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feat: implement comprehensive Polymarket weather analysis service with frontend dashboard and market scanning capabilities

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This commit is contained in:
2569718930@qq.com
2026-04-23 20:45:32 +08:00
parent 4f57d4ed1a
commit 54b326ff42
12 changed files with 323 additions and 154 deletions
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src/data_collection/polymarket_readonly.py
+76 -98
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@@ -3,7 +3,7 @@ Polymarket read-only market layer.
P0 scope:
- Market discovery from Gamma REST
- Price / orderbook read from py-clob-client public methods (fallback to CLOB REST)
- Price / midpoint / spread / orderbook read from CLOB REST
- No signing, no order placement
"""
@@ -23,12 +23,6 @@ import httpx
from loguru import logger
from src.data_collection.city_registry import ALIASES, CITY_REGISTRY
from src.data_collection.polymarket_ws_cache import PolymarketWsQuoteCache
try:
from py_clob_client.client import ClobClient # type: ignore
except Exception: # pragma: no cover - optional dependency in P0
ClobClient = None
def _safe_float(value: Any) -> Optional[float]:
@@ -382,15 +376,14 @@ class PolymarketReadOnlyLayer:
.strip()
.rstrip("/")
)
self.chain_id = _safe_int(os.getenv("POLYMARKET_CHAIN_ID", "137"), 137)
self.http_timeout = _safe_float(os.getenv("POLYMARKET_HTTP_TIMEOUT_SEC")) or 8.0
self.market_cache_ttl = _safe_int(
os.getenv("POLYMARKET_MARKET_CACHE_TTL_SEC", "180"),
180,
os.getenv("POLYMARKET_MARKET_CACHE_TTL_SEC", "60"),
60,
)
self.price_cache_ttl = _safe_int(
os.getenv("POLYMARKET_PRICE_CACHE_TTL_SEC", "10"),
10,
os.getenv("POLYMARKET_PRICE_CACHE_TTL_SEC", "30"),
30,
)
self.discovery_pages = _safe_int(
os.getenv("POLYMARKET_DISCOVERY_PAGES", "6"),
@@ -414,9 +407,6 @@ class PolymarketReadOnlyLayer:
self._broad_markets_cache: Dict[str, Any] = {"data": [], "t": 0.0}
self._price_cache: Dict[str, Dict[str, Any]] = {}
self._lock = threading.Lock()
self._clob_client: Any = None
self._clob_unavailable_reason: Optional[str] = None
self._ws_quote_cache = PolymarketWsQuoteCache.from_env()
def _market_scan_debug_enabled(self) -> bool:
return (
@@ -441,6 +431,7 @@ class PolymarketReadOnlyLayer:
model_probability: Optional[float] = None,
fallback_sparkline: Optional[List[float]] = None,
forced_market_slug: Optional[str] = None,
include_related_buckets: bool = True,
) -> Dict[str, Any]:
date_str = _extract_iso_date(target_date) or str(target_date or "")
city_key = _normalize_city_key(city)
@@ -459,6 +450,8 @@ class PolymarketReadOnlyLayer:
"temperature_bucket": temperature_bucket,
"model_probability": model_probability,
"market_price": None,
"midpoint": None,
"spread": None,
"edge_percent": None,
"signal_label": "MONITOR",
"confidence": "low",
@@ -466,16 +459,27 @@ class PolymarketReadOnlyLayer:
"no_token": None,
"yes_buy": None,
"yes_sell": None,
"yes_midpoint": None,
"yes_spread": None,
"no_buy": None,
"no_sell": None,
"no_midpoint": None,
"no_spread": None,
"last_trade_price": None,
"liquidity": None,
"volume": None,
"quote_source": None,
"quote_age_ms": None,
"price_analysis": None,
"sparkline": fallback_sparkline or [],
"top_buckets": [],
"all_buckets": [],
"recent_trades": [],
"websocket": {},
"scan_scope": "full" if include_related_buckets else "lite",
"websocket": {
"enabled": False,
"status": "disabled_rest_only",
},
}
if not self.enabled:
@@ -632,21 +636,24 @@ class PolymarketReadOnlyLayer:
signal_label, confidence = self._derive_signal(edge_percent, liquidity)
top_bucket_limit = max(
1,
_safe_int(os.getenv("POLYMARKET_TOP_BUCKET_LIMIT", "4"), 4),
)
all_bucket_limit = max(
top_bucket_limit,
_safe_int(os.getenv("POLYMARKET_ALL_BUCKET_LIMIT", "8"), 8),
)
all_buckets = self._build_top_temperature_buckets(
city_key=market_city_key,
target_date=date_str,
primary_market=market,
limit=all_bucket_limit,
)
top_buckets = list(all_buckets[:top_bucket_limit])
top_buckets: List[Dict[str, Any]] = []
all_buckets: List[Dict[str, Any]] = []
if include_related_buckets:
top_bucket_limit = max(
1,
_safe_int(os.getenv("POLYMARKET_TOP_BUCKET_LIMIT", "4"), 4),
)
all_bucket_limit = max(
top_bucket_limit,
_safe_int(os.getenv("POLYMARKET_ALL_BUCKET_LIMIT", "8"), 8),
)
all_buckets = self._build_top_temperature_buckets(
city_key=market_city_key,
target_date=date_str,
primary_market=market,
limit=all_bucket_limit,
)
top_buckets = list(all_buckets[:top_bucket_limit])
yes_payload = {
"outcome": yes_token.get("outcome") or "Yes",
@@ -672,12 +679,28 @@ class PolymarketReadOnlyLayer:
"quote_age_ms": _safe_int(no_prices.get("quote_age_ms"), 0),
"book": no_prices.get("book"),
}
yes_midpoint = _extract_price(yes_payload.get("midpoint"))
no_midpoint = _extract_price(no_payload.get("midpoint"))
