siglab-py 0.5.71__py3-none-any.whl → 0.5.73__py3-none-any.whl
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- siglab_py/market_data_providers/google_monitor.py +320 -0
- siglab_py/market_data_providers/tg_monitor.py +6 -2
- siglab_py/util/market_data_util.py +6 -3
- {siglab_py-0.5.71.dist-info → siglab_py-0.5.73.dist-info}/METADATA +1 -1
- {siglab_py-0.5.71.dist-info → siglab_py-0.5.73.dist-info}/RECORD +7 -6
- {siglab_py-0.5.71.dist-info → siglab_py-0.5.73.dist-info}/WHEEL +1 -1
- {siglab_py-0.5.71.dist-info → siglab_py-0.5.73.dist-info}/top_level.txt +0 -0
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import asyncio
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import sys
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import traceback
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import os
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import argparse
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import json
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import hashlib
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import re
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from datetime import datetime, timedelta, timezone
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import time
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import pytz
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import arrow
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from enum import Enum
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import logging
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import requests
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from typing import Dict, Optional, Set, Any, Union, List
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from redis import StrictRedis
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from siglab_py.util.notification_util import dispatch_notification
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current_filename = os.path.basename(__file__)
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'''
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google_monitor fetches messages from particular query. Then:
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a. Save (and accumulate) messages to message cache file (No duplicates) for further analysis.
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message_cache_file: str = f"google_search_messages.json"
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b. If any of keywords in message_keywords_filter matches words in message (--message_keywords_filter):
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- Publish to redis for strategy consumption, topic: param['mds']['topics']['google_alert']
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- Dispatch slack alert
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- If scripts runs on Windows, play a wav file (Feels free make modification play sounds on Ubuntu for example)
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Usage:
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set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
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python google_monitor.py --apikey xxx --search_engine_id yyy --query "site:twitter.com @user_id1 @user_id2 some topic" --slack_info_url=https://hooks.slack.com/services/xxx --slack_critial_url=https://hooks.slack.com/services/xxx --slack_alert_url=https://hooks.slack.com/services/xxx
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alert_wav_path
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Point it to wav file for alert notification. It's using 'winsound', i.e. Windows only.
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Set to None otherwise.
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Google API: https://console.cloud.google.com/apis/credentials?project=YOUR_PROJECT
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name: YOUR_API_KEY_NAME
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apikey: ?????
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Google Search Engine
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To create
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name: siglab_py_search: https://programmablesearchengine.google.com/controlpanel/create
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<script async src="https://cse.google.com/cse.js?cx=YOUR_SEARCH_ENGINE_ID">
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</script>
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<div class="gcse-search"></div>
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Then enable it: https://console.developers.google.com/apis/api/customsearch.googleapis.com/overview?project=?????
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launch.json for Debugging from VSCode:
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{
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"version": "0.2.0",
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"configurations": [
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{
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"name": "Python: Current File",
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"type": "python",
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"request": "launch",
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"program": "${file}",
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"console": "integratedTerminal",
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"justMyCode": false,
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"args" : [
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"--apikey", "xxx",
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"--search_engine_id", "yyy",
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"--query", "site:twitter.com @user_id1 @user_id2 some topic",
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"--slack_info_url", "https://hooks.slack.com/services/xxx",
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"--slack_critial_url", "https://hooks.slack.com/services/xxx",
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"--slack_alert_url", "https://hooks.slack.com/services/xxx",
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],
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}
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]
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}
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'''
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param: Dict[str, Any] = {
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'apikey': os.getenv('GOOGLE_APIKEY', 'xxx'),
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'search_engine_id': os.getenv('GOOGLE_SEARCH_ENGINE_ID', 'xxx'),
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'num_results' : 10,
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'query' : '',
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'alert_wav_path' : r"d:\sounds\terrible.wav",
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"num_shouts" : 5, # How many times 'alert_wav_path' is played
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"loop_freq_ms" : 1000*60*15, # Google allow max 100 calls per day free.
