Initial TradingView→Telegram webhook service with Render Blueprint.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-09-15 17:16:21 +00:00 · 2026-07-24 16:35:47 +02:00 · 2026-07-24 16:35:47 +02:00 · d6c539dca9
commit d6c539dca9
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--- a/.env.example
+++ b/.env.example
@ -0,0 +1,5 @@
+TELEGRAM_BOT_TOKEN=123456:ABC-DEF
+TELEGRAM_CHAT_ID=-1001234567890
+TELEGRAM_MESSAGE_THREAD_ID=1
+HOST=0.0.0.0
+PORT=8000
--- a/.gitignore
+++ b/.gitignore
@ -0,0 +1,10 @@
+.env
+.env*
+!.env.example
+.venv/
+__pycache__/
+*.py[cod]
+*.png
+.pytest_cache/
+.mypy_cache/
+.DS_Store
--- a/23
+++ b/23
@ -0,0 +1,23 @@
+FROM python:3.12-slim
+
+WORKDIR /app
+
+RUN apt-get update \
+    && apt-get install -y --no-install-recommends \
+        libfreetype6 \
+        libpng16-16 \
+    && rm -rf /var/lib/apt/lists/*
+
+COPY requirements.txt .
+RUN pip install --no-cache-dir -r requirements.txt
+
+COPY app ./app
+
+ENV PYTHONUNBUFFERED=1
+ENV MPLBACKEND=Agg
+ENV HOST=0.0.0.0
+ENV PORT=8000
+
+EXPOSE 8000
+
+CMD ["sh", "-c", "uvicorn app.main:app --host ${HOST} --port ${PORT}"]
--- a/README.md
+++ b/README.md
@ -0,0 +1,150 @@
+# TradingView → Telegram setup service
+
+Accepts TradingView webhook alerts, renders a Binance Futures candlestick setup chart, and posts photo + caption into a Telegram forum topic.
+
+## Quick start (Docker / VPS)
+
+1. Copy env and fill Telegram values:
+
+```bash
+cp .env.example .env
+```
+
+```env
+TELEGRAM_BOT_TOKEN=...
+TELEGRAM_CHAT_ID=-100...
+TELEGRAM_MESSAGE_THREAD_ID=...
+HOST=0.0.0.0
+PORT=8000
+```
+
+2. Build and run:
+
+```bash
+docker compose up -d --build
+```
+
+3. Health check:
+
+```bash
+curl http://127.0.0.1:8000/health
+```
+
+4. Put HTTPS in front (nginx/Caddy) and point TradingView webhook to:
+
+`https://your-domain/webhook`
+
+Bot must be added to the group/forum and allowed to post in the target topic.
+
+## Local run (without Docker)
+
+```bash
+python -m venv .venv
+source .venv/bin/activate
+pip install -r requirements.txt
+cp .env.example .env   # fill values
+uvicorn app.main:app --host 0.0.0.0 --port 8000 --reload
+```
+
+## TradingView alert JSON
+
+The webhook accepts a **single-line or pretty-printed JSON** body, including TradingView’s common `Content-Type: text/plain`.
+
+Static example (alert **Webhook message** body) — primary setup (`signal_sequence: 1`):
+
+```json
+{
+  "ticker": "{{ticker}}",
+  "action": "long",
+  "entry_price": "65034.7",
+  "current_price": "65034.7",
+  "stop_loss_price": "63904.9",
+  "take_profit_1_price": "66085.9",
+  "take_profit_2_price": "67209.2",
+  "take_profit_3_price": "68355.5",
+  "visual_timeframe": "15",
+  "signal_sequence": 1,
+  "signal_time": 1721736000
+}
+```
+
+Control update (`signal_sequence` > 1) — Pine freezes `entry_price` / SL / TPs / `signal_time` from seq 1 and sends live `current_price`:
+
+```json
+{
+  "ticker": "{{ticker}}",
+  "action": "short",
+  "entry_price": "65034.7",
+  "current_price": "64000.1",
+  "stop_loss_price": "65896.8",
+  "take_profit_1_price": "63904.9",
+  "take_profit_2_price": "62781.6",
+  "take_profit_3_price": "61635.3",
+  "visual_timeframe": "15",
+  "signal_sequence": 2,
+  "signal_time": 1721736000
+}
+```
+
+### PineScript `alert()` (recommended)
+
+Build the JSON inside `alert()`. A continuous one-line string is fine.
