fix(ingestor): align WebSocket subscribe + routing with live API
The Polymarket ws-live-data WebSocket requires `action: "subscribe"` in
the subscribe envelope. Without it the server accepts the connection but
never delivers trade events, causing the tracker to silently produce
zero alerts.
Additionally, incoming frames are shaped `{connection_id, payload:{...}}`
-- they do NOT echo the `topic`/`type` keys we sent. The previous routing
check matched nothing and every real trade was silently dropped.
Changes:
- Add `action: "subscribe"` to subscription message
- Route incoming messages by payload shape (transactionHash + proxyWallet)
- Add ratchet tests for payload routing edge cases
- Rewrite README as agent-first with <2min quickstart
- Add skill draft (docs/skill-tracking-prediction-market-flow.md)
Closes #89
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -2,80 +2,103 @@
|
||||
|
||||
**Detect informed money before the market moves.**
|
||||
|
||||
[](https://opensource.org/licenses/MIT)
|
||||
[](https://github.com/pselamy/polymarket-insider-tracker/actions/workflows/ci.yml)
|
||||
[](https://www.python.org/downloads/)
|
||||
[](https://opensource.org/licenses/MIT)
|
||||
|
||||
Real-time detection of suspicious trading patterns on Polymarket: fresh wallets, unusual sizing, niche-market activity, and funding chain analysis. Streams trades via WebSocket, profiles wallets on-chain (Polygon), scores risk with ML + heuristics, and dispatches alerts to Discord/Telegram.
|
||||
|
||||
---
|
||||
|
||||
## The Opportunity
|
||||
## Quick Start (< 2 minutes)
|
||||
|
||||
On January 3, 2026, a trader spotted a significant political event on Polymarket **before it happened**. How? Not by predicting the future, but by tracking suspicious trading behavior.
|
||||
### 1. Install
|
||||
|
||||
> "You don't need to predict the future, you need to track suspicious behavior."
|
||||
> — [@DidiTrading](https://x.com/DidiTrading)
|
||||
|
||||
An insider wallet turned **$35,000 into $442,000** (12.6x return) by entering a position hours before a major market move. The tool that detected this activity flagged five separate alerts before the event occurred.
|
||||
|
||||
**This repository builds that tool.**
|
||||
|
||||
---
|
||||
|
||||
## What This Does
|
||||
|
||||
The Polymarket Insider Tracker monitors prediction market trading activity in real-time and identifies patterns that suggest informed trading:
|
||||
|
||||
| Signal | What It Detects | Why It Matters |
|
||||
|--------|-----------------|----------------|
|
||||
| **Fresh Wallets** | Brand new wallets making large trades | Insiders create new wallets to hide their identity |
|
||||
| **Unusual Sizing** | Trades that are disproportionately large for the market | Informed traders bet bigger when they have edge |
|
||||
| **Niche Markets** | Activity in low-volume, specific-outcome markets | Easier to have inside information on obscure events |
|
||||
| **Funding Chains** | Where wallet funds originated from | Links seemingly separate wallets to the same entity |
|
||||
|
||||
When suspicious activity is detected, you receive an instant alert with actionable intelligence.
