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src/notifications/README.md
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src/notifications/README.md
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# Telegram Notifications
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Real-time trading event notifications via Telegram Bot API.
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## Setup
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### 1. Create a Telegram Bot
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1. Open Telegram and message [@BotFather](https://t.me/BotFather)
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2. Send `/newbot` command
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3. Follow prompts to name your bot
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4. Save the **bot token** (looks like `1234567890:ABCdefGHIjklMNOpqrsTUVwxyz`)
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### 2. Get Your Chat ID
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**Option A: Using @userinfobot**
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1. Message [@userinfobot](https://t.me/userinfobot) on Telegram
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2. Send `/start`
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3. Save your numeric **chat ID** (e.g., `123456789`)
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**Option B: Using @RawDataBot**
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1. Message [@RawDataBot](https://t.me/rawdatabot) on Telegram
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2. Look for `"id":` in the JSON response
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3. Save your numeric **chat ID**
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### 3. Configure Environment
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Add to your `.env` file:
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```bash
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TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
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TELEGRAM_CHAT_ID=123456789
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TELEGRAM_ENABLED=true
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```
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### 4. Test the Bot
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Start a conversation with your bot on Telegram first (send `/start`), then run:
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```bash
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python -m src.main --mode=paper
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```
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You should receive a startup notification.
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## Message Examples
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### Trade Execution
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```
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🟢 BUY
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Symbol: AAPL (United States)
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Quantity: 10 shares
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Price: 150.25
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Confidence: 85%
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```
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### Circuit Breaker
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```
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🚨 CIRCUIT BREAKER TRIPPED
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P&L: -3.15% (threshold: -3.0%)
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Trading halted for safety
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```
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### Fat-Finger Protection
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```
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⚠️ Fat-Finger Protection
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Order rejected: TSLA
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Attempted: 45.0% of cash
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Max allowed: 30%
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Amount: 45,000 / 100,000
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```
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### Market Open/Close
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```
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ℹ️ Market Open
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Korea trading session started
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ℹ️ Market Close
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Korea trading session ended
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📈 P&L: +1.25%
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```
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### System Status
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```
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📝 System Started
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Mode: PAPER
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Markets: KRX, NASDAQ
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System Shutdown
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Normal shutdown
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```
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## Notification Priorities
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| Priority | Emoji | Use Case |
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|----------|-------|----------|
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| LOW | ℹ️ | Market open/close |
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| MEDIUM | 📊 | Trade execution, system start/stop |
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| HIGH | ⚠️ | Fat-finger protection, errors |
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| CRITICAL | 🚨 | Circuit breaker trips |
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## Rate Limiting
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- Default: 1 message per second
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- Prevents hitting Telegram's global rate limits
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- Configurable via `rate_limit` parameter
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## Troubleshooting
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### No notifications received
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1. **Check bot configuration**
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```bash
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# Verify env variables are set
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grep TELEGRAM .env
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```
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2. **Start conversation with bot**
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- Open bot in Telegram
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- Send `/start` command
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- Bot cannot message users who haven't started a conversation
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3. **Check logs**
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```bash
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# Look for Telegram-related errors
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python -m src.main --mode=paper 2>&1 | grep -i telegram
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```
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4. **Verify bot token**
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```bash
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curl https://api.telegram.org/bot<YOUR_TOKEN>/getMe
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# Should return bot info (not 401 error)
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```
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5. **Verify chat ID**
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```bash
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curl -X POST https://api.telegram.org/bot<YOUR_TOKEN>/sendMessage \
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-H 'Content-Type: application/json' \
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-d '{"chat_id": "<YOUR_CHAT_ID>", "text": "Test"}'
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# Should send a test message
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```
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### Notifications delayed
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- Check rate limiter settings
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- Verify network connection
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- Look for timeout errors in logs
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### "Chat not found" error
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- Incorrect chat ID
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- Bot blocked by user
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- Need to send `/start` to bot first
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### "Unauthorized" error
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- Invalid bot token
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- Token revoked (regenerate with @BotFather)
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## Graceful Degradation
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The system works without Telegram notifications:
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- Missing credentials → notifications disabled automatically
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- API errors → logged but trading continues
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- Network timeouts → trading loop unaffected
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- Rate limiting → messages queued, trading proceeds
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**Notifications never crash the trading system.**
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## Security Notes
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- Never commit `.env` file with credentials
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- Bot token grants full bot control
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- Chat ID is not sensitive (just a number)
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- Messages are sent over HTTPS
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- No trading credentials in notifications
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## Advanced Usage
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### Group Notifications
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1. Add bot to Telegram group
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2. Get group chat ID (negative number like `-123456789`)
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3. Use group chat ID in `TELEGRAM_CHAT_ID`
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### Multiple Recipients
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Create multiple bots or use a broadcast group with multiple members.