+
+In the TradingView alert dialog:
+
+- Webhook URL: `https://your-domain/webhook`
+- Message: only `{{alert_message}}` (do not paste a second JSON next to it)
+
+On **seq == 1**: store `entry_price = close`, freeze SL/TPs, and `signal_time = time / 1000` (bar open, unix seconds). On **seq > 1**: keep those frozen fields; only refresh `current_price` (= live `close`). Example shape:
+
+```pinescript
+alert('{"ticker":"' + syminfo.ticker + '","action":"long","entry_price":"' + str.tostring(long_entry_price, format.mintick) + '","current_price":"' + str.tostring(close, format.mintick) + '","stop_loss_price":"' + str.tostring(long_sl_price, format.mintick) + '","take_profit_1_price":"' + str.tostring(long_tp1_price, format.mintick) + '","take_profit_2_price":"' + str.tostring(long_tp2_price, format.mintick) + '","take_profit_3_price":"' + str.tostring(long_tp3_price, format.mintick) + '","visual_timeframe":"' + timeframe.period + '","signal_sequence":' + str.tostring(buyCount) + ',"signal_time":' + str.tostring(signal_buy_time) + '}', alert.freq_once_per_bar_close)
+```
+
+(Same idea for shorts with `short_entry_price` / `sellCount` / `signal_sell_time`.) Caption emoji/labels are built by the service from `action` + `signal_sequence` — do not put them in the webhook JSON.
+
+Field notes:
+
+| Field | Description |
+|---|---|
+| `ticker` | any common TV form (`BTCUSDT.P`, `BTCUSDT`, `BINANCE:ETHUSDT`, `BTC/USDT`, …) → normalized to Binance Futures symbol for the chart; caption keeps the original |
+| `action` | `long` or `short` |
+| `entry_price` | trade entry from seq 1 (equals `current_price` on primary signal) |
+| `current_price` | live price (`close` at alert time) |
+| `*_price` | strings with your display precision |
+| `visual_timeframe` | `1`, `3`, `5`, `15`, `30`, `60`, `120`, `240`, `D`, `W` (also `15m`, `1h`, …) |
+| `signal_sequence` | `1` = primary setup; `>1` = control update of that trade |
+| `signal_time` | unix seconds of the seq-1 bar open (UTC); chart draws Entry/SL/TP zones from that candle |
+
+## Caption format
+
+**seq `1` (setup):**
+
+- long: `BTCUSDT.P 💚 Buy`
+- short: `BTCUSDT.P 💔 Sell`
+- body: `Price` / `SL (risk %)` / `TP1–3`
+
+**seq `>1` (control):**
+
+- long: `BTCUSDT.P 🌱 Buy Seq: N`
+- short: `BTCUSDT.P 🥀 Sell Seq: N`
+- body: `Entry price` (from seq 1) / live `Price` / `Current profit: +1.6% (RR 1:1.2)`
+- no new SL/TP lines in the caption
+
+Prices are shown with `$` and thousand spaces (`65034.7` → `$65 034.7`).
+For seq 1, SL includes distance from entry: `SL: $63 904.9 (-2.37%)` (risk %, negative for both long and short).
+For seq >1, profit % is signed vs entry; RR is `|price−entry| / |entry−SL|` with the same sign as profit.
+
+## Behavior
+
+1. Validate payload
+2. Fetch ~90 klines from Binance USDT-M Futures (public, no API key)
+3. Render PNG: candles + Entry / SL / TP1–3 from the payload, starting at the `signal_time` candle (seq `>1` reuses frozen seq-1 levels/time and also marks live `Price`)
+4. `sendPhoto` to `TELEGRAM_CHAT_ID` topic `TELEGRAM_MESSAGE_THREAD_ID`
+5. If chart/klines fail → text-only `sendMessage` fallback (still `200`)
+6. If Telegram fails → `502`
+
+## Endpoints
+
+- `GET /health` → `{"status":"ok"}`
+- `POST /webhook` → signal payload above
--- a/app/init.py
+++ b/app/init.py
--- a/app/binance.py
+++ b/app/binance.py
@ -0,0 +1,151 @@
+from __future__ import annotations
+
+import logging
+
+import httpx
+import pandas as pd
+
+logger = logging.getLogger(__name__)
+
+BINANCE_FUTURES_KLINES_URL = "https://fapi.binance.com/fapi/v1/klines"
+DEFAULT_LIMIT = 90
+
+# TradingView-style timeframe → Binance Futures interval
+TIMEFRAME_MAP: dict[str, str] = {
+    "1": "1m",
+    "1m": "1m",
+    "3": "3m",
+    "3m": "3m",
+    "5": "5m",
+    "5m": "5m",
+    "15": "15m",
+    "15m": "15m",
+    "30": "30m",
+    "30m": "30m",
+    "60": "1h",
+    "1h": "1h",
+    "120": "2h",
+    "2h": "2h",
+    "240": "4h",
+    "4h": "4h",
+    "360": "6h",
+    "6h": "6h",
+    "480": "8h",
+    "8h": "8h",
+    "720": "12h",
+    "12h": "12h",
+    "d": "1d",
+    "1d": "1d",
+    "1D": "1d",
+    "D": "1d",
+    "w": "1w",
+    "1w": "1w",
+    "1W": "1w",
+    "W": "1w",
+}
+
+
+# TradingView / broker suffixes stripped before Binance Futures lookup
+_PERP_SUFFIXES = (".P", ".PERP", "_PERP", "-PERP")
+
+
+def to_binance_symbol(ticker: str) -> str:
+    """Map TradingView ticker to Binance Futures symbol (e.g. BTCUSDT).
