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+2
-2
@@ -6,12 +6,12 @@ POSTGRES_USER=tracker
|
||||
POSTGRES_PASSWORD=dev_password
|
||||
|
||||
# Constructed database URL (for application use)
|
||||
DATABASE_URL=postgresql://${POSTGRES_USER}:${POSTGRES_PASSWORD}@${POSTGRES_HOST}:${POSTGRES_PORT}/${POSTGRES_DB}
|
||||
DATABASE_URL=postgresql://tracker:dev_password@localhost:5432/polymarket_tracker
|
||||
|
||||
# Redis Configuration
|
||||
REDIS_HOST=localhost
|
||||
REDIS_PORT=6379
|
||||
REDIS_URL=redis://${REDIS_HOST}:${REDIS_PORT}
|
||||
REDIS_URL=redis://localhost:6379
|
||||
|
||||
# Optional: Development tool ports
|
||||
ADMINER_PORT=8080
|
||||
|
||||
@@ -0,0 +1,98 @@
|
||||
name: CI
|
||||
|
||||
on:
|
||||
push:
|
||||
branches: [main]
|
||||
pull_request:
|
||||
branches: [main]
|
||||
|
||||
jobs:
|
||||
lint:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.11"
|
||||
cache: "pip"
|
||||
|
||||
- name: Install dependencies
|
||||
run: pip install -e ".[dev]"
|
||||
|
||||
- name: Lint with ruff
|
||||
run: ruff check src/ tests/
|
||||
|
||||
- name: Check formatting with ruff
|
||||
run: ruff format --check src/ tests/
|
||||
|
||||
type-check:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.11"
|
||||
cache: "pip"
|
||||
|
||||
- name: Install dependencies
|
||||
run: pip install -e ".[dev]"
|
||||
|
||||
- name: Type check with mypy
|
||||
# TODO: Remove continue-on-error after fixing #48
|
||||
continue-on-error: true
|
||||
run: mypy src/
|
||||
|
||||
test:
|
||||
runs-on: ubuntu-latest
|
||||
|
||||
services:
|
||||
postgres:
|
||||
image: postgres:15
|
||||
env:
|
||||
POSTGRES_DB: test_db
|
||||
POSTGRES_USER: test
|
||||
POSTGRES_PASSWORD: test
|
||||
ports:
|
||||
- "5432:5432"
|
||||
options: >-
|
||||
--health-cmd pg_isready
|
||||
--health-interval 10s
|
||||
--health-timeout 5s
|
||||
--health-retries 5
|
||||
|
||||
redis:
|
||||
image: redis:7
|
||||
ports:
|
||||
- "6379:6379"
|
||||
options: >-
|
||||
--health-cmd "redis-cli ping"
|
||||
--health-interval 10s
|
||||
--health-timeout 5s
|
||||
--health-retries 5
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.11"
|
||||
cache: "pip"
|
||||
|
||||
- name: Install dependencies
|
||||
run: pip install -e ".[dev]"
|
||||
|
||||
- name: Run tests with coverage
|
||||
run: pytest --cov=src --cov-report=xml --cov-report=term-missing
|
||||
env:
|
||||
DATABASE_URL: postgresql://test:test@localhost:5432/test_db
|
||||
REDIS_URL: redis://localhost:6379
|
||||
|
||||
- name: Upload coverage to Codecov
|
||||
uses: codecov/codecov-action@v4
|
||||
with:
|
||||
files: ./coverage.xml
|
||||
fail_ci_if_error: false
|
||||
env:
|
||||
CODECOV_TOKEN: ${{ secrets.CODECOV_TOKEN }}
|
||||
@@ -0,0 +1,29 @@
|
||||
# Changelog
|
||||
|
||||
All notable changes to this project are documented in this file.
|
||||
The format is loosely based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/).
|
||||
|
||||
## [Unreleased]
|
||||
|
||||
### Added
|
||||
- **Risk-assessment persistence**: every signal-bearing trade now writes a row
|
||||
to the new `risk_assessments` table, regardless of whether the assessment
|
||||
meets the alert threshold. This is the ground-truth log future backtests will
|
||||
read instead of grepping `alerts.log` / `journalctl`.
|
||||
- Pipeline: `Pipeline._score_and_alert` calls `Pipeline._persist_assessment`
|
||||
for every assessment; failures are caught and never block alert dispatch.
|
||||
- Storage: new `RiskAssessmentModel`, `RiskAssessmentDTO`, and
|
||||
`RiskAssessmentRepository` (alembic migration shipped previously).
|
||||
- Config: `DETECTOR_PERSIST_ASSESSMENTS` env var (default `true`) controls
|
||||
the write path so it can be disabled without code changes.
|
||||
- Tests: `tests/test_persist_assessment.py` covers (a) sub-threshold rows are
|
||||
persisted with `should_alert=False` and dispatch is skipped, and (b) DB
|
||||
failures during persistence do not block dispatching.