yes_buy = _extract_price(yes_payload.get("buy_price"))
yes_sell = _extract_price(yes_payload.get("sell_price"))
no_buy = _extract_price(no_payload.get("buy_price"))
no_sell = _extract_price(no_payload.get("sell_price"))
yes_spread = (
max(0.0, float(yes_buy) - float(yes_sell))
if yes_buy is not None and yes_sell is not None
else None
)
no_spread = (
max(0.0, float(no_buy) - float(no_sell))
if no_buy is not None and no_sell is not None
else None
)
price_analysis = self._build_price_analysis(
model_probability=model_probability,
yes_buy=_extract_price(yes_payload.get("buy_price")),
yes_sell=_extract_price(yes_payload.get("sell_price")),
no_buy=_extract_price(no_payload.get("buy_price")),
no_sell=_extract_price(no_payload.get("sell_price")),
yes_buy=yes_buy,
yes_sell=yes_sell,
no_buy=no_buy,
no_sell=no_sell,
)
sparkline_values: List[float] = []
@@ -702,27 +725,35 @@ class PolymarketReadOnlyLayer:
"selected_condition_id": condition_id,
"selected_slug": market_slug,
"market_price": market_price,
"midpoint": yes_midpoint if yes_midpoint is not None else market_price,
"spread": yes_spread,
"edge_percent": edge_percent,
"signal_label": signal_label,
"confidence": confidence,
"yes_token": yes_payload,
"no_token": no_payload,
"yes_buy": _extract_price(yes_payload.get("buy_price")),
"yes_sell": _extract_price(yes_payload.get("sell_price")),
"no_buy": _extract_price(no_payload.get("buy_price")),
"no_sell": _extract_price(no_payload.get("sell_price")),
"yes_buy": yes_buy,
"yes_sell": yes_sell,
"yes_midpoint": yes_midpoint,
"yes_spread": yes_spread,
"no_buy": no_buy,
"no_sell": no_sell,
"no_midpoint": no_midpoint,
"no_spread": no_spread,
"last_trade_price": last_trade_price,
"liquidity": liquidity,
"volume": volume,
"quote_source": yes_prices.get("quote_source"),
"quote_age_ms": _safe_int(yes_prices.get("quote_age_ms"), 0),
"price_analysis": price_analysis,
"sparkline": sparkline_values,
"top_buckets": top_buckets,
"all_buckets": all_buckets,
"websocket": {
"enabled": self._ws_quote_cache.enabled,
"status": self._ws_quote_cache.status(),
"market_url": market_url,
"asset_ids": [
"websocket": {
"enabled": False,
"status": "disabled_rest_only",
"market_url": market_url,
"asset_ids": [
token
for token in [
yes_payload.get("token_id"),
@@ -1488,32 +1519,11 @@ class PolymarketReadOnlyLayer:
return None, None
def _get_clob_client(self) -> Optional[Any]:
if self._clob_unavailable_reason:
return None
if self._clob_client is not None:
return self._clob_client
if ClobClient is None:
self._clob_unavailable_reason = "py-clob-client is not installed."
return None
try:
self._clob_client = ClobClient(host=self.clob_url, chain_id=self.chain_id)
return self._clob_client
except Exception as exc:
self._clob_unavailable_reason = f"ClobClient init failed: {exc}"
logger.warning(self._clob_unavailable_reason)
return None
def _get_token_market_data(self, token_id: str) -> Dict[str, Any]:
token_id = str(token_id or "").strip()
if not token_id:
return {}
self._ws_quote_cache.subscribe([token_id])
ws_data = self._ws_quote_cache.get_market_data(token_id)
if ws_data is not None:
return ws_data
now = time.time()
with self._lock:
cached = self._price_cache.get(token_id)
@@ -1527,33 +1537,7 @@ class PolymarketReadOnlyLayer:
return data
def _fetch_token_market_data(self, token_id: str) -> Dict[str, Any]:
# 1) Preferred path: py-clob-client public methods.
clob = self._get_clob_client()
if clob is not None:
try:
buy = _extract_price(self._safe_call(clob, "get_price", token_id, "BUY"))
sell = _extract_price(self._safe_call(clob, "get_price", token_id, "SELL"))
midpoint = _extract_price(self._safe_call(clob, "get_midpoint", token_id))
last_trade = _extract_price(
self._safe_call(clob, "get_last_trade_price", token_id)
)
orderbook_raw = self._safe_call(clob, "get_order_book", token_id)
book, book_liquidity = self._normalize_orderbook(orderbook_raw)
buy, sell = self._resolve_trade_prices(buy=buy, sell=sell, book=book)
return {
"buy": buy,
"sell": sell,
"midpoint": midpoint,
"last_trade_price": last_trade,
"quote_source": "polymarket_clob_client",
"quote_age_ms": 0,
"book": book,
"book_liquidity": book_liquidity,
}
except Exception as exc:
logger.warning(f"py-clob-client read failed for {token_id}: {exc}")
# 2) Fallback path: direct CLOB REST.
# REST-only path: CLOB public endpoints.
buy = _extract_price(self._clob_get("/price", {"token_id": token_id, "side": "BUY"}))
sell = _extract_price(
self._clob_get("/price", {"token_id": token_id, "side": "SELL"})
@@ -1576,12 +1560,6 @@ class PolymarketReadOnlyLayer:
"book_liquidity": book_liquidity,
}
def _safe_call(self, client: Any, method: str, *args: Any) -> Any:
fn = getattr(client, method, None)
if not callable(fn):
return None
return fn(*args)
def _clob_get(self, path: str, params: Dict[str, Any]) -> Any:
url = f"{self.clob_url}{path}"
try: