feat: Introduce Polymarket API client, paper trading module, and essential utilities for market data and trading.

src/data_collection/polymarket_api.py

@@ -183,38 +183,6 @@ class PolymarketClient:
 
         return None
 
-    def get_buy_prices(self, yes_token_id: str, no_token_id: str) -> Optional[Dict]:
-        """
-        获取买入价格 (Buy Yes 和 Buy No)
-
-        Args:
-            yes_token_id: Yes token ID
-            no_token_id: No token ID
-
-        Returns:
-            dict: {"buy_yes": float, "buy_no": float} 或 None
-        """
-        try:
-            # Buy Yes = Yes token 的最佳卖单 (asks)
-            yes_book = self.get_orderbook(yes_token_id)
-            buy_yes = None
-            if yes_book and isinstance(yes_book, dict) and yes_book.get("asks"):
-                buy_yes = float(yes_book["asks"][0].get("price", 0))
-
-            # Buy No = No token 的最佳卖单 (asks)
-            no_book = self.get_orderbook(no_token_id)
-            buy_no = None
-            if no_book and isinstance(no_book, dict) and no_book.get("asks"):
-                buy_no = float(no_book["asks"][0].get("price", 0))
-
-            if buy_yes is not None and buy_no is not None:
-                return {"buy_yes": buy_yes, "buy_no": buy_no}
-
-        except Exception as e:
-            logger.debug(f"获取买入价格失败: {e}")
-
-        return None
-
     def get_multiple_prices(self, token_requests: List[Dict]) -> Dict[str, float]:
         """
         批量获取多个 token 的价格 (使用 Polymarket 批量接口)
@@ -249,68 +217,6 @@ class PolymarketClient:
             logger.debug(f"批量获取盘口价格失败: {e}")
         return {}
 
-        try:
-            url = f"{self.base_url}/prices"
-            # 这里的价格接口通常返回最佳买入/卖出价
-            # 构造请求体：Polymarket 期望的格式
-            payload = []
-            for req in token_requests:
-                payload.append(
-                    {
-                        "token_id": req["token_id"],
-                        "side": "buy"
-                        if req["side"] == "ask"
-                        else "sell",  # 映射：我们要买，所以查盘口的 sell side (ask)
-                    }
-                )
-
-            # 分批处理，每批 50 个，避免请求过大
-            all_prices = {}
-            for i in range(0, len(payload), 50):
-                batch = payload[i : i + 50]
-                response = self.session.post(url, json=batch, timeout=20)
-                if response.status_code == 200:
-                    results = response.json()
-                    # 结果通常是一个字典 {token_id: price}
-                    if isinstance(results, dict):
-                        all_prices.update(results)
-            return all_prices
-        except Exception as e:
-            logger.debug(f"批量获取价格失败: {e}")
-        return {}
-
-    def get_trades(self, market_id: str = None, limit: int = 100) -> Optional[Dict]:
-        """
-        获取成交历史 (使用 CLOB 专业接口 + Builder Key)
-        """
-        try:
-            url = f"{self.base_url}/trades"
-            params = {"limit": limit}
-            if market_id:
-                params["market"] = market_id
-
-            # 关键：带上你的 Builder Key
-            headers = {}
-            if self.api_key:
-                headers["x-api-key"] = self.api_key
-
-            response = self.session.get(
-                url, params=params, headers=headers, timeout=self.timeout
-            )
-
-            if response.status_code == 200:
-                return response.json()
-            elif response.status_code == 401:
-                logger.debug(
-                    f"CLOB Trades 依然返回 401 (权限受限): {market_id[:20]}..."
-                )
-            else:
-                logger.debug(f"CLOB Trades 接口返回状态码: {response.status_code}")
-
-        except Exception as e:
-            logger.debug(f"获取成交历史失败: {e}")
-        return None
-
     def get_midpoint(self, token_id: str) -> Optional[float]:
         """
         Get midpoint price for a token

