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