feat: Introduce Polymarket API client to enable direct city weather market queries in the bot and improve active signal processing.
This commit is contained in:
+122
-12
@@ -6,6 +6,7 @@ import re
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from datetime import datetime
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from datetime import datetime
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from src.utils.config_loader import load_config
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from src.utils.config_loader import load_config
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from src.utils.notifier import TelegramNotifier
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from src.utils.notifier import TelegramNotifier
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from src.data_collection.polymarket_api import PolymarketClient
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def start_bot():
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def start_bot():
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@@ -369,24 +370,133 @@ def start_bot():
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return html_path
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return html_path
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@bot.message_handler(func=lambda m: True)
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def handle_city_query(message):
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"""输入城市名直查当日天气市场"""
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import re
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from datetime import datetime
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query = message.text.strip()
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if len(query) < 2 or query.startswith("/"):
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return
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bot.send_chat_action(message.chat.id, "typing")
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try:
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# 1. 优先从本地全量市场缓存读取 (速度快,不依赖实时全量扫描)
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cache_path = "data/all_markets.json"
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if not os.path.exists(cache_path):
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# 扫码还没完成的情形
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bot.reply_to(message, "⏳ 系统正在进行首次数据同步(约需1分钟),请稍后再试。")
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return
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with open(cache_path, "r", encoding="utf-8") as f:
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cached_data = json.load(f)
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pm = PolymarketClient(config["polymarket"])
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# 2. 筛选匹配城市及日期的市场
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today_str = datetime.now().strftime("%Y-%m-%d")
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city_markets = []
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for m_id, m in cached_data.items():
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title = m.get("event_title", "") + m.get("question", "") + m.get("full_title", "")
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if query.lower() in title.lower():
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# 提取并验证日期
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target_date = m.get("target_date")
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if not target_date:
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date_match = re.search(r'(\d{4}-\d{2}-\d{2})', title)
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target_date = date_match.group(1) if date_match else "Unknown"
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if target_date != "Unknown" and target_date < today_str:
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continue
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m["target_date"] = target_date
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city_markets.append(m)
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if not city_markets:
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if message.chat.type == "private":
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bot.reply_to(message, f"❌ 未找到相关的活跃天气市场。\n提示:请确保输入的是城市常用名(如 Seattle, London)。")
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return
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# 获取最早日期
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valid_dates = [m["target_date"] for m in city_markets if m["target_date"] != "Unknown"]
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if not valid_dates:
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bot.reply_to(message, "❌ 该城市目前没有已标明结算日期的活跃市场。")
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return
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earliest_date = min(valid_dates)
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target_markets = [m for m in city_markets if m["target_date"] == earliest_date]
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# 3. 构建报告
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msg_lines = [
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f"🌡️ <b>{query.upper()} 概率报告 ({earliest_date})</b>\n",
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"隐含概率 (Midpoint) 及买入报价:\n"
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]
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# 批量获取实时价格 (确保报价最新)
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price_reqs = []
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for m in target_markets:
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t_ids = m.get("tokens", [])
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if len(t_ids) >= 1:
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price_reqs.append({"token_id": t_ids[0], "side": "ask"})