|
||||
|
||||
---
|
||||
|
||||
## How It Works
|
||||
|
||||
```
|
||||
┌─────────────────┐ ┌──────────────────┐ ┌────────────────────┐
|
||||
│ Polymarket API │────>│ Wallet Profiler │────>│ Anomaly Detector │
|
||||
│ (Real-time) │ │ (Blockchain) │ │ (ML + Heuristics) │
|
||||
└─────────────────┘ └──────────────────┘ └────────────────────┘
|
||||
│
|
||||
┌────────────────────────────┘
|
||||
v
|
||||
┌─────────────────────┐
|
||||
│ Alert Dispatcher │───> Discord / Telegram / Email
|
||||
│ "Fresh wallet │
|
||||
│ buying YES @7.5¢ │
|
||||
│ on niche market" │
|
||||
└─────────────────────┘
|
||||
```bash
|
||||
# Requires: Python 3.11+, Docker
|
||||
git clone https://github.com/pselamy/polymarket-insider-tracker.git
|
||||
cd polymarket-insider-tracker
|
||||
uv sync --all-extras # or: pip install -e ".[dev]"
|
||||
```
|
||||
|
||||
### Detection Algorithms
|
||||
### 2. Start infrastructure
|
||||
|
||||
1. **Fresh Wallet Detection**
|
||||
- Checks wallet transaction history on Polygon
|
||||
- Flags wallets with fewer than 5 lifetime transactions making trades over $1,000
|
||||
- Traces funding source to identify if connected to known entities
|
||||
```bash
|
||||
docker compose up -d # PostgreSQL 15 + Redis 7
|
||||
docker compose ps # wait for healthy
|
||||
```
|
||||
|
||||
2. **Liquidity Impact Analysis**
|
||||
- Calculates trade size relative to market depth
|
||||
- Flags trades consuming more than 2% of visible order book
|
||||
- Weights by market category (niche markets score higher)
|
||||
### 3. Configure
|
||||
|
||||
3. **Sniper Cluster Detection**
|
||||
- Uses DBSCAN clustering to find wallets that consistently enter markets within minutes of creation
|
||||
- Identifies coordinated behavior patterns
|
||||
```bash
|
||||
cp .env.example .env
|
||||
# Edit .env — only DATABASE_URL and REDIS_URL are required for local dev
|
||||
# (defaults in .env.example work with docker compose)
|
||||
```
|
||||
|
||||
4. **Event Correlation**
|
||||
- Cross-references trading activity with news feeds
|
||||
- Detects positions opened 1-4 hours before related news breaks
|
||||
### 4. Run migrations + start
|
||||
|
||||
```bash
|
||||
uv run alembic upgrade head
|
||||
uv run python -m polymarket_insider_tracker
|
||||
```
|
||||
|
||||
You should see live trades within seconds:
|
||||
|
||||
```
|
||||
INFO Connection state: disconnected -> connecting
|
||||
INFO Connected to wss://ws-live-data.polymarket.com and subscribed to trades
|
||||
DEBUG Trade: BUY 450 @ 1.00 on fifwc-ger-kor-2026-06-14-ger
|
||||
DEBUG Trade: SELL 5 @ 0.86 on chi1-cd1-cdl-2026-06-14-draw
|
||||
```
|
||||
|
||||
### CLI Options
|
||||
|
||||
```bash
|
||||
python -m polymarket_insider_tracker --help
|
||||
--version Show version
|
||||
--config-check Validate configuration and exit
|
||||
--log-level DEBUG Override log level
|
||||
--dry-run Run pipeline without sending alerts
|
||||
--health-port 8080 Override health check port
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Sample Alert
|
||||
## Environment Variables
|
||||
|
||||
| Variable | Required | Default | Description |
|
||||
|----------|----------|---------|-------------|
|
||||
| `DATABASE_URL` | Yes | — | PostgreSQL connection string |
|
||||
| `REDIS_URL` | No | `redis://localhost:6379` | Redis connection string |
|
||||
| `POLYGON_RPC_URL` | No | `https://polygon-rpc.com` | Polygon RPC (public default works) |
|
||||
| `POLYGON_FALLBACK_RPC_URL` | No | — | Fallback RPC endpoint |
|
||||
| `POLYMARKET_WS_URL` | No | `wss://ws-live-data.polymarket.com` | WebSocket endpoint |
|
||||
| `POLYMARKET_API_KEY` | No | — | Optional API key for higher rate limits |
|
||||
| `DISCORD_WEBHOOK_URL` | No | — | Discord alerts |
|
||||
| `TELEGRAM_BOT_TOKEN` | No | — | Telegram alerts (needs `TELEGRAM_CHAT_ID` too) |
|
||||
| `TELEGRAM_CHAT_ID` | No | — | Telegram chat for alerts |
|
||||
| `LOG_LEVEL` | No | `INFO` | Logging level |
|
||||
| `DRY_RUN` | No | `false` | Skip sending alerts |
|
||||
| `HEALTH_PORT` | No | `8080` | Health check HTTP port |
|
||||
|
||||
No API keys are needed for basic operation — the Polymarket WebSocket and CLOB REST APIs are public.
