feat: Introduce automated Telegram alerts for trade opportunities with configurable settings.

This commit is contained in:
2569718930@qq.com
2026-03-06 10:09:49 +08:00
parent 86c15d2fd2
commit c4063468e5
3 changed files with 275 additions and 0 deletions
+6
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@@ -4,6 +4,12 @@ POLYMARKET_API_KEY=your_api_key_here
# Telegram Bot
TELEGRAM_BOT_TOKEN=your_bot_token_here
TELEGRAM_CHAT_ID=your_chat_id_here
TELEGRAM_ALERT_PUSH_ENABLED=true
TELEGRAM_ALERT_PUSH_INTERVAL_SEC=300
TELEGRAM_ALERT_PUSH_COOLDOWN_SEC=1800
TELEGRAM_ALERT_MIN_TRIGGER_COUNT=2
TELEGRAM_ALERT_MIN_SEVERITY=medium
TELEGRAM_ALERT_CITIES=ankara,london,paris,seoul,toronto,buenos aires,wellington,new york,chicago,dallas,miami,atlanta,seattle,lucknow,sao paulo,munich
# AI
GROQ_API_KEY=your_groq_api_key_here
+2
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@@ -10,6 +10,7 @@ if project_root not in sys.path:
sys.path.insert(0, project_root)
from src.utils.config_loader import load_config # type: ignore # noqa: E402
from src.utils.telegram_push import start_trade_alert_push_loop # type: ignore # noqa: E402
from src.data_collection.weather_sources import WeatherDataCollector # type: ignore # noqa: E402
from src.data_collection.city_risk_profiles import get_city_risk_profile # type: ignore # noqa: E402
from src.analysis.deb_algorithm import calculate_dynamic_weights, update_daily_record # noqa: E402
@@ -31,6 +32,7 @@ def start_bot():
bot = telebot.TeleBot(token)
weather = WeatherDataCollector(config)
start_trade_alert_push_loop(bot, config)
@bot.message_handler(commands=["start", "help"])
def send_welcome(message):
+267
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@@ -0,0 +1,267 @@
import hashlib
import json
import os
import threading
import time
from typing import Any, Dict, List, Optional
from loguru import logger
from src.data_collection.city_registry import CITY_REGISTRY
SEVERITY_RANK = {
"none": 0,
"low": 1,
"medium": 2,
"high": 3,
}
def _env_bool(name: str, default: bool) -> bool:
raw = os.getenv(name)
if raw is None:
return default
return raw.strip().lower() in {"1", "true", "yes", "on"}
def _env_int(name: str, default: int) -> int:
raw = os.getenv(name)
if raw is None:
return default
try:
return int(raw)
except Exception:
return default
def _parse_city_list(raw: Optional[str]) -> List[str]:
if not raw:
return list(CITY_REGISTRY.keys())
out: List[str] = []
for part in raw.split(","):
city = part.strip().lower()
if city and city in CITY_REGISTRY:
out.append(city)
return out or list(CITY_REGISTRY.keys())
def _state_file() -> str:
root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
return os.path.join(root, "data", "telegram_alert_state.json")
def _load_state(path: str) -> Dict[str, Any]:
if not os.path.exists(path):
return {"last_by_city": {}, "by_signature": {}}
try:
with open(path, "r", encoding="utf-8") as fh:
data = json.load(fh)
if isinstance(data, dict):
data.setdefault("last_by_city", {})
data.setdefault("by_signature", {})
return data
except Exception as exc:
logger.warning(f"failed to load telegram push state: {exc}")
return {"last_by_city": {}, "by_signature": {}}
def _save_state(path: str, state: Dict[str, Any]) -> None:
os.makedirs(os.path.dirname(path), exist_ok=True)
tmp_path = f"{path}.tmp"
with open(tmp_path, "w", encoding="utf-8") as fh:
json.dump(state, fh, ensure_ascii=False, indent=2)
os.replace(tmp_path, path)
def _cleanup_state(state: Dict[str, Any], now_ts: int, keep_sec: int = 7 * 86400) -> None:
for bucket_name in ("by_signature",):
bucket = state.get(bucket_name, {})
if not isinstance(bucket, dict):
state[bucket_name] = {}
continue
stale = [key for key, value in bucket.items() if now_ts - int(value or 0) > keep_sec]
for key in stale:
bucket.pop(key, None)
last_by_city = state.get("last_by_city", {})
if not isinstance(last_by_city, dict):
state["last_by_city"] = {}
return
stale_city = []
for city, row in last_by_city.items():
ts = int((row or {}).get("ts") or 0)
if now_ts - ts > keep_sec:
stale_city.append(city)
for city in stale_city:
last_by_city.pop(city, None)
def _severity_ok(alert_payload: Dict[str, Any], min_severity: str, min_trigger_count: int) -> bool:
trigger_count = int(alert_payload.get("trigger_count") or 0)
if trigger_count < min_trigger_count:
return False
severity = str(alert_payload.get("severity") or "none").lower()
return SEVERITY_RANK.get(severity, 0) >= SEVERITY_RANK.get(min_severity, 0)
def _alert_signature(alert_payload: Dict[str, Any]) -> str:
rules = alert_payload.get("rules") or {}
momentum = rules.get("momentum_spike") or {}
breakthrough = rules.get("forecast_breakthrough") or {}
kill_zone = rules.get("kill_zone") or {}
advection = rules.get("advection") or {}