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'current_filename' : current_filename,
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'notification' : {
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'footer' : None,
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# slack webhook url's for notifications
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'slack' : {
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'info' : { 'webhook_url' : None },
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'critical' : { 'webhook_url' : None },
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'alert' : { 'webhook_url' : None },
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}
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},
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'mds': {
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'topics': {
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'tg_alert': 'tg_alert'
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},
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'redis': {
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'host': 'localhost',
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'port': 6379,
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'db': 0,
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'ttl_ms': 1000 * 60 * 15
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}
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}
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}
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class LogLevel(Enum):
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CRITICAL = 50
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ERROR = 40
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WARNING = 30
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INFO = 20
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DEBUG = 10
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NOTSET = 0
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logging.Formatter.converter = time.gmtime
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logger: logging.Logger = logging.getLogger()
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log_level: int = logging.INFO
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logger.setLevel(log_level)
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format_str: str = '%(asctime)s %(message)s'
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formatter: logging.Formatter = logging.Formatter(format_str)
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sh: logging.StreamHandler = logging.StreamHandler()
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sh.setLevel(log_level)
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sh.setFormatter(formatter)
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logger.addHandler(sh)
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def log(message: str, log_level: LogLevel = LogLevel.INFO) -> None:
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if log_level.value < LogLevel.WARNING.value:
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logger.info(f"{datetime.now()} {message}")
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elif log_level.value == LogLevel.WARNING.value:
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logger.warning(f"{datetime.now()} {message}")
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elif log_level.value == LogLevel.ERROR.value:
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logger.error(f"{datetime.now()} {message}")
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def parse_args():
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parser = argparse.ArgumentParser() # type: ignore
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parser.add_argument("--apikey", help="API key", default=None)
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parser.add_argument("--search_engine_id", help="Google search engine ID", default=None)
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parser.add_argument("--num_results", help="Max number items to fetch", default=10)
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parser.add_argument("--query", help="Query - what are you looking for?", default=None)
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parser.add_argument("--slack_info_url", help="Slack webhook url for INFO", default=None)
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parser.add_argument("--slack_critial_url", help="Slack webhook url for CRITICAL", default=None)
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parser.add_argument("--slack_alert_url", help="Slack webhook url for ALERT", default=None)
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args = parser.parse_args()
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param['apikey'] = args.apikey
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param['search_engine_id'] = args.search_engine_id
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param['num_results'] = args.num_results
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param['query'] = args.query
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param['notification']['slack']['info']['webhook_url'] = args.slack_info_url
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param['notification']['slack']['critical']['webhook_url'] = args.slack_critial_url
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param['notification']['slack']['alert']['webhook_url'] = args.slack_alert_url
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param['notification']['footer'] = f"From {param['current_filename']}"
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print(f"Startup args: {args}") # Dont use logger, not yet setup yet.
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print(f"param: {print(json.dumps(param, indent=2))}")
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def init_redis_client() -> StrictRedis:
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redis_client : StrictRedis = StrictRedis(
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host = param['mds']['redis']['host'],
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port = param['mds']['redis']['port'],
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db = 0,
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ssl = False
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)
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try:
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redis_client.keys()
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except ConnectionError as redis_conn_error:
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err_msg = f"Failed to connect to redis: {param['mds']['redis']['host']}, port: {param['mds']['redis']['port']}"
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log(f"Failed to init redis connection. Will skip publishes to redis. {err_msg}")
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redis_client = None # type: ignore
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return redis_client
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def search_google_custom(query, api_key, search_engine_id, num_results=10):
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url = 'https://www.googleapis.com/customsearch/v1'
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params = {
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'key': api_key,
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'cx': search_engine_id,
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'q': query,
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'num': num_results,
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'sort': 'date',
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'dateRestrict': 'd1' # Restrict to most recent (adjust as needed: d1=day, m1=month, etc.)