|
||||
|
||||
---
|
||||
|
||||
## What It Detects
|
||||
|
||||
| Signal | Detection Method | Threshold |
|
||||
|--------|-----------------|-----------|
|
||||
| **Fresh Wallets** | Wallet age < 48h, nonce <= 5, making trades > $1k | Confidence 0.5-0.9 |
|
||||
| **Size Anomalies** | Trade size > 2% of 24h volume or > 5% of order book | Weighted by niche factor |
|
||||
| **Niche Markets** | Low-volume markets (< $50k daily) with specific outcomes | 1.5x risk multiplier |
|
||||
| **Funding Chains** | Trace wallet funding to known entities (exchanges, etc.) | On-chain lineage |
|
||||
| **Sniper Clusters** | DBSCAN clustering of wallets entering within minutes | Coordinated behavior |
|
||||
|
||||
Risk scoring combines signals with configurable weights (default threshold: 0.6). Multi-signal bonuses: 2 signals +20%, 3+ signals +30%.
|
||||
|
||||
### Sample Alert
|
||||
|
||||
```
|
||||
SUSPICIOUS ACTIVITY DETECTED
|
||||
@@ -99,199 +122,62 @@ Confidence: HIGH (3/4 signals triggered)
|
||||
|
||||
---
|
||||
|
||||
## Quick Start
|
||||
## Architecture
|
||||
|
||||
### Prerequisites
|
||||
```
|
||||
Polymarket WebSocket ──> Ingestor ──> Profiler ──> Detector ──> Alerter
|
||||
(wss://ws-live-data) (trades) (on-chain) (scoring) (Discord/TG)
|
||||
|
|
||||
Polygon RPC
|
||||
```
|
||||
|
||||
- Python 3.11+
|
||||
- Docker and Docker Compose
|
||||
- Polygon RPC endpoint (Alchemy, QuickNode, or self-hosted)
|
||||
- Polymarket API key (free at [docs.polymarket.com](https://docs.polymarket.com))
|
||||
### Components
|
||||
|
||||
### Installation
|
||||
| Module | Purpose |
|
||||
|--------|---------|
|
||||
| `ingestor/` | WebSocket trade stream + CLOB REST client with rate limiting |
|
||||
| `profiler/` | Polygon wallet analysis, entity identification, funding chain tracing |
|
||||
| `detector/` | Fresh wallet, size anomaly, sniper cluster detection, composite risk scorer |
|
||||
| `alerter/` | Multi-channel dispatch (Discord webhooks, Telegram bot) with dedup |
|
||||
| `storage/` | SQLAlchemy ORM + Alembic migrations (PostgreSQL) |
|
||||
| `pipeline.py` | Orchestrator wiring all components together |
|
||||
| `shutdown.py` | Graceful SIGTERM/SIGINT handling with cleanup callbacks |
|
||||
|
||||
---
|
||||
|
||||
## Development
|
||||
|
||||
```bash
|
||||
# Clone the repository
|
||||
git clone https://github.com/pselamy/polymarket-insider-tracker.git
|
||||
cd polymarket-insider-tracker
|
||||
|
||||
# Copy environment template
|
||||
cp .env.example .env
|
||||
# Edit .env with your API keys
|
||||
|
||||
# Start infrastructure (PostgreSQL, Redis)
|
||||
docker compose up -d
|
||||
|
||||
# Wait for services to be healthy
|
||||
docker compose ps
|
||||
|
||||
# Install Python dependencies
|
||||
uv sync --all-extras
|
||||
|
||||
# Run database migrations
|
||||
uv run alembic upgrade head
|
||||
|
||||
# Run the tracker
|
||||
uv run python -m polymarket_insider_tracker
|
||||
uv run pytest # run tests
|
||||
uv run ruff check src/ tests/ # lint
|
||||
uv run ruff format src/ tests/ # format
