tvsignals-to-tg/app/scanner.py

from __future__ import annotations

import asyncio
import logging

import httpx

from app.binance import fetch_klines, load_tick_sizes, to_binance_symbol
from app.config import Settings
from app.heryon import heryon_nonce, to_tv_perp_ticker
from app.indicators.fvg import FvgParams, evaluate_fvg, last_fvg_signal
from app.indicators.ltf import LtfParams, attach_forming_6h, evaluate_ltf, last_ltf_signal
from app.pipeline import deliver_generated
from app.state import ScannerStore
from app.watchlist import Watchlist, load_watchlist

logger = logging.getLogger(__name__)

LTF_15M_BARS = 600
LTF_6H_BARS = 250
FVG_6H_BARS = 400


async def run_scanner(settings: Settings) -> None:
    store = ScannerStore(settings.scanner_state_path)
    try:
        await load_tick_sizes()
        while True:
            try:
                watchlist = load_watchlist(settings.watchlist_path)
                await scan_once(settings, watchlist, store)
            except asyncio.CancelledError:
                raise
            except Exception:
                logger.exception("Scanner cycle failed")
            await asyncio.sleep(settings.scanner_poll_seconds)
    finally:
        store.close()


async def scan_once(
    settings: Settings,
    watchlist: Watchlist,
    store: ScannerStore,
) -> None:
    ltf_cfg = watchlist.strategies.get("ltf")
    fvg_cfg = watchlist.strategies.get("fvg")
    async with httpx.AsyncClient(timeout=20.0) as client:
        for symbol in watchlist.symbols:
            pair = to_binance_symbol(symbol)
            if ltf_cfg is not None and ltf_cfg.enabled:
                try:
                    await _scan_ltf(settings, store, client, pair, ltf_cfg.telegram_thread_id)
                except Exception:
                    logger.exception("LTF scan failed for %s", pair)
            if fvg_cfg is not None and fvg_cfg.enabled:
                try:
                    await _scan_fvg(settings, store, client, pair, fvg_cfg.telegram_thread_id)
                except Exception:
                    logger.exception("FVG scan failed for %s", pair)


def _thread(settings: Settings, override: int | None) -> int:
    if override is not None and override >= 1:
        return override
    return settings.telegram_message_thread_id


async def _scan_ltf(
    settings: Settings,
    store: ScannerStore,
    client: httpx.AsyncClient,
    symbol: str,
    thread_id: int | None,
) -> None:
    df_15m = await fetch_klines(
        symbol, "15m", limit=LTF_15M_BARS, closed_only=True, client=client
    )
    if df_15m.empty:
        return
    bar_ts = int(df_15m.index[-1].timestamp())
    last = store.get_last_bar("ltf", symbol)
    if last is None:
        store.set_last_bar("ltf", symbol, bar_ts)
        logger.info("LTF primed %s at %s (skip history)", symbol, bar_ts)
        return
    if bar_ts <= last:
        return

    df_6h_closed = await fetch_klines(
        symbol, "6h", limit=LTF_6H_BARS, closed_only=True, client=client
    )
    if df_6h_closed.empty:
        logger.warning("LTF %s: empty 6h klines", symbol)
        return
    df_6h = attach_forming_6h(df_6h_closed, df_15m)
    params = LtfParams(risk_usd=settings.risk_usd)
    analyzed = await asyncio.to_thread(evaluate_ltf, df_15m, df_6h, params)
    signal = last_ltf_signal(analyzed, params)
    await _emit_if_new(settings, store, "ltf", symbol, bar_ts, signal, thread_id)


async def _scan_fvg(
    settings: Settings,
    store: ScannerStore,
    client: httpx.AsyncClient,
    symbol: str,
    thread_id: int | None,
) -> None:
    df_6h = await fetch_klines(
        symbol, "6h", limit=FVG_6H_BARS, closed_only=True, client=client
    )
    if df_6h.empty:
        return
    bar_ts = int(df_6h.index[-1].timestamp())
    last = store.get_last_bar("fvg", symbol)
    if last is None:
        store.set_last_bar("fvg", symbol, bar_ts)
        logger.info("FVG primed %s at %s (skip history)", symbol, bar_ts)
        return
    if bar_ts <= last:
        return

    params = FvgParams(risk_usd=settings.risk_usd)
    analyzed = await asyncio.to_thread(evaluate_fvg, df_6h, params)
    signal = last_fvg_signal(analyzed, params)
    await _emit_if_new(settings, store, "fvg", symbol, bar_ts, signal, thread_id)


async def _emit_if_new(
    settings: Settings,
    store: ScannerStore,
    strategy: str,
    symbol: str,
    bar_ts: int,
    signal,
    thread_id: int | None,
) -> None:
    if signal is None:
        store.set_last_bar(strategy, symbol, bar_ts)
        logger.debug("%s %s new bar %s — no signal", strategy, symbol, bar_ts)
        return

    ticker = to_tv_perp_ticker(symbol)
    nonce = heryon_nonce(ticker, signal.side, signal.bar_open_ts)
    if store.nonce_sent(nonce):
        store.set_last_bar(strategy, symbol, bar_ts)
        logger.info("Skip duplicate nonce %s", nonce)
        return

    logger.info(
        "Signal %s %s %s bar=%s sl=%s tp1=%s",
        strategy,
        symbol,
        signal.side,
        bar_ts,
        signal.sl,
        signal.tp1,
    )
    await deliver_generated(
        settings, signal, symbol, _thread(settings, thread_id), store=store
    )
    store.mark_nonce(nonce)
    store.set_last_bar(strategy, symbol, bar_ts)