2569718930@qq.com
299 lines
9.7 KiB
Markdown
299 lines
9.7 KiB
Markdown
# 🌡️ PolyWeather: Polymarket Weather Trading Monitor
|
|
|
|
An intelligent monitoring and alerting system based on multi-source real-time meteorological data and Polymarket market pricing deviation analysis.
|
|
|
|
## 🚀 Quick Start
|
|
|
|
### Requirements
|
|
|
|
- **Python 3.11** (Required for `py-clob-client` dependency)
|
|
- All dependencies installed: `pip install -r requirements.txt`
|
|
|
|
### Windows
|
|
|
|
```powershell
|
|
# Option 1: Use Python 3.11 launcher
|
|
py -3.11 run.py
|
|
|
|
# Option 2: Activate virtual environment first
|
|
.venv\Scripts\activate
|
|
python run.py
|
|
```
|
|
|
|
### Linux/VPS
|
|
|
|
```bash
|
|
# Use screen to keep it running in background
|
|
screen -S polyweather
|
|
python3.11 run.py
|
|
|
|
# Detach: Press Ctrl+A then D
|
|
# Reattach: screen -r polyweather
|
|
```
|
|
|
|
This command launches:
|
|
|
|
1. **Monitoring Engine**: Scans markets 24/7, providing **85¢-95¢ Price Alerts** and **Market Anomalies**.
|
|
2. **Command Listener**: Handles Telegram commands and returns real-time signals.
|
|
|
|
---
|
|
|
|
## 🤖 Telegram Bot Commands
|
|
|
|
| Command | Description | Usage |
|
|
| :---------------- | :---------------------- | :--------------------------------------------- |
|
|
| `/signal` | **Get Trading Signals** | Returns Top 5 markets with earliest settlement |
|
|
| `/city [name]` | **Query City Details** | Get market info, forecast & live temperature |
|
|
| `/portfolio` | **View Portfolio** | Get real-time paper trading profit report |
|
|
| `/status` | **Check Status** | Confirm if the monitoring engine is online |
|
|
| `/help` | **Help** | Display all available commands |
|
|
|
|
### /city Command Example
|
|
|
|
```
|
|
/city chicago
|
|
```
|
|
|
|
Output:
|
|
```
|
|
📍 Chicago Market Details
|
|
════════════════════
|
|
|
|
🕐 Local Time: 08:30
|
|
|
|
📊 Open-Meteo Forecast
|
|
👉 Today: High 38°F
|
|
02-08: High 42°F
|
|
02-09: High 45°F
|
|
|
|
✈️ Airport Obs (KORD)
|
|
🌡️ 32.0°F
|
|
💨 Wind: 12kt
|
|
🕐 Observed: 14:00 UTC
|
|
|
|
📅 2026-02-07 Forecast:38°F
|
|
──────────────────
|
|
🔥 40-41°F: No 94¢ →Buy NO
|
|
🔥 38-39°F: Yes 91¢ →Buy YES
|
|
⭐ 36-37°F: No 87¢ →Buy NO
|
|
```
|
|
|
|
Supported abbreviations: `chi` (Chicago), `nyc` (New York), `atl` (Atlanta), `sea` (Seattle), `dal` (Dallas), `mia` (Miami)
|
|
|
|
---
|
|
|
|
## 🎯 Smart Dynamic Position Strategy
|
|
|
|
The system automatically decides the position size based on **Open-Meteo Weather Forecasts**, **Volume**, and **Price Locking Degree**:
|
|
|
|
| Condition Combination | Size | Tag | Description |
|
|
| ------------------------------------------ | ------- | ----------------- | -------------------------------- |
|
|
| Price ≥90¢ + Weather Support + High Volume | **$10** | 🔥High Confidence | Triple confirmation, Heavy stake |
|
|
| Price ≥90¢ + Weather Support | **$7** | ⭐Mid Confidence | Double confirmation |
|
|
| Price ≥92¢ | **$5** | 📌Price Locked | Pure price locking |
|
|
| Other 85-91¢ | **$3** | 💡Probe | Minimum stake for probing |
|
|
|
|
### Weather Support Logic
|
|
|
|
- **Buy NO**: Open-Meteo predicted temperature is **outside** the option range (with ±2° tolerance).
|
|
- **Buy YES**: Open-Meteo predicted temperature **falls within** the option range.
|
|
|
|
### Volume Detection
|
|
|
|
- **High Volume**: Individual option volume ≥ $5,000.
