refactor: remove legacy trading engine, streamline project to weather-only bot
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AmandaloveYang
@@ -1,56 +0,0 @@
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from loguru import logger
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from typing import List, Dict, Optional
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from src.data_collection.polymarket_api import PolymarketClient
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class OnchainTracker:
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"""
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追踪 Polymarket 上的大额交易和钱包动向
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主要通过 Polymarket API 获取交易历史，并模拟链上分析逻辑
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"""
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def __init__(self, config: dict, client: PolymarketClient):
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self.config = config
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self.client = client
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self.whale_threshold = self.config.get("whale_threshold", 5000) # $5000 以上视为鲸鱼
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logger.info(f"Initializing Onchain Tracker (Whale Threshold: ${self.whale_threshold})")
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def get_large_transactions(self, market_id: str, limit: int = 100) -> List[Dict]:
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"""
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获取特定市场的历史大额交易
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"""
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trades = self.client.get_trades(market_id=market_id, limit=limit)
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if not trades:
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return []
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# 过滤大额交易 (Polymarket API 返回的格式可能需要根据实际调整)
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# 假设格式: [{"price": 0.9, "size": 10000, "side": "BUY", "maker": "0x...", "taker": "0x..."}]
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large_trades = []
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for trade in trades:
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size = float(trade.get("size", 0))
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price = float(trade.get("price", 0))
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value = size * price
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if value >= self.whale_threshold:
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trade["value"] = value
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large_trades.append(trade)
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return large_trades
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def get_whale_positions(self, market_id: str) -> Dict[str, float]:
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"""
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估算大户在某个市场的持仓情况
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注意：这只是基于最近交易的估算，真实持仓需要查询链上合约
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"""
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trades = self.get_large_transactions(market_id, limit=500)
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whale_holdings = {}
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for trade in trades:
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wallet = trade.get("proxyWallet") or trade.get("maker") or "unknown"
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side = trade.get("side", "").upper()
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size = float(trade.get("size", 0))
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if side == "BUY":
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whale_holdings[wallet] = whale_holdings.get(wallet, 0) + size
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else:
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whale_holdings[wallet] = whale_holdings.get(wallet, 0) - size
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return whale_holdings
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@@ -1,291 +0,0 @@
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import os
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import requests
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import time
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import re
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from typing import Dict, List, Optional
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from loguru import logger
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from datetime import datetime
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from concurrent.futures import ThreadPoolExecutor
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class PolymarketClient:
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"""
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Polymarket API Client (Pure REST API version)
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Directly uses Gamma API and CLOB REST API without py-clob-client dependency.
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"""
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def __init__(self, config: Dict):
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self.clob_url = config.get("base_url", "https://clob.polymarket.com")
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self.gamma_url = "https://gamma-api.polymarket.com"
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self.timeout = config.get("timeout", 20)
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self.session = requests.Session()
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# Cache mechanism
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self._weather_markets_cache = []
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self._last_discovery_time = 0
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self._cache_ttl = 300 # 5 minutes cache
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# Proxy settings (automatically read from environment)
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proxy = os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY")
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if proxy:
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self.session.proxies = {"http": proxy, "https": proxy}
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logger.info(f"Requests session using proxy: {proxy}")
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# Set common User-Agent and headers
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self.session.headers.update(
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{
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36",
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"Accept": "application/json",
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"Content-Type": "application/json"
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}
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)
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self.api_key = config.get("api_key")
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if self.api_key:
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self.session.headers.update({"POLY_API_KEY": self.api_key})
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logger.info(f"Polymarket REST Client initialized. CLOB: {self.clob_url}, Gamma: {self.gamma_url}")
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def get_markets(self, next_cursor: str = None) -> Optional[Dict]:
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"""Fetch markets list via CLOB REST API"""
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try:
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params = {}
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if next_cursor:
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params["next_cursor"] = next_cursor
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resp = self.session.get(f"{self.clob_url}/markets", params=params, timeout=self.timeout)