+
+    Accepts common TV forms:
+    - BTCUSDT.P / BTCUSDT
+    - BINANCE:BTCUSDT.P / BYBIT:ETHUSDT
+    - BTC/USDT, BTC-USDT, BTCUSDTPERP
+    """
+    symbol = ticker.strip().upper()
+    if not symbol:
+        raise ValueError("Empty ticker")
+
+    # Exchange / broker prefix: BINANCE:BTCUSDT.P → BTCUSDT.P
+    if ":" in symbol:
+        symbol = symbol.rsplit(":", 1)[-1].strip()
+
+    symbol = symbol.replace(" ", "").replace("/", "").replace("-", "")
+
+    for suffix in _PERP_SUFFIXES:
+        if symbol.endswith(suffix):
+            symbol = symbol[: -len(suffix)]
+            break
+    else:
+        # BTCUSDTPERP (no separator)
+        if symbol.endswith("PERP") and len(symbol) > 4:
+            symbol = symbol[:-4]
+
+    # Continuous-contract markers (CME-style), ignore for Binance
+    if symbol.endswith("1!"):
+        symbol = symbol[:-2]
+    elif symbol.endswith("!"):
+        symbol = symbol[:-1]
+
+    if not symbol:
+        raise ValueError(f"Empty symbol after normalizing ticker: {ticker!r}")
+    return symbol
+
+
+def to_binance_interval(visual_timeframe: str) -> str:
+    key = visual_timeframe.strip()
+    interval = TIMEFRAME_MAP.get(key) or TIMEFRAME_MAP.get(key.lower())
+    if interval is None:
+        raise ValueError(f"Unsupported visual_timeframe: {visual_timeframe!r}")
+    return interval
+
+
+async def fetch_klines(
+    symbol: str,
+    interval: str,
+    *,
+    limit: int = DEFAULT_LIMIT,
+    end_ms: int | None = None,
+    timeout: float = 15.0,
+) -> pd.DataFrame:
+    """Fetch OHLCV klines from Binance USDT-M Futures.
+
+    If ``end_ms`` is set, returns candles ending at/before that UTC epoch millis
+    (useful for historical / as-of charts).
+    """
+    params: dict[str, str | int] = {
+        "symbol": symbol,
+        "interval": interval,
+        "limit": limit,
+    }
+    if end_ms is not None:
+        params["endTime"] = end_ms
+    async with httpx.AsyncClient(timeout=timeout) as client:
+        response = await client.get(BINANCE_FUTURES_KLINES_URL, params=params)
+        response.raise_for_status()
+        raw = response.json()
+
+    if not raw:
+        raise ValueError(f"Empty klines for {symbol} {interval}")
+
+    df = pd.DataFrame(
+        raw,
+        columns=[
+            "open_time",
+            "open",
+            "high",
+            "low",
+            "close",
+            "volume",
+            "close_time",
+            "quote_volume",
+            "trades",
+            "taker_buy_base",
+            "taker_buy_quote",
+            "ignore",
+        ],
+    )
+    df["Date"] = pd.to_datetime(df["open_time"], unit="ms", utc=True)
+    for col in ("open", "high", "low", "close", "volume"):
+        df[col] = pd.to_numeric(df[col], errors="coerce")
+    df = df.set_index("Date")[["open", "high", "low", "close", "volume"]]
+    df.columns = ["Open", "High", "Low", "Close", "Volume"]
+    df = df.dropna()
+    if df.empty:
+        raise ValueError(f"No valid OHLCV rows for {symbol} {interval}")
+    return df
--- a/app/chart.py
+++ b/app/chart.py
@ -0,0 +1,365 @@
+from __future__ import annotations
+
+import io
+import logging
+from datetime import timedelta, timezone
+from typing import Literal
+
+import matplotlib
+
+matplotlib.use("Agg")
+
+import matplotlib.pyplot as plt
+import mplfinance as mpf
+import pandas as pd
+from matplotlib.patches import Rectangle
+
+logger = logging.getLogger(__name__)
+
+ActionSide = Literal["long", "short"]
+RIGHT_PAD_CANDLES = 15
+UTC_PLUS_2 = timezone(timedelta(hours=2))
+
+COLORS = {
+    "bg": "#0f1115",
+    "panel": "#0f1115",
+    "grid": "#1e222d",
+    "text": "#d1d4dc",
+    "up": "#26a69a",
+    "down": "#ef5350",
+    "entry": "#42a5f5",
+    "price": "#ffca28",
+    "sl": "#ef5350",
+    "tp1": "#66bb6a",
+    "tp2": "#43a047",
+    "tp3": "#2e7d32",
+    "long_fill": (0.15, 0.65, 0.45),
+    "short_fill": (0.85, 0.25, 0.25),
+    "risk_fill": (0.85, 0.25, 0.25, 0.10),
+    "label_bg": "#0f1115",
+    "vol_up": "#26a69a",
+    "vol_down": "#ef5350",
+}
+
+# Reward zone opacities: Entry→TP1, TP1→TP2, TP2→TP3 (decreasing)
+REWARD_ALPHAS = (0.16, 0.10, 0.06)
+
+
+def _parse_price(raw: str) -> float:
+    return float(raw.strip().replace(" ", "").replace(",", "").replace("$", ""))
+
+
+def _to_utc_plus_2(df: pd.DataFrame) -> pd.DataFrame:
+    out = df.copy()
+    idx = out.index
+    if idx.tz is None:
+        idx = idx.tz_localize("UTC")
+    out.index = idx.tz_convert(UTC_PLUS_2)
+    return out
+
+
+def _pad_right(df: pd.DataFrame, candles: int = RIGHT_PAD_CANDLES) -> pd.DataFrame:
+    """Append empty (NaN) candles so there is free space to the right of price action."""
