feat: implement WebSocket trade stream handler with reconnection

- Add TradeEvent dataclass for trade data from WebSocket feed
- Implement TradeStreamHandler with async WebSocket streaming
- Add automatic reconnection with exponential backoff (1s-30s)
- Support event/market filtering for targeted subscriptions
- Include connection state management and statistics tracking
- Add websockets>=12.0 dependency

Acceptance Criteria:
- [x] TradeStreamHandler class using websockets library
- [x] Connects to Polymarket WSS endpoint
- [x] Subscribes to market trade channel on connection
- [x] Parses trade messages into TradeEvent dataclass
- [x] Implements heartbeat/ping-pong for connection health
- [x] Auto-reconnects on disconnect with exponential backoff
- [x] Emits events via callback pattern
- [x] Logs connection state changes

Closes #3

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
Patrick Selamy
2026-01-04 14:46:38 -05:00
co-authored by Claude Opus 4.5
parent 1299cfe0b7
commit 85010a3ea5
6 changed files with 938 additions and 2 deletions
+151
View File
@@ -11,6 +11,7 @@ from polymarket_insider_tracker.ingestor.models import (
Orderbook,
OrderbookLevel,
Token,
TradeEvent,
)
@@ -267,3 +268,153 @@ class TestOrderbook:
)
assert orderbook.midpoint is None
class TestTradeEvent:
"""Tests for TradeEvent model."""
def test_from_websocket_message_full(self) -> None:
"""Test creating TradeEvent from a full WebSocket message."""
data = {
"conditionId": "0xmarket123",
"transactionHash": "0xtx456",
"proxyWallet": "0xwallet789",
"side": "BUY",
"outcome": "Yes",
"outcomeIndex": 0,
"price": 0.65,
"size": 100,
"timestamp": 1704067200, # 2024-01-01 00:00:00 UTC
"asset": "token123",
"slug": "will-it-rain",
"eventSlug": "weather-markets",
"title": "Weather Predictions",
"name": "Alice",
"pseudonym": "AliceTrader",
}
trade = TradeEvent.from_websocket_message(data)
assert trade.market_id == "0xmarket123"
assert trade.trade_id == "0xtx456"
assert trade.wallet_address == "0xwallet789"
assert trade.side == "BUY"
assert trade.outcome == "Yes"
assert trade.outcome_index == 0
assert trade.price == Decimal("0.65")
assert trade.size == Decimal("100")
assert trade.timestamp == datetime(2024, 1, 1, 0, 0, 0, tzinfo=timezone.utc)
assert trade.asset_id == "token123"
assert trade.market_slug == "will-it-rain"
assert trade.event_slug == "weather-markets"
assert trade.event_title == "Weather Predictions"
assert trade.trader_name == "Alice"
assert trade.trader_pseudonym == "AliceTrader"
def test_from_websocket_message_minimal(self) -> None:
"""Test creating TradeEvent with minimal data."""
data = {
"conditionId": "0x123",
"transactionHash": "0xtx",
"proxyWallet": "0xwallet",
"side": "SELL",
"outcome": "No",
"price": 0.35,
"size": 50,
}
trade = TradeEvent.from_websocket_message(data)
assert trade.market_id == "0x123"
assert trade.side == "SELL"
assert trade.outcome == "No"
assert trade.price == Decimal("0.35")
assert trade.size == Decimal("50")
assert trade.market_slug == ""
assert trade.trader_name == ""
def test_from_websocket_message_lowercase_side(self) -> None:
"""Test that lowercase side is normalized."""
data = {
"side": "buy",
"price": 0.5,
"size": 10,
}
trade = TradeEvent.from_websocket_message(data)
assert trade.side == "BUY"
def test_from_websocket_message_sell_side(self) -> None:
"""Test SELL side handling."""
data = {
"side": "sell",
"price": 0.5,
"size": 10,
}
trade = TradeEvent.from_websocket_message(data)
assert trade.side == "SELL"
def test_is_buy(self) -> None:
"""Test is_buy property."""
buy_trade = TradeEvent(
market_id="",
trade_id="",
wallet_address="",
side="BUY",
outcome="",
outcome_index=0,
price=Decimal("0.5"),
size=Decimal("10"),
timestamp=datetime.now(timezone.utc),
asset_id="",
)
sell_trade = TradeEvent(
market_id="",
trade_id="",
wallet_address="",
side="SELL",
outcome="",
outcome_index=0,
price=Decimal("0.5"),
size=Decimal("10"),
timestamp=datetime.now(timezone.utc),
asset_id="",
)
assert buy_trade.is_buy is True
assert buy_trade.is_sell is False
assert sell_trade.is_buy is False
assert sell_trade.is_sell is True
def test_notional_value(self) -> None:
"""Test notional value calculation."""
trade = TradeEvent(
market_id="",
trade_id="",
wallet_address="",
side="BUY",
outcome="",
outcome_index=0,
price=Decimal("0.65"),
size=Decimal("100"),
timestamp=datetime.now(timezone.utc),
asset_id="",
)
assert trade.notional_value == Decimal("65")
def test_frozen(self) -> None:
"""Test that TradeEvent is immutable."""
trade = TradeEvent(
market_id="0x123",
trade_id="0xtx",
wallet_address="0xwallet",
side="BUY",
outcome="Yes",
outcome_index=0,
price=Decimal("0.5"),
size=Decimal("10"),
timestamp=datetime.now(timezone.utc),
asset_id="token",
)
with pytest.raises(AttributeError):
trade.market_id = "0x456" # type: ignore[misc]