|
||||
|
||||
### Changed
|
||||
- Alert threshold (`DETECTOR_ALERT_THRESHOLD`) is now fully env-driven; the
|
||||
legacy hard-coded `0.6` default has been raised to `0.80` for production.
|
||||
|
||||
### Notes
|
||||
- Backtest scripts can now source data from `risk_assessments` directly. The
|
||||
`alerts.log` parsing path remains for one release as a fallback.
|
||||
@@ -0,0 +1,21 @@
|
||||
MIT License
|
||||
|
||||
Copyright (c) 2026 Patrick Selamy
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software without restriction, including without limitation the rights
|
||||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
copies of the Software, and to permit persons to whom the Software is
|
||||
furnished to do so, subject to the following conditions:
|
||||
|
||||
The above copyright notice and this permission notice shall be included in all
|
||||
copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
SOFTWARE.
|
||||
@@ -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
|
||||
@@ -99,207 +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
|
||||
pip install -e .
|
||||
|
||||
# Run database migrations
|
||||
alembic upgrade head
|
||||
|
||||
# Run the tracker
|
||||
python -m src.main
|
||||
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/
|
||||
│ ├── ingestor/ # Real-time market data ingestion
|
||||
│ │ ├── clob_client.py # Polymarket CLOB API wrapper
|
||||
│ │ └── websocket.py # WebSocket event handler
|
||||
│ ├── profiler/ # Wallet analysis
|
||||
│ │ ├── analyzer.py # Core wallet profiling logic
|
||||
│ │ ├── chain.py # Polygon blockchain client
|
||||
│ │ └── funding.py # Funding chain tracer
|
||||
│ ├── detector/ # Anomaly detection engines
|
||||
│ │ ├── fresh_wallet.py
|
||||
│ │ ├── size_anomaly.py
|
||||
│ │ ├── sniper.py # DBSCAN clustering
|
||||
│ │ └── scorer.py # Composite risk scoring
|
||||
│ ├── alerter/ # Notification dispatch
|
||||
│ │ ├── formatter.py # Alert message formatting
|
||||
│ │ └── dispatcher.py # Multi-channel delivery
|
||||
│ └── storage/ # Persistence layer
|
||||
│ ├── models.py # SQLAlchemy models
|
||||
│ └── repos.py # Repository pattern
|
||||
├── 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
|
||||
pip install -e ".[dev]"
|
||||
|
||||
# Run tests
|
||||
pytest
|
||||
|
||||
# Run linting
|
||||
ruff check src/
|
||||
|
||||
# Run type checking
|
||||
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.).
|
||||
|
||||
---
|
||||
|
||||
@@ -312,20 +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.
|
||||
|
||||
+1
-1
@@ -19,7 +19,7 @@ if config.config_file_name is not None:
|
||||
target_metadata = Base.metadata
|
||||
|
||||
# Get database URL from environment variable or config
|
||||
database_url = os.environ.get("SQLALCHEMY_DATABASE_URL")
|
||||
database_url = os.environ.get("DATABASE_URL")
|
||||
if database_url:
|
||||
config.set_main_option("sqlalchemy.url", database_url)
|
||||
|
||||
|
||||
@@ -5,16 +5,16 @@ Revises:
|
||||
Create Date: 2026-01-04 00:00:00.000000+00:00
|
||||
"""
|
||||
|
||||
from typing import Sequence, Union
|
||||
from collections.abc import Sequence
|
||||
|
||||
import sqlalchemy as sa
|
||||
from alembic import op
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = "001_initial"
|
||||
down_revision: Union[str, None] = None
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
down_revision: str | None = None
|
||||
branch_labels: str | Sequence[str] | None = None
|
||||
depends_on: str | Sequence[str] | None = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
|
||||
@@ -0,0 +1,64 @@
|
||||
"""Risk assessment persistence layer.
|
||||
|
||||
Adds the `risk_assessments` table — one row per signal-bearing trade —
|
||||
so future backtests can rebuild ground truth without grepping the
|
||||
systemd log or hammering the public data-api.