+    if len(df) < 2:
+        delta = pd.Timedelta(minutes=15)
+    else:
+        delta = df.index[-1] - df.index[-2]
+        if not isinstance(delta, pd.Timedelta) or delta <= pd.Timedelta(0):
+            delta = pd.Timedelta(minutes=15)
+
+    future_index = pd.date_range(
+        start=df.index[-1] + delta,
+        periods=candles,
+        freq=delta,
+        tz=df.index.tz,
+    )
+    pad = pd.DataFrame(index=future_index, columns=df.columns, dtype=float)
+    return pd.concat([df, pad])
+
+
+def _volume_overlay(
+    df: pd.DataFrame,
+    *,
+    y_low: float,
+    y_high: float,
+    fraction: float = 0.18,
+) -> tuple[pd.Series, list[str]]:
+    """Scale volume into the bottom of the price pane (TradingView-style)."""
+    span = y_high - y_low
+    height = span * fraction
+    base = y_low - span * 0.01
+    vol = df["Volume"].astype(float)
+    # Right-pad / empty candles: NaN so mplfinance skips the bar entirely
+    # (zero height still draws a stub from y=0 → base, often as black).
+    empty = df["Open"].isna() | df["Close"].isna() | vol.isna()
+    vol_filled = vol.fillna(0.0)
+    real = vol_filled[~empty]
+    vmax = float(real.max()) if len(real) else 1.0
+    if vmax <= 0:
+        vmax = 1.0
+    scaled = base + (vol_filled / vmax) * height
+    scaled = scaled.mask(empty)
+
+    colors: list[str] = []
+    for _, row in df.iterrows():
+        if pd.isna(row["Close"]) or pd.isna(row["Open"]):
+            colors.append(COLORS["bg"])
+        elif row["Close"] >= row["Open"]:
+            colors.append(COLORS["vol_up"])
+        else:
+            colors.append(COLORS["vol_down"])
+    return scaled, colors
+
+
+def _position_start_x(df: pd.DataFrame, signal_time: int | None) -> int:
+    """Integer x of the candle where the seq==1 position starts (fallback: last)."""
+    last_x = len(df) - 1
+    if signal_time is None or last_x < 0:
+        return max(last_x, 0)
+    ts = pd.Timestamp(int(signal_time), unit="s", tz="UTC")
+    if df.index.tz is not None:
+        ts = ts.tz_convert(df.index.tz)
+    # Last candle whose open time is <= signal time
+    pos = int(df.index.searchsorted(ts, side="right") - 1)
+    if pos < 0:
+        return 0
+    return min(pos, last_x)
+
+
+def render_setup_chart(
+    df: pd.DataFrame,
+    *,
+    ticker: str,
+    action: ActionSide,
+    entry: str,
+    stop_loss: str,
+    tp1: str,
+    tp2: str,
+    tp3: str,
+    timeframe: str,
+    current_price: str | None = None,
+    signal_time: int | None = None,
+) -> bytes:
+    entry_p = _parse_price(entry)
+    sl_p = _parse_price(stop_loss)
+    tp1_p = _parse_price(tp1)
+    tp2_p = _parse_price(tp2)
+    tp3_p = _parse_price(tp3)
+    current_p = _parse_price(current_price) if current_price is not None else None
+
+    is_long = action == "long"
+    reward_rgb = COLORS["long_fill"] if is_long else COLORS["short_fill"]
+
+    df = _to_utc_plus_2(df)
+
+    # Position tool starts at seq==1 candle; "now" is the last real candle
+    now_x = len(df) - 1
+    entry_x = _position_start_x(df, signal_time)
+    plot_df = _pad_right(df, RIGHT_PAD_CANDLES)
+
+    level_prices = [entry_p, sl_p, tp1_p, tp2_p, tp3_p]
+    if current_p is not None:
+        level_prices.append(current_p)
+    y_min = min(float(df["Low"].min()), *level_prices)
+    y_max = max(float(df["High"].max()), *level_prices)
+    price_pad = (y_max - y_min) * 0.06 or y_max * 0.002
+
+    vol_scaled, vol_colors = _volume_overlay(plot_df, y_low=y_min, y_high=y_max)
+
+    addplots = [
+        mpf.make_addplot(
+            vol_scaled,
+            type="bar",
+            panel=0,
+            color=vol_colors,
+            width=0.8,
+            alpha=0.15,  # ~85% transparent
+            secondary_y=False,
+        ),
