2569718930@qq.com
435 lines
19 KiB
Python
435 lines
19 KiB
Python
import sys
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import time
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import os
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import json
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from datetime import datetime
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from loguru import logger
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from src.utils.config_loader import load_config
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from src.utils.logger import setup_logger
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from src.data_collection.polymarket_api import PolymarketClient
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from src.data_collection.weather_sources import WeatherDataCollector
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from src.data_collection.onchain_tracker import OnchainTracker
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from src.models.statistical_model import TemperaturePredictor
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from src.analysis.volume_analyzer import VolumeAnalyzer
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from src.analysis.orderbook_analyzer import OrderbookAnalyzer
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from src.analysis.technical_indicators import TechnicalIndicators
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from src.analysis.whale_tracker import WhaleTracker
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from src.strategy.decision_engine import DecisionEngine
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from src.strategy.risk_manager import RiskManager
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from src.utils.notifier import TelegramNotifier
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def main():
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"""
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Polymarket 交易系统主循环 - 监控与推送模式
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"""
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# 1. 设置日志
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setup_logger()
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logger.info("正在启动 Polymarket 天气交易信号监控系统...")
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# 2. 加载配置
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try:
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config_data = load_config()
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logger.info("配置加载成功。")
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except Exception as e:
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logger.error(f"配置加载失败: {e}")
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sys.exit(1)
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# 3. 初始化组件
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polymarket = PolymarketClient(config_data["polymarket"])
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weather = WeatherDataCollector(config_data["weather"])
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onchain = OnchainTracker(config_data["polymarket"], polymarket)
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notifier = TelegramNotifier(config_data["telegram"])
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predictor = TemperaturePredictor()
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volume_analyzer = VolumeAnalyzer()
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orderbook_analyzer = OrderbookAnalyzer()
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tech_indicators = TechnicalIndicators()
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whale_tracker = WhaleTracker(config_data, onchain)
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decision_engine = DecisionEngine(config_data)
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risk_manager = RiskManager(config_data)
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# 发送启动通知
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notifier._send_message(
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"🚀 <b>Polymarket 天气监控系统启动成功</b>\n正在扫描 12 个核心城市的最高温市场..."
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)
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# 信号记忆（持久化到文件）
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pushed_signals = {}
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SIGNALS_FILE = "data/pushed_signals.json"
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if os.path.exists(SIGNALS_FILE):
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try:
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with open(SIGNALS_FILE, "r", encoding="utf-8") as f:
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pushed_signals = json.load(f)
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logger.info(f"已加载历史推送记录，共 {len(pushed_signals)} 条")
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except:
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pushed_signals = {}
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# 确保data目录存在
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if not os.path.exists("data"):
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os.makedirs("data")
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location_cache = {}
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try:
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while True:
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logger.info("--- 开启新一轮全量动态监控 (自动搜寻所有天气市场) ---")
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cached_signals = {}
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all_markets_cache = {}
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# 1. 直接从 Polymarket 获取所有天气合约
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all_weather_markets = polymarket.get_weather_markets()
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# 1.5 尝试通过slug获取可能遗漏的市场（如部分结算的市场）
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special_slugs = []
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for slug in special_slugs:
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event = polymarket.get_event_by_slug(slug)
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if event:
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title = event.get("title", "")
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logger.info(f"通过slug找到特殊事件: {title}")
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# 提取城市名
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city = weather.extract_city_from_question(title)
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if not city:
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city = "Unknown"
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# 将该事件的所有市场添加到列表
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for m in event.get("markets", []):
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# 检查是否已存在
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c_id = m.get("conditionId")
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if not any(
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existing.get("condition_id") == c_id
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for existing in all_weather_markets
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):
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all_weather_markets.append(
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{
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"condition_id": c_id,
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"question": m.get("groupItemTitle")
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or m.get("question"),
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"active_token_id": m.get("activeTokenId"),
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"tokens": m.get("clobTokenIds"),
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"prices": m.get("outcomePrices"),
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"event_title": title,
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"slug": slug,
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"city": city, # 提前标记城市
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}
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)
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logger.debug(f"添加特殊市场: {m.get('groupItemTitle')}")
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if not all_weather_markets:
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logger.warning("当前 Polymarket 似乎没有任何活跃的天气市场，等待中...")