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price_reqs.append({"token_id": t_ids[0], "side": "bid"})
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price_map = pm.get_multiple_prices(price_reqs)
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for m in target_markets:
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tid = m.get("active_token_id") or (m.get("tokens", [])[0] if m.get("tokens") else None)
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if not tid: continue
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# 获取中点价 (概率)
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mid = pm.get_midpoint(tid)
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prob = f"{mid*100:.1f}%" if mid is not None else "N/A"
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# 获取报价
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buy_yes = price_map.get(f"{tid}:ask")
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bid_yes = price_map.get(f"{tid}:bid")
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buy_no = (1.0 - bid_yes) if bid_yes is not None else None
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yes_str = f"{int(buy_yes*100)}¢" if buy_yes else "??¢"
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no_str = f"{int(buy_no*100)}¢" if buy_no else "??¢"
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opt = m.get("option") or m.get("question") or ""
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# 简化选项显示
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opt = re.sub(r'.*temperature in.*be ', '', opt, flags=re.I)
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msg_lines.append(
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f"🔹 <b>{opt}</b>\n"
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f" └ 隐含概率: <code>{prob}</code>\n"
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f" └ 买入 是:{yes_str} | 买入 否:{no_str}\n"
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)
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msg_lines.append(f"\n🔗 <a href='https://polymarket.com/event/{target_markets[0]['slug']}'>在 Polymarket 查看</a>")
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bot.send_message(message.chat.id, "\n".join(msg_lines), parse_mode="HTML", disable_web_page_preview=True)
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except Exception as e:
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logger.error(f"城市直查失败: {e}")
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if message.chat.type == "private":
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bot.reply_to(message, "❌ 抱歉,数据处理出现异常。")
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@bot.message_handler(commands=["status"])
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@bot.message_handler(commands=["status"])
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def get_status(message):
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def get_status(message):
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bot.reply_to(
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bot.reply_to(
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message, "✅ 监控引擎正在运行中...\n7x24h 实时扫码 Polymarket 气温市场。"
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message, "✅ 监控引擎正在运行中...\n7x24h 实时扫码 Polymarket 气温市场。"
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)
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)
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try:
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import logging
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while True:
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# 强制关闭 telebot 内部的刷屏日志
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try:
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telebot.logger.setLevel(logging.CRITICAL)
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bot.infinity_polling(timeout=60, long_polling_timeout=60)
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except (KeyboardInterrupt, SystemExit):
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while True:
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print("\n检测到退出信号,机器人正在关机...")
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try:
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break
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bot.infinity_polling(timeout=60, long_polling_timeout=60)
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except Exception as e:
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except (KeyboardInterrupt, SystemExit):
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print(f"Bot 轮询连接异常 (通常是网络问题): {e}")
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print("\n检测到退出信号,机器人正在关机...")
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time.sleep(10) # 等待10秒后自动重连
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break
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except KeyboardInterrupt:
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except Exception as e:
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print("\n机器人已停止。")
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print(f"Bot 轮询连接异常: {e}")
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time.sleep(10)
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if __name__ == "__main__":
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if __name__ == "__main__":
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@@ -477,10 +477,9 @@ def main():
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cached_signals[market_id] = cache_entry
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cached_signals[market_id] = cache_entry
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# --- 循环结束后统一推送本城市汇总 ---
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# --- 循环结束后统一推送本城市汇总 ---
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if city_alerts:
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notifier.send_combined_alert(
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notifier.send_combined_alert(
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city, city_alerts, local_time=city_local_time
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city, city_alerts, local_time=city_local_time
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)
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)
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except Exception as e:
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except Exception as e:
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logger.error(f"分析城市 {city} 时出错: {e}")
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logger.error(f"分析城市 {city} 时出错: {e}")
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@@ -488,21 +487,24 @@ def main():
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# --- 每处理完一个城市,立即更新 JSON 文件 ---
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# --- 每处理完一个城市,立即更新 JSON 文件 ---
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try:
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try:
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# 1. 更新活跃信号缓存 (合并旧数据避免扫描中途变空)
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# --- 周期性结算:保存高价值信号 ---
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final_signals = {}
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active_signals = []
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if os.path.exists("data/active_signals.json"):
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for mid, entry in all_markets_cache.items():
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try:
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# 核心过滤:只有 ACTIVE 且 价格未锁定、日期未过期的才进入 signals 列表
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with open(
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if entry.get("rationale") not in ["ENDED", "EXPIRED", "ERROR"]:
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"data/active_signals.json", "r", encoding="utf-8"
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# 再次双重检查日期 (硬核拦截 2026-02-06)
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) as f:
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target_dt = entry.get("target_date")
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final_signals = json.load(f)
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if target_dt and target_dt < "2026-02-06":
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except:
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continue
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pass
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active_signals.append(entry)
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final_signals.update(all_markets_cache)
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# 按分数排序
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active_signals.sort(key=lambda x: x.get("score", 0), reverse=True)
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with open("data/active_signals.json", "w", encoding="utf-8") as f:
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with open("data/active_signals.json", "w", encoding="utf-8") as f:
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json.dump(final_signals, f, ensure_ascii=False, indent=2)
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json.dump(active_signals, f, ensure_ascii=False, indent=4)
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logger.info(f"已更新活跃信号库,包含 {len(active_signals)} 个有效信号。")
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# 2. 更新全量市场缓存
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# 2. 更新全量市场缓存
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try:
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try:
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@@ -6,31 +6,25 @@ from typing import Dict, List, Optional
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from loguru import logger
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from loguru import logger
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from datetime import datetime
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from datetime import datetime
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# 官方组件
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from py_clob_client.client import ClobClient
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try:
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from py_clob_client.constants import POLYGON
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from py_clob_client.client import ClobClient
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from py_clob_client.constants import POLYGON
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except ImportError:
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logger.debug("官方库 py-clob-client 未安装,将回退到 requests 模式")
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ClobClient = None
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POLYGON = 137
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class PolymarketClient:
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class PolymarketClient:
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"""
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"""
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Polymarket API Client for market data and trading
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Polymarket API Client for market data and trading (Exclusive py-clob-client mode)
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"""
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"""
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def __init__(self, config: Dict):
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def __init__(self, config: Dict):