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}
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response = requests.get(url, params=params)
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if response.status_code == 200:
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return response.json()
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else:
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log(f"Query error: {response.status_code} - {response.text}")
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return None
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async def main() -> None:
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parse_args()
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message_cache_file: str = f"google_search_messages.json"
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log(f"message_cache_file: {message_cache_file}")
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notification_params : Dict[str, Any] = param['notification']
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processed_messages : List[Dict[str, Any]] = []
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seen_hashes : Set[str] = set()
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if os.path.exists(message_cache_file):
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with open(message_cache_file, 'r', encoding='utf-8') as f:
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lines = f.readlines()
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for line in lines:
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message_data = json.loads(line)
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message_hash: str = hashlib.sha256(message_data['message'].encode('utf-8')).hexdigest()
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message_data['datetime'] = pytz.UTC.localize(arrow.get(message_data['datetime']).datetime.replace(tzinfo=None))
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if message_hash not in seen_hashes:
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seen_hashes.add(message_hash)
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processed_messages.append(message_data)
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processed_messages = sorted(processed_messages, key=lambda m: m['datetime'])
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try:
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redis_client: Optional[StrictRedis] = init_redis_client()
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except Exception as redis_err:
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redis_client = None
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log(f"Failed to connect to redis. Still run but not publishing to it. {redis_err}")
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while True:
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try:
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results = search_google_custom(param['query'], param['apikey'], param['search_engine_id'], param['num_results'])
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if results:
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if 'items' in results:
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for item in results['items']:
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title = item.get('title', 'No title')
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snippet = item.get('snippet', 'No snippet')
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link = item.get('link', 'No link')
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published_date = item.get('pagemap', {}).get('metatags', [{}])[0].get('article:published_time', 'No date')
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dt_message = datetime.now()
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pattern = r'^\d+\s*(?:days?|day?|hours?|hour?|minutes?|minute?|seconds?|second?|h|m|s)\s*(?:ago)?.*?([A-Za-z]+\s+\d+,\s+\d{4},\s+\d+:\d+\s+[AP]M\s+ET)'
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match = re.match(pattern, snippet)
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if published_date == 'No date' and match:
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published_date = match.group(1)
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dt_message = datetime.strptime(published_date, '%b %d, %Y, %I:%M %p ET')
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snippet = re.sub(pattern, '', snippet).strip()
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timestamp_ms = int(dt_message.timestamp() * 1000)