+    ]
+
+    mc = mpf.make_marketcolors(
+        up=COLORS["up"],
+        down=COLORS["down"],
+        edge="inherit",
+        wick="inherit",
+        volume="in",
+    )
+    style = mpf.make_mpf_style(
+        base_mpf_style="nightclouds",
+        marketcolors=mc,
+        facecolor=COLORS["bg"],
+        figcolor=COLORS["bg"],
+        gridcolor=COLORS["grid"],
+        gridstyle="--",
+        y_on_right=True,
+        rc={
+            "axes.labelcolor": COLORS["text"],
+            "xtick.color": COLORS["text"],
+            "ytick.color": COLORS["text"],
+            "axes.edgecolor": COLORS["grid"],
+            "figure.facecolor": COLORS["bg"],
+            "axes.facecolor": COLORS["panel"],
+            "font.size": 9,
+        },
+    )
+
+    fig, axes = mpf.plot(
+        plot_df,
+        type="candle",
+        style=style,
+        volume=False,
+        addplot=addplots,
+        returnfig=True,
+        figsize=(12, 7),
+        tight_layout=True,
+        datetime_format="%m-%d\n%H:%M",
+        warn_too_much_data=10_000,
+        xrotation=0,
+        ylabel="",
+    )
+    ax = axes[0]
+    ax.set_ylabel("")
+    for label in ax.get_xticklabels():
+        label.set_horizontalalignment("center")
+        label.set_fontsize(8)
+        label.set_linespacing(1.35)
+
+    # Room for volume bars under candles
+    vol_floor = float(vol_scaled.dropna().min()) if vol_scaled.notna().any() else y_min
+    ax.set_ylim(min(y_min - price_pad, vol_floor) - price_pad * 0.3, y_max + price_pad)
+
+    x_right = ax.get_xlim()[1]
+    zone_width = x_right - entry_x
+
+    # Levels + zones start at the entry (last real) candle, not full chart width
+    level_specs = [
+        (entry_p, COLORS["entry"], "-", 1.4),
+        (sl_p, COLORS["sl"], "--", 1.2),
+        (tp1_p, COLORS["tp1"], ":", 1.0),
+        (tp2_p, COLORS["tp2"], ":", 1.0),
+        (tp3_p, COLORS["tp3"], ":", 1.0),
+    ]
+    for price, color, ls, lw in level_specs:
+        ax.hlines(
+            price,
+            xmin=entry_x,
+            xmax=x_right,
+            colors=color,
+            linestyles=ls,
+            linewidths=lw,
+            alpha=0.95,
+            zorder=4,
+        )
+
+    risk_low = min(entry_p, sl_p)
+    risk_high = max(entry_p, sl_p)
+    ax.add_patch(
+        Rectangle(
+            (entry_x, risk_low),
+            zone_width,
+            risk_high - risk_low,
+            facecolor=COLORS["risk_fill"],
+            edgecolor="none",
+            zorder=0,
+        )
+    )
+
+    # Three reward bands with decreasing opacity toward farther TPs
+    reward_bands = (
+        (entry_p, tp1_p, REWARD_ALPHAS[0]),
+        (tp1_p, tp2_p, REWARD_ALPHAS[1]),
+        (tp2_p, tp3_p, REWARD_ALPHAS[2]),
+    )
+    for price_a, price_b, alpha in reward_bands:
+        band_low = min(price_a, price_b)
+        band_high = max(price_a, price_b)
+        ax.add_patch(
+            Rectangle(
+                (entry_x, band_low),
+                zone_width,
+                band_high - band_low,
+                facecolor=(*reward_rgb, alpha),
+                edgecolor="none",
+                zorder=0,
+            )
+        )
+
+    ax.scatter(
+        [entry_x],
+        [entry_p],
+        s=22,
+        c=COLORS["entry"],
+        marker="o",
+        zorder=7,
+        edgecolors="#ffffff",
+        linewidths=0.7,
+    )
+
+    if current_p is not None:
+        ax.hlines(
+            current_p,
+            xmin=entry_x,
+            xmax=x_right,
+            colors=COLORS["price"],
+            linestyles="-.",
+            linewidths=1.3,
+            alpha=0.95,
+            zorder=5,
+        )
+        ax.scatter(
+            [now_x],
+            [current_p],
+            s=28,