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return resp.json() if resp.status_code == 200 else None
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except Exception as e:
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logger.debug(f"get_markets failed: {e}")
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return None
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def get_market(self, market_id: str) -> Optional[Dict]:
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"""Fetch market details via CLOB REST API"""
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try:
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resp = self.session.get(f"{self.clob_url}/markets/{market_id}", timeout=self.timeout)
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return resp.json() if resp.status_code == 200 else None
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except Exception as e:
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logger.debug(f"get_market failed: {e}")
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return None
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def get_price(self, token_id: str, side: str = "ask") -> Optional[float]:
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"""Fetch real-time price for a token via CLOB REST API"""
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try:
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# Correct CLOB Mapping:
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# 'sell' side price is the ASK (price you pay to BUY)
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# 'buy' side price is the BID (price you get to SELL)
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clob_side = "sell" if side.lower() in ["ask", "buy"] else "buy"
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resp = self.session.get(
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f"{self.clob_url}/price",
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params={"token_id": token_id, "side": clob_side},
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timeout=10
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)
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data = resp.json()
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return float(data.get("price", 0)) if resp.status_code == 200 else None
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except Exception as e:
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logger.debug(f"get_price failed ({token_id}): {e}")
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return None
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def get_orderbook(self, token_id: str) -> Optional[Dict]:
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"""Fetch orderbook for a token via CLOB REST API"""
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try:
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resp = self.session.get(
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f"{self.clob_url}/book", params={"token_id": token_id}, timeout=10
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)
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return resp.json() if resp.status_code == 200 else None
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except Exception as e:
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logger.debug(f"get_orderbook failed ({token_id}): {e}")
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return None
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def get_buy_prices(self, yes_token_id: str, no_token_id: str) -> Optional[Dict]:
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"""Fetch buy prices for both YES and NO tokens"""
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try:
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# Buy Yes = Ask price of YES token
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buy_yes = self.get_price(yes_token_id, "BUY")
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# Buy No = Ask price of NO token
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buy_no = self.get_price(no_token_id, "BUY")
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if buy_yes is not None and buy_no is not None:
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return {"buy_yes": buy_yes, "buy_no": buy_no}
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except Exception as e:
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logger.debug(f"get_buy_prices failed: {e}")
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return None
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def get_multiple_prices(self, token_requests: List[Dict]) -> Dict[str, float]:
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"""Batch fetch prices for multiple tokens using ThreadPoolExecutor"""
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if not token_requests:
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return {}
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all_prices = {}
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def robust_float(val):
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try: return float(val)
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except: return 0.0
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def fetch_single(req):
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tid = req["token_id"]
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side = req.get("side", "ask").lower()
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# To get ASK (price to buy), request 'sell' side
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# To get BID (price to sell), request 'buy' side
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api_side = "sell" if side == "ask" else "buy"
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val = self.get_price(tid, api_side)
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if val:
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return f"{tid}:{side.lower()}", val
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return None
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with ThreadPoolExecutor(max_workers=5) as executor:
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results = list(executor.map(fetch_single, token_requests))
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for res in results:
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if res:
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key, val = res
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all_prices[key] = val
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return all_prices
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def get_midpoint(self, token_id: str) -> Optional[float]:
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"""Fetch midpoint price via CLOB REST API"""
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try:
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resp = self.session.get(f"{self.clob_url}/midpoint", params={"token_id": token_id}, timeout=10)
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data = resp.json()
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return float(data.get("mid", 0)) if resp.status_code == 200 else None
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except:
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return None
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def discover_weather_markets(self) -> list:
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"""Scan Gamma API for all weather-related markets with prioritized search and city targeting"""
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# Cache check
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current_time = time.time()
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if self._weather_markets_cache and (current_time - self._last_discovery_time < self._cache_ttl):
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logger.debug(f"Using cached market list ({len(self._weather_markets_cache)} items)")
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return self._weather_markets_cache
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logger.info("📡 Scanning Polymarket via Gamma API for weather markets...")
