schedule.get("batch", [])
if batch_strategies:
batch_results = await self.execute_strategies_batch(batch_strategies)
execution_results["batch"].extend(batch_results["successful"])
execution_results["failed"].extend(batch_results["failed"])
execution_results["total_executed"] += batch_results["total_executed"]
# Schedule idle strategies
idle_strategies = schedule.get("idle", [])
if idle_strategies:
await self.schedule_idle_executions(idle_strategies)
return execution_results
async def execute_strategy_immediate(self, strategy: Dict) -> Dict:
"""Execute strategy immediately with ultra-low latency"""
strategy_id = strategy["strategy_id"]
start_time = time.time()
try:
# Launch strategy
execution_id = await self.strategy_launcher.launch_strategy(strategy)
# Monitor execution
execution_result = await self.execution_monitor.monitor_execution(
execution_id, strategy.get("execution_timeout", 30)
)
end_time = time.time()
latency = (end_time - start_time) * 1000 # Convert to milliseconds
result = {
"strategy_id": strategy_id,
"execution_id": execution_id,
"status": "success" if execution_result["status"] == "completed" else "failed",
"latency_ms": latency,
"start_time": start_time,
"end_time": end_time,
"result": execution_result
}
# Update execution history
self.update_execution_history(strategy_id, result)
return result
except Exception as e:
# Handle execution failure
await self.failure_handler.handle_execution_failure(strategy, str(e))
return {
"strategy_id": strategy_id,
"status": "failed",
"error": str(e),
"start_time": start_time,
"end_time": time.time()
}
async def execute_strategies_batch(self, strategies: List[Dict]) -> Dict:
"""Execute strategies in optimized batches"""
# Optimize batch execution
optimized_batches = self.optimize_batch_execution(strategies)
batch_results = {
"successful": [],
"failed": [],
"total_executed": 0
}
for batch in optimized_batches:
# Execute batch concurrently
batch_tasks = [self.execute_strategy_immediate(strategy) for strategy in batch]
batch_results_list = await asyncio.gather(*batch_tasks, return_exceptions=True)
for result in batch_results_list:
if isinstance(result, Exception):
batch_results["failed"].append({
"error": str(result),
"status": "failed"
})
elif result["status"] == "success":
batch_results["successful"].append(result)
batch_results["total_executed"] += 1
else:
batch_results["failed"].append(result)
return batch_results
async def schedule_idle_executions(self, strategies: List[Dict]):
"""Schedule strategies for idle-time execution"""
for strategy in strategies:
await self.execution_queue.put({
"strategy": strategy,
"priority": "idle",
"scheduled_time": time.time()
})
def update_execution_history(self, strategy_id: str, result: Dict):
"""Update execution history for performance tracking"""
if strategy_id not in self.execution_history:
self.execution_history[strategy_id] = {
"total_executions": 0,
"successful_executions": 0,
"failed_executions": 0,
"total_latency": 0,
"latencies": []
}
history = self.execution_history[strategy_id]
history["total_executions"] += 1
if result["status"] == "success":
history["successful_executions"] += 1
history["total_latency"] += result["latency_ms"]
history["latencies"].append(result["latency_ms"])
# Keep only recent latencies for performance calculation
if len(history["latencies"]) > 100:
history["latencies"] = history["latencies"][-100:]
else:
history["failed_executions"] += 1
# Calculate performance metrics
history["success_rate"] = history["successful_executions"] / history["total_executions"]
if history["latencies"]:
history["avg_latency"] = sum(history["latencies"]) / len(history["latencies"])
history["p95_latency"] = sorted(history["latencies"])[int(len(history["latencies"]) * 0.95)]
else:
history["avg_latency"] = 0
history["p95_latency"] = 0
4. Resource Monitor¶
Monitors system resources and performance:
import psutil
import asyncio
class ResourceMonitor:
def __init__(self):
self.resource_history = []
self.alert_thresholds = {
"cpu_percent": 90,
"memory_percent": 85,
"disk_percent": 80,
"network_bandwidth": 1000 # Mbps
}
def get_system_resources(self) -> Dict:
