移除 REST 价格获取，纯 WebSocket 报价；默认开启 WS 价格；修复图表 TS 错误
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2569718930@qq.com
@@ -1834,12 +1834,7 @@ class PolymarketReadOnlyLayer:
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return ws_data
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self._ws_cache.subscribe([token_id])
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data = self._fetch_token_market_data(token_id)
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with self._lock:
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self._price_cache[token_id] = {"data": data, "t": now}
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return data
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return {}
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def _fetch_token_market_data(self, token_id: str) -> Dict[str, Any]:
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# REST-only path: CLOB public endpoints.
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@@ -2723,128 +2718,7 @@ class PolymarketReadOnlyLayer:
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results[token_id] = ws_data
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missing.remove(token_id)
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if not missing:
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return results
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buy_map: Dict[str, float] = {}
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sell_map: Dict[str, float] = {}
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midpoint_map: Dict[str, float] = {}
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spread_map: Dict[str, float] = {}
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last_trade_map: Dict[str, float] = {}
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book_map: Dict[str, Dict[str, Any]] = {}
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for chunk in self._batch_chunks(missing):
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buy_payload = self._clob_post(
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"/prices",
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[{"token_id": token_id, "side": "BUY"} for token_id in chunk],
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)
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sell_payload = self._clob_post(
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"/prices",
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[{"token_id": token_id, "side": "SELL"} for token_id in chunk],
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)
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midpoint_payload = (
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self._clob_post(
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"/midpoints",
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[{"token_id": token_id} for token_id in chunk],
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)
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if not self.fast_price_only
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else None
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)
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spread_payload = (
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self._clob_post(
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"/spreads",
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[{"token_id": token_id} for token_id in chunk],
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)
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if not self.fast_price_only
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else None
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)
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last_trade_payload = (
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self._clob_post(
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"/last-trade-prices",
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[{"token_id": token_id} for token_id in chunk],
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)
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if not self.fast_price_only
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else None
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)
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books_payload = (
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self._clob_post(
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"/books",
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[{"token_id": token_id} for token_id in chunk],
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)
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if include_books and not self.fast_price_only
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else None
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)
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buy_map.update(self._extract_batch_price_map(buy_payload, "BUY"))
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sell_map.update(self._extract_batch_price_map(sell_payload, "SELL"))
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midpoint_map.update(self._extract_batch_scalar_map(midpoint_payload))
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spread_map.update(self._extract_batch_scalar_map(spread_payload))
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last_trade_map.update(self._extract_batch_scalar_map(last_trade_payload))
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if include_books:
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book_map.update(self._extract_batch_book_map(books_payload))
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fetched: Dict[str, Dict[str, Any]] = {}
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unresolved: List[str] = []
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for token_id in missing:
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raw_book = book_map.get(token_id)
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book, book_liquidity = self._normalize_orderbook(raw_book)
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buy_price = _extract_price(buy_map.get(token_id))
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sell_price = _extract_price(sell_map.get(token_id))
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midpoint = _extract_price(midpoint_map.get(token_id))
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spread = _extract_price(spread_map.get(token_id))
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last_trade = _extract_price(last_trade_map.get(token_id))
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buy, sell = self._resolve_trade_prices(
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buy=buy_price,
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sell=sell_price,
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book=book,
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)
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if midpoint is None and buy is not None and sell is not None:
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midpoint = (buy + sell) / 2.0
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if midpoint is None:
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midpoint = _extract_price(raw_book.get("last_trade_price") if isinstance(raw_book, dict) else None)
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if spread is None and buy is not None and sell is not None:
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spread = max(0.0, float(buy) - float(sell))
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if spread is not None and midpoint is not None:
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midpoint = _clamp_probability(midpoint)
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if buy is None and midpoint is not None and spread is not None:
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buy = _clamp_probability(midpoint + spread / 2.0)
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if sell is None and midpoint is not None and spread is not None:
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sell = _clamp_probability(midpoint - spread / 2.0)
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if (
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buy is None
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and sell is None
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and midpoint is None
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and last_trade is None
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and book is None
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):
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unresolved.append(token_id)
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continue
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fetched[token_id] = {
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"buy": buy,
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"sell": sell,
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"midpoint": midpoint,
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"spread": spread,
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"last_trade_price": last_trade,
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"quote_source": (
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"polymarket_clob_fast_batch"
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if self.fast_price_only
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else "polymarket_clob_rest_batch"
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),
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"quote_age_ms": 0,
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"book": book,
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"book_liquidity": book_liquidity,
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}
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for token_id in unresolved:
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fetched[token_id] = self._fetch_token_market_data(token_id)
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with self._lock:
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for token_id, data in fetched.items():
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self._price_cache[token_id] = {"data": data, "t": now}
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results.update(fetched)
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# No REST fallback — prices exclusively from WebSocket.
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return results
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def _normalize_scan_filters(self, scan_filters: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
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@@ -3796,4 +3670,4 @@ class PolymarketReadOnlyLayer:
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"distribution_preview": distribution_preview[:6],
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"distribution_full": distribution_preview,
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"resolved_market_type": "maxtemp",
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}
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}
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@@ -86,7 +86,7 @@ class PolymarketWsQuoteCache:
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@classmethod
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def from_env(cls) -> "PolymarketWsQuoteCache":
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return cls(
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enabled=_env_bool("POLYMARKET_WS_PRICE_ENABLED", False),
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enabled=_env_bool("POLYMARKET_WS_PRICE_ENABLED", True),
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endpoint=os.getenv("POLYMARKET_WS_MARKET_URL"),
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quote_ttl_sec=int(os.getenv("POLYMARKET_WS_QUOTE_TTL_SEC", "8")),
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max_assets=int(os.getenv("POLYMARKET_WS_MAX_ASSETS", "256")),
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