|
||||
|
||||
Revision ID: 002_risk_assessments
|
||||
Revises: 001_initial
|
||||
Create Date: 2026-05-22 11:30:00.000000+00:00
|
||||
"""
|
||||
|
||||
from collections.abc import Sequence
|
||||
|
||||
import sqlalchemy as sa
|
||||
from alembic import op
|
||||
|
||||
revision: str = "002_risk_assessments"
|
||||
down_revision: str | None = "001_initial"
|
||||
branch_labels: str | Sequence[str] | None = None
|
||||
depends_on: str | Sequence[str] | None = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
op.create_table(
|
||||
"risk_assessments",
|
||||
sa.Column("id", sa.Integer(), autoincrement=True, nullable=False),
|
||||
sa.Column("assessment_id", sa.String(36), nullable=False),
|
||||
sa.Column("trade_id", sa.String(80), nullable=False),
|
||||
sa.Column("wallet_address", sa.String(42), nullable=False),
|
||||
sa.Column("market_id", sa.String(80), nullable=False),
|
||||
sa.Column("asset_id", sa.String(80), nullable=True),
|
||||
sa.Column("side", sa.String(8), nullable=False),
|
||||
sa.Column("outcome", sa.String(120), nullable=True),
|
||||
sa.Column("outcome_index", sa.Integer(), nullable=True),
|
||||
sa.Column("price", sa.Numeric(10, 6), nullable=False),
|
||||
sa.Column("size", sa.Numeric(20, 6), nullable=False),
|
||||
sa.Column("notional_usdc", sa.Numeric(20, 6), nullable=False),
|
||||
sa.Column("trade_timestamp", sa.DateTime(timezone=True), nullable=False),
|
||||
sa.Column("weighted_score", sa.Numeric(4, 3), nullable=False),
|
||||
sa.Column("signals_triggered", sa.Integer(), nullable=False),
|
||||
sa.Column("fresh_wallet_confidence", sa.Numeric(4, 3), nullable=True),
|
||||
sa.Column("size_anomaly_confidence", sa.Numeric(4, 3), nullable=True),
|
||||
sa.Column("is_niche_market", sa.Boolean(), nullable=True),
|
||||
sa.Column("volume_impact", sa.Numeric(8, 4), nullable=True),
|
||||
sa.Column("book_impact", sa.Numeric(8, 4), nullable=True),
|
||||
sa.Column("wallet_age_hours", sa.Numeric(10, 2), nullable=True),
|
||||
sa.Column("should_alert", sa.Boolean(), nullable=False),
|
||||
sa.Column("threshold_at_eval", sa.Numeric(4, 3), nullable=False),
|
||||
sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
|
||||
sa.PrimaryKeyConstraint("id"),
|
||||
sa.UniqueConstraint("assessment_id"),
|
||||
)
|
||||
op.create_index("idx_risk_assessments_wallet", "risk_assessments", ["wallet_address"])
|
||||
op.create_index("idx_risk_assessments_market", "risk_assessments", ["market_id"])
|
||||
op.create_index("idx_risk_assessments_trade_ts", "risk_assessments", ["trade_timestamp"])
|
||||
op.create_index("idx_risk_assessments_score", "risk_assessments", ["weighted_score"])
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
op.drop_index("idx_risk_assessments_score", table_name="risk_assessments")
|
||||
op.drop_index("idx_risk_assessments_trade_ts", table_name="risk_assessments")
|
||||
op.drop_index("idx_risk_assessments_market", table_name="risk_assessments")
|
||||
op.drop_index("idx_risk_assessments_wallet", table_name="risk_assessments")
|
||||
op.drop_table("risk_assessments")
|
||||
+14
@@ -0,0 +1,14 @@
|
||||
"""Pytest configuration for the polymarket-insider-tracker tests."""
|
||||
|
||||
import pytest
|
||||
|
||||
# Configure pytest-asyncio
|
||||
pytest_plugins = ["pytest_asyncio"]
|
||||
|
||||
|
||||
@pytest.fixture(scope="session")
|
||||
def event_loop_policy():
|
||||
"""Use default event loop policy."""
|
||||
import asyncio
|
||||
|
||||
return asyncio.DefaultEventLoopPolicy()
|
||||
@@ -1,5 +1,3 @@
|
||||
version: "3.8"
|
||||
|
||||
services:
|
||||
postgres:
|
||||
image: postgres:15
|
||||
|
||||
@@ -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
|
||||
+3
-1
@@ -12,6 +12,7 @@ dependencies = [
|
||||
"sqlalchemy>=2.0.0",
|
||||
"alembic>=1.13.0",
|
||||
"pydantic>=2.0.0",
|
||||
"pydantic-settings>=2.0.0",
|
||||
"python-dotenv>=1.0.0",
|
||||
"websockets>=12.0",
|
||||
"prometheus-client>=0.19.0",
|
||||
@@ -28,6 +29,7 @@ dev = [
|
||||
"ruff>=0.1.0",
|
||||
"mypy>=1.7.0",
|
||||
"pre-commit>=3.0.0",
|
||||
"aiosqlite>=0.19.0",
|
||||
]
|
||||
|
||||
[build-system]
|
||||
@@ -76,7 +78,7 @@ warn_unused_configs = true
|
||||
plugins = ["pydantic.mypy"]
|
||||
|
||||
[[tool.mypy.overrides]]
|
||||
module = ["py_clob_client.*", "web3.*", "redis.*"]
|
||||
module = ["py_clob_client.*", "web3.*", "redis.*", "sklearn.*", "prometheus_client.*"]
|
||||
ignore_missing_imports = true
|
||||
|
||||
[tool.pytest.ini_options]
|
||||
|
||||
@@ -0,0 +1,302 @@
|
||||
"""CLI entry point for Polymarket Insider Tracker.
|
||||
|
||||
This module provides the main entry point for running the tracker
|
||||
from the command line.
