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.
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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)
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
## 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🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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)
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- 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>
- Add ClobClient class wrapping py-clob-client library
- Implement rate limiting (10 requests/second) with token bucket
- Add retry logic with exponential backoff (3 retries)
- Load API key from POLYMARKET_API_KEY environment variable
- Create Market, Orderbook, Token dataclass models
- Add comprehensive unit tests with mocked responses
Acceptance Criteria:
- [x] ClobClient class that wraps py-clob-client
- [x] Loads POLYMARKET_API_KEY from environment
- [x] Implements get_markets() returning all active markets
- [x] Implements get_market(market_id) returning market details
- [x] Implements get_orderbook(market_id) returning current book
- [x] Rate limiting: max 10 requests/second with automatic throttling
- [x] Retry logic: 3 retries with exponential backoff on errors
- [x] Unit tests with mocked responses
- [x] Type hints for all public methods
Closes#2🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- Add pyproject.toml with core and dev dependencies
- Configure Ruff for linting and formatting
- Configure MyPy for strict type checking
- Configure pytest with asyncio support
- Create src/polymarket_insider_tracker package structure
- Add py.typed marker for PEP 561 compliance
- Add pre-commit hooks configuration
- Add comprehensive .gitignore
- Create test directory structure with basic tests
Closes#25🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
