2569718930@qq.com
63 lines
1.8 KiB
Python
63 lines
1.8 KiB
Python
from src.data_collection.polymarket_readonly import PolymarketReadOnlyLayer
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def test_normalize_orderbook_uses_sorted_best_prices():
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layer = PolymarketReadOnlyLayer()
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raw = {
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"bids": [
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{"price": "0.24", "size": "10"},
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{"price": "0.31", "size": "5"},
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{"price": "0.27", "size": "8"},
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],
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"asks": [
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{"price": "0.44", "size": "9"},
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{"price": "0.39", "size": "6"},
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{"price": "0.42", "size": "4"},
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],
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}
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book, _liquidity = layer._normalize_orderbook(raw)
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assert book is not None
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assert book["best_bid"] == 0.31
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assert book["best_ask"] == 0.39
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assert book["bid_levels"][0][0] == 0.31
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assert book["ask_levels"][0][0] == 0.39
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def test_fetch_token_market_data_prefers_orderbook_executable_prices():
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class FakeClob:
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@staticmethod
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def get_price(_token_id: str, side: str):
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if side == "BUY":
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return {"price": "0.11"}
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return {"price": "0.88"}
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@staticmethod
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def get_midpoint(_token_id: str):
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return {"midpoint": "0.50"}
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@staticmethod
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def get_last_trade_price(_token_id: str):
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return {"price": "0.49"}
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@staticmethod
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def get_order_book(_token_id: str):
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return {
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"bids": [{"price": "0.24", "size": "10"}],
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"asks": [{"price": "0.26", "size": "12"}],
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}
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layer = PolymarketReadOnlyLayer()
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layer._get_clob_client = lambda: FakeClob()
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data = layer._fetch_token_market_data("token-1")
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# Executable BUY should match best ask from the book.
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assert data["buy"] == 0.26
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# Executable SELL should match best bid from the book.
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assert data["sell"] == 0.24
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assert data["midpoint"] == 0.5
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assert data["last_trade_price"] == 0.49
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