parallel source fetch with timeout
Build and Push Docker Image / build-and-push (push) Successful in 4m7s
Build and Push Docker Image / build-and-push (push) Successful in 4m7s
Signed-off-by: kaedwen <kaedwen@heinrich.blue>
This commit is contained in:
@@ -1 +1,3 @@
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.claude
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data/
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config.yaml
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@@ -0,0 +1,228 @@
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package main
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import (
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"flag"
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"fmt"
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"log"
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"os"
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"os/signal"
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"strconv"
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"syscall"
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"time"
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"github.com/scmhub/ibapi"
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)
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type Wrapper struct {
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ibapi.Wrapper
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connected bool
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nextID int64
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errorMsg string
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marketDataRecv bool
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}
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func (w *Wrapper) ConnectAck() {
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fmt.Println("✓ Connected to IB Gateway")
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w.connected = true
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}
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func (w *Wrapper) NextValidID(orderId int64) {
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fmt.Printf("✓ Next valid order ID: %d\n", orderId)
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w.nextID = orderId
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}
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func (w *Wrapper) ManagedAccounts(accountsList []string) {
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fmt.Printf("✓ Managed accounts: %v\n", accountsList)
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}
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func (w *Wrapper) Error(id int64, errorCode int64, errorMsgType int64, errorString string, advancedOrderRejectJson string) {
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// Info messages (2100-2199) or connection status messages
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if errorCode >= 2100 && errorCode < 2200 {
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fmt.Printf("ℹ Info [%d]: %s\n", errorCode, errorString)
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} else if errorCode >= 1100 && errorCode < 1300 {
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// Warning messages (1100-1299) - system/connection warnings
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fmt.Printf("⚠ Warning [%d]: %s\n", errorCode, errorString)
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} else if errorCode > 1783000000000 {
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// Very high error codes are typically connection status messages
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// Ignore or log as debug
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} else {
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fmt.Printf("✗ Error [%d]: %s\n", errorCode, errorString)
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w.errorMsg = errorString
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}
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}
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func (w *Wrapper) CurrentTime(t int64) {
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serverTime := time.Unix(t, 0)
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fmt.Printf("✓ Server time: %s\n", serverTime.Format("2006-01-02 15:04:05 MST"))
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}
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func (w *Wrapper) ConnectionClosed() {
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fmt.Println("⚠ Connection closed by server")
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w.connected = false
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}
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func (w *Wrapper) TickPrice(reqID int64, tickType ibapi.TickType, price float64, attrib ibapi.TickAttrib) {
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w.marketDataRecv = true
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tickName := map[ibapi.TickType]string{
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1: "BID", 2: "ASK", 4: "LAST", 6: "HIGH", 7: "LOW", 9: "CLOSE",
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14: "OPEN", 15: "LOW_13_WEEK", 16: "HIGH_13_WEEK", 17: "LOW_26_WEEK", 18: "HIGH_26_WEEK",
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19: "LOW_52_WEEK", 20: "HIGH_52_WEEK", 35: "LAST_TIMESTAMP", 37: "MARK_PRICE",
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66: "BID_EXCH", 67: "ASK_EXCH", 68: "LAST_EXCH", 72: "HIGH_52W", 73: "LOW_52W",
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75: "PREV_CLOSE", 76: "HALTED",
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}
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name := tickName[tickType]
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if name == "" {
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name = fmt.Sprintf("Type_%d", tickType)
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}
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timestamp := time.Now().Format("15:04:05")
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fmt.Printf("[%s] %-22s %.2f\n", timestamp, name, price)
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}
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func (w *Wrapper) TickSize(reqID int64, tickType ibapi.TickType, size ibapi.Decimal) {
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w.marketDataRecv = true
