diff --git a/src/data_collection/polymarket_readonly.py b/src/data_collection/polymarket_readonly.py index 42863590..b12c0fca 100644 --- a/src/data_collection/polymarket_readonly.py +++ b/src/data_collection/polymarket_readonly.py @@ -434,7 +434,7 @@ class PolymarketReadOnlyLayer: 200, ) self.min_liquidity_for_signal = ( - _safe_float(os.getenv("POLYMARKET_SIGNAL_MIN_LIQUIDITY")) or 500.0 + _safe_float(os.getenv("POLYMARKET_SIGNAL_MIN_LIQUIDITY")) or 50.0 ) self.edge_threshold = _safe_float(os.getenv("POLYMARKET_SIGNAL_EDGE_PCT")) or 2.0 fast_price_only = _safe_bool(os.getenv("POLYMARKET_FAST_PRICE_ONLY", "false")) @@ -2804,9 +2804,9 @@ class PolymarketReadOnlyLayer: min_price = _clamp_float(_safe_float(raw.get("min_price")), 0.0, 1.0) max_price = _clamp_float(_safe_float(raw.get("max_price")), 0.0, 1.0) if min_price is None: - min_price = 0.05 + min_price = 0.001 if max_price is None: - max_price = 0.95 + max_price = 0.999 if min_price > max_price: min_price, max_price = max_price, min_price @@ -2827,7 +2827,7 @@ class PolymarketReadOnlyLayer: "market_type": str(raw.get("market_type") or "maxtemp").strip().lower() or "maxtemp", "time_range": str(raw.get("time_range") or "today").strip().lower() or "today", "limit": max(1, _safe_int(raw.get("limit"), 60)), - "max_spread": max(0.0, _safe_float(raw.get("max_spread")) or 0.03), + "max_spread": max(0.0, _safe_float(raw.get("max_spread")) or 0.2), } def _build_window_meta( @@ -3691,7 +3691,7 @@ class PolymarketReadOnlyLayer: _reason = "order_book_disabled" elif ask < filters["min_price"] or ask > filters["max_price"]: _reason = f"price_range ask={ask} min={filters['min_price']} max={filters['max_price']}" - elif edge_percent < filters["min_edge_pct"]: + elif abs(edge_percent) < filters["min_edge_pct"]: _reason = f"edge_too_low edge={edge_percent} min={filters['min_edge_pct']}" elif spread is not None and spread > filters["max_spread"]: _reason = f"spread_too_wide spread={spread} max={filters['max_spread']}" diff --git a/tests/test_polymarket_readonly.py b/tests/test_polymarket_readonly.py index 810a0a7b..d2d180e5 100644 --- a/tests/test_polymarket_readonly.py +++ b/tests/test_polymarket_readonly.py @@ -732,7 +732,7 @@ def test_distribution_scan_hard_filters_block_unusable_extreme_quotes(): "buy": 0.99 if token_id.startswith("yes") else 0.01, "sell": 0.95 if token_id.startswith("yes") else 0.0, "midpoint": 0.97 if token_id.startswith("yes") else 0.03, - "spread": 0.04, + "spread": 0.3, "book_liquidity": 100, } for token_id in token_ids