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Compute-over-Data (CoD) network for time series data on Aleph.im

Project description

fishnet-cod: P2P Financial Signal Hosting Network

Fishnet is a Compute-over-Data (CoD) system that uses the distributed aleph.im network as a substrate for storage and computation.

It is conceptualized as a decentralized, peer-to-peer, and serverless system that allows users to run statistical computations on their timeseries data without having to upload it to a centralized server.

As of now, the system is still in development and not ready for production use. Do not upload sensitive data.

Structure

fishnet_cod.core

This module contains a common data model, built on the Aleph Active Record SDK (AARS), that is being used by the Fishnet API and Executor VMs. The data model is used to store and query Datasets, Users and Permissions.

Past revisions of this repository contain the Proof-of-Concept of a distributed compute system that allowed users to upload Algorithms and request Executions, which were then processed by the Executor VMs. This functionality is currently not available and will be re-implemented in the future, with a UX like dask and substra in mind.

fishnet_cod.api

This module contains the API that is used to communicate with aleph.im's message channels. Currently, it still contains code to upload and store datasets, which will later be moved to its own data_node module.

Users can generate Views of their datasets through the API, as previews for potential buyers.

fishnet_cod.local_listener

Aleph.im offers a feature that allows VMs to listen to messages on a channel and react to them. This module contains a service that emulates this feature locally, and forwards the messages to the API.

ToDo: fishnet_cod.data_node

Data nodes store and process time slices of the financial data. The client is responsible for uploading the data to the various data nodes, which each generate analytical statistics for their respective time slices. The analysis is posted to aleph.im and subsequently aggregated by the API.

ToDo: fishnet_cod.client

A simple Python-based client that allows users to upload and download data to and from the data nodes, as well as interacting with the API to request access or to purchase datasets.

Contributing

Initial setup

Install the FastAPI library and Uvicorn:

poetry install

Activate the virtual environment, if not already done:

poetry shell

Run on local

Installing dev dependencies

Before you can run and develop the API locally, you need to install the dev dependencies:

poetry install --dev

Running the API

Uvicorn is used to run ASGI compatible web applications, such as the app web application from the example above. You need to specify it the name of the Python module to use and the name of the app:

python -m uvicorn src.fishnet_cod.api.main:app --reload

Then open the app in a web browser on http://localhost:8000

Tip: With --reload, Uvicorn will automatically reload your code upon changes

Testing

To run the tests, you need to install the dev dependencies.

In order to avoid indexing all the messages and starting out with an empty database, you need to set the FISHNET_TEST_CHANNEL environment variable to true:

export FISHNET_TEST_CHANNEL=true

Then, you can run the API tests with:

poetry run pytest src/fishnet_cod/api/test.py

Note: The tests run sequentially and if one fails, the following ones will also fail due to the event loop being closed.

Environment variables

Name Description Type Default
FISHNET_TEST_CACHE Whether to use the test cache bool True
FISHNET_TEST_CHANNEL Whether to use a fresh test channel bool False
FISHNET_MESSAGE_CHANNEL The Aleph channel to use, is superseded by TEST_CHANNEL string None
FISHNET_DISABLE_AUTH Whether mandatory authentication is disabled bool False

Further environment variables are defined in the conf.py file. Notice that the FISHNET_ prefix is required for all environment variables listed there.

Roadmap

  • Basic message model
  • API for communicating with Fishnet system
    • Basic CRUD operations
    • Permission management
    • Local VM caching
    • Signature verification of requests
    • Discovery of other API instances
    • Dedicated API deploy function
    • Timeslice distribution across Executor nodes
    • Background tasks
      • Message listener
      • View (re-)generation
      • Statistics aggregation
  • Data Nodes (WIP)
    • Basic data node upload & download
    • Data node discovery
    • Data node deployment
  • Client (WIP)
    • Login with signature
    • API interaction
    • Dataset preparation
    • Data node discovery
    • Data node interaction
    • Brick Marketplace interaction for buying datasets
  • Executor VM (ON HOLD)
    • Listens for Execution messages and executes them
    • Uploads results to aleph.im
    • Pandas support
    • Dedicated Executor deploy function
    • Distributed execution & aggregation
      • Discovery of other Executor instances
      • Uploading executors with metadata: assigned timeslice, code version
      • Deploy multiple executors
    • Different execution environments (e.g. PyTorch, Tensorflow)
    • GPU support

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