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### Custom Rate Limits
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Not currently exposed in config, but can be modified in code:
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```python
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telegram = TelegramClient(
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bot_token=settings.TELEGRAM_BOT_TOKEN,
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chat_id=settings.TELEGRAM_CHAT_ID,
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rate_limit=2.0, # 2 messages per second
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)
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```
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## API Reference
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See `telegram_client.py` for full API documentation.
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Key methods:
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- `notify_trade_execution()` - Trade alerts
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- `notify_circuit_breaker()` - Emergency stops
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- `notify_fat_finger()` - Order rejections
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- `notify_market_open/close()` - Session tracking
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- `notify_system_start/shutdown()` - Lifecycle events
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- `notify_error()` - Error alerts
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5
src/notifications/__init__.py
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5
src/notifications/__init__.py
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"""Real-time notifications for trading events."""
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from src.notifications.telegram_client import TelegramClient
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__all__ = ["TelegramClient"]
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325
src/notifications/telegram_client.py
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src/notifications/telegram_client.py
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"""Telegram notification client for real-time trading alerts."""
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import asyncio
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import logging
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import time
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from dataclasses import dataclass
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from enum import Enum
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import aiohttp
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logger = logging.getLogger(__name__)
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class NotificationPriority(Enum):
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"""Priority levels for notifications with emoji indicators."""
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LOW = ("ℹ️", "info")
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MEDIUM = ("📊", "medium")
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HIGH = ("⚠️", "warning")
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CRITICAL = ("🚨", "critical")
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def __init__(self, emoji: str, label: str) -> None:
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self.emoji = emoji
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self.label = label
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class LeakyBucket:
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"""Rate limiter using leaky bucket algorithm."""
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def __init__(self, rate: float, capacity: int = 1) -> None:
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"""
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Initialize rate limiter.
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Args:
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rate: Maximum requests per second
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capacity: Bucket capacity (burst size)
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"""
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self._rate = rate
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self._capacity = capacity
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self._tokens = float(capacity)
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self._last_update = time.monotonic()
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self._lock = asyncio.Lock()
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async def acquire(self) -> None:
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"""Wait until a token is available, then consume it."""
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async with self._lock:
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now = time.monotonic()
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elapsed = now - self._last_update
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self._tokens = min(self._capacity, self._tokens + elapsed * self._rate)
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self._last_update = now
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if self._tokens < 1.0:
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wait_time = (1.0 - self._tokens) / self._rate
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await asyncio.sleep(wait_time)
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self._tokens = 0.0
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else:
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self._tokens -= 1.0
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@dataclass
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class NotificationMessage:
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"""Internal notification message structure."""
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priority: NotificationPriority
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message: str
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class TelegramClient:
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"""Telegram Bot API client for sending trading notifications."""
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API_BASE = "https://api.telegram.org/bot{token}"
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DEFAULT_TIMEOUT = 5.0 # seconds
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DEFAULT_RATE = 1.0 # messages per second
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def __init__(
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self,
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bot_token: str | None = None,
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chat_id: str | None = None,
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enabled: bool = True,
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rate_limit: float = DEFAULT_RATE,
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) -> None:
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"""
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Initialize Telegram client.