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time.sleep(300)
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continue
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# 2. 批量同步盘口价格 (优化：一次请求获取所有市场的 Buy Yes/No)
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token_price_map = {}
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price_requests = []
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for m in all_weather_markets:
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ts = m.get("tokens", [])
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if isinstance(ts, str):
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try:
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ts = json.loads(ts)
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except:
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ts = []
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if ts and len(ts) >= 2:
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price_requests.append({"token_id": ts[0], "side": "ask"}) # Buy Yes
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price_requests.append({"token_id": ts[1], "side": "ask"}) # Buy No
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if price_requests:
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logger.info(f"正在同步 {len(price_requests)} 个档位的盘口价格...")
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token_price_map = polymarket.get_multiple_prices(price_requests)
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logger.info(f"价格同步完成，成功获取 {len(token_price_map)} 个实时报价")
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# 3. 按城市分组（按condition_id去重）
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markets_by_city = {}
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seen_condition_ids = set()
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for i, m in enumerate(all_weather_markets):
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c_id = m.get("condition_id")
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if c_id in seen_condition_ids:
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continue # 跳过重复
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seen_condition_ids.add(c_id)
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# 注入实时批量价格
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ts = m.get("tokens", [])
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if isinstance(ts, str):
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try:
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ts = json.loads(ts)
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except:
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ts = []
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if ts and len(ts) >= 2:
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m["buy_yes_live"] = token_price_map.get(ts[0])
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m["buy_no_live"] = token_price_map.get(ts[1])
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# 优先使用发现阶段已经识别出的城市名
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city = m.get("city")
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# 如果发现阶段没识别出，再尝试从问题文本提取
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if not city or city == "Unknown":
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full_context = f"{m.get('event_title', '')} {m.get('question', '')}"
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city = weather.extract_city_from_question(full_context)
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if i < 5:
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logger.debug(
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f"分析合约 {i}: City='{city}' | Title='{m.get('event_title')}"
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)
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if not city:
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continue
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if city not in markets_by_city:
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markets_by_city[city] = []
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markets_by_city[city].append(m)
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logger.info(
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f"动态发现 {len(markets_by_city)} 个受监控城市，共 {len(all_weather_markets)} 个合约"
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)
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# 3. 逐个城市分析
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for city, city_markets in markets_by_city.items():
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try:
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# 获取/缓存坐标
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if city not in location_cache:
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coords = weather.get_coordinates(city)
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if not coords:
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continue
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location_cache[city] = coords
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logger.info(
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f"📍 城市定位成功: {city} -> ({coords['lat']}, {coords['lon']})"
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)
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loc = location_cache[city]
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# A. 获取实时天气共识
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weather_data = weather.fetch_all_sources(
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city, lat=loc["lat"], lon=loc["lon"]
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)
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consensus = weather.check_consensus(weather_data)
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if not consensus.get("consensus"):
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continue
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logger.info(
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f"☁️ {city} 当前气温: {consensus['average_temp']}°C | 监控合约: {len(city_markets)}"
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)
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# --- 本城市汇总预警缓存 ---
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city_alerts = []
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city_local_time = None
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# B. 遍历该城市所有合约
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for market in city_markets:
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market_id = market.get("condition_id")
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question = market.get("question", "未知市场")
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event_title = market.get("event_title", "")
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# (日期处理逻辑保持不变...)
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target_date = weather.extract_date_from_title(
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event_title
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) or weather.extract_date_from_title(question)
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ref_temp = consensus["average_temp"]
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if target_date:
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daily_data = weather_data.get("open-meteo", {}).get(
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"daily", {}
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)
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if daily_data:
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dates = daily_data.get("time", [])
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max_temps = daily_data.get("temperature_2m_max", [])
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for idx, d_str in enumerate(dates):
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if target_date == d_str:
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ref_temp = max_temps[idx]
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break
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# --- 价格获取逻辑 ---
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buy_yes_price = market.get("buy_yes_live")
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buy_no_price = market.get("buy_no_live")
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current_price = 0.5
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gamma_prices = market.get("prices", [])
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if isinstance(gamma_prices, str):
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try:
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gamma_prices = json.loads(gamma_prices)
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except:
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gamma_prices = []
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if gamma_prices and len(gamma_prices) > 0:
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current_price = float(gamma_prices[0])
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if buy_yes_price is None:
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buy_yes_price = current_price
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if buy_no_price is None:
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buy_no_price = 1.0 - current_price
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# C. 准备缓存
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temp_unit = weather_data.get("open-meteo", {}).get(
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"unit", "celsius"
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)
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temp_symbol = "°F" if temp_unit == "fahrenheit" else "°C"
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city_local_time = (
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weather_data.get("open-meteo", {})
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.get("current", {})
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.get("local_time")
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)
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cache_entry = {
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"city": city,
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"full_title": event_title,
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"option": question,