|
||||
|
||||
Usage:
|
||||
python -m polymarket_insider_tracker [options]
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import asyncio
|
||||
import logging
|
||||
import logging.config
|
||||
import sys
|
||||
from typing import NoReturn
|
||||
|
||||
from pydantic import ValidationError
|
||||
|
||||
from polymarket_insider_tracker import __version__
|
||||
from polymarket_insider_tracker.config import Settings, clear_settings_cache, get_settings
|
||||
from polymarket_insider_tracker.pipeline import Pipeline
|
||||
from polymarket_insider_tracker.shutdown import GracefulShutdown
|
||||
|
||||
# Application info
|
||||
APP_NAME = "Polymarket Insider Tracker"
|
||||
APP_VERSION = __version__
|
||||
|
||||
# Exit codes
|
||||
EXIT_SUCCESS = 0
|
||||
EXIT_ERROR = 1
|
||||
EXIT_CONFIG_ERROR = 2
|
||||
EXIT_INTERRUPTED = 130
|
||||
|
||||
|
||||
def create_parser() -> argparse.ArgumentParser:
|
||||
"""Create the argument parser for the CLI.
|
||||
|
||||
Returns:
|
||||
Configured ArgumentParser instance.
|
||||
"""
|
||||
parser = argparse.ArgumentParser(
|
||||
prog="polymarket-insider-tracker",
|
||||
description="Detect insider trading activity on Polymarket prediction markets.",
|
||||
formatter_class=argparse.RawDescriptionHelpFormatter,
|
||||
epilog="""
|
||||
Examples:
|
||||
python -m polymarket_insider_tracker Run full pipeline
|
||||
python -m polymarket_insider_tracker --config-check Validate config and exit
|
||||
python -m polymarket_insider_tracker --dry-run Run without sending alerts
|
||||
python -m polymarket_insider_tracker --log-level DEBUG Enable debug logging
|
||||
""",
|
||||
)
|
||||
|
||||
parser.add_argument(
|
||||
"--version",
|
||||
action="version",
|
||||
version=f"%(prog)s {APP_VERSION}",
|
||||
)
|
||||
|
||||
parser.add_argument(
|
||||
"--config-check",
|
||||
action="store_true",
|
||||
help="Validate configuration and exit without running pipeline",
|
||||
)
|
||||
|
||||
parser.add_argument(
|
||||
"--log-level",
|
||||
choices=["DEBUG", "INFO", "WARNING", "ERROR", "CRITICAL"],
|
||||
default=None,
|
||||
help="Override logging level (default: from settings)",
|
||||
)
|
||||
|
||||
parser.add_argument(
|
||||
"--dry-run",
|
||||
action="store_true",
|
||||
help="Run pipeline but don't send alerts",
|
||||
)
|
||||
|
||||
parser.add_argument(
|
||||
"--health-port",
|
||||
type=int,
|
||||
default=None,
|
||||
help="Override health check port (default: from settings)",
|
||||
)
|
||||
|
||||
return parser
|
||||
|
||||
|
||||
def configure_logging(level: str) -> None:
|
||||
"""Configure structured logging for the application.
|
||||
|
||||
Args:
|
||||
level: Logging level string (DEBUG, INFO, etc.)
|
||||
"""
|
||||
config = {
|
||||
"version": 1,
|
||||
"disable_existing_loggers": False,
|
||||
"formatters": {
|
||||
"standard": {
|
||||
"format": "%(asctime)s [%(levelname)s] %(name)s: %(message)s",
|
||||
"datefmt": "%Y-%m-%d %H:%M:%S",
|
||||
},
|
||||
"detailed": {
|
||||
"format": (
|
||||
"%(asctime)s [%(levelname)s] %(name)s (%(filename)s:%(lineno)d): %(message)s"
|
||||
),
|
||||
"datefmt": "%Y-%m-%d %H:%M:%S",
|
||||
},
|
||||
},
|
||||
"handlers": {
|
||||
"console": {
|
||||
"class": "logging.StreamHandler",
|
||||
"level": level,
|
||||
"formatter": "detailed" if level == "DEBUG" else "standard",
|
||||
"stream": "ext://sys.stdout",
|
||||
},
|
||||
},
|
||||
"root": {
|
||||
"level": level,
|
||||
"handlers": ["console"],
|
||||
},
|
||||
# Quieter logging for noisy libraries
|
||||
"loggers": {
|
||||
"httpx": {"level": "WARNING"},
|
||||
"httpcore": {"level": "WARNING"},
|
||||
"websockets": {"level": "WARNING"},
|
||||
"web3": {"level": "WARNING"},
|
||||
"urllib3": {"level": "WARNING"},
|
||||
},
|
||||
}
|
||||
logging.config.dictConfig(config)
|
||||
|
||||
|
||||
def print_banner() -> None:
|
||||
"""Print the application startup banner."""
|
||||
banner = f"""
|
||||
╔══════════════════════════════════════════════════════════════╗
|
||||
║ ║
|
||||
║ {APP_NAME:^56} ║
|
||||
║ {"v" + APP_VERSION:^56} ║
|
||||
║ ║
|
||||
╚══════════════════════════════════════════════════════════════╝
|
||||
"""
|
||||
print(banner)
|
||||
|
||||
|
||||
def print_config_summary(settings: Settings, dry_run: bool) -> None:
|
||||
"""Print a summary of the configuration.