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Args:
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bot_token: Telegram bot token from @BotFather
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chat_id: Target chat ID (user or group)
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|
enabled: Enable/disable notifications globally
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rate_limit: Maximum messages per second
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"""
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self._bot_token = bot_token
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self._chat_id = chat_id
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self._enabled = enabled
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self._rate_limiter = LeakyBucket(rate=rate_limit)
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self._session: aiohttp.ClientSession | None = None
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if not enabled:
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logger.info("Telegram notifications disabled via configuration")
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elif bot_token is None or chat_id is None:
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logger.warning(
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"Telegram notifications disabled (missing bot_token or chat_id)"
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)
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self._enabled = False
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else:
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logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
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def _get_session(self) -> aiohttp.ClientSession:
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"""Get or create aiohttp session."""
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|
if self._session is None or self._session.closed:
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|
self._session = aiohttp.ClientSession(
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|
timeout=aiohttp.ClientTimeout(total=self.DEFAULT_TIMEOUT)
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)
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|
return self._session
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async def close(self) -> None:
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|
"""Close HTTP session."""
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|
if self._session is not None and not self._session.closed:
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|
await self._session.close()
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async def _send_notification(self, msg: NotificationMessage) -> None:
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|
"""
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|
Send notification to Telegram with graceful degradation.
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|
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|
Args:
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|
msg: Notification message to send
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|
"""
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|
if not self._enabled:
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|
return
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|
try:
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|
await self._rate_limiter.acquire()
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|
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|
formatted_message = f"{msg.priority.emoji} {msg.message}"
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url = f"{self.API_BASE.format(token=self._bot_token)}/sendMessage"
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|
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payload = {
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|
"chat_id": self._chat_id,
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|
"text": formatted_message,
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|
"parse_mode": "HTML",
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|
}
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|
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|
session = self._get_session()
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|
async with session.post(url, json=payload) as resp:
|
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|
if resp.status != 200:
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|
error_text = await resp.text()
|
||||||
|
logger.error(
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||||||
|
"Telegram API error (status=%d): %s", resp.status, error_text
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||||||
|
)
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|
else:
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||||||
|
logger.debug("Telegram notification sent: %s", msg.message[:50])
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||||||
|
|
||||||
|
except asyncio.TimeoutError:
|
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|
logger.error("Telegram notification timeout")
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||||||
|
except aiohttp.ClientError as exc:
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|
logger.error("Telegram notification failed: %s", exc)
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|
except Exception as exc:
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|
logger.error("Unexpected error sending notification: %s", exc)
