fix: pre-launch hardening — HYPE price feed, KOL wallet cleanup, Telegram Trump alert, rate limiting, brittle test

Batch of the pre-launch audit campaign (BUG-01…14 plus three new features): Pricing / TP-SL protection - Add app/services/hl_price_feed.py: supplemental HL allMids poller for HL-native assets (HYPE, PURR) not listed on Binance. Pumps price_store + tp_sl_monitor.on_price_tick so bot trades on these assets keep full stop-loss / take-profit / trailing protection instead of max-hold only. - Wire feed into main.py lifespan (startup task + graceful shutdown cancel). Telegram - Add format_trump_mention + PATH B in _dispatch: crypto-relevant Trump posts with no directional signal (relevant=True, signal=hold) now alert the public channel only (no per-subscriber noise). - Rate limiter (slowapi) on the API; assorted bot/digest fixes. KOL on-chain - seed_kol_wallets.py: KOL_FEEDS coverage cross-check; reversibly deactivate orphaned wallets (handle not in KOL_FEEDS → can never produce divergence) so the scanner stops burning cycles on them. Tests / misc - Fix brittle test_macro_ahr999_uses_same_formula_as_scanner: mock now uses realistic ms timestamps so the in-progress-day drop fires, matching the fetcher's bar count (was 0.3179 vs 0.3178 off-by-one). - Refresh stale notify_signal comment in truth_social.py. Frontend reduce-action type fix lives in the sibling repo. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-29 11:57:19 +08:00
parent 6471e44aac
commit d6c802ef26
40 changed files with 1833 additions and 209 deletions
@@ -0,0 +1,139 @@
+"""Supplemental price feed for HL-native assets not listed on Binance.
+
+Polls HL allMids endpoint every 2 seconds and pumps price_store +
+tp_sl_monitor for assets in HL_PRICE_ASSETS. Runs alongside run_binance_ws().
+
+WHY THIS EXISTS:
+  tp_sl_monitor.on_price_tick(asset, price) is the sole mechanism that fires
+  stop-loss, take-profit, and trailing-stop for live bot trades.
+  HL-native assets (HYPE, PURR, …) are not listed on Binance, so the
+  Binance WebSocket in binance.py cannot provide their prices.
+  Without this feed, any bot trade on an HL-native asset silently loses ALL
+  TP/SL protection — only the max_hold asyncio timer remains as an exit.
+
+COVERAGE:
+  • Binance WS  → BTC, ETH, SOL, TRUMP, BNB, DOGE, LINK, AAVE  (ASSET_MAP)
+  • This feed   → HYPE, PURR  (HL_PRICE_ASSETS)
+
+Adding a new HL-native asset:
+  1. Add its symbol (uppercase) to HL_PRICE_ASSETS below.
+  2. Verify the symbol appears in HL allMids by running:
+       curl -s -X POST https://api.hyperliquid.xyz/info \\
+            -H 'Content-Type: application/json' \\
+            -d '{"type":"allMids"}' | python3 -m json.tool | grep HYPE
+"""
+
+from __future__ import annotations
+
+import asyncio
+import logging
+import time
+from typing import Optional
+
+import httpx
+
+from app.services.price_store import price_store
+from app.ws.manager import manager
+
+logger = logging.getLogger(__name__)
+
+HL_API_URL = "https://api.hyperliquid.xyz/info"
+
+# HL-native assets not covered by the Binance WS. Add new ones here as needed.
+HL_PRICE_ASSETS: frozenset[str] = frozenset({"HYPE", "PURR"})
+
+# Poll cadence — 2 s gives ~same freshness as a Binance 1-min kline close
+# without hammering the free HL REST endpoint (30 req/min well within limit).
+_POLL_INTERVAL = 2.0
+
+# Exponential backoff caps: start at 5 s, max at 60 s, reset on clean loop.
+_BACKOFF_START = 5
+_BACKOFF_MAX   = 60
+
+
+async def run_hl_price_feed() -> None:
+    """Long-running loop. Retries with exponential backoff on connection failure.
+    Designed to be created once as an asyncio task at startup and cancelled at
+    shutdown — matches the run_binance_ws() lifecycle pattern."""
+    logger.info("HL supplemental price feed starting for %s", sorted(HL_PRICE_ASSETS))
+    backoff = _BACKOFF_START
+    while True:
+        try:
+            await _poll_loop()
+        except asyncio.CancelledError:
+            logger.info("HL price feed cancelled — shutting down.")
+            return
+        except Exception as exc:
+            logger.warning(
+                "HL price feed outer error: %s — retrying in %ds", exc, backoff
+            )
+            await asyncio.sleep(backoff)
+            backoff = min(backoff * 2, _BACKOFF_MAX)
+        else:
+            backoff = _BACKOFF_START  # reset on clean exit (shouldn't happen normally)
+
+
+async def _poll_loop() -> None:
+    """Inner loop: tick every 2 s. Individual tick failures are swallowed so
+    a transient HTTP 5xx doesn't break the whole loop."""
+    while True:
+        try:
+            await _tick()
+        except asyncio.CancelledError:
+            raise
+        except Exception as exc:
+            # Transient: network blip, HL rate limit, malformed JSON.
+            logger.debug("HL price tick error (suppressed): %s", exc)
+        await asyncio.sleep(_POLL_INTERVAL)
+
+
+async def _tick() -> None:
+    """Single price fetch + dispatch cycle for all HL_PRICE_ASSETS."""
+    now_ms = int(time.time() * 1000)
+
+    async with httpx.AsyncClient(timeout=4.0) as c:
+        r = await c.post(HL_API_URL, json={"type": "allMids"})
+        r.raise_for_status()
+        mids: dict = r.json()  # {"BTC": "74541.0", "HYPE": "13.5", …}
+
+    for asset in HL_PRICE_ASSETS:
+        raw: Optional[str] = mids.get(asset)
+        if raw is None:
+            # Asset not listed on HL yet — skip silently.
+            continue
+        try:
+            price = float(raw)
+        except (TypeError, ValueError):
+            logger.warning("HL price feed: bad value for %s: %r", asset, raw)
+            continue
+        if price <= 0:
+            continue
+
+        # Synthetic 1-minute candle aligned to the current minute bucket.
+        # All OHLC set to the mid price (no spread data from allMids).
+        # price_store.update() handles the same-bucket replace logic.
+        candle = {
+            "time":   (now_ms // 60_000) * 60_000,
+            "open":   price,
+            "high":   price,
+            "low":    price,
+            "close":  price,
+            "volume": 0.0,
+        }
+        price_store.update(asset, candle)
+
+        # TP/SL + trailing-stop evaluation on every tick.
+        from app.services.tp_sl_monitor import on_price_tick
+        on_price_tick(asset, price)
+
+        # Price-impact peak tracker for Trump-post windows.
+        from app.services.price_impact_monitor import on_price_tick as pi_tick
+        pi_tick(asset, price, price, price)
+
+        # Live price broadcast to the frontend dashboard.
+        await manager.broadcast({
+            "type":  "price",
+            "asset": asset,
+            "price": price,
+            "time":  now_ms,
+        })