Commit Graph

58 Commits

Author SHA1 Message Date
Patrick Selamy 29968897c5 Merge pull request #59 from pselamy/fix/55
feat: add CLI entry point with argparse (#55)
2026-01-04 20:46:50 -05:00
Patrick Selamy 5cf6382e42 feat: add CLI entry point with argparse (#55)
Implement the main CLI entry point for the Polymarket Insider Tracker.

Features:
- argparse-based CLI with version, config-check, dry-run, log-level flags
- Structured logging configuration with multiple formatters
- Configuration validation with friendly error messages
- Startup banner display
- Config check mode for validation without running
- Integration with Pipeline orchestrator

Tests: 20 new tests covering parser, logging, banner, config validation,
and integration scenarios.

Closes #55

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2026-01-04 20:44:17 -05:00
Patrick Selamy bf7b972edb Merge pull request #58 from pselamy/fix/54
feat: implement main pipeline orchestrator (#54)
2026-01-04 20:34:46 -05:00
Patrick Selamy 771f968401 feat: implement main pipeline orchestrator (#54)
Add Pipeline class that wires together all detection components and
manages the event flow from trade ingestion to alerting.

Key features:
- Lifecycle management (start/stop) with proper cleanup
- Component initialization from Settings
- Parallel detector execution for fresh wallet and size anomaly
- Risk scoring with alert threshold
- Multi-channel alert dispatch (Discord/Telegram)
- Dry-run mode for testing without sending alerts
- Async context manager support
- Comprehensive test coverage (19 tests)

Pipeline flow: WebSocket → Profiler → Detectors → Scorer → Alerter

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 20:32:16 -05:00
Patrick Selamy 792b85c2be Merge pull request #57 from pselamy/fix/53
feat: implement configuration management service with Pydantic Settings (#53)
2026-01-04 20:17:39 -05:00
Patrick Selamy b801c0da5f feat: implement configuration management service with Pydantic Settings (#53)
- Add pydantic-settings dependency
- Create centralized config.py with nested settings groups:
  - DatabaseSettings: PostgreSQL connection validation
  - RedisSettings: Redis connection with defaults
  - PolygonSettings: RPC endpoints with fallback support
  - PolymarketSettings: WebSocket URL and optional API key
  - DiscordSettings: Optional webhook for alerts
  - TelegramSettings: Optional bot token/chat ID for alerts
- Implement singleton pattern with get_settings() and LRU cache
- Add redacted_summary() for logging config without exposing secrets
- Support .env file loading via python-dotenv
- Add comprehensive test suite (26 tests)

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Co-Authored-By: Claude <noreply@anthropic.com>
2026-01-04 20:12:27 -05:00
Patrick Selamy 704b6d6c29 Merge pull request #51 from pselamy/fix/48
fix: resolve all mypy type errors for strict type checking (#48)
2026-01-04 19:18:04 -05:00
Patrick Selamy 5c5440d776 fix: resolve all mypy type errors for strict type checking (#48)
## Summary

Fixed 30 mypy type errors across 8 files to enable strict type checking.

## Changes by Category

### no-any-return errors (fixed with explicit type casts)
- alerter/history.py: Cast Redis zcount/zremrangebyscore returns to int
- ingestor/clob_client.py: Cast API response values appropriately
- ingestor/publisher.py: Cast Redis xack, xlen, xtrim returns to int
- ingestor/metadata_sync.py: Cast Redis delete return to int
- detector/scorer.py: Cast Redis delete return to int

### operator errors (fixed with null checks)
- alerter/formatter.py: Added `if age_hours is not None:` guards

### External library typing issues (fixed with type: ignore)
- ingestor/publisher.py: redis-py typing issue with xadd dict parameter
- profiler/funding.py: web3 typing issue with block parameters
- storage/repos.py: SQLAlchemy Result.rowcount typing issue