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tickName := map[ibapi.TickType]string{
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0: "BID_SIZE", 3: "ASK_SIZE", 5: "LAST_SIZE", 8: "VOLUME",
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21: "AVG_VOLUME", 27: "CALL_OPTION_VOLUME", 28: "PUT_OPTION_VOLUME",
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29: "CALL_OPEN_INTEREST", 30: "PUT_OPEN_INTEREST", 34: "AUCTION_VOLUME",
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69: "BID_SIZE_EXCH", 70: "ASK_SIZE_EXCH", 71: "LAST_SIZE_EXCH", 74: "VOLUME_52W",
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}
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name := tickName[tickType]
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if name == "" {
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name = fmt.Sprintf("Type_%d", tickType)
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}
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timestamp := time.Now().Format("15:04:05")
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fmt.Printf("[%s] %-22s %s\n", timestamp, name, size.String())
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}
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func (w *Wrapper) TickString(reqID int64, tickType ibapi.TickType, value string) {
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w.marketDataRecv = true
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tickName := map[ibapi.TickType]string{
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32: "BID_EXCH", 33: "ASK_EXCH", 45: "LAST_TIMESTAMP", 48: "RT_VOLUME",
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84: "LAST_EXCH", 85: "LAST_REG_TIME", 88: "DELAYED_LAST_TIMESTAMP",
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}
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name := tickName[tickType]
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if name == "" {
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name = fmt.Sprintf("Type_%d", tickType)
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}
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// Convert Unix timestamp to ISO format for timestamp fields
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displayValue := value
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if tickType == 45 || tickType == 88 { // LAST_TIMESTAMP or DELAYED_LAST_TIMESTAMP
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if ts, err := strconv.ParseInt(value, 10, 64); err == nil {
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displayValue = time.Unix(ts, 0).Format(time.RFC3339)
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}
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}
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timestamp := time.Now().Format("15:04:05")
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fmt.Printf("[%s] %-22s %s\n", timestamp, name, displayValue)
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}
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func main() {
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host := flag.String("host", "127.0.0.1", "IB Gateway host")
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port := flag.Int("port", 4002, "IB Gateway port (4001 for live, 4002 for paper)")
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clientID := flag.Int("client", 1, "Client ID")
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timeout := flag.Int("timeout", 10, "Connection timeout in seconds")
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symbol := flag.String("symbol", "", "Symbol to subscribe to market data (e.g. AAPL, TSLA)")
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exchange := flag.String("exchange", "SMART", "Exchange for market data")
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currency := flag.String("currency", "USD", "Currency for market data")
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marketDataType := flag.Int("mdtype", 3, "Market data type: 1=Live, 2=Frozen, 3=Delayed(15min), 4=Delayed-Frozen")
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flag.Parse()
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fmt.Printf("Testing IB Gateway connection...\n")
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fmt.Printf("Host: %s:%d\n", *host, *port)
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fmt.Printf("Client ID: %d\n\n", *clientID)
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wrapper := &Wrapper{}
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client := ibapi.NewEClient(wrapper)
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// Connect
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fmt.Println("→ Connecting...")
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if err := client.Connect(*host, *port, int64(*clientID)); err != nil {
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log.Fatalf("✗ Connection failed: %v\n", err)
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}
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defer client.Disconnect()
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// Wait for connection
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start := time.Now()
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for !wrapper.connected && time.Since(start) < time.Duration(*timeout)*time.Second {
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time.Sleep(100 * time.Millisecond)
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}
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if !wrapper.connected {
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log.Fatal("✗ Connection timeout")
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}
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// Wait for NextValidId
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start = time.Now()
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for wrapper.nextID == 0 && time.Since(start) < time.Duration(*timeout)*time.Second {
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time.Sleep(100 * time.Millisecond)
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}
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if wrapper.nextID == 0 {
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log.Fatal("✗ Did not receive NextValidId")
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}
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// Request server time
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fmt.Println("\n→ Requesting server time...")