"""Get current system resource utilization"""
# CPU usage
cpu_percent = psutil.cpu_percent(interval=0.1)
cpu_count = psutil.cpu_count()
# Memory usage
memory = psutil.virtual_memory()
memory_percent = memory.percent
memory_available = memory.available / (1024 ** 3) # GB
# Disk usage
disk = psutil.disk_usage('/')
disk_percent = disk.percent
disk_free = disk.free / (1024 ** 3) # GB
# Network I/O
network = psutil.net_io_counters()
network_bytes_sent = network.bytes_sent
network_bytes_recv = network.bytes_recv
# Process count
process_count = len(psutil.pids())
resources = {
"timestamp": datetime.now().isoformat(),
"cpu_percent": cpu_percent,
"cpu_count": cpu_count,
"memory_percent": memory_percent,
"memory_available_gb": memory_available,
"disk_percent": disk_percent,
"disk_free_gb": disk_free,
"network_bytes_sent": network_bytes_sent,
"network_bytes_recv": network_bytes_recv,
"process_count": process_count,
"load_average": self.get_load_average()
}
# Store in history
self.resource_history.append(resources)
# Keep only recent history
if len(self.resource_history) > 1000:
self.resource_history = self.resource_history[-1000:]
return resources
def get_load_average(self) -> List[float]:
"""Get system load average"""
try:
return psutil.getloadavg()
except:
return [0.0, 0.0, 0.0]
def check_resource_alerts(self) -> List[Dict]:
"""Check for resource utilization alerts"""
current_resources = self.get_system_resources()
alerts = []
# CPU alert
if current_resources["cpu_percent"] > self.alert_thresholds["cpu_percent"]:
alerts.append({
"type": "cpu_high",
"severity": "warning",
"message": f"CPU usage is {current_resources['cpu_percent']:.1f}%",
"value": current_resources["cpu_percent"],
"threshold": self.alert_thresholds["cpu_percent"]
})
# Memory alert
if current_resources["memory_percent"] > self.alert_thresholds["memory_percent"]:
alerts.append({
"type": "memory_high",
"severity": "warning",
"message": f"Memory usage is {current_resources['memory_percent']:.1f}%",
"value": current_resources["memory_percent"],
"threshold": self.alert_thresholds["memory_percent"]
})
# Disk alert
if current_resources["disk_percent"] > self.alert_thresholds["disk_percent"]:
alerts.append({
"type": "disk_high",
"severity": "warning",
"message": f"Disk usage is {current_resources['disk_percent']:.1f}%",
"value": current_resources["disk_percent"],
"threshold": self.alert_thresholds["disk_percent"]
})
return alerts
def get_resource_trends(self, minutes: int = 60) -> Dict:
"""Get resource utilization trends"""
if not self.resource_history:
return {}
# Filter recent history
cutoff_time = datetime.now() - timedelta(minutes=minutes)
recent_history = [
h for h in self.resource_history
if datetime.fromisoformat(h["timestamp"]) > cutoff_time
]
if not recent_history:
return {}
# Calculate trends
cpu_values = [h["cpu_percent"] for h in recent_history]
memory_values = [h["memory_percent"] for h in recent_history]
return {
"cpu_trend": {
"current": cpu_values[-1],
"average": sum(cpu_values) / len(cpu_values),
"max": max(cpu_values),
"min": min(cpu_values)
},
"memory_trend": {
"current": memory_values[-1],
"average": sum(memory_values) / len(memory_values),
"max": max(memory_values),
"min": min(memory_values)
},
"data_points": len(recent_history)
}
API Design¶
Scheduler API¶
@router.post("/scheduler/register")
async def register_strategy(strategy_config: StrategyConfig):
"""Register a new strategy"""
result = strategy_registry.register_strategy(
strategy_config.strategy_id, strategy_config.dict()
)
return {"status": "success", "strategy_id": strategy_config.strategy_id}
@router.get("/scheduler/schedule")
async def get_current_schedule():
"""Get current execution schedule"""
schedule = strategy_scheduler.generate_schedule()
return schedule
@router.post("/scheduler/execute")
async def execute_schedule():
"""Execute current schedule"""
schedule = strategy_scheduler.generate_schedule()
result = await scheduler_executor.execute_schedule(schedule)
return result
@router.get("/scheduler/status")
async def get_scheduler_status():
"""Get scheduler status and statistics"""