|
|
|
|
---
|
|
|
|
## 📢 Alerting Dimensions
|
|
|
|
### 1. 📂 City Alert Summaries (Push)
|
|
|
|
- **Optimization**: All anomalies for the same city are merged into a **single report** per scan cycle to prevent spamming.
|
|
- **Price Source**: Uses real **Ask price** (actual executable price), not mid price
|
|
- **Push Format**:
|
|
|
|
```
|
|
📍 Chicago Market Update
|
|
🕐 Local 08:30 | Forecast High:38°F
|
|
═══════════════════════
|
|
|
|
✈️ Airport Obs (KORD):
|
|
🌡️ 32.0°F | Wind:12kt
|
|
🕐 Observed: 14:00 UTC
|
|
|
|
⚡ 40-41°F (2026-02-07): Buy No 87¢ | Prediction:38°F [🛒 $10.0 🔥High Conf]
|
|
|
|
💡 Strategy Tips:
|
|
• Predicted temp 38.0°F falls within 40-41°F range, market aligns with model
|
|
```
|
|
|
|
### 2. ✈️ METAR Aviation Weather Data
|
|
|
|
For same-day settlement markets, the system fetches **METAR airport observation data** and displays real measurements:
|
|
|
|
```
|
|
✈️ Airport Obs (KORD):
|
|
🌡️ 12.0°F | Wind:15kt
|
|
🕐 Observed: 11:00 UTC
|
|
```
|
|
|
|
**ICAO Airport Code Mapping**:
|
|
|
|
| City | ICAO | Airport |
|
|
| ------------- | ---- | ---------------------------- |
|
|
| Seattle | KSEA | Seattle-Tacoma International |
|
|
| London | EGLC | London City Airport |
|
|
| Dallas | KDAL | Dallas Love Field |
|
|
| Miami | KMIA | Miami International |
|
|
| Atlanta | KATL | Hartsfield-Jackson Atlanta |
|
|
| Chicago | KORD | O'Hare International |
|
|
| New York | KLGA | LaGuardia Airport |
|
|
| Seoul | RKSI | Incheon International |
|
|
| Ankara | LTAC | Esenboga Airport |
|
|
| Toronto | CYYZ | Pearson International |
|
|
| Wellington | NZWN | Wellington International |
|
|
| Buenos Aires | SAEZ | Ministro Pistarini |
|
|
|
|
**Data Source**: NOAA Aviation Weather Center (Free API, no key required)
|
|
|
|
### 3. ⚡ Price Alerts (Auto Paper Trade)
|
|
|
|
- **Trigger**: Buy Yes or Buy No price enters the **85¢-95¢** range.
|
|
- **Auto Action**: System executes a **$3-$10 Paper Trade** based on the dynamic position strategy.
|
|
- **Purpose**: High-probability / Near-settlement reminders.
|
|
|
|
### 4. 👀 Market Anomalies
|
|
|
|
- **Whale Inflow**: Large single trades (>$5,000) with imbalanced ratios.
|
|
- **Volume Spikes**: Sudden increase in volume (>2x historical std dev).
|
|
|
|
### 5. 📅 Daily PnL Summary
|
|
|
|
- **Trigger**: Triggered automatically around 23:55 (Beijing Time).
|
|
- **Content**: Summarizes daily floating PnL, balance changes, and win rate.
