d6c802ef26
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>
140 lines
5.0 KiB
Python
140 lines
5.0 KiB
Python
"""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,
|
|
})
|