active_strategies = strategy_registry.get_active_strategies()
system_resources = resource_monitor.get_system_resources()
return {
"active_strategies": len(active_strategies),
"system_resources": system_resources,
"scheduler_status": "running"
}
@router.get("/scheduler/performance")
async def get_performance_metrics():
"""Get performance metrics for all strategies"""
return scheduler_executor.get_performance_metrics()
@router.get("/scheduler/resources")
async def get_resource_utilization():
"""Get detailed resource utilization"""
resources = resource_monitor.get_system_resources()
trends = resource_monitor.get_resource_trends()
alerts = resource_monitor.check_resource_alerts()
return {
"current": resources,
"trends": trends,
"alerts": alerts
}
Frontend Integration¶
Super Scheduler Dashboard¶
const SuperSchedulerView: React.FC = () => {
const [schedulerStatus, setSchedulerStatus] = useState<SchedulerStatus | null>(null);
const [resourceUtilization, setResourceUtilization] = useState<ResourceData | null>(null);
const [activeStrategies, setActiveStrategies] = useState<Strategy[]>([]);
const [performanceMetrics, setPerformanceMetrics] = useState<PerformanceData | null>(null);
return (
<div className="super-scheduler-dashboard">
{/* System Overview */}
<SystemOverviewPanel
schedulerStatus={schedulerStatus}
resourceUtilization={resourceUtilization}
/>
{/* Strategy Management */}
<StrategyManagementPanel
activeStrategies={activeStrategies}
onRegisterStrategy={registerStrategy}
onUpdateSchedule={updateSchedule}
/>
{/* Resource Monitoring */}
<ResourceMonitoringPanel
resourceUtilization={resourceUtilization}
alerts={resourceUtilization?.alerts}
/>
{/* Performance Metrics */}
<PerformanceMetricsPanel
performanceMetrics={performanceMetrics}
/>
{/* Execution Queue */}
<ExecutionQueuePanel
activeStrategies={activeStrategies}
/>
{/* Latency Heatmap */}
<LatencyHeatmapPanel
performanceMetrics={performanceMetrics}
/>
</div>
);
};
Implementation Roadmap¶
Phase 1: Core Infrastructure (Weeks 1-2)¶
- Set up strategy registry and metadata management
- Implement basic scheduling algorithms
- Create resource monitoring system
Phase 2: Advanced Scheduling (Weeks 3-4)¶
- Develop priority-based scheduling
- Implement batch optimization
- Build execution monitoring
Phase 3: Performance & Monitoring (Weeks 5-6)¶
- Create latency monitoring system
- Implement performance analytics
- Build failure handling and recovery
Phase 4: Optimization & Integration (Weeks 7-8)¶
- Integrate with existing trading system
- Develop frontend dashboard
- Performance optimization and testing
Business Value¶
Strategic Benefits¶
- Massive Scale Execution: Support hundreds to thousands of concurrent strategies
- Optimal Resource Utilization: Maximize system efficiency and throughput
- Performance Optimization: Ensure high-frequency strategies get priority execution
- System Stability: Prevent resource starvation and maintain system health
Operational Benefits¶
- Automated Orchestration: Systematic strategy execution without manual intervention
- Real-Time Monitoring: Continuous oversight of system performance
- Adaptive Scheduling: Dynamic adjustment based on system load and performance
- Scalable Architecture: Handle growth from dozens to thousands of strategies
Technical Specifications¶
Performance Requirements¶
- Strategy Registration: < 10ms for strategy registration
- Schedule Generation: < 50ms for schedule generation
- Strategy Execution: < 100ms for strategy launch
- Resource Monitoring: < 10ms for resource checks
Scalability Requirements¶
- Strategy Capacity: Support 10,000+ concurrent strategies
- Resource Efficiency: Optimize CPU, memory, and network utilization
- Latency Management: Maintain sub-millisecond latency for high-frequency strategies
- Fault Tolerance: Handle strategy failures without system impact
This Multi-Strategy Super Scheduler provides institutional-grade orchestration capabilities, enabling massive-scale strategy execution with optimal resource utilization and performance management, similar to the systems used by major quantitative trading firms like Jump Trading, Two Sigma, and Jane Street.