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all_weather_markets = []
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seen_keys = set()
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# 1. Target newest markets by query and ID sorting
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search_queries = ["highest temperature", "temperature in", "daily weather"]
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try:
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# Use multiple offsets to find more historical/diverse markets
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for offset in [0, 500, 1000]:
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for query in search_queries:
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logger.debug(f"Searching with query: {query} (offset {offset})")
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params = {
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"query": query,
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"active": "true",
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"limit": 500,
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"offset": offset,
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"order": "id",
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"ascending": "false"
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}
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resp = self.session.get(f"{self.gamma_url}/markets", params=params, timeout=self.timeout)
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if resp.status_code == 200:
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markets = resp.json()
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logger.debug(f"Query '{query}' returned {len(markets)} markets")
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for m in markets:
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q = m.get("question", "").lower()
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slug = m.get("slug", "").lower()
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# Filter for weather markets (Broadened)
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is_weather = any(k in q or k in slug for k in [
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"highest temperature", "highest-temperature",
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"temperature in", "temperature-in",
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"daily weather", "daily-weather",
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"weather", "气温", "温度"
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])
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if is_weather:
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c_id = m.get("conditionId")
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t_ids = m.get("clobTokenIds")
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active_id = m.get("activeTokenId")
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# Robust JSON parsing for clobTokenIds string
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if isinstance(t_ids, str) and t_ids.startswith("["):
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try:
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import json
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t_ids = json.loads(t_ids)
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except:
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pass
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# For Neg Risk markets, activeTokenId might be missing in list view
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# If we have clobTokenIds, we can work with it
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if not t_ids:
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continue
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if not active_id and isinstance(t_ids, list) and len(t_ids) > 0:
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active_id = t_ids[0] # Assume first is YES
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if not active_id:
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continue
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unique_key = f"{c_id}_{active_id}"
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if unique_key not in seen_keys:
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logger.debug(f"Found weather segment: {q}")
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all_weather_markets.append({
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"condition_id": c_id,
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"question": m.get("question"),
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"active_token_id": active_id,
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"outcome_index": t_ids.index(active_id) if isinstance(t_ids, list) and active_id in t_ids else 0,
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"tokens": t_ids,
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"prices": m.get("outcomePrices"),
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"event_title": m.get("description", "")[:100],
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"slug": m.get("slug"),
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"group_id": m.get("negRiskMarketID")
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})
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seen_keys.add(unique_key)
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else:
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logger.debug(f"Query '{query}' failed with status {resp.status_code}")
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if len(all_weather_markets) > 50:
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break
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logger.info(f"Discovery complete: Found {len(all_weather_markets)} weather segments.")
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self._weather_markets_cache = all_weather_markets
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self._last_discovery_time = current_time
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return all_weather_markets
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except Exception as e:
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logger.error(f"Market discovery failed: {e}")
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return []
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except Exception as e:
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logger.error(f"Market discovery failed: {e}")
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return []
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except Exception as e:
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logger.error(f"Market discovery failed: {e}")
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return []
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def get_weather_markets(self) -> list:
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return self.discover_weather_markets()
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def find_weather_market(self, city: str, date_str: str = None) -> Optional[Dict]:
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markets = self.get_weather_markets()
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for m in markets:
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# Match against question, title AND slug
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content = (str(m.get("question", "")) + str(m.get("event_title", "")) + str(m.get("slug", ""))).lower()
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if city.lower() in content:
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if date_str:
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if date_str.lower() in content: return m
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else:
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return m
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return None
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def get_weather_event_markets(self, city: str) -> list:
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all_markets = self.get_weather_markets()
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return [
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m for m in all_markets
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if city.lower() in (str(m.get("question", "")) + str(m.get("event_title", "")) + str(m.get("slug", ""))).lower()
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]
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# --- Trading Stubs (Real trading requires signing, which is disabled in pure REST mode) ---
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def create_order(self, *args, **kwargs) -> Optional[Dict]:
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logger.warning("create_order: Real trading is disabled in pure REST mode. Please use paper trading.")
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return None
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def cancel_order(self, *args, **kwargs) -> Optional[Dict]:
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logger.warning("cancel_order: Real trading is disabled in pure REST mode.")
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return None
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def get_orders(self, *args, **kwargs) -> Optional[Dict]:
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logger.warning("get_orders: Real trading is disabled in pure REST mode.")
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return None
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