|
||||
|
||||
Args:
|
||||
settings: Application settings.
|
||||
dry_run: Whether dry-run mode is enabled.
|
||||
"""
|
||||
summary = settings.redacted_summary()
|
||||
print("Configuration:")
|
||||
print(f" Database: {summary['database_url']}")
|
||||
print(f" Redis: {summary['redis_url']}")
|
||||
print(f" Log Level: {summary['log_level']}")
|
||||
print(f" Health Port: {summary['health_port']}")
|
||||
print(f" Dry Run: {dry_run}")
|
||||
print(f" Discord: {'enabled' if summary['discord_enabled'] == 'True' else 'disabled'}")
|
||||
print(f" Telegram: {'enabled' if summary['telegram_enabled'] == 'True' else 'disabled'}")
|
||||
print()
|
||||
|
||||
|
||||
def validate_config() -> Settings | None:
|
||||
"""Validate and load configuration.
|
||||
|
||||
Returns:
|
||||
Settings instance if valid, None if invalid.
|
||||
"""
|
||||
try:
|
||||
# Clear cache to force reload
|
||||
clear_settings_cache()
|
||||
return get_settings()
|
||||
except ValidationError as e:
|
||||
print("Configuration validation failed:", file=sys.stderr)
|
||||
for error in e.errors():
|
||||
field = ".".join(str(loc) for loc in error["loc"])
|
||||
msg = error["msg"]
|
||||
print(f" {field}: {msg}", file=sys.stderr)
|
||||
return None
|
||||
|
||||
|
||||
def run_config_check(settings: Settings) -> int:
|
||||
"""Run configuration check and exit.
|
||||
|
||||
Args:
|
||||
settings: Validated settings.
|
||||
|
||||
Returns:
|
||||
Exit code (0 for success).
|
||||
"""
|
||||
print("Configuration is valid!")
|
||||
print()
|
||||
print_config_summary(settings, dry_run=False)
|
||||
|
||||
# Test component availability
|
||||
print("Checking component availability...")
|
||||
|
||||
# Check Discord
|
||||
if settings.discord.enabled:
|
||||
print(" Discord: configured")
|
||||
else:
|
||||
print(" Discord: not configured")
|
||||
|
||||
# Check Telegram
|
||||
if settings.telegram.enabled:
|
||||
print(" Telegram: configured")
|
||||
else:
|
||||
print(" Telegram: not configured")
|
||||
|
||||
print()
|
||||
print("All checks passed. Ready to run.")
|
||||
return EXIT_SUCCESS
|
||||
|
||||
|
||||
async def run_pipeline(
|
||||
settings: Settings,
|
||||
dry_run: bool,
|
||||
shutdown_timeout: float = 30.0,
|
||||
) -> int:
|
||||
"""Run the main pipeline with graceful shutdown handling.
|
||||
|
||||
Args:
|
||||
settings: Application settings.
|
||||
dry_run: Whether to skip sending alerts.
|
||||
shutdown_timeout: Maximum time to wait for graceful shutdown.
|
||||
|
||||
Returns:
|
||||
Exit code.
|
||||
"""
|
||||
logger = logging.getLogger(__name__)
|
||||
shutdown = GracefulShutdown(timeout=shutdown_timeout)
|
||||
|
||||
try:
|
||||
async with shutdown:
|
||||
pipeline = Pipeline(settings, dry_run=dry_run)
|
||||
|
||||
# Register pipeline cleanup
|
||||
shutdown.register_cleanup(pipeline.stop)
|
||||
|
||||
logger.info("Starting pipeline...")
|
||||
await pipeline.start()
|
||||
|
||||
logger.info("Pipeline running. Press Ctrl+C to stop.")
|
||||
|
||||
# Wait for shutdown signal
|
||||
await shutdown.wait()
|
||||
|
||||
logger.info("Shutdown signal received, stopping pipeline...")
|
||||
await pipeline.stop()
|
||||
|
||||
return EXIT_SUCCESS
|
||||
except KeyboardInterrupt:
|
||||
logger.info("Interrupted by user")
|
||||
return EXIT_INTERRUPTED
|
||||
except Exception as e:
|
||||
logger.exception("Pipeline failed: %s", e)
|
||||
return EXIT_ERROR
|
||||
|
||||
|
||||
def main(argv: list[str] | None = None) -> NoReturn:
|
||||
"""Main entry point for the CLI.
|
||||
|
||||
Args:
|
||||
argv: Command line arguments (defaults to sys.argv[1:]).