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client.ReqCurrentTime()
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// Wait for response
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time.Sleep(1 * time.Second)
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// Subscribe to market data if symbol provided
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if *symbol != "" {
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fmt.Printf("\n→ Subscribing to market data for %s...\n", *symbol)
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contract := &ibapi.Contract{
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Symbol: *symbol,
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SecType: "STK",
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Exchange: *exchange,
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Currency: *currency,
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}
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// Request market data type
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// MarketDataType: 1=Live, 2=Frozen, 3=Delayed(15min), 4=Delayed-Frozen
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mdTypeDesc := map[int]string{
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1: "Live",
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2: "Frozen",
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3: "Delayed (15min)",
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4: "Delayed-Frozen",
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}
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fmt.Printf(" Market data type: %s\n", mdTypeDesc[*marketDataType])
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client.ReqMarketDataType(int64(*marketDataType))
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time.Sleep(500 * time.Millisecond)
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// Request market data
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// ReqID: 1, Contract, GenericTickList: "", Snapshot: false, RegulatorySnapshot: false, MktDataOptions: nil
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client.ReqMktData(1, contract, "", false, false, nil)
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// Wait for initial market data
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fmt.Println(" Receiving market data... (Press Ctrl+C to exit)")
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time.Sleep(2 * time.Second)
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if !wrapper.marketDataRecv {
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fmt.Println(" ⚠ No market data received yet - may require market data subscription or market is closed")
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}
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// Setup signal handler for graceful shutdown
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sigChan := make(chan os.Signal, 1)
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signal.Notify(sigChan, os.Interrupt, syscall.SIGTERM)
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// Wait for Ctrl+C
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<-sigChan
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fmt.Println("\n\n→ Shutting down...")
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// Cancel market data subscription
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client.CancelMktData(1)
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fmt.Println(" Market data subscription cancelled")
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} else {
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fmt.Println("\n✓ Connection test successful!")
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fmt.Println("\nConnection details:")
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fmt.Printf(" - Next Order ID: %d\n", wrapper.nextID)
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fmt.Printf(" - Client ID: %d\n", *clientID)
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}
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os.Exit(0)
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}
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-145
@@ -1,145 +0,0 @@
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# AI Trading Application Configuration
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# This file can be placed at:
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# - ./config.yaml (current directory)
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# - ~/.config/aitrade/config.yaml
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# - /etc/aitrade/config.yaml
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# Or specify with: CONFIG_FILE=/path/to/config.yaml ./aitrade
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# Interactive Brokers Gateway
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ib_gateway:
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host: 127.0.0.1
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port: 4002 # 4002 for paper trading, 4001 for live
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client_id: 777 # Use unique client ID (avoid 1, which may be used by other sessions)
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market_data_type: 3 # 1=Live, 2=Frozen, 3=Delayed(15min), 4=Delayed-Frozen
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# Trading Configuration
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trading:
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# Strategy: defensive, normal, aggressive
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strategy: normal
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# Stop Loss
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stop_loss_enabled: true
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stop_loss_percent: 3.0
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# Rate Limiting
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max_trades_per_hour: 6
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max_parallel_trades: 5
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pending_time: 300s # Seconds or Go duration (300, "5m", "1h30m")
