2569718930@qq.com
190 lines
6.6 KiB
Markdown
190 lines
6.6 KiB
Markdown
# 🌡️ PolyWeather: Polymarket Weather Trading Monitor
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An intelligent monitoring and alerting system based on multi-source real-time meteorological data and Polymarket market pricing deviation analysis.
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## 🚀 Quick Start
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```bash
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python run.py
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```
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This command launches:
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1. **Monitoring Engine**: Scans markets 24/7, providing **85¢-95¢ Price Alerts** and **Market Anomalies**.
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2. **Command Listener**: Handles Telegram commands and returns real-time signals.
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---
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## 🤖 Telegram Bot Commands
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| Command | Description | Usage |
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| :----------- | :---------------------- | :--------------------------------------------- |
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| `/signal` | **Get Trading Signals** | Returns Top 5 markets with earliest settlement |
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| `/portfolio` | **View Portfolio** | Get real-time paper trading profit report |
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| `/status` | **Check Status** | Confirm if the monitoring engine is online |
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| `/help` | **Help** | Display all available commands |
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---
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## 🎯 Smart Dynamic Position Strategy
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The system automatically decides the position size based on **Open-Meteo Weather Forecasts**, **Volume**, and **Price Locking Degree**:
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| Condition Combination | Size | Tag | Description |
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| ------------------------------------------ | ------- | ----------------- | -------------------------------- |
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| Price ≥90¢ + Weather Support + High Volume | **$10** | 🔥High Confidence | Triple confirmation, Heavy stake |
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| Price ≥90¢ + Weather Support | **$7** | ⭐Mid Confidence | Double confirmation |
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| Price ≥92¢ | **$5** | 📌Price Locked | Pure price locking |
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| Other 85-91¢ | **$3** | 💡Probe | Minimum stake for probing |
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### Weather Support Logic
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- **Buy NO**: Open-Meteo predicted temperature is **outside** the option range (with ±2° tolerance).
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- **Buy YES**: Open-Meteo predicted temperature **falls within** the option range.
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### Volume Detection
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- **High Volume**: Individual option volume ≥ $5,000.
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---
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## 📢 Alerting Dimensions
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### 1. 📂 City Alert Summaries (Push)
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- **Optimization**: All anomalies for the same city are merged into a **single report** per scan cycle to prevent spamming.
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- **Price Source**: Uses real **Ask price** (actual executable price), not mid price
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- **Push Format**:
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```
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⚡ 40-41°F (2026-02-06): Buy No 87¢ | Prediction:38°F [🛒 $10.0 🔥High Conf]
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💡 Strategy Tips:
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• Predicted temp 38.0°C falls within 40-41°F range, market aligns with model
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```
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### 2. ⚡ Price Alerts (Auto Paper Trade)
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- **Trigger**: Buy Yes or Buy No price enters the **85¢-95¢** range.
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- **Auto Action**: System executes a **$3-$10 Paper Trade** based on the dynamic position strategy.
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- **Purpose**: High-probability / Near-settlement reminders.
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### 3. 👀 Market Anomalies
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- **Whale Inflow**: Large single trades (>$5,000) with imbalanced ratios.
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- **Volume Spikes**: Sudden increase in volume (>2x historical std dev).
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### 4. 📅 Daily PnL Summary
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- **Trigger**: Triggered automatically around 23:55 (Beijing Time).
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- **Content**: Summarizes daily floating PnL, balance changes, and win rate.
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### 5. 🎯 Trading Signals (`/signal`)
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Prioritizes markets with the **earliest settlement date**, sorted by opportunity value, returns **Top 5**:
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```
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🎯 Upcoming Settlement (2026-02-06)
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43 active options
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🔥 1. Dallas 76-77°F
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💡 Prediction 80.7° above 77° → Buy NO ✓
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📊 Buy No 94¢ | ⏳Near Lock
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🔥 2. Atlanta 56-57°F
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💡 Prediction 60.4° above 57° → Buy NO ✓
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📊 Buy No 94¢ | ⏳Near Lock
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```
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**Lock Status**:
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- 🔒Locked: Price ≥95¢
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- ⏳Near Lock: Price 85-94¢
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- 👀Watch: Price 70-84¢
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- ⚖️Balanced: Price <70¢
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---
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## 📊 Paper Trading Report Format
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Accessible via `/portfolio`. Reports are grouped by **Target Settlement Date**:
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```
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📊 Paper Trading Report
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════════════════════
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📈 【2026-02-06】 Subtotal: +2.45$
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──────────────────
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🟢 Chicago 40-41°F
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NO 87¢→92¢ Pred:38 | +0.47$
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🟢 Chicago 32-33°F
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NO 94¢→98¢ Pred:38 | +0.12$
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💰 Total Exposure PnL: +6.89$
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📈 Historical Stats:
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Trades: 18 | Win Rate: 100.0%
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Total Cost: $90.00 | Total PnL: +12.50$ (+13.9%)
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════════════════════
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💳 Account Balance: $639.11
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```
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---
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## 🛠️ Configuration (.env)
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```bash
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# Telegram Bot
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TELEGRAM_BOT_TOKEN=your_bot_token
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TELEGRAM_CHAT_ID=your_chat_id
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# Polymarket API (Used for real-time prices & trade history)
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POLYMARKET_API_KEY=your_api_key_here
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# Proxy (Optional, remove for VPS deployment)
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HTTPS_PROXY=http://127.0.0.1:7890
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HTTP_PROXY=http://127.0.0.1:7890
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```
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## 🏗️ Project Architecture
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This project is built entirely on the official **py-clob-client**:
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- All interactions with Polymarket (market data, orderbook, trading) use `py-clob-client`
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- Core API wrapper: `src/data_collection/polymarket_api.py`
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## 📂 Data Files
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| File | Description |
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|------|-------------|
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| `data/paper_positions.json` | Paper trading positions, balance, trade history |
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| `data/pushed_signals.json` | Pushed signals record (anti-spam) |
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| `data/active_signals.json` | Currently active trading signals |
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| `data/all_markets.json` | Full market cache |
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| `data/price_history.json` | Price history for trend calculation |
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---
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## 📋 Core Features
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- ✅ **Smart Dynamic Positions**: Automatic adjustment ($3-$10) based on weather forecasts, volume, and locking degree.
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- ✅ **Predicted Temp Tracking**: Records the Open-Meteo forecast at the time of purchase for retrospective analysis.
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- ✅ **Smart Merged Push**: City-based alert aggregation for a clean interface.
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- ✅ **Auto Paper Trading**: Built-in system for tracking performance within the 85-95¢ range.
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- ✅ **High-Speed Price Sync**: Utilizes CLOB batch API for instant price updates without 404s.
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- ✅ **Timezone Adaptation**: All timestamps are automatically adjusted to Beijing Time (UTC+8).
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- ✅ **Smart Date Selection**: Automatically targets the earliest active market date.
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- ✅ **Unit Sensitivity**: US markets use Fahrenheit (°F), others use Celsius (°C).
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- ✅ **Data Persistence**: Local JSON storage ensures consistency after restarts.
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---
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## 🔄 VPS Update Instructions
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```bash
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# 1. Local update
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git add . && git commit -m "update" && git push
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# 2. VPS pull & restart
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ssh root@VPS_IP "cd ~/PolyWeather && git pull && screen -S polyweather -X quit; screen -dmS polyweather python run.py"
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```
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