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self.base_url = config.get("base_url", "https://clob.polymarket.com")
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self.base_url = config.get("base_url", "https://clob.polymarket.com")
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self.timeout = config.get("timeout", 10)
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self.timeout = config.get("timeout", 20)
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self.session = requests.Session()
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self.session = requests.Session()
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# 统一代理设置
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# 统一代理设置
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proxy = os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY")
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proxy = os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY")
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if proxy:
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if proxy:
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self.session.proxies = {"http": proxy, "https": proxy}
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self.session.proxies = {"http": proxy, "https": proxy}
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logger.info(f"正在使用代理: {proxy}") # Added this line for logging
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logger.info(f"正在使用代理: {proxy}")
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# 设置公开接口通用的 User-Agent
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# 设置公开接口通用的 User-Agent
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self.session.headers.update(
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self.session.headers.update(
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@@ -40,27 +34,41 @@ class PolymarketClient:
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}
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}
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)
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)
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# 只有在明确需要签名交易时才注入私钥相关头 (目前我们只拉取报价)
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# 初始化官方 CLOB 客户端
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self.api_key = config.get("api_key")
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self.api_key = config.get("api_key")
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self.api_secret = config.get("api_secret")
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self.api_secret = config.get("api_secret")
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self.api_passphrase = config.get("api_passphrase")
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self.api_passphrase = config.get("api_passphrase")
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# 初始化官方 CLOB 客户端
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try:
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if ClobClient:
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from py_clob_client.clob_types import ApiCreds
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try:
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self.clob_client = ClobClient(
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# 组装凭据对象 (如果提供)
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host=self.base_url,
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creds = None
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key=self.api_key,
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if self.api_key and self.api_secret:
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secret=self.api_secret,
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creds = ApiCreds(
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passphrase=self.api_passphrase,
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api_key=self.api_key,
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chain_id=POLYGON
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api_secret=self.api_secret,
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api_passphrase=self.api_passphrase
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)
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)
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logger.info("官方 py-clob-client 初始化成功")
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except Exception as e:
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self.clob_client = ClobClient(
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logger.error(f"官方客户端初始化失败: {e}")
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host=self.base_url,
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self.clob_client = None
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key=None, # 除非有 0x 开头的私钥,否则传入 None 以避免报错
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else:
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creds=creds,
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self.clob_client = None
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chain_id=POLYGON
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)
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# 注入代理到官方客户端 (官方库使用 httpx 或 requests)
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if proxy:
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# 尝试给官方 client 的内部 session 设置代理 (取决于版本实现)
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try:
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if hasattr(self.clob_client, 'session'):
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self.clob_client.session.proxies = {"http": proxy, "https": proxy}
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except: pass
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logger.info("✅ 官方 py-clob-client 已满血上线,Requests 模式已彻底退役。")
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except Exception as e:
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logger.error(f"官方客户端启动失败: {e}")
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raise RuntimeError("必须安装并配置正确的 py-clob-client 才能运行。")
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self._setup_headers()
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self._setup_headers()
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logger.info(f"Polymarket 客户端初始化完成。Base URL: {self.base_url}")
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logger.info(f"Polymarket 客户端初始化完成。Base URL: {self.base_url}")
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@@ -73,107 +81,44 @@ class PolymarketClient:
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if self.api_key:
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if self.api_key:
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self.session.headers.update({"POLY_API_KEY": self.api_key})
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self.session.headers.update({"POLY_API_KEY": self.api_key})
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def _request(self, method: str, endpoint: str, **kwargs) -> Optional[Dict]:
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"""Make HTTP request with error handling"""
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url = f"{self.base_url}{endpoint}"
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try:
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response = self.session.request(
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method=method, url=url, timeout=self.timeout, **kwargs
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)
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response.raise_for_status()
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return response.json()
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except requests.exceptions.Timeout:
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logger.error(f"Request timeout: {url}")
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return None
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except requests.exceptions.HTTPError as e:
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if e.response.status_code == 404:
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logger.debug(f"Resource not found (404): {url}")
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else:
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logger.error(f"HTTP error: {e}")
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return None
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except Exception as e:
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logger.error(f"Request failed: {e}")
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return None
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def get_markets(self, next_cursor: str = None) -> Optional[Dict]:
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def get_markets(self, next_cursor: str = None) -> Optional[Dict]:
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"""
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"""
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Get list of all markets
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获取全量市场列表 (官方接口)
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Returns:
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dict: Market list with pagination info
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"""
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"""
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params = {}
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try:
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if next_cursor:
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return self.clob_client.get_markets(next_cursor=next_cursor)
|
||||||
params["next_cursor"] = next_cursor
|
except: return None
|
||||||
|
|
||||||
return self._request("GET", "/markets", params=params)
|
|
||||||
|
|
||||||
def get_market(self, market_id: str) -> Optional[Dict]:
|
def get_market(self, market_id: str) -> Optional[Dict]:
|
||||||
"""
|
"""
|
||||||
Get specific market details
|
获取特定市场详情 (官方接口)
|
||||||
|
|
||||||
Args:
|
|
||||||
market_id: The market condition ID
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
dict: Market details
|
|
||||||
"""
|
"""
|
||||||
return self._request("GET", f"/markets/{market_id}")
|
try:
|
||||||
|
return self.clob_client.get_market(market_id=market_id)
|
||||||
|
except: return None
|
||||||
|
|
||||||
def get_price(self, token_id: str, side: str = "ask") -> Optional[float]:
|
def get_price(self, token_id: str, side: str = "ask") -> Optional[float]:
|
||||||
"""
|
"""
|
||||||
获取 Token 的实时盘口价格 (优先使用官方库)
|
获取 Token 的实时盘口价格 (纯官方库实现)
|
||||||
"""
|
"""
|
||||||
# 官方库模式
|
|
||||||
if self.clob_client:
|
|
||||||
try:
|
|
||||||
# 再次强调:Polymarket 的 side=BUY 对应的是 Ask (买入成本)
|
|
||||||
side_val = "BUY" if side == "ask" else "SELL"
|
|
||||||
price_str = self.clob_client.get_price(token_id=token_id, side=side_val)
|
|
||||||
if price_str:
|
|
||||||
return float(price_str)
|
|
||||||
except Exception as e:
|
|
||||||
logger.debug(f"官方库 get_price 失败: {e}")
|
|
||||||
|
|
||||||
# 回退模式
|
|
||||||
try:
|
try:
|
||||||
book = self.get_orderbook(token_id)
|
# 官方语义:BUY 对应的是我们的买入成本 (Ask)
|
||||||
if book and isinstance(book, dict):
|
|
||||||
if side == "ask" and book.get("asks"):
|
|
||||||
return float(book["asks"][0].get("price"))
|
|
||||||
elif side == "bid" and book.get("bids"):
|
|
||||||
return float(book["bids"][0].get("price"))
|
|
||||||
|
|
||||||
# 如果 orderbook 拿不到,尝试直接查 price 接口
|
|
||||||
# 根据 Polymarket 文档:BUY 侧价格 = 市场上的最佳 ask (即你的买入成本)
|
|
||||||
side_val = "BUY" if side == "ask" else "SELL"
|
side_val = "BUY" if side == "ask" else "SELL"
|
||||||
res = self._request("GET", "/price", params={"token_id": token_id, "side": side_val})
|
price_str = self.clob_client.get_price(token_id=token_id, side=side_val)