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# Dry Run Mode (Paper Trading)
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dry_run: false # Using IB Paper Trading account instead
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dry_run_balance: 100000.0
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# Auto Trading
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trading_enabled: true
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trading_interval: 60 # Seconds or Go duration (60, "1m", "5m")
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watch_symbols:
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- AAPL
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- MSFT
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- GOOGL
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- TSLA
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- AMZN
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# SELL Triggers
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take_profit_percent: 5.0
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hold_time_minutes: 30
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sell_on_negative_sentiment: true
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# Trade Limits
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max_trade_value: 2000.0 # 0 = unlimited
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# Database
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database:
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path: ./data/aitrade.db
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# Web Server
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web:
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host: 0.0.0.0
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port: "8080"
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# OpenID Connect (Optional)
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oidc:
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enabled: false
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issuer: https://auth.example.com
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client_id: aitrade
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client_secret: your-secret-here
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redirect_url: http://localhost:8080/oauth2/callback
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scopes:
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- openid
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- profile
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- email
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# News Aggregation
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news:
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poll_interval: 300s # Seconds or Go duration (300s = 5 minutes)
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# Default rate limits for all sources (can be overridden per source)
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default_rate_limit:
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max_per_hour: 100 # Poll every 5min = 12/hour, 100 gives plenty of buffer
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max_per_day: 1000
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# News Feed Sources
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sources:
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- name: "CNBC Top News"
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url: "https://www.cnbc.com/id/100003114/device/rss/rss.html"
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type: rss
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enabled: true
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- name: "MarketWatch"
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url: "https://feeds.marketwatch.com/marketwatch/realtimeheadlines"
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type: rss
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enabled: true
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- name: "Alpha Vantage News"
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url: "https://www.alphavantage.co/query?function=NEWS_SENTIMENT&apikey=R8JA9C1DIEKM4SZM"
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type: alphavantage
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enabled: true
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rate_limit:
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max_per_hour: 5 # API key limit: 500/day
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max_per_day: 500
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- name: "Finnhub News"
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url: "https://finnhub.io/api/v1/news?category=general&token=ca9mjbiad3ibg816q5b0"
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type: finnhub
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enabled: true
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rate_limit:
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max_per_hour: 60 # API key limit: 60/minute
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max_per_day: 0
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# Example: Feed with Basic Auth and Rate Limiting
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# - name: "Reuters Business"
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# url: "https://www.reuters.com/business/finance/rss"
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# type: rss
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# enabled: false
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# auth:
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# type: basic
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# username: "your-username"
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# password: "your-password"
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# rate_limit:
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# max_per_hour: 10
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# max_per_day: 100
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# Example: Feed with custom headers (e.g., API key)