|
||||
"""
|
||||
parser = create_parser()
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
# Validate configuration first
|
||||
settings = validate_config()
|
||||
if settings is None:
|
||||
sys.exit(EXIT_CONFIG_ERROR)
|
||||
|
||||
# Determine effective log level
|
||||
log_level = args.log_level or settings.log_level
|
||||
configure_logging(log_level)
|
||||
|
||||
# Print banner
|
||||
print_banner()
|
||||
|
||||
# Config check mode
|
||||
if args.config_check:
|
||||
sys.exit(run_config_check(settings))
|
||||
|
||||
# Determine dry-run mode
|
||||
dry_run = args.dry_run or settings.dry_run
|
||||
|
||||
# Print config summary
|
||||
print_config_summary(settings, dry_run)
|
||||
|
||||
# Run pipeline
|
||||
exit_code = asyncio.run(run_pipeline(settings, dry_run))
|
||||
sys.exit(exit_code)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -100,9 +100,7 @@ class DiscordChannel:
|
||||
await asyncio.sleep(retry_after)
|
||||
continue
|
||||
|
||||
logger.error(
|
||||
f"Discord webhook failed: {response.status_code} {response.text}"
|
||||
)
|
||||
logger.error(f"Discord webhook failed: {response.status_code} {response.text}")
|
||||
|
||||
except httpx.TimeoutException:
|
||||
logger.warning(f"Discord webhook timeout (attempt {attempt + 1})")
|
||||
|
||||
@@ -101,8 +101,7 @@ class AlertDispatcher:
|
||||
):
|
||||
# Allow half-open attempt
|
||||
logger.info(
|
||||
f"Circuit half-open for {channel_name}, "
|
||||
f"attempt {state.half_open_attempts + 1}"
|
||||
f"Circuit half-open for {channel_name}, attempt {state.half_open_attempts + 1}"
|
||||
)
|
||||
return True
|
||||
|
||||
@@ -130,8 +129,7 @@ class AlertDispatcher:
|
||||
# Open the circuit
|
||||
state.is_open = True
|
||||
logger.warning(
|
||||
f"Circuit opened for {channel_name} after "
|
||||
f"{state.failure_count} failures"
|
||||
f"Circuit opened for {channel_name} after {state.failure_count} failures"
|
||||
)
|
||||
|
||||
async def _send_to_channel(
|
||||
@@ -184,15 +182,11 @@ class AlertDispatcher:
|
||||
channel_results=channel_results,
|
||||
)
|
||||
|
||||
logger.info(
|
||||
f"Dispatch complete: {success_count}/{len(channel_results)} succeeded"
|
||||
)
|
||||
logger.info(f"Dispatch complete: {success_count}/{len(channel_results)} succeeded")
|
||||
|
||||
return result
|
||||
|
||||
async def dispatch_batch(
|
||||
self, alerts: list[FormattedAlert]
|
||||
) -> list[DispatchResult]:
|
||||
async def dispatch_batch(self, alerts: list[FormattedAlert]) -> list[DispatchResult]:
|
||||
"""Dispatch multiple alerts sequentially.
|
||||
|
||||
Args:
|
||||
@@ -215,9 +209,7 @@ class AlertDispatcher:
|
||||
"failure_count": state.failure_count,
|
||||
"half_open_attempts": state.half_open_attempts,
|
||||
"last_failure": (
|
||||
state.last_failure_time.isoformat()
|
||||
if state.last_failure_time
|
||||
else None
|
||||
state.last_failure_time.isoformat() if state.last_failure_time else None
|
||||
),
|
||||
}
|
||||
for name, state in self._circuit_state.items()
|
||||
|
||||
@@ -30,7 +30,7 @@ def truncate_address(address: str, chars: int = 4) -> str:
|
||||
"""Truncate an Ethereum address to 0x1234...5678 format."""
|
||||
if len(address) < chars * 2 + 4:
|
||||
return address
|
||||
return f"{address[:chars+2]}...{address[-chars:]}"
|
||||
return f"{address[: chars + 2]}...{address[-chars:]}"
|
||||
|
||||
|
||||
def format_usdc(amount: Decimal) -> str:
|
||||
@@ -117,9 +117,7 @@ class AlertFormatter:
|
||||
telegram_md = self._build_telegram_markdown(
|
||||
assessment, wallet_short, risk_level, signals, links
|
||||
)
|
||||
plain_text = self._build_plain_text(
|
||||
assessment, wallet_short, risk_level, signals, links
|
||||
)
|
||||
plain_text = self._build_plain_text(assessment, wallet_short, risk_level, signals, links)
|
||||
|
||||
return FormattedAlert(
|
||||
title=title,
|
||||
@@ -192,10 +190,11 @@ class AlertFormatter:
|
||||
wallet_age_str = ""
|
||||
if assessment.fresh_wallet_signal:
|
||||
age_hours = assessment.fresh_wallet_signal.wallet_profile.age_hours
|
||||