|
||||
uv run mypy src/ # type check (strict mode)
|
||||
```
|
||||
|
||||
### Docker Services
|
||||
|
||||
The development stack includes:
|
||||
|
||||
| Service | Port | Description |
|
||||
|---------|------|-------------|
|
||||
| PostgreSQL 15 | 5432 | Primary database |
|
||||
| Redis 7 | 6379 | Caching and pub/sub |
|
||||
| Adminer | 8080 | Database admin UI (optional) |
|
||||
| RedisInsight | 5540 | Redis admin UI (optional) |
|
||||
|
||||
```bash
|
||||
# Start core services only
|
||||
docker compose up -d
|
||||
|
||||
# Start with development tools (Adminer, RedisInsight)
|
||||
docker compose --profile tools up -d
|
||||
|
||||
# View logs
|
||||
docker compose logs -f
|
||||
|
||||
# Stop all services
|
||||
docker compose down
|
||||
|
||||
# Stop and remove volumes (reset data)
|
||||
docker compose down -v
|
||||
```
|
||||
|
||||
### Configuration
|
||||
|
||||
```bash
|
||||
# .env file
|
||||
POLYGON_RPC_URL=https://polygon-mainnet.g.alchemy.com/v2/YOUR_KEY
|
||||
POLYMARKET_API_KEY=your_polymarket_api_key
|
||||
|
||||
# Alert destinations (optional)
|
||||
DISCORD_WEBHOOK_URL=https://discord.com/api/webhooks/...
|
||||
TELEGRAM_BOT_TOKEN=your_bot_token
|
||||
TELEGRAM_CHAT_ID=your_chat_id
|
||||
|
||||
# Detection thresholds
|
||||
MIN_TRADE_SIZE_USDC=1000
|
||||
FRESH_WALLET_MAX_NONCE=5
|
||||
LIQUIDITY_IMPACT_THRESHOLD=0.02
|
||||
```
|
||||
| Adminer | 8080 | Database admin UI (optional, `--profile tools`) |
|
||||
| RedisInsight | 5540 | Redis admin UI (optional, `--profile tools`) |
|
||||
|
||||
---
|
||||
|
||||
## Project Structure
|
||||
## Troubleshooting
|
||||
|
||||
```
|
||||
polymarket-insider-tracker/
|
||||
├── src/
|
||||
│ └── polymarket_insider_tracker/
|
||||
│ ├── __main__.py # CLI entry point
|
||||
│ ├── pipeline.py # Core detection pipeline
|
||||
│ ├── ingestor/ # Real-time market data ingestion
|
||||
│ │ ├── clob_client.py # Polymarket CLOB API wrapper
|
||||
│ │ └── websocket.py # WebSocket event handler
|
||||
│ ├── profiler/ # Wallet analysis
|
||||
│ ├── detector/ # Anomaly detection engines
|
||||
│ ├── alerter/ # Notification dispatch
|
||||
│ └── storage/ # Persistence layer
|
||||
├── tests/ # Test suite
|
||||
├── scripts/
|
||||
│ └── backtest.py # Historical analysis
|
||||
├── docker-compose.yml
|
||||
├── pyproject.toml
|
||||
└── README.md
|
||||
```
|
||||
**No trades received / silent connection**
|
||||
The WebSocket subscription requires `action: "subscribe"` in the envelope. If you're on an older version, update — this was fixed in the WebSocket protocol alignment (see #89).
|
||||
|
||||
---
|
||||
**Connection timeout / DNS errors**
|
||||
Verify `wss://ws-live-data.polymarket.com` is reachable from your network. Some corporate firewalls block WebSocket connections.
|
||||
|
||||
## Roadmap
|
||||
**Database migration errors**
|
||||
Ensure PostgreSQL is running (`docker compose ps`) and `DATABASE_URL` matches your docker-compose config. Run `uv run alembic upgrade head` after any schema changes.