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# - name: "Custom Feed"
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# url: "https://example.com/feed"
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# type: rss
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# enabled: true
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# headers:
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# Authorization: "Bearer your-token"
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# X-API-Key: "your-api-key"
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# rate_limit:
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# max_per_hour: 0 # Unlimited per hour
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# max_per_day: 1000 # But limited to 1000/day
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# LLM Sentiment Scorer (Optional - requires Ollama)
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llm_scorer:
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enabled: true # Set to true to enable LLM-based sentiment
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endpoint: http://192.168.40.133:11434
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model_name: mistral # "mistral", "llama2", "llama2:70b"
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timeout: 120s # Seconds or Go duration (increased for CPU-only inference)
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temperature: 0.3 # 0.0-1.0, lower = more deterministic
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max_retries: 2
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ensemble_weight: 0.7 # 0.0-1.0 (1.0 = LLM only, 0.7 = 70% LLM + 30% keyword)
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# Logging
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log_level: debug # debug, info, warn, error
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Binary file not shown.
Binary file not shown.
+6
-1
@@ -4,6 +4,7 @@ import (
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"context"
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"fmt"
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"log/slog"
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"time"
|
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"github.com/pheinrich/aitrade/pkg/app/client"
|
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"github.com/pheinrich/aitrade/pkg/app/news"
|
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@@ -60,7 +61,11 @@ func New(cfg *config.Config, logger *slog.Logger) (*Application, error) {
|
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}
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// Create news aggregator
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newsAgg := news.NewAggregator(newsRepo, cfg.News.PollInterval.Duration, llmScorer, logger)
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fetchTimeout := cfg.News.FetchTimeout.Duration
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if fetchTimeout == 0 {
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fetchTimeout = 5 * time.Minute // Default timeout
|
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}
|
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newsAgg := news.NewAggregator(newsRepo, cfg.News.PollInterval.Duration, fetchTimeout, llmScorer, logger)
|
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|
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// Add news sources from config
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if len(cfg.News.Sources) > 0 {
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|
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+39
-14
@@ -4,10 +4,12 @@ import (
|
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"context"
|
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"fmt"
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"log/slog"
|
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"sync/atomic"
|
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"time"
|
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|
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"github.com/pheinrich/aitrade/pkg/config"
|
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"github.com/pheinrich/aitrade/pkg/db"
|
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"golang.org/x/sync/errgroup"
|
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)
|
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type Aggregator struct {
|
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@@ -16,6 +18,7 @@ type Aggregator struct {
|
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analyzer *Analyzer
|
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llmScorer *LLMScorer
|
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pollInterval time.Duration
|
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fetchTimeout time.Duration
|
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logger *slog.Logger
|
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onNewsUpdated func() // Callback for SSE notifications
|
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}
|
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@@ -23,6 +26,7 @@ type Aggregator struct {
|
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func NewAggregator(
|
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newsRepo *db.NewsRepository,
|
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pollInterval time.Duration,
|
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fetchTimeout time.Duration,
|
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llmScorer *LLMScorer,
|
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logger *slog.Logger,
|
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) *Aggregator {
|
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@@ -32,6 +36,7 @@ func NewAggregator(
|
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analyzer: NewAnalyzer(),
|
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llmScorer: llmScorer,
|
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pollInterval: pollInterval,
|
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fetchTimeout: fetchTimeout,
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logger: logger,