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"prediction": f"{ref_temp}{temp_symbol}",
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"price": int(current_price * 100),
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"buy_yes": int(buy_yes_price * 100),
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"buy_no": int(buy_no_price * 100),
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"url": f"https://polymarket.com/event/{market.get('slug')}",
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"local_time": city_local_time,
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"target_date": target_date,
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"score": 0,
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"rationale": "ACTIVE",
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}
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if buy_yes_price <= 0.01 or buy_yes_price >= 0.99:
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cache_entry["rationale"] = "ENDED"
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all_markets_cache[market_id] = cache_entry
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continue
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# D. 评分
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signal = decision_engine.calculate_signal(
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model_prediction=predictor.predict_ensemble([ref_temp]),
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market_data={
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"orderbook": {},
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"price_history": [current_price],
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"transactions": [],
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},
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weather_consensus={"average_temp": ref_temp},
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whale_activity=whale_tracker.analyze_market_whales(
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market_id
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),
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)
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cache_entry["score"] = signal["final_score"]
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cache_entry["rationale"] = signal.get("recommendation", "N/A")
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all_markets_cache[market_id] = cache_entry
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# --- 预警收集 ---
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# 1. 价格预警
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if (0.85 <= buy_yes_price <= 0.95) or (
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0.85 <= buy_no_price <= 0.95
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):
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alert_key = f"alert_{market_id}_range_85_95"
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if alert_key not in pushed_signals:
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trigger_side = (
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"Buy Yes" if buy_yes_price >= 0.85 else "Buy No"
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)
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trigger_price = (
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int(buy_yes_price * 100)
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if trigger_side == "Buy Yes"
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else int(buy_no_price * 100)
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)
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city_alerts.append(
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{
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"type": "price",
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"market": f"{question} ({target_date or '今日'})",
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"msg": f"{trigger_side}进入锁定区间 {trigger_price}¢",
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}
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)
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pushed_signals[alert_key] = time.time()
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# 2. 市场异常
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whale_sig = signal["factor_details"].get("whale", {})
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volume_sig = signal["factor_details"].get("volume", {})
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if (
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whale_sig.get("signal")
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in ["STRONG_ACCUMULATION", "STRONG_DISTRIBUTION"]
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or volume_sig.get("volume_signal", {}).get("signal")
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== "VOLUME_SPIKE"
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):
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anomaly_key = f"anomaly_{market_id}"
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if anomaly_key not in pushed_signals:
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msg = (
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"检测到异常交易流"
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if volume_sig.get("score", 0) > 0.7
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else "大户入场"
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)
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city_alerts.append(
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{
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"type": "anomaly",
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"market": f"{question} ({target_date or '今日'})",
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"msg": f"{msg} (当前 {int(buy_yes_price * 100)}¢)",
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}
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)
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pushed_signals[anomaly_key] = time.time()
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# 3. 信号暂存
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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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if city_alerts:
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notifier.send_combined_alert(
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city, city_alerts, local_time=city_local_time
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)
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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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continue
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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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continue
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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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# 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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final_signals = {}
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if os.path.exists("data/active_signals.json"):
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try:
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with open(
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"data/active_signals.json", "r", encoding="utf-8"
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) as f:
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final_signals = json.load(f)
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except:
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pass
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final_signals.update(cached_signals)
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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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# 2. 更新全量市场缓存
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try:
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with open("data/all_markets.json", "r", encoding="utf-8") as f:
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existing_markets = json.load(f)
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except:
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existing_markets = {}
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existing_markets.update(all_markets_cache)
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# 清理过期日期
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today_str = datetime.now().strftime("%Y-%m-%d")
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cleaned_markets = {}
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for k, v in existing_markets.items():
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t_date = v.get("target_date")
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if not t_date or t_date >= today_str:
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cleaned_markets[k] = v
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with open("data/all_markets.json", "w", encoding="utf-8") as f:
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json.dump(cleaned_markets, f, ensure_ascii=False, indent=2)
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# 3. 保存推送记录
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with open("data/pushed_signals.json", "w", encoding="utf-8") as f:
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json.dump(pushed_signals, f, ensure_ascii=False)
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except Exception as e:
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logger.error(f"即时保存数据失败: {e}")
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# 4. 每日概览已移除
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logger.info("本轮扫描结束。等待 5 分钟...")
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time.sleep(300)
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except KeyboardInterrupt:
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logger.info("收到关机指令，正在退出...")
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except Exception as e:
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logger.exception(f"系统运行出错: {e}")
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if __name__ == "__main__":
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main()
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