from src.data_collection.polymarket_readonly import PolymarketReadOnlyLayer def test_normalize_orderbook_uses_sorted_best_prices(): layer = PolymarketReadOnlyLayer() raw = { "bids": [ {"price": "0.24", "size": "10"}, {"price": "0.31", "size": "5"}, {"price": "0.27", "size": "8"}, ], "asks": [ {"price": "0.44", "size": "9"}, {"price": "0.39", "size": "6"}, {"price": "0.42", "size": "4"}, ], } book, _liquidity = layer._normalize_orderbook(raw) assert book is not None assert book["best_bid"] == 0.31 assert book["best_ask"] == 0.39 assert book["bid_levels"][0][0] == 0.31 assert book["ask_levels"][0][0] == 0.39 def test_extract_market_bucket_range_supports_fahrenheit_ranges(): layer = PolymarketReadOnlyLayer() market = { "question": "Will the highest temperature in Miami be between 80-81°F on April 21?", "slug": "highest-temperature-in-miami-on-april-21-2026-80-81f", } assert layer._extract_market_bucket_range(market) == (80.0, 81.0, "F") assert layer._extract_market_bucket_temp(market) == 80.5 assert layer._extract_market_bucket_label(market, 80.5) == "80-81F" def test_fetch_token_market_data_uses_rest_orderbook_executable_prices(): layer = PolymarketReadOnlyLayer() payloads = { ("/price", "BUY"): {"price": "0.11"}, ("/price", "SELL"): {"price": "0.88"}, ("/midpoint", None): {"midpoint": "0.50"}, ("/last-trade-price", None): {"price": "0.49"}, ("/book", None): { "bids": [{"price": "0.24", "size": "10"}], "asks": [{"price": "0.26", "size": "12"}], }, } def _fake_clob_get(path, params): if path == "/price": return payloads[(path, params.get("side"))] return payloads[(path, None)] layer._clob_get = _fake_clob_get data = layer._fetch_token_market_data("token-1") # Executable BUY should match best ask from the book. assert data["buy"] == 0.26 # Executable SELL should match best bid from the book. assert data["sell"] == 0.24 assert data["midpoint"] == 0.5 assert data["last_trade_price"] == 0.49 assert data["quote_source"] == "polymarket_clob_rest" def test_get_token_market_data_uses_price_cache_within_ttl(): layer = PolymarketReadOnlyLayer() calls = [] def _fake_fetch(_token_id): calls.append(_token_id) return {"buy": 0.33, "sell": 0.31, "midpoint": 0.32} layer._fetch_token_market_data = _fake_fetch first = layer._get_token_market_data("token-1") second = layer._get_token_market_data("token-1") assert first["buy"] == 0.33 assert second["midpoint"] == 0.32 assert calls == ["token-1"] def test_price_analysis_computes_edge_kelly_and_lock(): layer = PolymarketReadOnlyLayer() analysis = layer._build_price_analysis( model_probability=0.62, yes_buy=0.52, yes_sell=0.50, no_buy=0.45, no_sell=0.43, ) assert analysis["available"] is True assert abs(analysis["yes"]["edge"] - 0.10) < 0.000001 assert round(analysis["yes"]["kelly_fraction"], 6) == round( (0.62 - 0.52) / (1.0 - 0.52), 6, ) assert round(analysis["yes"]["quarter_kelly"], 6) == round( ((0.62 - 0.52) / (1.0 - 0.52)) / 4.0, 6, ) assert abs(analysis["no"]["edge"] - -0.07) < 0.000001 assert analysis["lock"]["available"] is True assert round(analysis["lock"]["edge"], 6) == 0.03 assert analysis["best_side"] == "yes" def test_trade_state_keeps_open_markets_tradable_after_gamma_end_date(): layer = PolymarketReadOnlyLayer() state = layer._market_trade_state( { "active": True, "closed": False, "acceptingOrders": True, "endDate": "2020-01-01T00:00:00Z", } ) assert state["tradable"] is True assert state["reason"] is None assert