|
||||
|
||||
### Phase 1: Core Detection (Current)
|
||||
- [x] Project structure and documentation
|
||||
- [ ] Polymarket CLOB API integration
|
||||
- [ ] Fresh wallet detection
|
||||
- [ ] Size anomaly detection
|
||||
- [ ] Basic alerting (Discord/Telegram)
|
||||
|
||||
### Phase 2: Advanced Intelligence
|
||||
- [ ] Funding chain analysis
|
||||
- [ ] Sniper cluster detection (DBSCAN)
|
||||
- [ ] Market categorization (niche vs mainstream)
|
||||
- [ ] Historical backtesting framework
|
||||
|
||||
### Phase 3: Production Hardening
|
||||
- [ ] High-availability deployment
|
||||
- [ ] Rate limit management
|
||||
- [ ] False positive feedback loop
|
||||
- [ ] Web dashboard
|
||||
|
||||
---
|
||||
|
||||
## Why This Matters
|
||||
|
||||
Prediction markets are becoming a critical source of real-time probability estimates for world events. As they grow, so does the incentive for informed actors to exploit information asymmetry.
|
||||
|
||||
This tool democratizes access to the same detection capabilities that sophisticated traders use. Whether you are:
|
||||
|
||||
- **A trader** looking for alpha signals
|
||||
- **A researcher** studying market microstructure
|
||||
- **A platform operator** monitoring for manipulation
|
||||
|
||||
...this tracker provides visibility into the hidden flows that move markets.
|
||||
|
||||
---
|
||||
|
||||
## Technical Background
|
||||
|
||||
### Polymarket Architecture
|
||||
|
||||
Polymarket is a prediction market platform built on Polygon (Ethereum L2). Key characteristics:
|
||||
|
||||
- **CLOB (Central Limit Order Book)**: Centralized matching engine for speed
|
||||
- **On-chain Settlement**: Final trades settle on Polygon blockchain
|
||||
- **USDC Collateral**: All positions denominated in USDC stablecoin
|
||||
- **Binary Outcomes**: Shares priced between $0.00 and $1.00
|
||||
|
||||
### Data Sources
|
||||
|
||||
| Source | Purpose | Latency |
|
||||
|--------|---------|---------|
|
||||
| Polymarket CLOB API | Real-time trades, orderbook | Milliseconds |
|
||||
| Polygon RPC | Wallet history, nonce, funding | 1-2 seconds |
|
||||
| Market Metadata API | Market categorization | On-demand |
|
||||
|
||||
### Detection Challenges
|
||||
|
||||
1. **Sybil Resistance**: Insiders use fresh wallets per trade
|
||||
2. **Rate Limits**: Polygon RPC calls require caching strategy
|
||||
3. **Market Classification**: NLP needed to categorize market niches
|
||||
4. **Timing**: CLOB data leads on-chain by seconds
|
||||
|
||||
---
|
||||
|
||||
## Contributing
|
||||
|
||||
Contributions are welcome! Please read our Contributing Guide before submitting PRs.
|
||||
|
||||
### Development Setup
|
||||
|
||||
```bash
|
||||
# Install dev dependencies
|
||||
uv sync --all-extras
|
||||
|
||||
# Run tests
|
||||
uv run pytest
|
||||
|
||||
# Run linting
|
||||
uv run ruff check src/
|
||||
|
||||
# Run type checking
|
||||
uv run mypy src/
|
||||
```
|
||||
**Rate limiting on Polygon RPC**
|
||||
The default public RPC (`https://polygon-rpc.com`) has low rate limits. For production use, set `POLYGON_RPC_URL` to a dedicated provider (Alchemy, QuickNode, etc.).
|
||||
|
||||
---
|
||||
|
||||
@@ -304,20 +190,6 @@ This software is provided for **educational and research purposes only**.