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}
|
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|
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@@ -141,20 +146,29 @@ func (a *Aggregator) Run(ctx context.Context) error {
|
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func (a *Aggregator) fetchAllSources(ctx context.Context) error {
|
||||
a.logger.Debug("fetching from all news sources")
|
||||
|
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totalFetched := 0
|
||||
totalStored := 0
|
||||
var totalFetched, totalStored atomic.Int64
|
||||
|
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// Use errgroup for parallel fetching
|
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g, gCtx := errgroup.WithContext(ctx)
|
||||
|
||||
// Launch goroutines for each source
|
||||
for _, source := range a.sources {
|
||||
articles, err := source.Fetch(ctx)
|
||||
src := source // Capture loop variable
|
||||
g.Go(func() error {
|
||||
// Create a timeout context for this specific source
|
||||
sourceCtx, cancel := context.WithTimeout(gCtx, a.fetchTimeout)
|
||||
defer cancel()
|
||||
|
||||
articles, err := src.Fetch(sourceCtx)
|
||||
if err != nil {
|
||||
a.logger.Warn("failed to fetch from source",
|
||||
slog.String("source", source.Name()),
|
||||
slog.String("source", src.Name()),
|
||||
slog.Any("error", err),
|
||||
)
|
||||
continue
|
||||
return nil // Don't fail entire operation on single source error
|
||||
}
|
||||
|
||||
totalFetched += len(articles)
|
||||
totalFetched.Add(int64(len(articles)))
|
||||
|
||||
// Analyze sentiment and store
|
||||
for _, article := range articles {
|
||||
@@ -163,7 +177,7 @@ func (a *Aggregator) fetchAllSources(ctx context.Context) error {
|
||||
|
||||
// If LLM scorer enabled, use it (may fallback to keyword)
|
||||
if a.llmScorer != nil && a.llmScorer.Enabled() {
|
||||
if err := a.llmScorer.Analyze(ctx, article); err != nil {
|
||||
if err := a.llmScorer.Analyze(sourceCtx, article); err != nil {
|
||||
a.logger.Warn("LLM scoring failed",
|
||||
slog.String("url", article.URL),
|
||||
slog.Any("error", err))
|
||||
@@ -174,7 +188,7 @@ func (a *Aggregator) fetchAllSources(ctx context.Context) error {
|
||||
article.SentimentMethod = "keyword"
|
||||
}
|
||||
|
||||
if err := a.newsRepo.Create(ctx, article); err != nil {
|
||||
if err := a.newsRepo.Create(sourceCtx, article); err != nil {
|
||||
a.logger.Error("failed to store article",
|
||||
slog.String("url", article.URL),
|
||||
slog.Any("error", err),
|
||||
@@ -182,18 +196,29 @@ func (a *Aggregator) fetchAllSources(ctx context.Context) error {
|
||||
continue
|
||||
}
|
||||
|
||||
totalStored++
|
||||
}
|
||||
totalStored.Add(1)
|
||||
}
|
||||
|
||||
return nil
|
||||
})
|
||||
}
|
||||
|
||||
// Wait for all goroutines to complete
|
||||
if err := g.Wait(); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
fetched := int(totalFetched.Load())
|
||||
stored := int(totalStored.Load())
|
||||
|
||||
a.logger.Info("news fetch completed",
|
||||
slog.Int("fetched", totalFetched),
|
||||
slog.Int("stored", totalStored),
|
||||
slog.Int("duplicates", totalFetched-totalStored),
|
||||
slog.Int("fetched", fetched),
|
||||
slog.Int("stored", stored),
|
||||
slog.Int("duplicates", fetched-stored),
|
||||
)
|
||||
|
||||
// Notify listeners if new articles were stored
|
||||
if totalStored > 0 && a.onNewsUpdated != nil {
|
||||
if stored > 0 && a.onNewsUpdated != nil {
|
||||
a.onNewsUpdated()
|
||||
}
|
||||
|
||||
|
||||
@@ -43,7 +43,19 @@ func NewAlphaVantageSource(name, url string, logger *slog.Logger) *AlphaVantageS
|
||||
name: name,
|
||||
url: url,
|
||||
logger: logger,
|
||||
httpClient: &http.Client{Timeout: 30 * time.Second},
|
||||
httpClient: &http.Client{
|
||||
Timeout: 30 * time.Second,
|
||||
CheckRedirect: func(req *http.Request, via []*http.Request) error {
|
||||
if len(via) >= 10 {
|
||||
return fmt.Errorf("stopped after 10 redirects")
|
||||
}
|
||||
logger.Debug("following redirect",
|
||||
slog.String("source", name),
|
||||
slog.String("from", via[len(via)-1].URL.String()),
|
||||
slog.String("to", req.URL.String()))
|
||||
return nil
|
||||
},
|
||||
},
|
||||
lastHourReset: now,
|
||||
lastDayReset: now,
|
||||
}
|
||||
@@ -184,7 +196,19 @@ func NewFinnhubSource(name, url string, logger *slog.Logger) *FinnhubSource {
|
||||
name: name,
|
||||
url: url,
|
||||
logger: logger,
|
||||
httpClient: &http.Client{Timeout: 30 * time.Second},
|
||||
httpClient: &http.Client{
|
||||
Timeout: 30 * time.Second,
|
||||
CheckRedirect: func(req *http.Request, via []*http.Request) error {
|
||||
if len(via) >= 10 {
|
||||
return fmt.Errorf("stopped after 10 redirects")
|
||||
}
|
||||
logger.Debug("following redirect",
|
||||
slog.String("source", name),
|
||||
slog.String("from", via[len(via)-1].URL.String()),
|
||||
slog.String("to", req.URL.String()))
|
||||
return nil
|
||||
},
|
||||
},
|
||||
lastHourReset: now,
|
||||
lastDayReset: now,
|
||||
}
|
||||
|
||||
+14
-1
@@ -44,7 +44,20 @@ func NewRSSSource(name, url string, logger *slog.Logger) *RSSSource {
|
||||
url: url,
|
||||
parser: gofeed.NewParser(),
|
||||
logger: logger,
|
||||
httpClient: &http.Client{Timeout: 30 * time.Second},
|
||||
httpClient: &http.Client{
|
||||
Timeout: 30 * time.Second,
|
||||
CheckRedirect: func(req *http.Request, via []*http.Request) error {
|
||||
// Follow up to 10 redirects (default behavior, made explicit)
|
||||
if len(via) >= 10 {
|
||||
return fmt.Errorf("stopped after 10 redirects")
|
||||
}
|
||||
logger.Debug("following redirect",
|
||||
slog.String("source", name),
|
||||
slog.String("from", via[len(via)-1].URL.String()),
|
||||
slog.String("to", req.URL.String()))
|
||||
return nil
|
||||
},
|
||||
},
|
||||
headers: make(map[string]string),
|
||||
lastHourReset: now,
|
||||
lastDayReset: now,
|
||||
|
||||
@@ -64,6 +64,7 @@ type OIDCConfig struct {
|
||||
|
||||
type NewsConfig struct {
|
||||
PollInterval Duration `yaml:"poll_interval"`
|
||||
FetchTimeout Duration `yaml:"fetch_timeout"` // Timeout per source (fetch + processing)
|
||||
DefaultRateLimit *RateLimit `yaml:"default_rate_limit,omitempty"`
|
||||
Sources []NewsSource `yaml:"sources"`
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user