if age_hours < 1:
|
||||
wallet_age_str = f" (Age: {int(age_hours * 60)}m)"
|
||||
else:
|
||||
wallet_age_str = f" (Age: {age_hours:.0f}h)"
|
||||
if age_hours is not None:
|
||||
if age_hours < 1:
|
||||
wallet_age_str = f" (Age: {int(age_hours * 60)}m)"
|
||||
else:
|
||||
wallet_age_str = f" (Age: {age_hours:.0f}h)"
|
||||
|
||||
fields: list[dict[str, object]] = [
|
||||
{
|
||||
@@ -226,11 +225,13 @@ class AlertFormatter:
|
||||
|
||||
# Signals (if any)
|
||||
if signals:
|
||||
fields.append({
|
||||
"name": "Signals",
|
||||
"value": ", ".join(signals),
|
||||
"inline": False,
|
||||
})
|
||||
fields.append(
|
||||
{
|
||||
"name": "Signals",
|
||||
"value": ", ".join(signals),
|
||||
"inline": False,
|
||||
}
|
||||
)
|
||||
|
||||
# Add detailed info for detailed verbosity
|
||||
if self.verbosity == "detailed":
|
||||
@@ -244,11 +245,13 @@ class AlertFormatter:
|
||||
confidences.append(f"Size Anomaly: {conf:.0%}")
|
||||
|
||||
if confidences:
|
||||
fields.append({
|
||||
"name": "Confidence",
|
||||
"value": " | ".join(confidences),
|
||||
"inline": False,
|
||||
})
|
||||
fields.append(
|
||||
{
|
||||
"name": "Confidence",
|
||||
"value": " | ".join(confidences),
|
||||
"inline": False,
|
||||
}
|
||||
)
|
||||
|
||||
embed: dict[str, object] = {
|
||||
"title": "🚨 Suspicious Activity Detected",
|
||||
@@ -280,18 +283,21 @@ class AlertFormatter:
|
||||
wallet_line = f"*Wallet:* `{wallet_short}`"
|
||||
if assessment.fresh_wallet_signal:
|
||||
age_hours = assessment.fresh_wallet_signal.wallet_profile.age_hours
|
||||
if age_hours < 1:
|
||||
wallet_line += f" \\(Age: {int(age_hours * 60)}m\\)"
|
||||
else:
|
||||
wallet_line += f" \\(Age: {age_hours:.0f}h\\)"
|
||||
if age_hours is not None:
|
||||
if age_hours < 1:
|
||||
wallet_line += f" \\(Age: {int(age_hours * 60)}m\\)"
|
||||
else:
|
||||
wallet_line += f" \\(Age: {age_hours:.0f}h\\)"
|
||||
lines.append(wallet_line)
|
||||
|
||||
# Risk score
|
||||
lines.append(f"*Risk Score:* {assessment.weighted_score:.2f} \\({risk_level}\\)")
|
||||
# Risk score — every numeric literal here must be escaped because
|
||||
# MarkdownV2 treats `.` as a special character and rejects unescaped
|
||||
# ones with `Bad Request: can't parse entities`.
|
||||
score_str = self._escape_telegram_markdown(f"{assessment.weighted_score:.2f}")
|
||||
lines.append(f"*Risk Score:* {score_str} \\({risk_level}\\)")
|
||||
|
||||
# Market
|
||||
market_title = trade.event_title or trade.market_slug or "Unknown Market"
|
||||
# Escape special Telegram markdown characters
|
||||
market_title_escaped = self._escape_telegram_markdown(market_title)
|
||||
if "market" in links:
|
||||
lines.append(f"*Market:* [{market_title_escaped}]({links['market']})")
|
||||
@@ -299,14 +305,16 @@ class AlertFormatter:
|
||||
lines.append(f"*Market:* {market_title_escaped}")
|
||||
|
||||
# Trade details
|
||||
usdc_value = format_usdc(trade.notional_value).replace("$", "\\$")
|
||||
lines.append(
|
||||
f"*Trade:* {trade.side} {trade.outcome} @ \\${trade.price:.3f} \\| {usdc_value}"
|
||||
)
|
||||
usdc_value = self._escape_telegram_markdown(format_usdc(trade.notional_value))
|
||||
price_str = self._escape_telegram_markdown(f"{trade.price:.3f}")
|
||||
side_escaped = self._escape_telegram_markdown(trade.side)
|
||||
outcome_escaped = self._escape_telegram_markdown(trade.outcome)
|
||||
lines.append(f"*Trade:* {side_escaped} {outcome_escaped} @ \\${price_str} \\| {usdc_value}")
|
||||
|
||||
# Signals
|
||||
if signals:
|
||||
lines.append(f"*Signals:* {', '.join(signals)}")
|
||||
signals_escaped = [self._escape_telegram_markdown(s) for s in signals]
|
||||
lines.append(f"*Signals:* {', '.join(signals_escaped)}")
|
||||
|
||||
# Links
|
||||
lines.append("")
|
||||
@@ -319,7 +327,26 @@ class AlertFormatter:
|
||||
|
||||
def _escape_telegram_markdown(self, text: str) -> str:
|
||||
"""Escape special Telegram MarkdownV2 characters."""
|
||||
special_chars = ["_", "*", "[", "]", "(", ")", "~", "`", ">", "#", "+", "-", "=", "|", "{", "}", ".", "!"]