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message_data: Dict[str, Any] = {
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"timestamp_ms": timestamp_ms,
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"datetime": dt_message.isoformat(), # Always in UTC
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"title" : title,
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"message": snippet,
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"url" : link
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}
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json_str: str = json.dumps(message_data, ensure_ascii=False, sort_keys=True)
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message_hash: str = hashlib.sha256(snippet.encode('utf-8')).hexdigest()
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if (message_hash not in seen_hashes):
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seen_hashes.add(message_hash)
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processed_messages.append(message_data)
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log(f"{message_data}")
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dispatch_notification(title=f"{param['current_filename']} Incoming! {title}", message=message_data, footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.CRITICAL, logger=logger) # type: ignore
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with open(message_cache_file, 'a', encoding='utf-8') as f:
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json.dump(message_data, f, ensure_ascii=False)
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f.write('\n')
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if param['alert_wav_path']and sys.platform == 'win32':
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import winsound
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for _ in range(param['num_shouts']):
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winsound.PlaySound(param['alert_wav_path'], winsound.SND_FILENAME)
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if redis_client:
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try:
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publish_topic = f"google_search"
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redis_client.publish(publish_topic, json_str)
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redis_client.setex(message_hash, param['mds']['redis']['ttl_ms'] // 1000, json_str)
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log(f"Published message {json_str} to Redis topic {publish_topic}", LogLevel.INFO)
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except Exception as e:
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log(f"Failed to publish to Redis: {str(e)}", LogLevel.ERROR)
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await asyncio.sleep(int(param['loop_freq_ms'] / 1000))
|
|
288
|
+
|
|
289
|
+
if processed_messages:
|
|
290
|
+
oldest_message: Dict[str, Any] = min(processed_messages, key=lambda x: x['timestamp_ms'])
|
|
291
|
+
newest_message: Dict[str, Any] = max(processed_messages, key=lambda x: x['timestamp_ms'])
|
|
292
|
+
log(
|
|
293
|
+
json.dumps(
|
|
294
|
+
{
|
|
295
|
+
'num_messages': len(processed_messages),
|
|
296
|
+
'oldest': {
|
|
297
|
+
'timestamp_ms': oldest_message['timestamp_ms'],
|
|
298
|
+
'datetime': datetime.fromtimestamp(int(oldest_message['timestamp_ms']/1000),tz=timezone.utc).isoformat()
|
|
299
|
+
},
|
|
300
|
+
'latest': {
|
|
301
|
+
'timestamp_ms': newest_message['timestamp_ms'],
|
|
302
|
+
'datetime': datetime.fromtimestamp(int(newest_message['timestamp_ms']/1000),tz=timezone.utc).isoformat()
|
|
303
|
+
}
|
|
304
|
+
}, indent=2
|
|
305
|
+
),
|
|
306
|
+
LogLevel.INFO
|
|
307
|
+
)
|
|
308
|
+
|
|
309
|
+
except Exception as e:
|
|
310
|
+
log(f"Oops {str(e)} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}", LogLevel.ERROR)
|
|
311
|
+
finally:
|
|
312
|
+
await asyncio.sleep(int(param['loop_freq_ms'] / 1000))
|
|
313
|
+
|
|
314
|
+
if __name__ == '__main__':
|
|
315
|
+
try:
|
|
316
|
+
asyncio.run(main())
|
|
317
|
+
except KeyboardInterrupt:
|
|
318
|
+
log("Stopped by user", LogLevel.INFO)
|
|
319
|
+
except Exception as e:
|
|
320
|
+
log(f"Unexpected error: {str(e)}", LogLevel.ERROR)
|
|
@@ -254,7 +254,11 @@ async def main() -> None:
|
|
|
254
254
|
processed_messages = sorted(processed_messages, key=lambda m: m['datetime'])
|
|
255
255
|
last_message_date = processed_messages[-1]['datetime']
|
|
256
256
|
|
|
257
|
-
|
|
257
|
+
try:
|
|
258
|
+
redis_client: Optional[StrictRedis] = init_redis_client()