|
||||||
if res and isinstance(res, dict) and "price" in res:
|
if price_str:
|
||||||
return float(res["price"])
|
return float(price_str)
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.debug(f"抓取 CLOB 价格失败 ({token_id}): {e}")
|
logger.debug(f"官方库 get_price 失败 ({token_id}): {e}")
|
||||||
|
|
||||||
return None
|
return None
|
||||||
|
|
||||||
def get_orderbook(self, token_id: str) -> Optional[Dict]:
|
def get_orderbook(self, token_id: str) -> Optional[Dict]:
|
||||||
"""
|
"""
|
||||||
获取订单簿深度 (优先使用官方库)
|
获取订单簿深度 (纯官方库实现)
|
||||||
"""
|
"""
|
||||||
if self.clob_client:
|
|
||||||
try:
|
|
||||||
return self.clob_client.get_order_book(token_id=token_id)
|
|
||||||
except Exception as e:
|
|
||||||
logger.debug(f"官方库 get_order_book 失败: {e}")
|
|
||||||
|
|
||||||
# 回退到 requests 模式
|
|
||||||
try:
|
try:
|
||||||
url = f"{self.base_url}/book"
|
return self.clob_client.get_orderbook(token_id=token_id)
|
||||||
response = self.session.get(url, params={"token_id": token_id}, timeout=15)
|
|
||||||
if response.status_code == 200:
|
|
||||||
return response.json()
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.debug(f"获取订单簿失败: {e}")
|
logger.debug(f"官方库 get_orderbook 失败 ({token_id}): {e}")
|
||||||
return None
|
return None
|
||||||
|
|
||||||
def get_buy_prices(self, yes_token_id: str, no_token_id: str) -> Optional[Dict]:
|
def get_buy_prices(self, yes_token_id: str, no_token_id: str) -> Optional[Dict]:
|
||||||
@@ -220,98 +165,73 @@ class PolymarketClient:
|
|||||||
|
|
||||||
def get_multiple_prices(self, token_requests: List[Dict]) -> Dict[str, float]:
|
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)
|
批量获取多个 token 的价格 (官方接口实现)
|
||||||
"""
|
"""
|
||||||
if not token_requests:
|
if not token_requests:
|
||||||
return {}
|
return {}
|
||||||
|
|
||||||
|
all_prices = {}
|
||||||
try:
|
try:
|
||||||
# 批量获取价格端点
|
# 准备官方批量请求格式
|
||||||
url = f"{self.base_url}/prices"
|
# 我们映射 ask->BUY, bid->SELL
|
||||||
|
batch_req = []
|
||||||
|
for r in token_requests:
|
||||||
|
side_val = "BUY" if r.get("side") == "ask" else "SELL"
|
||||||
|
batch_req.append({"token_id": r["token_id"], "side": side_val})
|
||||||
|
|
||||||
# Polymarket 期望的查询参数格式
|
# 使用官方批量获取接口
|
||||||
# 我们需要获取可买入的价格,所以 side 应该是 "buy"
|
results = self.clob_client.get_prices(batch_req)
|
||||||
all_prices = {}
|
|
||||||
|
|
||||||
# 分批处理以提高稳定性
|
def robust_float(val):
|
||||||
for i in range(0, len(token_requests), 50):
|
if isinstance(val, (int, float)): return float(val)
|
||||||
batch = token_requests[i : i + 50]
|
if isinstance(val, str):
|
||||||
# 根据 Polymarket CLOB 文档,获取买入成本应使用 side=BUY (即 Ask 价格)
|
try: return float(val)
|
||||||
payload = []
|
except: return 0.0
|
||||||
for r in batch:
|
return 0.0
|
||||||
# 遵循 CLOB API 规范:side=BUY 为买入成交价(Ask),side=SELL 为卖出成交价(Bid)
|
|
||||||
side_val = "BUY" if r.get("side") == "ask" else "SELL"
|
|
||||||
payload.append({"token_id": r["token_id"], "side": side_val})
|
|
||||||
|
|
||||||
response = self.session.post(url, json=payload, timeout=20)
|
if isinstance(results, list):
|
||||||
if response.status_code == 200:
|
for item in results:
|
||||||
results = response.json()
|
tid = item.get("token_id")
|
||||||
|
price_raw = item.get("price")
|
||||||
def robust_float(val):
|
side = item.get("side")
|
||||||
if isinstance(val, (int, float)): return float(val)
|
if tid and price_raw:
|
||||||
if isinstance(val, str):
|
val = robust_float(price_raw)
|
||||||
try: return float(val)
|
key_side = "ask" if side == "BUY" else "bid"
|
||||||
except: return 0.0
|
all_prices[f"{tid}:{key_side}"] = val
|
||||||
if isinstance(val, dict):
|
all_prices[tid] = val
|
||||||
for k in ["price", "p", "avg", "amount"]:
|
|
||||||
if k in val: return robust_float(val[k])
|
|
||||||
return 0.0
|
|
||||||
|
|
||||||
if isinstance(results, dict):
|
|
||||||
for tid, p in results.items():
|
|
||||||
val = robust_float(p)
|
|
||||||
# 如果是字典格式,默认我们请求的是 BUY(ask)
|
|
||||||
all_prices[tid] = val
|
|
||||||
all_prices[f"{tid}:ask"] = val
|
|
||||||
elif isinstance(results, list):
|
|
||||||
for item in results:
|
|
||||||
tid = item.get("token_id")
|
|
||||||
price_raw = item.get("price")
|
|
||||||
side = item.get("side")
|
|
||||||
if tid and price_raw:
|
|
||||||
val = robust_float(price_raw)
|
|
||||||
# 存储映射:API 的 BUY 对应我们的 ask 键
|
|
||||||
key_side = "ask" if side == "BUY" else "bid"
|
|
||||||
all_prices[f"{tid}:{key_side}"] = val
|
|
||||||
all_prices[tid] = val
|
|
||||||
else:
|
|
||||||
logger.warning(f"批量价格返回非预期格式: {type(results)}")
|
|
||||||
|
|
||||||
return all_prices
|
return all_prices
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.warning(f"批量获取盘口价格严重失败: {e}")
|
logger.warning(f"官方库批量获取报价失败: {e}")
|
||||||
import traceback
|
|
||||||
logger.debug(traceback.format_exc())
|
|
||||||
return {}
|
return {}
|
||||||
|
|
||||||
def get_midpoint(self, token_id: str) -> Optional[float]:
|
def get_midpoint(self, token_id: str) -> Optional[float]:
|
||||||
"""
|
"""
|
||||||
Get midpoint price for a token
|
获取中点价格 (官方接口)
|
||||||
|
|
||||||
Args:
|
|
||||||
token_id: The token ID
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
float: Midpoint price
|
|
||||||
"""
|
"""
|
||||||
result = self._request("GET", f"/midpoint", params={"token_id": token_id})
|
try:
|
||||||
if result and "mid" in result:
|
res = self.clob_client.get_midpoint(token_id)
|
||||||
return float(result["mid"])
|
if res and "mid" in res:
|
||||||
|
return float(res["mid"])
|
||||||
|
except: pass
|
||||||
return None
|
return None
|
||||||
|
|
||||||
def search_markets(self, query: str) -> Optional[Dict]:
|
def search_markets(self, query: str) -> Optional[Dict]:
|
||||||
"""
|
"""
|
||||||
Search markets by query
|
搜索市场
|
||||||
|
|
||||||
Args:
|
|
||||||
query: Search query string
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
dict: Search results
|
|
||||||
"""
|
"""
|
||||||
return self._request("GET", "/markets", params={"tag": query})
|
try:
|
||||||
|
# Note: The py-clob-client's get_markets method does not directly support a 'query' parameter for searching.
|
||||||
|
# It primarily supports pagination (next_cursor).
|
||||||
|
# This implementation will fetch the first page of markets and return them.
|
||||||
|
# A more robust search would involve fetching all markets and filtering locally,
|
||||||
|
# or using a different API endpoint if available.
|
||||||
|
return self.clob_client.get_markets(next_cursor=None)
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"搜索市场失败: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
# Trading methods (require authentication)
|
# --- 交易指令 (强依赖官方库) ---
|
||||||
def create_order(
|
def create_order(
|
||||||
self,
|
self,
|
||||||
token_id: str,
|
token_id: str,
|
||||||
@@ -321,49 +241,32 @@ class PolymarketClient:
|
|||||||
order_type: str = "GTC",
|
order_type: str = "GTC",
|
||||||
) -> Optional[Dict]:
|
) -> Optional[Dict]:
|
||||||
"""
|
"""
|
||||||
Create a new order (requires API key)
|
创建新订单
|
||||||
|
|
||||||
Args:
|
|
||||||
token_id: Token to trade
|
|
||||||
side: "BUY" or "SELL"
|
|
||||||
price: Order price
|
|
||||||
size: Order size
|
|
||||||
order_type: Order type (GTC, GTD, FOK)
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
dict: Order confirmation
|
|
||||||
"""
|
"""
|
||||||
if not self.api_key:
|
try:
|
||||||
logger.error("API key required for trading")
|
# 转换方向
|
||||||
|
side_val = "BUY" if side.upper() == "BUY" else "SELL"
|
||||||
|
# 使用官方签名下单 (SDK 会自动处理签名)
|
||||||
|
return self.clob_client.create_order(
|
||||||
|
token_id=token_id,
|
||||||
|
price=price,
|
||||||
|
size=size,
|
||||||
|
side=side_val
|
||||||
|
)
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"下单失败: {e}")
|
||||||
return None
|
return None
|
||||||
|
|
||||||
order_data = {
|
|
||||||
"tokenID": token_id,
|
|
||||||
"side": side.upper(),
|
|
||||||
"price": str(price),
|
|
||||||
"size": str(size),
|
|
||||||
"type": order_type,
|
|
||||||
}
|
|
||||||
|
|
||||||
logger.info(f"Creating order: {side} {size} @ {price}")
|
|
||||||
return self._request("POST", "/order", json=order_data)
|
|
||||||
|
|
||||||
def cancel_order(self, order_id: str) -> Optional[Dict]:
|
def cancel_order(self, order_id: str) -> Optional[Dict]:
|
||||||
"""
|
"""
|
||||||
Cancel an existing order
|
取消订单
|
||||||
|
|
||||||
Args:
|
|
||||||
order_id: Order ID to cancel
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
dict: Cancellation confirmation
|
|
||||||
"""
|
"""
|
||||||
if not self.api_key:
|
try:
|
||||||
logger.error("API key required for trading")
|
return self.clob_client.cancel_order(order_id)
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"取消订单失败: {e}")
|
||||||
return None
|
return None
|
||||||
|
|
||||||
return self._request("DELETE", f"/order/{order_id}")
|
|
||||||
|
|
||||||
def discover_weather_markets(self) -> list:
|
def discover_weather_markets(self) -> list:
|
||||||
"""
|
"""
|
||||||
通过全量扫描活跃事件发现最高温天气市场。
|
通过全量扫描活跃事件发现最高温天气市场。
|
||||||
@@ -424,7 +327,7 @@ class PolymarketClient:
|
|||||||
logger.debug(f"[{source_label}] 发现 {new_markets_count} 个新市场合约")
|
logger.debug(f"[{source_label}] 发现 {new_markets_count} 个新市场合约")
|
||||||
|
|
||||||
try:
|
try:
|
||||||
# 1. 扫描活跃且未合并的 (全量) - 增加到20000以确保抓取所有天气市场
|
# 1. 扫描活跃且未合并的 (全量)
|
||||||
for offset in range(0, 20000, 1000):
|
for offset in range(0, 20000, 1000):
|
||||||
params = {
|
params = {
|
||||||
"active": "true",
|
"active": "true",
|
||||||
@@ -432,18 +335,31 @@ class PolymarketClient:
|
|||||||
"limit": 1000,
|
"limit": 1000,
|
||||||
"offset": offset,
|
"offset": offset,
|
||||||
}
|
}
|
||||||
response = self.session.get(
|
|
||||||
gamma_url, params=params, timeout=self.timeout
|
# 增加重试机制
|
||||||
)
|
success = False
|
||||||
if response.status_code == 200:
|
for retry in range(3):
|
||||||
events = response.json()
|
try:
|
||||||
if not events:
|
response = self.session.get(
|
||||||
break
|
gamma_url, params=params, timeout=self.timeout
|
||||||
process_events(events, f"Open-O{offset}")
|
)
|
||||||
else:
|
if response.status_code == 200:
|
||||||
|
events = response.json()
|
||||||
|
if not events:
|
||||||
|
break
|
||||||
|
process_events(events, f"Open-O{offset}")
|
||||||
|
success = True
|
||||||
|
break
|
||||||
|
else:
|
||||||
|
logger.warning(f"Gamma API 状态码异常 ({response.status_code}),第 {retry+1} 次重试...")
|
||||||
|
except Exception as e:
|
||||||
|
logger.warning(f"发现市场请求出错: {e},第 {retry+1} 次重试...")
|
||||||
|
time.sleep(2)
|
||||||
|
|
||||||
|
if not success:
|
||||||
break
|
break
|
||||||
|
|
||||||
# 2. 扫描活跃但已关闭的 - 增加到20000以覆盖更多历史
|
# 2. 扫描活跃但已关闭的
|
||||||
for offset in range(0, 20000, 1000):
|
for offset in range(0, 20000, 1000):
|
||||||
params = {
|
params = {
|
||||||
"active": "true",
|
"active": "true",
|
||||||
@@ -451,15 +367,25 @@ class PolymarketClient:
|
|||||||
"limit": 1000,
|
"limit": 1000,
|
||||||
"offset": offset,
|
"offset": offset,
|
||||||
}
|
}
|
||||||
response = self.session.get(
|
|
||||||
gamma_url, params=params, timeout=self.timeout
|
success = False
|
||||||
)
|
for retry in range(3):
|
||||||
if response.status_code == 200:
|
try:
|
||||||
events = response.json()
|
response = self.session.get(
|
||||||
if not events:
|
gamma_url, params=params, timeout=self.timeout
|
||||||
break
|
)
|
||||||
process_events(events, f"Closed-O{offset}")
|
if response.status_code == 200:
|
||||||
else:
|
events = response.json()
|
||||||
|
if not events:
|
||||||
|
break
|
||||||
|
process_events(events, f"Closed-O{offset}")
|
||||||
|
success = True
|
||||||
|
break
|
||||||
|
except Exception as e:
|
||||||
|
logger.warning(f"发现关闭市场请求出错: {e},第 {retry+1} 次重试...")
|
||||||
|
time.sleep(2)
|
||||||
|
|
||||||
|
if not success:
|
||||||
break
|
break
|
||||||
|
|
||||||
# 3. 扫描非活跃但未关闭的市场
|
# 3. 扫描非活跃但未关闭的市场
|
||||||
|
|||||||
Reference in New Issue
Block a user