state["ended_at_utc"] == "2020-01-01T00:00:00+00:00" def test_lau_fau_shan_uses_shenzhen_market_city(): layer = PolymarketReadOnlyLayer() captured = {} def _fake_find_primary_market(city_key, target_date, **_kwargs): captured["primary_city_key"] = city_key captured["target_date"] = target_date return ( { "id": "market-1", "question": "Will the highest temperature in Shenzhen be 30C or higher on April 23?", "slug": "highest-temperature-in-shenzhen-on-april-23-2026-30c-or-higher", "conditionId": "condition-1", "active": True, "closed": False, "acceptingOrders": True, "volumeNum": 1000, "liquidityNum": 500, }, None, ) layer._find_primary_market = _fake_find_primary_market layer._extract_market_tokens = lambda _market: [ {"outcome": "Yes", "token_id": "yes-token"}, {"outcome": "No", "token_id": "no-token"}, ] layer._get_token_market_data = lambda token_id: ( {"buy": 0.42, "sell": 0.40, "midpoint": 0.41} if token_id == "yes-token" else {"buy": 0.61, "sell": 0.59, "midpoint": 0.60} ) def _fake_build_top_temperature_buckets(city_key, **_kwargs): captured["bucket_city_key"] = city_key return [] layer._build_top_temperature_buckets = _fake_build_top_temperature_buckets scan = layer.build_market_scan( city="Lau Fau Shan", target_date="2026-04-23", temperature_bucket={"temp": 30, "probability": 0.58}, model_probability=0.58, ) assert captured["primary_city_key"] == "shenzhen" assert captured["bucket_city_key"] == "shenzhen" assert scan["city_key"] == "lau fau shan" assert scan["market_city_key"] == "shenzhen" assert scan["selected_slug"] == "highest-temperature-in-shenzhen-on-april-23-2026-30c-or-higher" def test_build_market_scan_lite_skips_related_buckets(): layer = PolymarketReadOnlyLayer() layer._find_primary_market = lambda *_args, **_kwargs: ( { "id": "market-1", "question": "Will the highest temperature in Shenzhen be 30C or higher on April 23?", "slug": "highest-temperature-in-shenzhen-on-april-23-2026-30c-or-higher", "conditionId": "condition-1", "active": True, "closed": False, "acceptingOrders": True, }, None, ) layer._extract_market_tokens = lambda _market: [ {"outcome": "Yes", "token_id": "yes-token"}, {"outcome": "No", "token_id": "no-token"}, ] layer._get_token_market_data = lambda token_id: ( {"buy": 0.42, "sell": 0.40, "midpoint": 0.41} if token_id == "yes-token" else {"buy": 0.61, "sell": 0.59, "midpoint": 0.60} ) called = {"bucket": 0} def _fake_build_top_temperature_buckets(**_kwargs): called["bucket"] += 1 return [{"value": 30.0, "market_price": 0.41}] layer._build_top_temperature_buckets = _fake_build_top_temperature_buckets scan = layer.build_market_scan( city="Shenzhen", target_date="2026-04-23", temperature_bucket={"temp": 30, "probability": 0.58}, model_probability=0.58, include_related_buckets=False, ) assert scan["scan_scope"] == "lite" assert scan["midpoint"] == 0.41 assert round(scan["spread"], 6) == 0.02 assert scan["top_buckets"] == [] assert scan["all_buckets"] == [] assert called["bucket"] == 0 def test_build_market_scan_aggregates_emos_probability_for_threshold_market(): layer = PolymarketReadOnlyLayer() layer._find_primary_market = lambda *_args, **_kwargs: ( { "id": "market-1", "question": "Will the highest temperature in Shenzhen be 30C or higher on April 23?", "slug": "highest-temperature-in-shenzhen-on-april-23-2026-30c-or-higher", "conditionId": "condition-1", "active": True, "closed": False, "acceptingOrders": True, }, None, ) layer._extract_market_tokens = lambda _market: [ {"outcome": "Yes", "token_id": "yes-token"}, {"outcome": "No", "token_id": "no-token"}, ] layer._get_token_market_data = lambda token_id: ( {"buy": 0.42, "sell": 0.40, "midpoint": 0.41} if token_id == "yes-token" else {"buy": 0.61, "sell": 0.59, "midpoint": 0.60} ) layer._build_top_temperature_buckets = lambda **_kwargs: [] scan = layer.build_market_scan( city="Shenzhen", target_date="2026-04-23", temperature_bucket={"temp": 30, "probability": 0.30}, model_probability=0.30, probability_distribution=[ {"value": 29, "probability": 0.20}, {"value": 30, "probability": 0.30}, {"value": 31, "probability": 0.50}, ], temp_symbol="°C", ) assert round(scan["model_probability"], 6) == 0.8 assert round(scan["edge_percent"], 6) == 39.0 def test_build_top_temperature_buckets_use_aggregated_emos_probability(): layer = PolymarketReadOnlyLayer() primary_market = { "slug": "highest-temperature-in-ankara-on-march-12-2026-14c-or-higher", "question": "Will the highest temperature in Ankara be 14C or higher on March 12?", "volumeNum": 1000, } markets = [ primary_market, { "slug": "highest-temperature-in-ankara-on-march-12-2026-15c-or-higher", "question": "Will the highest temperature in Ankara be 15C or higher on March 12?", "volumeNum": 900, }, ] layer._collect_related_temperature_markets = ( lambda city_key, target_date, primary_market: markets ) layer._extract_market_tokens = lambda market: [ {"outcome": "Yes", "token_id": f"{market['slug']}|yes"}, {"outcome": "No", "token_id": f"{market['slug']}|no"}, ] layer._get_token_market_data = lambda token_id: ( {"midpoint": 0.41, "buy": 0.42, "sell": 0.40} if token_id.endswith("|yes") else {"midpoint": 0.59, "buy": 0.60, "sell": 0.58} ) rows = layer._build_top_temperature_buckets( city_key="ankara", target_date="2026-03-12", primary_market=primary_market, probability_distribution=[ {"value": 13, "probability": 0.10}, {"value": 14, "probability": 0.25}, {"value": 15, "probability": 0.35}, {"value": 16, "probability": 0.30}, ], temp_symbol="°C", limit=4, ) assert round(rows[0]["probability"], 6) == 0.9 assert round(rows[0]["edge_percent"], 6) == 49.0 assert round(rows[1]["probability"], 6) == 0.65 def test_hydrate_bucket_prices_uses_executable_quotes_without_midpoint(): layer = PolymarketReadOnlyLayer() buckets = [ { "temp": 14.0, "yes_token_id": "yes-token", "no_token_id": "no-token", } ] def _fake_get_token_market_data(token_id): if token_id == "yes-token": return { "buy": 0.66, "sell": 0.70, "quote_source": "polymarket_clob_rest", "quote_age_ms": 0, } return {"buy": 0.30, "sell": 0.36} layer._get_token_market_data = _fake_get_token_market_data layer._hydrate_bucket_prices(buckets) assert buckets[0]["yes_buy"] == 0.66 assert buckets[0]["yes_sell"] == 0.70 assert buckets[0]["no_buy"] == 0.30 assert buckets[0]["no_sell"] == 0.36 assert round(buckets[0]["market_price"], 6) == 0.68 assert round(buckets[0]["probability"], 6) == 0.68 assert buckets[0]["quote_source"] == "polymarket_clob_rest" def test_build_top_temperature_buckets_dedupes_same_temperature(): layer = PolymarketReadOnlyLayer() primary_market = { "slug": "highest-temperature-in-ankara-on-march-12-2026-14c-or-higher", "question": "Will the highest temperature in Ankara be 14C or higher on March 12?", "volumeNum": 1000, } markets = [ primary_market, { "slug": "highest-temperature-in-ankara-on-march-12-2026-14c-or-higher-v2", "question": "Will the highest temperature in Ankara