|
||||
- Insider trading is illegal in regulated markets; this tool is for transparency and research
|
||||
- Users are responsible for compliance with applicable laws
|
||||
|
||||
---
|
||||
|
||||
## License
|
||||
|
||||
MIT License - see [LICENSE](LICENSE) for details.
|
||||
|
||||
---
|
||||
|
||||
## Acknowledgments
|
||||
|
||||
- Inspired by [@DidiTrading](https://x.com/DidiTrading) and [@spacexbt](https://x.com/spacexbt)
|
||||
- Built on the open Polymarket API ecosystem
|
||||
- Community contributions welcome
|
||||
|
||||
---
|
||||
|
||||
**Questions?** Open an issue or start a discussion.
|
||||
|
||||
@@ -0,0 +1,113 @@
|
||||
# Skill: tracking-prediction-market-flow
|
||||
|
||||
Use when analyzing prediction market activity for informed-flow signals, insider
|
||||
trading patterns, or suspicious wallet behavior on Polymarket.
|
||||
|
||||
## What This Tool Does
|
||||
|
||||
polymarket-insider-tracker streams real-time trades from Polymarket's WebSocket
|
||||
feed, profiles trader wallets on the Polygon blockchain, and scores each trade
|
||||
for informed-flow risk using multiple detection signals:
|
||||
|
||||
- **Fresh wallet detection**: New wallets (age < 48h, nonce <= 5) making large
|
||||
trades (> $1k). Insiders create disposable wallets per trade.
|
||||
- **Size anomaly detection**: Trades consuming > 2% of 24h volume or > 5% of
|
||||
visible order book depth. Informed traders bet bigger when they have edge.
|
||||
- **Niche market scoring**: Low-volume markets (< $50k daily) get a 1.5x risk
|
||||
multiplier. Easier to have inside information on obscure events.
|
||||
- **Funding chain analysis**: Traces wallet funding sources on-chain to link
|
||||
seemingly separate wallets to the same entity or exchange.
|
||||
- **Sniper cluster detection**: DBSCAN clustering identifies wallets that
|
||||
consistently enter markets within minutes of creation.
|
||||
|
||||
Composite risk scoring combines signals with configurable weights (default
|
||||
alert threshold: 0.6). Multi-signal bonuses: 2 signals +20%, 3+ signals +30%.
|
||||
|
||||
## Installation
|
||||
|
||||
```bash
|
||||
git clone https://github.com/pselamy/polymarket-insider-tracker.git
|
||||
cd polymarket-insider-tracker
|
||||
uv sync --all-extras
|
||||
docker compose up -d # PostgreSQL + Redis
|
||||
cp .env.example .env # defaults work for local dev
|
||||
uv run alembic upgrade head
|
||||
```
|
||||
|
||||
No API keys required for basic operation (Polymarket APIs are public).
|
||||
|
||||
## Usage
|
||||
|
||||
```bash
|
||||
# Start the tracker (streams trades, profiles wallets, scores risk, alerts)
|
||||
uv run python -m polymarket_insider_tracker
|
||||
|
||||
# Dry run (no alerts sent)
|
||||
uv run python -m polymarket_insider_tracker --dry-run
|
||||
|
||||
# Debug mode (see every trade)
|
||||
uv run python -m polymarket_insider_tracker --log-level DEBUG
|
||||
|
||||
# Validate config without starting
|
||||
uv run python -m polymarket_insider_tracker --config-check
|
||||
```
|
||||
|
||||
## Interpreting Signals
|
||||
|
||||
### Risk Assessment Output
|
||||
|
||||
Each flagged trade produces a risk assessment with:
|
||||
|
||||
- **Confidence score** (0.0-1.0): Composite of weighted signals
|
||||
- **Signal breakdown**: Which detectors fired and their individual confidence
|
||||
- **Wallet profile**: Age, nonce, transaction count, funding source
|
||||
- **Market context**: Volume, category, order book depth
|
||||
|
||||
### Signal Interpretation Guide
|
||||
|
||||
| Score Range | Interpretation | Action |
|
||||
|-------------|---------------|--------|
|
||||
| 0.6-0.7 | Moderate: single strong signal or two weak ones | Monitor, note the market |
|
||||
| 0.7-0.85 | High: multiple signals converging | Investigate the market and wallet |
|
||||
| 0.85-1.0 | Critical: fresh wallet + large size + niche market | High-confidence informed flow |
|
||||
|
||||
### What This Is NOT
|
||||
|
||||
- Not a trading signal generator. Informed flow != actionable alpha without
|
||||
further analysis (hypothesis -> leakage-aware backtest -> capital).