|
|
259
|
+
except Exception as redis_err:
|
|
260
|
+
redis_client = None
|
|
261
|
+
log(f"Failed to connect to redis. Still run but not publishing to it. {redis_err}")
|
|
258
262
|
|
|
259
263
|
start_date: Optional[datetime] = None
|
|
260
264
|
if param.get('start_date'):
|
|
@@ -362,7 +366,7 @@ async def main() -> None:
|
|
|
362
366
|
processed_messages.append(message_data)
|
|
363
367
|
|
|
364
368
|
if message_date>tm1:
|
|
365
|
-
dispatch_notification(title=f"{param['current_filename']} {param['channel_username']}
|
|
369
|
+
dispatch_notification(title=f"{param['current_filename']} {param['channel_username']} Incoming!", message=message_data, footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.CRITICAL, logger=logger) # type: ignore
|
|
366
370
|
|
|
367
371
|
with open(message_cache_file, 'a', encoding='utf-8') as f:
|
|
368
372
|
json.dump(message_data, f, ensure_ascii=False)
|
|
@@ -83,7 +83,8 @@ async def async_instantiate_exchange(
|
|
|
83
83
|
secret : str,
|
|
84
84
|
passphrase : str,
|
|
85
85
|
default_type : str,
|
|
86
|
-
rate_limit_ms : float = 100
|
|
86
|
+
rate_limit_ms : float = 100,
|
|
87
|
+
verbose : bool = False
|
|
87
88
|
) -> Union[AnyExchange, None]:
|
|
88
89
|
exchange : Union[AnyExchange, None] = None
|
|
89
90
|
exchange_name : str = gateway_id.split('_')[0]
|
|
@@ -98,7 +99,8 @@ async def async_instantiate_exchange(
|
|
|
98
99
|
'rateLimit' : rate_limit_ms,
|
|
99
100
|
'options' : {
|
|
100
101
|
'defaultType' : default_type
|
|
101
|
-
}
|
|
102
|
+
},
|
|
103
|
+
'verbose': verbose
|
|
102
104
|
}
|
|
103
105
|
|
|
104
106
|
if exchange_name=='binance':
|
|
@@ -156,7 +158,8 @@ async def async_instantiate_exchange(
|
|
|
156
158
|
"walletAddress" : api_key,
|
|
157
159
|
"privateKey" : secret,
|
|
158
160
|
'enableRateLimit' : True,
|
|
159
|
-
'rateLimit' : rate_limit_ms
|
|
161
|
+
'rateLimit' : rate_limit_ms,
|
|
162
|
+
'verbose': verbose
|
|
160
163
|
}
|
|
161
164
|
) # type: ignore
|
|
162
165
|
else:
|
|
@@ -10,9 +10,10 @@ siglab_py/market_data_providers/candles_ta_provider.py,sha256=uiAhbEZZdTF-YulBHp
|
|
|
10
10
|
siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py,sha256=DHj51QTbkCmEd9RFNVhWWpsSPz1aLd6zTLqkUUbEkK0,11158
|
|
11
11
|
siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8TmC8pXaid8-jouSLKIpuW6_JBBgwRTieI665yQ,8684
|
|
12
12
|
siglab_py/market_data_providers/futu_candles_ta_to_csv.py,sha256=SCWlI_mOuErpGP8Kxh5WKEoff9cqqxO19oLFLd04bTs,10964
|
|
13
|
+
siglab_py/market_data_providers/google_monitor.py,sha256=B08Aj1urL4M9hVUfjubVwTsFhfsj5-eFaf36lYqZ8-o,14028
|
|
13
14
|
siglab_py/market_data_providers/orderbooks_provider.py,sha256=olt-3LIkoyzQWfNNQRhJtKibLbkTutt_q_rCCTM7i1g,16216
|
|
14
15
|
siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lkOLa_cgpuvqRakMC0wbA,2221
|
|
15
|
-
siglab_py/market_data_providers/tg_monitor.py,sha256=
|
|
16
|
+
siglab_py/market_data_providers/tg_monitor.py,sha256=LY4oRm5qQ_XiuLk0RMVDc0Vdsi6CKE6O9hgeGm3VXBM,21995
|
|
16
17
|
siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
17
18
|
siglab_py/ordergateway/client.py,sha256=LvtrYirrdFOcKgTkvuqwdEN7r3nurjX320ESnk7tHE0,15095
|
|
18
19
|
siglab_py/ordergateway/encrypt_keys_util.py,sha256=U_M-jPrPYOTO_sU0bMVkO5ruNXge5vek8yUGa8jaE-g,1349
|
|
@@ -29,13 +30,13 @@ siglab_py/tests/unit/trading_util_tests.py,sha256=LiflZrduWXyLMbpSFQCaydA7jdJx3v
|
|
|
29
30
|
siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
30
31
|
siglab_py/util/analytic_util.py,sha256=ywp-VI8UlmoYVej2SaJMrOyheFwyh9KVjsnfw55dpMU,63785
|
|
31
32
|
siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
|
|
32
|
-
siglab_py/util/market_data_util.py,sha256=
|
|
33
|
+
siglab_py/util/market_data_util.py,sha256=udu7EN8wsESznoA68HBBKlMqZdv66FkQaRCketoFhfo,33165
|
|
33
34
|
siglab_py/util/notification_util.py,sha256=tNZMUkkjz4q1CKqcQq62oEmZgHgNIwz2Iw9J22V22Zw,2668
|
|
34
35
|
siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
|
|
35
36
|
siglab_py/util/simple_math.py,sha256=F7vGj0O2Y9EAGcMFR6SN1tTjBWO_a7YZeiTzk3eHaVI,8518
|
|
36
37
|
siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
|
|
37
38
|
siglab_py/util/trading_util.py,sha256=dlIOzoMGnddLSFODcJ61EBH1Aeruq4IT2MsxIdFkV9I,5252
|
|
38
|
-
siglab_py-0.5.
|
|
39
|
-
siglab_py-0.5.
|
|
40
|
-
siglab_py-0.5.
|
|
41
|
-
siglab_py-0.5.
|
|
39
|
+
siglab_py-0.5.73.dist-info/METADATA,sha256=HirdcX03gRL8bt7NPykg2WqZSA1vsi5Q3GXDGR7UR30,829
|
|
40
|
+
siglab_py-0.5.73.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
|
|
41
|
+
siglab_py-0.5.73.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
|
|
42
|
+
siglab_py-0.5.73.dist-info/RECORD,,
|
|
File without changes
|