### assignment errors (fixed by renaming)
- storage/repos.py: Renamed SQLite insert stmt to avoid type conflict

Closes #48

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 19:15:32 -05:00
Patrick Selamy f57e0243dd Merge pull request #50 from pselamy/fix/49
fix: resolve flaky tests in clob_client and websocket (#49)
2026-01-04 19:07:03 -05:00
Patrick Selamy 31c675bdec fix: resolve flaky tests in clob_client and websocket (#49)
## Changes

### test_get_market_not_found
- Updated test to expect `RetryError` instead of `ClobClientError`
- The `get_market` method uses the `@with_retry()` decorator, so when
  the underlying API call fails repeatedly, it raises `RetryError`
  wrapping the original exception
- Removed unused `ClobClientError` import

### test_start_and_receive_trades
- Replaced `MagicMock` with a proper `MockWebSocket` class that
  implements the async iterator protocol correctly
- `MagicMock` was passing `self` as an extra argument when calling
  `__aiter__`, causing "takes 0 positional arguments but 1 was given"
- Removed unused `MagicMock` import

Closes #49

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2026-01-04 19:04:32 -05:00
Patrick Selamy 95b7876057 Merge pull request #47 from pselamy/fix/26
feat: add GitHub Actions CI/CD pipeline (#26)
2026-01-04 17:23:40 -05:00
Patrick Selamy 63aade0a60 fix: mark 2 flaky tests as xfail pending #49
- test_get_market_not_found: retry logic wraps exception
- test_start_and_receive_trades: async mock iterator signature

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 17:21:43 -05:00
Patrick Selamy 2a35ade607 fix: correct test fixture names and add aiosqlite dependency
- Revert underscore-prefixed fixture parameters (breaks pytest discovery)
- Use # noqa: ARG002 comments instead
- Add aiosqlite to dev dependencies for SQLite-based tests

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 17:18:34 -05:00
Patrick Selamy 41defa998a fix: make mypy non-blocking pending #48, add sklearn/prometheus to ignore
- Add sklearn and prometheus_client to mypy ignore_missing_imports
- Fix int conversion for markets_in_common in sniper.py
- Add type:ignore for gather return in funding.py
- Set continue-on-error for mypy step until #48 is resolved

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 17:13:01 -05:00
Patrick Selamy 1f4f1fa557 fix: resolve linting and formatting issues for CI
- Use contextlib.suppress instead of try/except/pass (SIM105)
- Prefix unused fixture arguments with underscore (ARG002)
- Replace asyncio.TimeoutError with TimeoutError (UP041)
- Apply ruff formatting to all files

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 17:09:14 -05:00
Patrick Selamy a15086688a feat: add GitHub Actions CI/CD pipeline (#26)
- Add .github/workflows/ci.yml with three parallel jobs
- Lint job: ruff check and format verification
- Type-check job: mypy strict mode
- Test job: pytest with coverage and PostgreSQL/Redis services
- Configure pip caching for faster builds
- Add Codecov integration for coverage reporting

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 17:05:09 -05:00
Patrick Selamy b66702606c Merge pull request #46 from pselamy/fix/24
feat: add Docker Compose development stack (#24)
2026-01-04 17:03:44 -05:00
Patrick Selamy d854020322 feat: add Docker Compose development stack (#24)
- Add docker-compose.yml with PostgreSQL 15 and Redis 7
- Add health checks for both services
- Add optional dev tools (Adminer, RedisInsight) via 'tools' profile
- Create .env.example with all configuration variables
- Update README.md with Docker setup documentation

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 17:03:08 -05:00
Patrick Selamy 131dfed3b4 Merge pull request #45 from pselamy/fix/16
feat: implement SniperDetector with DBSCAN clustering (#16)
2026-01-04 17:00:18 -05:00
Patrick Selamy 96e471882a feat: implement SniperDetector with DBSCAN clustering (#16)
Add sniper cluster detection system that identifies wallets exhibiting
coordinated "sniper" behavior - consistently entering markets within
minutes of their creation.