|
||||
- Not real-time enough for front-running. The tool detects patterns for
|
||||
research and monitoring, not millisecond-level execution.
|
||||
- Detection of informed flow does not prove insider trading. Many legitimate
|
||||
reasons exist for the patterns this tool flags.
|
||||
|
||||
## Rate Limits and Etiquette
|
||||
|
||||
- **Polymarket WebSocket**: No explicit rate limit; one persistent connection.
|
||||
Do not open multiple connections unnecessarily.
|
||||
- **Polymarket CLOB REST**: Built-in rate limiter at 10 req/s with retry
|
||||
backoff on 429/5xx. Respect this for metadata/orderbook queries.
|
||||
- **Polygon RPC**: Public endpoints (polygon-rpc.com) have low limits. For
|
||||
sustained use, configure a dedicated RPC provider via `POLYGON_RPC_URL`.
|
||||
Built-in token-bucket rate limiter at 25 req/s with Redis caching (5min TTL).
|
||||
|
||||
## Known Pitfalls
|
||||
|
||||
1. **WebSocket subscription format**: Must include `action: "subscribe"` in the
|
||||
envelope. Without it, the server accepts the connection but delivers zero
|
||||
trade events (silent failure). Fixed in the current version.
|
||||
|
||||
2. **Message routing**: Live-data WebSocket pushes `{connection_id, payload:
|
||||
{...trade fields}}`, not `{topic, type, payload}`. Route by checking for
|
||||
`transactionHash` + `proxyWallet` keys in `payload`.
|
||||
|
||||
3. **Public RPC rate limits**: Default Polygon RPC will throttle under load.
|
||||
Use a dedicated provider for production.
|
||||
|
||||
4. **Database required**: PostgreSQL + Redis must be running. Use
|
||||
`docker compose up -d` for local dev.
|
||||
|
||||
## Cross-References
|
||||
|
||||
- **Repository**: https://github.com/pselamy/polymarket-insider-tracker
|
||||
- **Issues**: https://github.com/pselamy/polymarket-insider-tracker/issues
|
||||
- **Agent skill landing** (follow-on): selamy-labs/agent-skills
|
||||
@@ -150,7 +150,7 @@ class TradeStreamHandler:
|
||||
elif self._market_filter:
|
||||
subscription["filters"] = json.dumps({"market_slug": self._market_filter})
|
||||
|
||||
return {"subscriptions": [subscription]}
|
||||
return {"action": "subscribe", "subscriptions": [subscription]}
|
||||
|
||||
async def _connect(self) -> ClientConnection:
|
||||
"""Establish WebSocket connection."""
|
||||
@@ -183,12 +183,9 @@ class TradeStreamHandler:
|
||||
try:
|
||||
data = json.loads(message)
|
||||
|
||||
# Check if this is a trade message
|
||||
topic = data.get("topic")
|
||||
msg_type = data.get("type")
|
||||
|
||||
if topic == "activity" and msg_type == "trades":
|
||||
payload = data.get("payload", {})
|
||||
# ws-live-data pushes {connection_id, payload:{...trade fields}}
|
||||
payload = data.get("payload")
|
||||
if isinstance(payload, dict) and "transactionHash" in payload and "proxyWallet" in payload:
|
||||
trade = TradeEvent.from_websocket_message(payload)
|
||||
|
||||
self._stats.trades_received += 1
|
||||
@@ -208,8 +205,7 @@ class TradeStreamHandler:
|
||||
logger.error("Error in trade callback: %s", e)
|
||||
|
||||
else:
|
||||
# Log other message types for debugging
|
||||
logger.debug("Received message: topic=%s type=%s", topic, msg_type)
|
||||
logger.debug("Received non-trade message: %s", str(data)[:120])
|
||||
|
||||
except json.JSONDecodeError as e:
|
||||
logger.warning("Invalid JSON message: %s", e)
|
||||
|
||||
@@ -84,7 +84,10 @@ class TestTradeStreamHandler:
|
||||
"""Test building subscription message without filters."""
