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feat: implement read-only Polymarket data collection layer with market discovery and price fetching

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This commit is contained in:
2569718930@qq.com
2026-04-21 21:54:20 +08:00
parent 9eba41cd1c
commit bb6fe21166
2 changed files with 73 additions and 9 deletions
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src/data_collection/polymarket_readonly.py
+17 -9
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@@ -690,9 +690,15 @@ class PolymarketReadOnlyLayer:
bucket["no_buy"] = no_buy
if no_sell is not None:
bucket["no_sell"] = no_sell
if yes_midpoint is not None:
bucket["market_price"] = yes_midpoint
bucket["probability"] = yes_midpoint
reference_price = yes_midpoint
if reference_price is None and yes_buy is not None and yes_sell is not None:
reference_price = (yes_buy + yes_sell) / 2.0
if reference_price is None:
reference_price = yes_buy if yes_buy is not None else yes_sell
if reference_price is not None:
reference_price = max(0.0, min(1.0, float(reference_price)))
bucket["market_price"] = reference_price
bucket["probability"] = reference_price
if yes_prices.get("quote_source"):
bucket["quote_source"] = yes_prices.get("quote_source")
if yes_prices.get("quote_age_ms") is not None:
@@ -819,7 +825,6 @@ class PolymarketReadOnlyLayer:
ended_at = parsed
break
now_utc = datetime.now(timezone.utc)
tradable = True
reason = None
if closed:
@@ -831,9 +836,6 @@ class PolymarketReadOnlyLayer:
elif accepting_orders is False:
tradable = False
reason = "not_accepting_orders"
elif ended_at is not None and ended_at <= now_utc:
tradable = False
reason = "past_end_time"
return {
"active": active,
@@ -1397,6 +1399,8 @@ class PolymarketReadOnlyLayer:
"sell": sell,
"midpoint": midpoint,
"last_trade_price": last_trade,
"quote_source": "polymarket_clob_client",
"quote_age_ms": 0,
"book": book,
"book_liquidity": book_liquidity,
}
@@ -1420,6 +1424,8 @@ class PolymarketReadOnlyLayer:
"sell": sell,
"midpoint": midpoint,
"last_trade_price": last_trade,
"quote_source": "polymarket_clob_rest",
"quote_age_ms": 0,
"book": book,
"book_liquidity": book_liquidity,
}
@@ -1635,6 +1641,8 @@ class PolymarketReadOnlyLayer:
no_sell = max(0.0, min(1.0, 1.0 - yes_sell))
market_slug = str(market.get("slug") or "").strip()
row_yes_token_id = str(yes_token.get("token_id") or "").strip()
row_no_token_id = str(no_token.get("token_id") or "").strip()
top_rows.append(
{
"label": self._extract_market_bucket_label(market, bucket_temp),
@@ -1646,8 +1654,8 @@ class PolymarketReadOnlyLayer:
"yes_sell": yes_sell,
"no_buy": no_buy,
"no_sell": no_sell,
"yes_token_id": yes_token_id or None,
"no_token_id": no_token_id or None,
"yes_token_id": row_yes_token_id or None,
"no_token_id": row_no_token_id or None,
"quote_source": yes_prices.get("quote_source"),
"quote_age_ms": _safe_int(yes_prices.get("quote_age_ms"), 0),
"slug": market_slug or None,