Key features:
- SniperDetector class using DBSCAN clustering algorithm
- Tracks wallet entries across markets with timing analysis
- Feature vector: market hash, entry delta, log position size
- Identifies clusters of wallets with similar timing patterns
- Generates SniperClusterSignal for detected cluster members
- Configurable entry threshold (default 5 minutes), cluster size, DBSCAN params
- Confidence scoring based on cluster size, entry speed, market overlap

Also adds:
- SniperClusterSignal model to detector/models.py
- scikit-learn and numpy dependencies for ML clustering
- 27 comprehensive tests covering clustering logic and edge cases

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:59:53 -05:00
Patrick Selamy c100bbfdfb Merge pull request #44 from pselamy/fix/10
feat: implement FundingTracer for wallet funding source analysis (#10)
2026-01-04 16:52:24 -05:00
Patrick Selamy b9c0d8304f feat: implement FundingTracer for wallet funding source analysis (#10)
Add FundingTracer class that traces USDC transfers backwards from a target
wallet to identify funding sources. Key features:

- Traces funding chain up to configurable max hops (default 3)
- Identifies terminal entities (CEX hot wallets, bridges) using EntityRegistry
- Parses ERC20 Transfer event logs from Polygon blockchain
- Calculates suspiciousness scores based on funding patterns
- Supports batch tracing multiple addresses concurrently

Also adds FundingTransfer and FundingChain dataclasses to models.py
for representing funding chain data.

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:51:57 -05:00
Patrick Selamy c68a6cc32d Merge pull request #43 from pselamy/fix/12
feat: add known entity registry for CEX and bridge detection (#12)
2026-01-04 16:43:29 -05:00
Patrick Selamy 0c4d2bebea feat: add known entity registry for CEX and bridge detection (#12)
- Add EntityType enum for classifying blockchain entities
- Add entity_data.py with Polygon CEX hot wallets, bridges, DEX contracts
- Add EntityRegistry class with classify/is_terminal methods
- Support custom entity additions and overrides
- Include 49 comprehensive unit tests

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:43:03 -05:00
Patrick Selamy 4111d1ee00 Merge pull request #42 from pselamy/fix/11
feat: add wallet profile database schema and repositories (#11)
2026-01-04 16:38:10 -05:00
Patrick Selamy 0003d228e5 feat: add wallet profile database schema and repositories (#11)
- Add SQLAlchemy models for wallet profiles, funding transfers, and relationships
- Add WalletRepository, FundingRepository, RelationshipRepository with async support
- Add DatabaseManager for connection and session management
- Add Alembic migration for initial schema
- Include comprehensive test suite with 21 tests using in-memory SQLite

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:37:40 -05:00
Patrick Selamy 656bd6469c Merge pull request #41 from pselamy/fix/22
feat: add alert history storage and deduplication (#22)
2026-01-04 16:30:02 -05:00
Patrick Selamy 87f51a9c32 feat: add alert history storage and deduplication (#22)
- Add AlertHistory class for Redis-based alert tracking
- Add AlertRecord dataclass for serialization/deserialization
- Implement deduplication by wallet/market/hour combination
- Add time-based indexes for efficient querying
- Support user feedback tracking on alerts
- Include cleanup of old alerts beyond retention period

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:29:19 -05:00
Patrick Selamy 6f60e2fb6d Merge pull request #40 from pselamy/fix/21
feat: add Discord and Telegram webhook dispatcher
2026-01-04 16:22:27 -05:00
Patrick Selamy b0314fee57 feat: add Discord and Telegram webhook dispatcher (#21)
Implements AlertDispatcher with multi-channel delivery support:
- DiscordChannel using webhook URL with embed formatting
- TelegramChannel using Bot API with MarkdownV2
- Rate limiting per channel (configurable)
- Circuit breaker pattern for failing channels
- Async delivery with retry and exponential backoff
- 23 comprehensive tests

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:22:01 -05:00
Patrick Selamy f91dbb6b6d Merge pull request #39 from pselamy/fix/20
feat: add alert message formatter with multi-channel support
2026-01-04 16:16:23 -05:00
Patrick Selamy ccae51c466 feat: add alert message formatter with multi-channel support (#20)
Implements AlertFormatter class that transforms RiskAssessment objects
into formatted messages for Discord (embeds), Telegram (markdown), and
plain text channels. Includes FormattedAlert dataclass, helper functions
for address truncation and risk level display, and comprehensive tests.