src/trading/paper_trader.py

@@ -0,0 +1,156 @@
+import json
+import os
+import time
+from datetime import datetime, timedelta
+from loguru import logger
+
+
+class PaperTrader:
+    """
+    模拟交易系统 (Paper Trading System)
+    """
+
+    def __init__(self, storage_path="data/paper_positions.json", total_capital=1000.0):
+        self.storage_path = storage_path
+        self.initial_capital = total_capital
+        data = self._load_data()
+        self.positions = data.get("positions", {})
+        self.history = data.get("history", [])  # 历史结项记录
+        self.trades = data.get("trades", [])    # 原始买入/卖出记录
+        self.balance = data.get("balance", total_capital)
+        logger.info(f"模拟交易系统初始化。累计成交: {len(self.history)} 笔, 买入记录: {len(self.trades)} 笔")
+
+    def _load_data(self):
+        if os.path.exists(self.storage_path):
+            try:
+                with open(self.storage_path, "r", encoding="utf-8") as f:
+                    return json.load(f)
+            except:
+                return {"positions": {}, "history": [], "trades": [], "balance": self.initial_capital}
+        return {"positions": {}, "history": [], "trades": [], "balance": self.initial_capital}
+
+    def _save_data(self):
+        with open(self.storage_path, "w", encoding="utf-8") as f:
+            json.dump(
+                {
+                    "positions": self.positions,
+                    "history": self.history,
+                    "trades": self.trades,
+                    "balance": round(self.balance, 2),
+                },
+                f,
+                ensure_ascii=False,
+                indent=2,
+            )
+
+    def open_position(self, market_id: str, city: str, option: str, price: int, side: str, amount_usd: float = 5.0):
+        """
+        开仓进入模拟仓位
+        """
+        # 价格以美分计，转换为 0-1 比例
+        price_decimal = price / 100.0
+        
+        # 检查余额
+        if self.balance < amount_usd:
+            logger.warning(f"余额不足，无法开仓 (余额: ${self.balance:.2f})")
+            return False
+            
+        # 计算持仓份额
+        shares = amount_usd / price_decimal if price_decimal > 0 else 0
+        
+        position_id = f"{market_id}_{side}"
+        
+        # 如果已经有相同方向的仓位，可以选择加仓或忽略（这里简单起见，不重复开仓）
+        if position_id in self.positions:
+            return False
+            
+        new_pos = {
+            "market_id": market_id,
+            "city": city,
+            "option": option,
+            "side": side,
+            "entry_price": price,
+            "shares": shares,
+            "cost_usd": amount_usd,
+            "current_price": price,
+            "pnl_usd": 0.0,
+            "pnl_pct": 0.0,
+            "status": "OPEN",
+            "opened_at": (datetime.utcnow() + timedelta(hours=8)).strftime("%Y-%m-%d %H:%M:%S")
+        }
+        
+        self.positions[position_id] = new_pos
+        self.balance -= amount_usd
+        
+        # 记录交易流水
+        self.trades.append({
+            "type": "BUY",
+            "city": city,
+            "option": option,
+            "side": side,
+            "price": price,
+            "amount": amount_usd,
+            "time": new_pos["opened_at"]
+        })
+        
+        self._save_data()
+        
+        logger.success(f"【模拟开仓】{city} | {option} | {side} | 价格: {price}¢ | 投入: ${amount_usd}")
+        return True
+
+    def update_pnl(self, current_prices: dict):
+        updated_report = []
+        finished_ids = []
+
+        for pid, pos in self.positions.items():
+            if pos["status"] != "OPEN":
+                continue
+            m_id = pos["market_id"]
+
+            if m_id in current_prices:
+                curr_price = current_prices[m_id].get("price", 50)
+                if pos["side"] == "NO":
+                    curr_price = 100 - curr_price
+
+                # 更新当前价值
+                value = pos["shares"] * (curr_price / 100.0)
+                pnl = value - pos["cost_usd"]
+                pnl_pct = (pnl / pos["cost_usd"]) * 100 if pos["cost_usd"] > 0 else 0
+
+                pos["current_price"] = curr_price
+                pos["pnl_usd"] = round(pnl, 2)
+                pos["pnl_pct"] = round(pnl_pct, 2)
+
+                # --- 自动结项检测：如果价格变为 0 或 100 (Polymarket 已结算) ---
+                if curr_price >= 99.5 or curr_price <= 0.5:
+                    pos["status"] = "CLOSED"
+                    pos["closed_at"] = (
+                        datetime.utcnow() + timedelta(hours=8)
+                    ).strftime("%Y-%m-%d %H:%M:%S")
+                    self.balance += value  # 资金回笼
+                    self.history.append(pos)
+                    finished_ids.append(pid)
+                    logger.success(
+                        f"【模拟结项】{pos['city']} | {pos['option']} | 最终价格: {curr_price}¢ | 获利: ${pnl:+.2f}"
+                    )
+                else:
+                    updated_report.append(pos)
+
+        # 从活跃仓位中移除已结项的
+        for pid in finished_ids:
+            # 在流水中添加卖出（结项）记录
+            pos = self.positions[pid]
+            self.trades.append({
+                "type": "SELL",
+                "city": pos["city"],
+                "option": pos["option"],
+                "side": pos["side"],
+                "price": pos["current_price"],
+                "amount": round(pos["shares"] * (pos["current_price"] / 100.0), 2),
+                "time": pos.get("closed_at")
+            })
+            del self.positions[pid]
+
+        self._save_data()
+            
+        return updated_report

src/utils/logger.py

@@ -1,7 +1,7 @@
 import sys
 from loguru import logger
 
-def setup_logger():
+def setup_logger(level="DEBUG"):
     """
     Configure loguru logger
     """
@@ -11,7 +11,7 @@ def setup_logger():
     logger.add(
         sys.stderr,
         format="<green>{time:YYYY-MM-DD HH:mm:ss}</green> | <level>{level: <8}</level> | <level>{message}</level>",
-        level="DEBUG"
+        level=level
     )
     
     # 文件输出
@@ -19,7 +19,7 @@ def setup_logger():
         "data/logs/trading_system.log",
         rotation="10 MB",
         retention="10 days",
-        level="DEBUG",
+        level=level,
         encoding="utf-8",
         compression="zip"
     )

src/utils/notifier.py

@@ -132,7 +132,8 @@ class TelegramNotifier:
         items_text = ""
         for a in alerts:
             type_icon = "⚡" if a["type"] == "price" else "🐋"
-            items_text += f"{type_icon} <b>{a['market']}</b>: {a['msg']}\n"
+            buy_tag = " [🛒 模拟仓已买入]" if a.get("bought") else ""
+            items_text += f"{type_icon} <b>{a['market']}</b>: {a['msg']}{buy_tag}\n"
 
         text = (
             f"🔔 <b>城市监控报告 #{self._escape_html(city)}</b>\n\n"