Commit Graph

3 Commits

Author SHA1 Message Date
Harwinder Sekhon 7a810c4a4c Remove Tiingo spread monitor (indicative two-tier feed, unvalidatable)
Tiingo's free /tiingo/fx/top publishes only a two-tier indicative
spread for gold ($0.10 liquid hours / $0.70 rollover+news; verified on
273 production samples + live probes) — mid ± a posted increment, not
executable depth, so it can never validate the $0.30 backtest cost
assumption. Removed one day after shipping: tiingo_provider.py, the
sampler/quote plumbing in telegram_bot.py, the channel_spread_detail
config knob and tiingo_api_key resolver, and Module 14's Tiingo tests
(221 -> 210). CLAUDE.md documents the verdict: do not re-add a spread
display from Tiingo's free FX feed.

Claude-Session: https://claude.ai/code/session_01BoZKi67Ct6QTeiFJmybXSw
2026-07-24 10:56:55 -04:00
Harwinder Sekhon f814485615 Tiingo bid/ask spread monitor + logging hardening
- tiingo_provider.py: /tiingo/fx/top quotes (10s TTL cache, graceful
  None on any failure); spread log writer. Signals never consume
  bid/ask; warn-only by design (no historical bid/ask to validate a
  gate against — live == backtest rule).
- app_config: repo-root .env loader (setdefault; shell env still wins),
  tiingo_api_key resolver (TIINGO_API_KEY/TIINGO → config.json),
  telegram.channel_spread_detail flag (default false).
- telegram_bot: 5-min spread sampler → logs/spread_log.csv (weekend-
  aware), alert-time quote refresh, bid/ask + wide-spread warning in
  signal messages, /status spread line. Raw numbers to owner DM always;
  channel only while channel_spread_detail=true (Tiingo free tier is
  internal-use-only; flip before public launch). Free-tier limit math:
  worst case ~41 req/h vs 50/h cap, one pair.
- Logging: 3h rotation x 240 backups (30-day retention), full-date
  stamps, force=True root handlers; candle loops + sampler survive
  failed cycles; breach-task exceptions logged via done-callback;
  PTB error handler; sys/threading excepthooks in main().
- test_all.py: Module 14 (tiingo, dotenv, spread routing, loop
  resilience, rotation) — 215 tests green.

Claude-Session: https://claude.ai/code/session_01HVRmy6KspMs96o5PTPYFAB
2026-07-22 17:18:14 -04:00
Harwinder Sekhon 1a141abc7c Add config.json.example template; gitignore config.json
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
2026-07-21 12:32:28 -04:00