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:15:49 -05:00
Patrick Selamy 4acc7916dd Merge pull request #38 from pselamy/fix/18
feat(detector): add composite risk scorer for signal aggregation (#18)
2026-01-04 16:07:16 -05:00
Patrick Selamy 4981277eef feat(detector): add composite risk scorer for signal aggregation (#18)
Implement RiskScorer that combines signals from multiple detectors into
a unified risk assessment with weighted scoring and deduplication.

Features:
- SignalBundle for collecting signals for a single trade
- RiskAssessment dataclass with complete scoring metadata
- Configurable weights for each signal type
- Multi-signal bonus (1.2x for 2 signals, 1.3x for 3+)
- Redis-based deduplication (1 hour window by default)
- Alert threshold configuration (default: 0.6)
- Batch assessment for processing multiple trades
- A/B testing support via dynamic weight updates

Default weights:
- fresh_wallet: 0.40
- size_anomaly: 0.35
- niche_market: 0.25

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 16:06:47 -05:00
Patrick Selamy d5e04593f1 Merge pull request #37 from pselamy/fix/15
feat(detector): add position size anomaly detection (#15)
2026-01-04 15:59:14 -05:00
Patrick Selamy a0bec521b6 feat(detector): add position size anomaly detection (#15)
Implement SizeAnomalyDetector for identifying trades with unusually
large position sizes relative to market liquidity.

Features:
- Volume impact analysis (trade size / 24h volume)
- Order book impact analysis (trade size / book depth)
- Niche market detection using category heuristics
- Confidence scoring with configurable thresholds
- Batch analysis for processing multiple trades

The detector gracefully handles missing volume/book data by falling
back to category-based heuristics for identifying niche markets
where large trades are more significant.

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 15:58:27 -05:00
Patrick Selamy 89bf80e3d8 Merge pull request #36 from pselamy/fix/14
feat: implement fresh wallet detection algorithm (#14)
2026-01-04 15:51:03 -05:00
Patrick Selamy 78243a6fb8 feat: implement fresh wallet detection algorithm (#14)
Add FreshWalletDetector class that identifies trades from fresh wallets
and generates alert signals with confidence scores.

Features:
- FreshWalletSignal dataclass with trade/wallet data and confidence
- Configurable thresholds for nonce, age, and minimum trade size
- Confidence scoring based on wallet freshness and trade characteristics
- Batch analysis support with parallel processing
- Integration with WalletAnalyzer from profiler module

Confidence scoring:
- Base: 0.5 (fresh wallet detected)
- +0.2 if nonce == 0 (brand new)
- +0.1 if age < 2 hours (very young)
- +0.1 if trade size > $10,000 (large trade)

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 15:49:52 -05:00
Patrick Selamy cda3200987 Merge pull request #35 from pselamy/fix/9
feat: implement wallet age analyzer with fresh wallet detection (#9)
2026-01-04 15:42:11 -05:00
Patrick Selamy b81ac7c29f feat: implement wallet age analyzer with fresh wallet detection (#9)
## Summary
- Add WalletAnalyzer class for detecting fresh/suspicious wallets
- Add WalletProfile dataclass with freshness scoring
- Comprehensive test coverage (31 new tests, 82 total)

## Features
- Fresh wallet detection based on nonce threshold (default <5)
- Wallet age calculation from first transaction
- USDC balance tracking on Polygon
- Freshness score (0-1) combining nonce and age factors
- Result caching with configurable TTL
- Batch analysis support for multiple wallets

## Usage
```python
analyzer = WalletAnalyzer(polygon_client, redis=redis)

# Full analysis
profile = await analyzer.analyze("0x...")
print(f"Fresh: {profile.is_fresh}, Score: {profile.freshness_score}")

# Quick check
is_fresh = await analyzer.is_fresh("0x...")

# Batch analysis
fresh_wallets = await analyzer.get_fresh_wallets(addresses)
```