+            c=COLORS["price"],
+            marker="D",
+            zorder=7,
+            edgecolors="#ffffff",
+            linewidths=0.7,
+        )
+
+    labels = [
+        (entry_p, f"Entry {entry}", COLORS["entry"]),
+        (sl_p, f"SL {stop_loss}", COLORS["sl"]),
+        (tp1_p, f"TP1 {tp1}", COLORS["tp1"]),
+        (tp2_p, f"TP2 {tp2}", COLORS["tp2"]),
+        (tp3_p, f"TP3 {tp3}", COLORS["tp3"]),
+    ]
+    if current_p is not None and current_price is not None:
+        labels.append((current_p, f"Price {current_price}", COLORS["price"]))
+    for price, text, color in labels:
+        ax.annotate(
+            text,
+            xy=(x_right, price),
+            xytext=(6, 0),
+            textcoords="offset points",
+            va="center",
+            ha="left",
+            fontsize=8,
+            color=color,
+            clip_on=False,
+            zorder=8,
+            bbox={
+                "boxstyle": "round,pad=0.28",
+                "facecolor": COLORS["label_bg"],
+                "edgecolor": color,
+                "linewidth": 0.8,
+                "alpha": 0.92,
+            },
+        )
+
+    side = "LONG" if is_long else "SHORT"
+    ax.set_title(
+        f"{ticker}  ·  {timeframe}  ·  {side}",
+        color=COLORS["text"],
+        fontsize=12,
+        pad=12,
+    )
+
+    fig.subplots_adjust(right=0.82)
+
+    buf = io.BytesIO()
+    fig.savefig(buf, format="png", dpi=140, facecolor=COLORS["bg"], bbox_inches="tight")
+    plt.close(fig)
+    buf.seek(0)
+    return buf.read()
--- a/app/config.py
+++ b/app/config.py
@ -0,0 +1,22 @@
+from functools import lru_cache
+
+from pydantic_settings import BaseSettings, SettingsConfigDict
+
+
+class Settings(BaseSettings):
+    model_config = SettingsConfigDict(
+        env_file=".env",
+        env_file_encoding="utf-8",
+        extra="ignore",
+    )
+
+    telegram_bot_token: str
+    telegram_chat_id: str
+    telegram_message_thread_id: int
+    host: str = "0.0.0.0"
+    port: int = 8000
+
+
+@lru_cache
+def get_settings() -> Settings:
+    return Settings()
--- a/app/formatter.py
+++ b/app/formatter.py
@ -0,0 +1,130 @@
+from __future__ import annotations
+
+from app.models import Action, SignalPayload
+
+
+def _parse_price_number(raw: str) -> float:
+    text = raw.strip().replace(" ", "").replace(",", "")
+    if text.startswith("$"):
+        text = text[1:]
+    return float(text)
+
+
+def format_sl_distance_pct(entry_raw: str, sl_raw: str, *, is_long: bool) -> str:
+    """Percent move from entry to SL; shown as risk (negative) for both sides."""
+    entry = _parse_price_number(entry_raw)
+    if entry == 0:
+        raise ValueError("entry price is zero")
+    sl = _parse_price_number(sl_raw)
+    pct = (sl - entry) / entry * 100
+    if not is_long:
+        pct = -pct
+    return f"({pct:.2f}%)"
+
+
+def format_current_profit(entry_raw: str, current_raw: str, sl_raw: str, *, is_long: bool) -> str:
+    """Signed profit % vs entry and RR vs original SL distance (e.g. +1.6% (RR 1:1.2))."""
+    entry = _parse_price_number(entry_raw)
+    if entry == 0:
+        raise ValueError("entry price is zero")
+    current = _parse_price_number(current_raw)
+    sl = _parse_price_number(sl_raw)
+
+    if is_long:
+        profit_pct = (current - entry) / entry * 100
+    else:
+        profit_pct = (entry - current) / entry * 100
+
+    sl_dist = abs(entry - sl)
+    if sl_dist == 0:
+        raise ValueError("stop loss equals entry")
+    move = abs(current - entry)
+    rr = move / sl_dist
+    if profit_pct < 0:
+        rr = -rr
+
+    return f"{profit_pct:+.1f}% (RR 1:{rr:.1f})"
+
+
+def format_price(raw: str) -> str:
+    """Insert thousand spaces and prefix with $; preserve decimal precision from TV."""