signature_payload = {
"city": alert_payload.get("city"),
"target_date": alert_payload.get("target_date"),
"severity": alert_payload.get("severity"),
"trigger_types": sorted(
alert.get("type")
for alert in (alert_payload.get("triggered_alerts") or [])
if alert.get("type")
),
"momentum_direction": momentum.get("direction"),
"momentum_slope_30m": round(float(momentum.get("slope_30m") or 0.0), 1),
"breakthrough_margin": round(float(breakthrough.get("margin") or 0.0), 1),
"kill_zone_strike": round(float(kill_zone.get("strike_price") or 0.0), 1),
"kill_zone_distance": round(float(kill_zone.get("distance") or 0.0), 1),
"lead_station": (advection.get("lead_station") or {}).get("name"),
"lead_delta": round(float(advection.get("lead_delta") or 0.0), 1),
}
raw = json.dumps(signature_payload, sort_keys=True, ensure_ascii=True)
return hashlib.sha1(raw.encode("utf-8")).hexdigest()
def _build_trade_alert_for_city(city: str, config: Dict[str, Any]) -> Dict[str, Any]:
from web.app import _analyze
from src.analysis.market_alert_engine import build_trading_alerts
from src.data_collection.polymarket_client import build_city_market_snapshot
city_weather = _analyze(city, force_refresh=False)
target_date = city_weather.get("local_date")
proxy = (
(config.get("polymarket", {}) or {}).get("proxy")
or (config.get("app", {}) or {}).get("proxy")
)
market_snapshot = build_city_market_snapshot(
city=city,
target_date=target_date,
proxy=proxy,
force_refresh=False,
)
map_url = os.getenv("POLYWEATHER_MAP_URL") or "https://polyweather.vercel.app"
alert_payload = build_trading_alerts(
city_weather=city_weather,
market_snapshot=market_snapshot,
map_url=map_url,
)
alert_payload["target_date"] = target_date
return alert_payload
def _maybe_send_alert(
bot: Any,
chat_id: str,
city: str,
alert_payload: Dict[str, Any],
state: Dict[str, Any],
cooldown_sec: int,
min_severity: str,
min_trigger_count: int,
) -> bool:
if not _severity_ok(alert_payload, min_severity, min_trigger_count):
return False
message = ((alert_payload.get("telegram") or {}).get("zh") or "").strip()
if not message:
return False
now_ts = int(time.time())
signature = _alert_signature(alert_payload)
last_city = (state.get("last_by_city") or {}).get(city) or {}
last_city_sig = last_city.get("signature")
last_city_ts = int(last_city.get("ts") or 0)
last_sig_ts = int((state.get("by_signature") or {}).get(signature) or 0)
if last_city_sig == signature and now_ts - last_city_ts < cooldown_sec:
return False
if last_sig_ts and now_ts - last_sig_ts < cooldown_sec:
return False
bot.send_message(chat_id, message)
state.setdefault("last_by_city", {})[city] = {"signature": signature, "ts": now_ts}
state.setdefault("by_signature", {})[signature] = now_ts
logger.info(
f"trade alert pushed city={city} severity={alert_payload.get('severity')} "
f"trigger_count={alert_payload.get('trigger_count')}"
)
return True
def start_trade_alert_push_loop(bot: Any, config: Dict[str, Any]) -> Optional[threading.Thread]:
enabled = _env_bool("TELEGRAM_ALERT_PUSH_ENABLED", True)
chat_id = os.getenv("TELEGRAM_CHAT_ID")
if not enabled:
logger.info("telegram alert push loop disabled")
return None
if not chat_id:
logger.warning("telegram alert push loop skipped: TELEGRAM_CHAT_ID is not set")
return None
interval_sec = max(60, _env_int("TELEGRAM_ALERT_PUSH_INTERVAL_SEC", 300))
cooldown_sec = max(interval_sec, _env_int("TELEGRAM_ALERT_PUSH_COOLDOWN_SEC", 1800))
min_trigger_count = max(1, _env_int("TELEGRAM_ALERT_MIN_TRIGGER_COUNT", 2))
min_severity = os.getenv("TELEGRAM_ALERT_MIN_SEVERITY", "medium").strip().lower()
cities = _parse_city_list(os.getenv("TELEGRAM_ALERT_CITIES"))
state_path = _state_file()
def _runner() -> None:
logger.info(
f"telegram alert push loop started cities={len(cities)} interval={interval_sec}s "
f"cooldown={cooldown_sec}s min_triggers={min_trigger_count} min_severity={min_severity}"
)
while True:
cycle_started = time.time()
state = _load_state(state_path)
_cleanup_state(state, int(cycle_started))
changed = False
for city in cities:
try:
alert_payload = _build_trade_alert_for_city(city, config)
if _maybe_send_alert(
bot=bot,
chat_id=chat_id,
city=city,
alert_payload=alert_payload,
state=state,
cooldown_sec=cooldown_sec,
min_severity=min_severity,
min_trigger_count=min_trigger_count,
):
changed = True
except Exception:
logger.exception(f"telegram alert push loop failed for city={city}")
time.sleep(1)
if changed:
try:
_save_state(state_path, state)
except Exception:
logger.exception("failed to save telegram push state")
elapsed = time.time() - cycle_started
sleep_sec = max(5, interval_sec - int(elapsed))
time.sleep(sleep_sec)
thread = threading.Thread(
target=_runner,
name="telegram-trade-alert-pusher",
daemon=True,
)
thread.start()
return thread