|
||||
msg = handler._build_subscription_message()
|
||||
|
||||
assert msg == {"subscriptions": [{"topic": "activity", "type": "trades"}]}
|
||||
assert msg == {
|
||||
"action": "subscribe",
|
||||
"subscriptions": [{"topic": "activity", "type": "trades"}],
|
||||
}
|
||||
|
||||
def test_build_subscription_message_with_event_filter(self, on_trade_mock: AsyncMock) -> None:
|
||||
"""Test building subscription message with event filter."""
|
||||
@@ -110,11 +113,10 @@ class TestTradeStreamHandler:
|
||||
async def test_handle_message_trade(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Test handling a valid trade message."""
|
||||
"""Test handling a valid trade message (payload-based routing)."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "abc123",
|
||||
"payload": {
|
||||
"conditionId": "0xmarket",
|
||||
"transactionHash": "0xtx",
|
||||
@@ -142,11 +144,10 @@ class TestTradeStreamHandler:
|
||||
async def test_handle_message_non_trade(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Test handling a non-trade message."""
|
||||
"""Test handling a non-trade message (no transactionHash/proxyWallet)."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "comments",
|
||||
"type": "comment_created",
|
||||
"connection_id": "abc123",
|
||||
"payload": {"body": "Hello"},
|
||||
}
|
||||
)
|
||||
@@ -156,6 +157,35 @@ class TestTradeStreamHandler:
|
||||
on_trade_mock.assert_not_called()
|
||||
assert handler.stats.trades_received == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_message_payload_missing_proxy_wallet(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Ratchet: payload with transactionHash but no proxyWallet is not a trade."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"connection_id": "abc",
|
||||
"payload": {"transactionHash": "0xtx", "other": "field"},
|
||||
}
|
||||
)
|
||||
|
||||
await handler._handle_message(message)
|
||||
|
||||
on_trade_mock.assert_not_called()
|
||||
assert handler.stats.trades_received == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_message_no_payload_key(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Ratchet: message without payload key is ignored."""
|
||||
message = json.dumps({"connection_id": "abc", "status": "ok"})
|
||||
|
||||
await handler._handle_message(message)
|
||||
|
||||
on_trade_mock.assert_not_called()
|
||||
assert handler.stats.trades_received == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_message_invalid_json(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
@@ -175,8 +205,7 @@ class TestTradeStreamHandler:
|
||||
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "abc",
|
||||
"payload": {
|
||||
"conditionId": "0x",
|
||||
"transactionHash": "0x",
|
||||
@@ -240,8 +269,9 @@ class TestTradeStreamHandler:
|
||||
assert ws is mock_ws
|
||||
mock_ws.send.assert_called_once()
|
||||
|
||||
# Verify subscription message
|
||||
# Verify subscription message includes action: subscribe
|
||||
sent_msg = json.loads(mock_ws.send.call_args[0][0])
|
||||
assert sent_msg["action"] == "subscribe"
|
||||
assert "subscriptions" in sent_msg
|
||||
assert sent_msg["subscriptions"][0]["topic"] == "activity"
|
||||
assert sent_msg["subscriptions"][0]["type"] == "trades"
|
||||
@@ -292,8 +322,7 @@ class TestTradeStreamHandlerIntegration:
|
||||
|
||||
trade_message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "test-conn",
|
||||
"payload": {
|
||||
"conditionId": "0xtest",
|
||||
"transactionHash": "0xtx",
|
||||
|
||||
Reference in New Issue
Block a user