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|
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||||||
|
async def notify_trade_execution(
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|
self,
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|
stock_code: str,
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|
market: str,
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|
action: str,
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||||||
|
quantity: int,
|
||||||
|
price: float,
|
||||||
|
confidence: float,
|
||||||
|
) -> None:
|
||||||
|
"""
|
||||||
|
Notify trade execution.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
stock_code: Stock ticker symbol
|
||||||
|
market: Market name (e.g., "Korea", "United States")
|
||||||
|
action: "BUY" or "SELL"
|
||||||
|
quantity: Number of shares
|
||||||
|
price: Execution price
|
||||||
|
confidence: AI confidence level (0-100)
|
||||||
|
"""
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|
emoji = "🟢" if action == "BUY" else "🔴"
|
||||||
|
message = (
|
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|
f"<b>{emoji} {action}</b>\n"
|
||||||
|
f"Symbol: <code>{stock_code}</code> ({market})\n"
|
||||||
|
f"Quantity: {quantity:,} shares\n"
|
||||||
|
f"Price: {price:,.2f}\n"
|
||||||
|
f"Confidence: {confidence:.0f}%"
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_market_open(self, market_name: str) -> None:
|
||||||
|
"""
|
||||||
|
Notify market opening.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
market_name: Name of the market (e.g., "Korea", "United States")
|
||||||
|
"""
|
||||||
|
message = f"<b>Market Open</b>\n{market_name} trading session started"
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_market_close(self, market_name: str, pnl_pct: float) -> None:
|
||||||
|
"""
|
||||||
|
Notify market closing.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
market_name: Name of the market
|
||||||
|
pnl_pct: Final P&L percentage for the session
|
||||||
|
"""
|
||||||
|
pnl_sign = "+" if pnl_pct >= 0 else ""
|
||||||
|
pnl_emoji = "📈" if pnl_pct >= 0 else "📉"
|
||||||
|
message = (
|
||||||
|
f"<b>Market Close</b>\n"
|
||||||
|
f"{market_name} trading session ended\n"
|
||||||
|
f"{pnl_emoji} P&L: {pnl_sign}{pnl_pct:.2f}%"
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_circuit_breaker(
|
||||||
|
self, pnl_pct: float, threshold: float
|
||||||
|
) -> None:
|
||||||
|
"""
|
||||||
|
Notify circuit breaker activation.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
pnl_pct: Current P&L percentage
|
||||||
|
threshold: Circuit breaker threshold
|
||||||
|
"""
|
||||||
|
message = (
|
||||||
|
f"<b>CIRCUIT BREAKER TRIPPED</b>\n"
|
||||||
|
f"P&L: {pnl_pct:.2f}% (threshold: {threshold:.1f}%)\n"
|
||||||
|
f"Trading halted for safety"
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.CRITICAL, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_fat_finger(
|
||||||
|
self,
|
||||||
|
stock_code: str,
|
||||||
|
order_amount: float,
|
||||||
|
total_cash: float,
|
||||||
|
max_pct: float,
|
||||||
|
) -> None:
|
||||||
|
"""
|
||||||
|
Notify fat-finger protection rejection.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
stock_code: Stock ticker symbol
|
||||||
|
order_amount: Attempted order amount
|
||||||
|
total_cash: Total available cash
|
||||||
|
max_pct: Maximum allowed percentage
|
||||||
|
"""
|
||||||
|
attempted_pct = (order_amount / total_cash) * 100 if total_cash > 0 else 0
|
||||||
|
message = (
|
||||||
|
f"<b>Fat-Finger Protection</b>\n"
|
||||||
|
f"Order rejected: <code>{stock_code}</code>\n"
|
||||||
|
f"Attempted: {attempted_pct:.1f}% of cash\n"
|
||||||
|
f"Max allowed: {max_pct:.0f}%\n"
|
||||||
|
f"Amount: {order_amount:,.0f} / {total_cash:,.0f}"
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_system_start(
|
||||||
|
self, mode: str, enabled_markets: list[str]
|
||||||
|
) -> None:
|
||||||
|
"""
|
||||||
|
Notify system startup.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
mode: Trading mode ("paper" or "live")
|
||||||
|
enabled_markets: List of enabled market codes
|
||||||
|
"""
|
||||||
|
mode_emoji = "📝" if mode == "paper" else "💰"
|
||||||
|
markets_str = ", ".join(enabled_markets)
|
||||||
|
message = (
|
||||||
|
f"<b>{mode_emoji} System Started</b>\n"
|
||||||
|
f"Mode: {mode.upper()}\n"
|
||||||
|
f"Markets: {markets_str}"
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_system_shutdown(self, reason: str) -> None:
|
||||||
|
"""
|
||||||
|
Notify system shutdown.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
reason: Reason for shutdown (e.g., "Normal shutdown", "Circuit breaker")
|
||||||
|
"""
|
||||||
|
message = f"<b>System Shutdown</b>\n{reason}"
|
||||||
|
priority = (
|
||||||
|
NotificationPriority.CRITICAL
|
||||||
|
if "circuit breaker" in reason.lower()
|
||||||
|
else NotificationPriority.MEDIUM
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=priority, message=message)
|
||||||
|
)
|
||||||
|
|
||||||
|
async def notify_error(
|
||||||
|
self, error_type: str, error_msg: str, context: str
|
||||||
|
) -> None:
|
||||||
|
"""
|
||||||
|
Notify system error.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
error_type: Type of error (e.g., "Connection Error")
|
||||||
|
error_msg: Error message
|
||||||
|
context: Error context (e.g., stock code, market)
|
||||||
|
"""
|
||||||
|
message = (
|
||||||
|
f"<b>Error: {error_type}</b>\n"
|
||||||
|
f"Context: {context}\n"
|
||||||
|
f"Message: {error_msg[:200]}" # Truncate long errors
|
||||||
|
)
|
||||||
|
await self._send_notification(
|
||||||
|
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||||
|
)
|
||||||
Reference in New Issue
Block a user