be 14C or higher on March 12? (v2)", "volumeNum": 900, }, { "slug": "highest-temperature-in-ankara-on-march-12-2026-13c-or-higher", "question": "Will the highest temperature in Ankara be 13C or higher on March 12?", "volumeNum": 1100, }, { "slug": "highest-temperature-in-ankara-on-march-12-2026-12c-or-higher", "question": "Will the highest temperature in Ankara be 12C or higher on March 12?", "volumeNum": 1200, }, { "slug": "highest-temperature-in-ankara-on-march-12-2026-14c-or-lower", "question": "Will the highest temperature in Ankara be 14C or lower on March 12?", "volumeNum": 1300, }, ] layer._collect_related_temperature_markets = ( lambda city_key, target_date, primary_market: markets ) def _fake_extract_market_tokens(market): slug = str(market.get("slug") or "") return [ {"outcome": "Yes", "token_id": f"{slug}|yes"}, {"outcome": "No", "token_id": f"{slug}|no"}, ] layer._extract_market_tokens = _fake_extract_market_tokens midpoint_map = { "highest-temperature-in-ankara-on-march-12-2026-14c-or-higher": 0.79, "highest-temperature-in-ankara-on-march-12-2026-14c-or-higher-v2": 0.16, "highest-temperature-in-ankara-on-march-12-2026-13c-or-higher": 0.06, "highest-temperature-in-ankara-on-march-12-2026-12c-or-higher": 0.01, "highest-temperature-in-ankara-on-march-12-2026-14c-or-lower": 0.92, } def _fake_get_token_market_data(token_id): slug, side = str(token_id).split("|", 1) if side == "yes": midpoint = midpoint_map.get(slug, 0.5) return { "midpoint": midpoint, "buy": max(0.0, min(1.0, midpoint + 0.01)), "sell": max(0.0, min(1.0, midpoint - 0.01)), } midpoint = 1.0 - midpoint_map.get(slug, 0.5) return { "midpoint": midpoint, "buy": max(0.0, min(1.0, midpoint + 0.01)), "sell": max(0.0, min(1.0, midpoint - 0.01)), } layer._get_token_market_data = _fake_get_token_market_data rows = layer._build_top_temperature_buckets( city_key="ankara", target_date="2026-03-12", primary_market=primary_market, limit=4, ) values = [row.get("value") for row in rows] token_ids = [row.get("yes_token_id") for row in rows] assert len(values) == len(set(values)) assert len(token_ids) == len(set(token_ids)) assert rows[0]["value"] == 14.0 assert rows[0]["yes_token_id"] == ( "highest-temperature-in-ankara-on-march-12-2026-14c-or-higher|yes" ) assert all(not str(row.get("label") or "").startswith("<=") for row in rows) def test_find_primary_market_prefers_preferred_temperature_and_cache_key(): layer = PolymarketReadOnlyLayer() markets = [ { "slug": "highest-temperature-in-madrid-on-april-23-2026-22corbelow", "question": "Will the highest temperature in Madrid be 22C or below on April 23?", "volumeNum": 900000, "active": True, "closed": False, "acceptingOrders": True, "enableOrderBook": True, }, { "slug": "highest-temperature-in-madrid-on-april-23-2026-27c", "question": "Will the highest temperature in Madrid be 27C on April 23?", "volumeNum": 1000, "active": True, "closed": False, "acceptingOrders": True, "enableOrderBook": True, }, ] layer._load_markets = lambda active_only=True: markets selected_27, reason_27 = layer._find_primary_market( "madrid", "2026-04-23", preferred_temp=27.0, ) selected_22, reason_22 = layer._find_primary_market( "madrid", "2026-04-23", preferred_temp=22.0, ) assert reason_27 is None assert reason_22 is None assert selected_27["slug"] == "highest-temperature-in-madrid-on-april-23-2026-27c" assert selected_22["slug"] == "highest-temperature-in-madrid-on-april-23-2026-22corbelow"