+    text = raw.strip().replace(" ", "").replace(",", "")
+    if text.startswith("$"):
+        text = text[1:]
+
+    negative = text.startswith("-")
+    if negative:
+        text = text[1:]
+
+    if "." in text:
+        whole, frac = text.split(".", 1)
+    else:
+        whole, frac = text, None
+
+    whole = whole.lstrip("0") or "0"
+    grouped = _group_thousands(whole)
+    if frac is not None:
+        formatted = f"{grouped}.{frac}"
+    else:
+        formatted = grouped
+
+    if negative:
+        formatted = f"-{formatted}"
+    return f"${formatted}"
+
+
+def _group_thousands(digits: str) -> str:
+    if len(digits) <= 3:
+        return digits
+    parts: list[str] = []
+    while digits:
+        parts.append(digits[-3:])
+        digits = digits[:-3]
+    return " ".join(reversed(parts))
+
+
+def format_caption(signal: SignalPayload) -> str:
+    is_long = signal.action == Action.LONG
+    seq = signal.signal_sequence
+
+    if seq == 1:
+        label = "💚 Buy" if is_long else "💔 Sell"
+    else:
+        label = f"🌱 Buy Seq: {seq}" if is_long else f"🥀 Sell Seq: {seq}"
+
+    if seq > 1:
+        entry = format_price(signal.entry_price)
+        price = format_price(signal.current_price)
+        profit = format_current_profit(
+            signal.entry_price,
+            signal.current_price,
+            signal.stop_loss_price,
+            is_long=is_long,
+        )
+        return (
+            f"<b>{signal.ticker}</b> {label}\n"
+            f"\n"
+            f"Entry price: {entry}\n"
+            f"Price: {price}\n"
+            f"Current profit: {profit}"
+        )
+
+    price = format_price(signal.entry_price)
+    sl = format_price(signal.stop_loss_price)
+    sl_pct = format_sl_distance_pct(
+        signal.entry_price, signal.stop_loss_price, is_long=is_long
+    )
+    tp1 = format_price(signal.take_profit_1_price)
+    tp2 = format_price(signal.take_profit_2_price)
+    tp3 = format_price(signal.take_profit_3_price)
+
+    return (
+        f"<b>{signal.ticker}</b> {label}\n"
+        f"\n"
+        f"Price: {price}\n"
+        f"SL: {sl} {sl_pct}\n"
+        f"\n"
+        f"TP1: {tp1}\n"
+        f"TP2: {tp2}\n"
+        f"TP3: {tp3}"
+    )
--- a/app/main.py
+++ b/app/main.py
@ -0,0 +1,114 @@
+from __future__ import annotations
+
+import json
+import logging
+from typing import Any
+
+from fastapi import FastAPI, HTTPException, Request
+from fastapi.responses import JSONResponse
+from pydantic import ValidationError
+
+from app.binance import fetch_klines, to_binance_interval, to_binance_symbol
+from app.chart import render_setup_chart
+from app.config import get_settings
+from app.formatter import format_caption
+from app.models import SignalPayload
+from app.telegram import TelegramError, send_message, send_photo
+
+logging.basicConfig(
+    level=logging.INFO,
+    format="%(asctime)s %(levelname)s [%(name)s] %(message)s",
+)
+logger = logging.getLogger(__name__)
+
+app = FastAPI(title="TV Signals → Telegram", version="1.0.0")
+
+
+def _parse_signal_body(raw: bytes) -> SignalPayload:
+    """Parse JSON from raw body (works for application/json and text/plain)."""
+    try:
+        text = raw.decode("utf-8").strip()
+    except UnicodeDecodeError as exc:
+        raise HTTPException(status_code=422, detail="Body must be UTF-8 text") from exc
+
+    if not text:
+        raise HTTPException(status_code=422, detail="Empty body")
+
+    try:
+        data: Any = json.loads(text)
+    except json.JSONDecodeError as exc:
+        raise HTTPException(status_code=422, detail=f"Invalid JSON: {exc}") from exc
+
+    try:
+        return SignalPayload.model_validate(data)
+    except ValidationError as exc:
+        raise HTTPException(status_code=422, detail=json.loads(exc.json())) from exc
+
+
+@app.get("/health")
+async def health() -> dict[str, str]:
+    return {"status": "ok"}
+
+
+@app.post("/webhook")
+async def webhook(request: Request) -> JSONResponse:
+    signal = _parse_signal_body(await request.body())
+    settings = get_settings()
+    caption = format_caption(signal)
+    logger.info(
+        "Signal received: %s %s seq=%s tf=%s",
+        signal.ticker,
+        signal.action.value,
+        signal.signal_sequence,
+        signal.visual_timeframe,
+    )
+
+    photo: bytes | None = None
+    chart_error: str | None = None
+
+    try:
+        symbol = to_binance_symbol(signal.ticker)
+        interval = to_binance_interval(signal.visual_timeframe)
+        df = await fetch_klines(symbol, interval)
+        photo = render_setup_chart(
+            df,
+            ticker=signal.ticker,
+            action=signal.action.value,  # type: ignore[arg-type]
+            entry=signal.entry_price,
+            stop_loss=signal.stop_loss_price,
+            tp1=signal.take_profit_1_price,
+            tp2=signal.take_profit_2_price,
+            tp3=signal.take_profit_3_price,
+            timeframe=signal.visual_timeframe,
+            current_price=(
+                signal.current_price if signal.signal_sequence > 1 else None
+            ),