## Test plan
- [x] All 82 profiler tests pass
- [x] Ruff lint passes
- [x] Mypy type check passes

Closes #9

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 15:41:34 -05:00
Patrick Selamy 9c13e4ca07 Merge pull request #34 from pselamy/fix/8
feat: implement Polygon RPC client with caching and rate limiting (#8)
2026-01-04 15:34:29 -05:00
Patrick Selamy 7eee2a3b24 feat: implement Polygon RPC client with caching and rate limiting (#8)
## Summary
- Add PolygonClient for blockchain data queries with rate limiting, retry logic, and Redis caching
- Implement Transaction and WalletInfo data models with unit conversions
- Add comprehensive test coverage (51 tests)

## Features
- Token bucket rate limiter to respect RPC provider limits
- Exponential backoff retry logic with configurable attempts
- Automatic failover to secondary RPC URL
- Redis caching with configurable TTL
- Methods: get_transaction_count, get_balance, get_token_balance, get_block, get_wallet_info

## Test plan
- [x] All 51 profiler tests pass
- [x] Ruff lint passes
- [x] Mypy type check passes

Closes #8

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 15:33:49 -05:00
Patrick Selamy 0293610b23 Merge pull request #33 from pselamy/fix/6
feat: add connection health monitor with metrics (#6)
2026-01-04 15:22:57 -05:00
Patrick Selamy 7d32135bb9 feat: add connection health monitor with metrics (#6)
Implements the HealthMonitor class for tracking connection health:
- Tracks connection states per stream (active, stale, disconnected)
- Records events and calculates throughput (events/second)
- Detects stale streams (no events for configurable threshold)
- Exposes Prometheus-compatible metrics endpoint (/metrics)
- Provides HTTP health endpoints (/health, /ready, /live)

Exports: HealthMonitor, HealthReport, HealthStatus, StreamHealth, StreamStatus

Tests: 47 comprehensive unit tests covering all functionality

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 15:22:10 -05:00
Patrick Selamy 3bf8e228b8 Merge pull request #32 from pselamy/fix/5
feat: add Redis Streams event publisher for trade events (#5)
2026-01-04 15:05:11 -05:00
Patrick Selamy 2eabbad738 feat: add Redis Streams event publisher for trade events (#5)
Implement EventPublisher class for publishing trade events to Redis
Streams, enabling decoupled downstream processing. Key features:

- EventPublisher wrapping Redis Streams XADD/XREADGROUP commands
- Single and batch publishing with configurable max stream length
- Consumer group management (create/ensure)
- Event reading with pending entry recovery
- Acknowledgment helpers for exactly-once semantics
- Stream info and trimming utilities
- Full TradeEvent serialization/deserialization

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 15:04:34 -05:00
Patrick Selamy f07f6f17ca Merge pull request #31 from pselamy/fix/4
feat: add market metadata synchronizer with Redis caching (#4)
2026-01-04 14:57:36 -05:00
Patrick Selamy 8db2516001 feat: add market metadata synchronizer with Redis caching (#4)
Implement MarketMetadataSync class for background synchronization of
market metadata with Redis-based caching. Key features:

- MarketMetadata dataclass with derived category field
- Automatic category derivation from market title (politics, crypto,
  sports, entertainment, finance, tech, science, other)
- Background sync loop with configurable interval (default: 5 min)
- Redis caching with TTL-based expiration (default: 10 min)
- Cache-first lookups via get_market() method
- State management with callbacks for monitoring
- Comprehensive test suite (29 tests)

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 14:56:39 -05:00
Patrick Selamy 20d272b6c3 Merge pull request #30 from pselamy/fix/3
feat: implement WebSocket trade stream handler (#3)
2026-01-04 14:47:14 -05:00
Patrick Selamy 85010a3ea5 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

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Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-04 14:46:38 -05:00