|
|
|
|
### 6. 🎯 Trading Signals (`/signal`)
|
|
|
|
Prioritizes markets with the **earliest settlement date**, sorted by opportunity value, returns **Top 5**:
|
|
|
|
```
|
|
🎯 Upcoming Settlement (2026-02-06)
|
|
43 active options
|
|
|
|
🔥 1. Dallas 76-77°F
|
|
💡 Prediction 80.7° above 77° → Buy NO ✓
|
|
📊 Buy No 94¢ | ⏳Near Lock
|
|
|
|
🔥 2. Atlanta 56-57°F
|
|
💡 Prediction 60.4° above 57° → Buy NO ✓
|
|
📊 Buy No 94¢ | ⏳Near Lock
|
|
```
|
|
|
|
**Lock Status**:
|
|
|
|
- 🔒Locked: Price ≥95¢
|
|
- ⏳Near Lock: Price 85-94¢
|
|
- 👀Watch: Price 70-84¢
|
|
- ⚖️Balanced: Price <70¢
|
|
|
|
---
|
|
|
|
## 📊 Paper Trading Report Format
|
|
|
|
Accessible via `/portfolio`. Reports are grouped by **Target Settlement Date**:
|
|
|
|
```
|
|
📊 Paper Trading Report
|
|
════════════════════
|
|
|
|
📈 【2026-02-06】 Subtotal: +2.45$
|
|
──────────────────
|
|
🟢 Chicago 40-41°F
|
|
NO 87¢→92¢ Pred:38 | +0.47$
|
|
🟢 Chicago 32-33°F
|
|
NO 94¢→98¢ Pred:38 | +0.12$
|
|
|
|
💰 Total Exposure PnL: +6.89$
|
|
|
|
📈 Historical Stats:
|
|
Trades: 18 | Win Rate: 100.0%
|
|
Total Cost: $90.00 | Total PnL: +12.50$ (+13.9%)
|
|
|
|
════════════════════
|
|
💳 Account Balance: $639.11
|
|
```
|
|
|
|
---
|
|
|
|
## 🛠️ Configuration (.env)
|
|
|
|
```bash
|
|
# Telegram Bot
|
|
TELEGRAM_BOT_TOKEN=your_bot_token
|
|
TELEGRAM_CHAT_ID=your_chat_id
|
|
|
|
# Polymarket API (Used for real-time prices & trade history)
|
|
POLYMARKET_API_KEY=your_api_key_here
|
|
|
|
# Proxy (Optional, remove for VPS deployment)
|
|
HTTPS_PROXY=http://127.0.0.1:7890
|
|
HTTP_PROXY=http://127.0.0.1:7890
|
|
```
|
|
|
|
## 🏗️ Project Architecture
|
|
|
|
This project is built on **py-clob-client** with REST API fallback:
|
|
|
|
- Primary: Uses `py-clob-client` SDK for market data, orderbook, and trading
|
|
- Fallback: Direct REST API calls (`/price`, `/book`) when SDK fails
|
|
- Core API wrapper: `src/data_collection/polymarket_api.py`
|
|
|
|
### Price Fetching
|
|
|
|
```python
|
|
# SDK method (primary)
|
|
price = clob_client.get_price(token_id, side="BUY")
|
|
|
|
# REST API fallback (when SDK fails)
|
|
resp = requests.get("https://clob.polymarket.com/price", params={
|
|
"token_id": token_id,
|
|
"side": "BUY"
|
|
})
|
|
```
|
|
|
|
## 📂 Data Files
|
|
|
|
| File | Description |
|
|
| --------------------------- | ----------------------------------------------- |
|
|
| `data/paper_positions.json` | Paper trading positions, balance, trade history |
|
|
| `data/pushed_signals.json` | Pushed signals record (anti-spam) |
|
|
| `data/active_signals.json` | Currently active trading signals |
|
|
| `data/all_markets.json` | Full market cache |
|
|
| `data/price_history.json` | Price history for trend calculation |
|
|
|
|
---
|
|
|
|
## 📋 Core Features
|
|
|
|
- ✅ **Smart Dynamic Positions**: Automatic adjustment ($3-$10) based on weather forecasts, volume, and locking degree.
|
|
- ✅ **Predicted Temp Tracking**: Records the Open-Meteo forecast at the time of purchase for retrospective analysis.
|
|
- ✅ **Smart Merged Push**: City-based alert aggregation for a clean interface.
|
|
- ✅ **Auto Paper Trading**: Built-in system for tracking performance within the 85-95¢ range.
|
|
- ✅ **High-Speed Price Sync**: Utilizes CLOB batch API for instant price updates without 404s.
|
|
- ✅ **Timezone Adaptation**: All timestamps are automatically adjusted to Beijing Time (UTC+8).
|
|
- ✅ **Smart Date Selection**: Automatically targets the earliest active market date.
|
|
- ✅ **Unit Sensitivity**: US markets use Fahrenheit (°F), others use Celsius (°C).
|
|
- ✅ **Data Persistence**: Local JSON storage ensures consistency after restarts.
|
|
|
|
---
|
|
|
|
## 🔄 VPS Update Instructions
|
|
|
|
```bash
|
|
# 1. Local update
|
|
git add . && git commit -m "update" && git push
|
|
|
|
# 2. VPS pull & restart
|
|
ssh root@VPS_IP "cd ~/PolyWeather && git pull && screen -S polyweather -X quit; screen -dmS polyweather python run.py"
|
|
```
|