+            signal_time=signal.signal_time,
+        )
+    except Exception as exc:  # noqa: BLE001 — fallback to text-only post
+        chart_error = str(exc)
+        logger.exception("Chart generation failed, falling back to text-only: %s", exc)
+
+    try:
+        if photo is not None:
+            await send_photo(settings, photo=photo, caption=caption)
+            return JSONResponse(
+                {"ok": True, "delivered": "photo", "chart_error": None},
+                status_code=200,
+            )
+
+        await send_message(settings, text=caption)
+        return JSONResponse(
+            {
+                "ok": True,
+                "delivered": "text",
+                "chart_error": chart_error,
+            },
+            status_code=200,
+        )
+    except TelegramError as exc:
+        logger.exception("Telegram delivery failed: %s", exc)
+        raise HTTPException(status_code=502, detail=str(exc)) from exc
+    except Exception as exc:  # noqa: BLE001
+        logger.exception("Unexpected delivery error: %s", exc)
+        raise HTTPException(status_code=500, detail=str(exc)) from exc
--- a/app/models.py
+++ b/app/models.py
@ -0,0 +1,46 @@
+from enum import Enum
+
+from pydantic import BaseModel, Field, field_validator
+
+
+class Action(str, Enum):
+    LONG = "long"
+    SHORT = "short"
+
+
+class SignalPayload(BaseModel):
+    ticker: str
+    action: Action
+    entry_price: str
+    current_price: str
+    stop_loss_price: str
+    take_profit_1_price: str
+    take_profit_2_price: str
+    take_profit_3_price: str
+    visual_timeframe: str
+    signal_sequence: int = Field(ge=1)
+    signal_time: int = Field(gt=0)  # unix seconds of seq==1 bar open (UTC)
+
+    @field_validator("action", mode="before")
+    @classmethod
+    def normalize_action(cls, value: object) -> object:
+        if isinstance(value, str):
+            return value.strip().lower()
+        return value
+
+    @field_validator(
+        "ticker",
+        "entry_price",
+        "current_price",
+        "stop_loss_price",
+        "take_profit_1_price",
+        "take_profit_2_price",
+        "take_profit_3_price",
+        "visual_timeframe",
+        mode="before",
+    )
+    @classmethod
+    def strip_strings(cls, value: object) -> object:
+        if isinstance(value, str):
+            return value.strip()
+        return value
--- a/app/telegram.py
+++ b/app/telegram.py
@ -0,0 +1,59 @@
+from __future__ import annotations
+
+import logging
+
+import httpx
+
+from app.config import Settings
+
+logger = logging.getLogger(__name__)
+
+TELEGRAM_API = "https://api.telegram.org"
+
+
+class TelegramError(Exception):
+    pass
+
+
+async def send_photo(
+    settings: Settings,
+    *,
+    photo: bytes,
+    caption: str,
+    filename: str = "setup.png",
+) -> dict:
+    url = f"{TELEGRAM_API}/bot{settings.telegram_bot_token}/sendPhoto"
+    data = {
+        "chat_id": settings.telegram_chat_id,
+        "message_thread_id": str(settings.telegram_message_thread_id),
+        "caption": caption,
+        "parse_mode": "HTML",
+    }
+    files = {"photo": (filename, photo, "image/png")}
+    async with httpx.AsyncClient(timeout=30.0) as client:
+        response = await client.post(url, data=data, files=files)
+        payload = response.json()
+        if response.status_code >= 400 or not payload.get("ok"):
+            raise TelegramError(f"sendPhoto failed: {payload}")
+        return payload
+
+
+async def send_message(
+    settings: Settings,
+    *,
+    text: str,
+) -> dict:
+    url = f"{TELEGRAM_API}/bot{settings.telegram_bot_token}/sendMessage"
+    data = {
+        "chat_id": settings.telegram_chat_id,
+        "message_thread_id": str(settings.telegram_message_thread_id),
+        "text": text,
+        "parse_mode": "HTML",
+        "disable_web_page_preview": True,
+    }
+    async with httpx.AsyncClient(timeout=30.0) as client:
+        response = await client.post(url, data=data)
+        payload = response.json()
+        if response.status_code >= 400 or not payload.get("ok"):
+            raise TelegramError(f"sendMessage failed: {payload}")
+        return payload
--- a/docker-compose.yml
+++ b/docker-compose.yml
@ -0,0 +1,8 @@
+services:
+  tvsignals:
+    build: .
+    ports:
+      - "${PORT:-8000}:8000"
+    env_file:
+      - .env
+    restart: unless-stopped
--- a/render.yaml
+++ b/render.yaml
@ -0,0 +1,19 @@
+services:
+  - type: web
+    name: tvsignals-to-tg
+    runtime: docker
+    plan: free
+    dockerfilePath: ./Dockerfile
+    dockerContext: .
+    healthCheckPath: /health
+    envVars:
+      - key: TELEGRAM_BOT_TOKEN
+        sync: false
+      - key: TELEGRAM_CHAT_ID
+        sync: false
+      - key: TELEGRAM_MESSAGE_THREAD_ID
+        sync: false
+      - key: MPLBACKEND
+        value: Agg
+      - key: HOST
+        value: 0.0.0.0
--- a/requirements.txt
+++ b/requirements.txt
@ -0,0 +1,9 @@
+fastapi>=0.115.0
+uvicorn[standard]>=0.32.0
+pydantic>=2.9.0
+pydantic-settings>=2.6.0
+httpx>=0.27.0
+pandas>=2.2.0
+mplfinance>=0.12.10b0
+matplotlib>=3.9.0
+python-multipart>=0.0.12