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7.2 KiB
Python

"""
Alpaca News (Benzinga backend) REST client.
Endpoint: GET /v1beta1/news on data.alpaca.markets
Auth: same APCA-API-KEY-ID/APCA-API-SECRET-KEY as market data.
Free-tier history: ~30 days. Cumulative archive must be self-built via daily
ingest.
Rate limit handled via existing per-process token-bucket pattern (200 req/min
shared with the market-data client where this matters; News calls are far
less frequent so a small private bucket is sufficient).
"""
from __future__ import annotations
import asyncio
import logging
import time
from dataclasses import dataclass
from datetime import datetime, timezone
from typing import Any, AsyncIterator
import httpx
from app.core.config import settings
logger = logging.getLogger(__name__)
@dataclass(slots=True)
class AlpacaNewsArticle:
id: int
headline: str
summary: str | None
url: str | None
author: str | None
created_at: datetime
updated_at: datetime
source: str | None # vendor source tag (e.g. "benzinga")
symbols: list[str]
images: list[dict[str, Any]]
content: str | None
@classmethod
def from_payload(cls, payload: dict[str, Any]) -> "AlpacaNewsArticle":
return cls(
id=int(payload["id"]),
headline=payload.get("headline") or "",
summary=payload.get("summary"),
url=payload.get("url"),
author=payload.get("author"),
created_at=_parse_iso(payload["created_at"]),
updated_at=_parse_iso(payload.get("updated_at") or payload["created_at"]),
source=payload.get("source"),
symbols=list(payload.get("symbols") or []),
images=list(payload.get("images") or []),
content=payload.get("content"),
)
def _parse_iso(s: str) -> datetime:
"""Parse Alpaca timestamps (RFC 3339, may end in 'Z')."""
if s.endswith("Z"):
s = s[:-1] + "+00:00"
dt = datetime.fromisoformat(s)
if dt.tzinfo is None:
dt = dt.replace(tzinfo=timezone.utc)
return dt
class AlpacaNewsClient:
"""Alpaca News API client. Reuses ALPACA_API_KEY/SECRET."""
def __init__(
self,
api_key: str | None = None,
secret_key: str | None = None,
base_url: str | None = None,
max_requests_per_min: int = 60,
):
self.api_key = api_key or settings.ALPACA_API_KEY
self.secret_key = secret_key or settings.ALPACA_SECRET_KEY
self.base_url = (base_url or settings.ALPACA_NEWS_BASE_URL).rstrip("/")
self._max_rpm = max_requests_per_min
self._request_times: list[float] = []
self._client: httpx.AsyncClient | None = None
self._lock = asyncio.Lock()
def is_configured(self) -> bool:
return bool(self.api_key) and bool(self.secret_key)
async def _get_client(self) -> httpx.AsyncClient:
if self._client is None or self._client.is_closed:
self._client = httpx.AsyncClient(
base_url=self.base_url,
headers={
"APCA-API-KEY-ID": self.api_key,
"APCA-API-SECRET-KEY": self.secret_key,
},
timeout=30.0,
)
return self._client
async def close(self) -> None:
if self._client and not self._client.is_closed:
await self._client.aclose()
async def _wait_for_rate_limit(self) -> None:
async with self._lock:
now = time.monotonic()
self._request_times = [t for t in self._request_times if now - t < 60]
if len(self._request_times) >= self._max_rpm:
sleep_for = 60 - (now - self._request_times[0]) + 0.1
if sleep_for > 0:
logger.debug(f"AlpacaNews rate limit reached, sleeping {sleep_for:.1f}s")
await asyncio.sleep(sleep_for)
self._request_times.append(time.monotonic())
async def _request(
self,
path: str,
params: dict[str, Any] | None = None,
retries: int = 3,
) -> dict[str, Any]:
await self._wait_for_rate_limit()
client = await self._get_client()
last_exc: Exception | None = None
for attempt in range(retries):
try:
resp = await client.get(path, params=params)
if resp.status_code == 429:
wait = 2 ** attempt
logger.warning(f"AlpacaNews 429 — retrying in {wait}s (attempt {attempt + 1})")
await asyncio.sleep(wait)
continue
if resp.status_code >= 500:
wait = 2 ** attempt
logger.warning(f"AlpacaNews {resp.status_code} — retrying in {wait}s (attempt {attempt + 1})")
await asyncio.sleep(wait)
continue
resp.raise_for_status()
return resp.json()
except httpx.HTTPStatusError as exc:
last_exc = exc
if attempt < retries - 1 and exc.response.status_code in (429, 500, 502, 503, 504):
await asyncio.sleep(2 ** attempt)
continue
raise
except (httpx.ConnectError, httpx.ReadTimeout) as exc:
last_exc = exc
if attempt < retries - 1:
await asyncio.sleep(2 ** attempt)
continue
raise
raise last_exc # type: ignore[misc]
async def fetch_news(
self,
symbols: list[str] | None = None,
start: datetime | None = None,
end: datetime | None = None,
include_content: bool = True,
sort: str = "desc",
page_limit: int = 50,
) -> AsyncIterator[AlpacaNewsArticle]:
"""
Yield articles for the given symbols (or the whole stream if None) over
[start, end]. Handles pagination via `page_token`.
Alpaca page_size max = 50.
"""
params: dict[str, Any] = {
"limit": min(page_limit, 50),
"sort": sort,
"include_content": str(include_content).lower(),
}
if symbols:
params["symbols"] = ",".join(s.strip().upper() for s in symbols if s)
if start is not None:
params["start"] = _to_rfc3339(start)
if end is not None:
params["end"] = _to_rfc3339(end)
page_token: str | None = None
while True:
if page_token:
params["page_token"] = page_token
else:
params.pop("page_token", None)
payload = await self._request("/v1beta1/news", params=params)
for raw in payload.get("news", []) or []:
try:
yield AlpacaNewsArticle.from_payload(raw)
except Exception as e:
logger.warning(f"AlpacaNews payload parse failed: {e}{raw.get('id')}")
page_token = payload.get("next_page_token")
if not page_token:
return
def _to_rfc3339(dt: datetime) -> str:
if dt.tzinfo is None:
dt = dt.replace(tzinfo=timezone.utc)
# Alpaca accepts RFC-3339 with "Z" or "+00:00"
return dt.astimezone(timezone.utc).isoformat().replace("+00:00", "Z")