feat: Introduce Polymarket API client, paper trading module, and essential utilities for market data and trading.
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@@ -183,38 +183,6 @@ class PolymarketClient:
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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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"""
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获取买入价格 (Buy Yes 和 Buy No)
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Args:
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yes_token_id: Yes token ID
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no_token_id: No token ID
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Returns:
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dict: {"buy_yes": float, "buy_no": float} 或 None
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"""
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try:
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# Buy Yes = Yes token 的最佳卖单 (asks)
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yes_book = self.get_orderbook(yes_token_id)
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buy_yes = None
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if yes_book and isinstance(yes_book, dict) and yes_book.get("asks"):
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buy_yes = float(yes_book["asks"][0].get("price", 0))
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# Buy No = No token 的最佳卖单 (asks)
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no_book = self.get_orderbook(no_token_id)
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buy_no = None
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if no_book and isinstance(no_book, dict) and no_book.get("asks"):
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buy_no = float(no_book["asks"][0].get("price", 0))
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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"获取买入价格失败: {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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"""
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批量获取多个 token 的价格 (使用 Polymarket 批量接口)
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@@ -249,68 +217,6 @@ class PolymarketClient:
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logger.debug(f"批量获取盘口价格失败: {e}")
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return {}
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try:
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url = f"{self.base_url}/prices"
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# 这里的价格接口通常返回最佳买入/卖出价
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# 构造请求体:Polymarket 期望的格式
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payload = []
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for req in token_requests:
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payload.append(
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{
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"token_id": req["token_id"],
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"side": "buy"
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if req["side"] == "ask"
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else "sell", # 映射:我们要买,所以查盘口的 sell side (ask)
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}
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)
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# 分批处理,每批 50 个,避免请求过大
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all_prices = {}
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for i in range(0, len(payload), 50):
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batch = payload[i : i + 50]
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response = self.session.post(url, json=batch, timeout=20)
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if response.status_code == 200:
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results = response.json()
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# 结果通常是一个字典 {token_id: price}
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if isinstance(results, dict):
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all_prices.update(results)
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return all_prices
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except Exception as e:
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logger.debug(f"批量获取价格失败: {e}")
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return {}
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def get_trades(self, market_id: str = None, limit: int = 100) -> Optional[Dict]:
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"""
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获取成交历史 (使用 CLOB 专业接口 + Builder Key)
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"""
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try:
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url = f"{self.base_url}/trades"
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params = {"limit": limit}
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if market_id:
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params["market"] = market_id
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# 关键:带上你的 Builder Key
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headers = {}
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if self.api_key:
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headers["x-api-key"] = self.api_key
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response = self.session.get(
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url, params=params, headers=headers, timeout=self.timeout
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)
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if response.status_code == 200:
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return response.json()
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elif response.status_code == 401:
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logger.debug(
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f"CLOB Trades 依然返回 401 (权限受限): {market_id[:20]}..."
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)
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else:
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logger.debug(f"CLOB Trades 接口返回状态码: {response.status_code}")
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except Exception as e:
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logger.debug(f"获取成交历史失败: {e}")
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return None
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def get_midpoint(self, token_id: str) -> Optional[float]:
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"""
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Get midpoint price for a token
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