|
||||
special_chars = [
|
||||
"_",
|
||||
"*",
|
||||
"[",
|
||||
"]",
|
||||
"(",
|
||||
")",
|
||||
"~",
|
||||
"`",
|
||||
">",
|
||||
"#",
|
||||
"+",
|
||||
"-",
|
||||
"=",
|
||||
"|",
|
||||
"{",
|
||||
"}",
|
||||
".",
|
||||
"!",
|
||||
]
|
||||
for char in special_chars:
|
||||
text = text.replace(char, f"\\{char}")
|
||||
return text
|
||||
@@ -345,10 +372,11 @@ class AlertFormatter:
|
||||
wallet_line = f"Wallet: {wallet_short}"
|
||||
if assessment.fresh_wallet_signal:
|
||||
age_hours = assessment.fresh_wallet_signal.wallet_profile.age_hours
|
||||
if age_hours < 1:
|
||||
wallet_line += f" (Age: {int(age_hours * 60)}m)"
|
||||
else:
|
||||
wallet_line += f" (Age: {age_hours:.0f}h)"
|
||||
if age_hours is not None:
|
||||
if age_hours < 1:
|
||||
wallet_line += f" (Age: {int(age_hours * 60)}m)"
|
||||
else:
|
||||
wallet_line += f" (Age: {age_hours:.0f}h)"
|
||||
lines.append(wallet_line)
|
||||
|
||||
# Risk
|
||||
|
||||
@@ -355,16 +355,14 @@ class AlertHistory:
|
||||
end = datetime.now(UTC)
|
||||
start = end - timedelta(hours=hours)
|
||||
|
||||
index_key = (
|
||||
f"{self.KEY_INDEX_WALLET}{wallet}" if wallet else self.KEY_INDEX_TIME
|
||||
)
|
||||
index_key = f"{self.KEY_INDEX_WALLET}{wallet}" if wallet else self.KEY_INDEX_TIME
|
||||
|
||||
count = await self.redis.zcount(
|
||||
index_key,
|
||||
start.timestamp(),
|
||||
end.timestamp(),
|
||||
)
|
||||
return count
|
||||
return int(count)
|
||||
|
||||
async def cleanup_old_alerts(self) -> int:
|
||||
"""Remove alerts older than retention period.
|
||||
@@ -395,4 +393,4 @@ class AlertHistory:
|
||||
# Note: Individual alert records will expire via TTL
|
||||
# Wallet/market indexes will also expire via TTL
|
||||
logger.info(f"Cleaned up {removed} old alert references")
|
||||
return removed
|
||||
return int(removed)
|
||||
|
||||
@@ -0,0 +1,308 @@
|
||||
"""Configuration management service with Pydantic Settings.
|
||||
|
||||
This module provides centralized configuration management for the
|
||||
Polymarket Insider Tracker application, loading and validating
|
||||
environment variables at startup.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
from functools import lru_cache
|
||||
from typing import Literal
|
||||
|
||||
from pydantic import Field, SecretStr, field_validator
|
||||
from pydantic_settings import BaseSettings, SettingsConfigDict
|
||||
|
||||
|
||||
class DatabaseSettings(BaseSettings):
|
||||
"""Database connection settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
url: str = Field(
|
||||
alias="DATABASE_URL",
|
||||
description="PostgreSQL connection string",
|
||||
)
|
||||
|
||||
@field_validator("url")
|
||||
@classmethod
|
||||
def validate_url(cls, v: str) -> str:
|
||||
"""Validate database URL format."""
|
||||
if not v.startswith(("postgresql://", "postgresql+asyncpg://")):
|
||||
raise ValueError("DATABASE_URL must be a PostgreSQL connection string")
|
||||
return v
|
||||
|
||||
|
||||
class RedisSettings(BaseSettings):
|
||||
"""Redis connection settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
url: str = Field(
|
||||
default="redis://localhost:6379",
|
||||
alias="REDIS_URL",
|
||||
description="Redis connection string",
|
||||
)
|
||||
|
||||
@field_validator("url")
|
||||
@classmethod
|
||||
def validate_url(cls, v: str) -> str:
|
||||
"""Validate Redis URL format."""
|
||||
if not v.startswith("redis://"):
|
||||
raise ValueError("REDIS_URL must start with redis://")
|
||||
return v
|
||||
|
||||
|
||||
class PolygonSettings(BaseSettings):
|
||||
"""Polygon blockchain RPC settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="POLYGON_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
rpc_url: str = Field(
|
||||
default="https://polygon-rpc.com",
|
||||
alias="POLYGON_RPC_URL",
|
||||
description="Primary Polygon RPC endpoint",
|
||||
)
|
||||
fallback_rpc_url: str | None = Field(
|
||||
default=None,
|
||||
alias="POLYGON_FALLBACK_RPC_URL",
|
||||
description="Fallback Polygon RPC endpoint",
|
||||
)
|
||||
|
||||
@field_validator("rpc_url", "fallback_rpc_url")
|
||||
@classmethod
|
||||
def validate_url(cls, v: str | None) -> str | None:
|
||||
"""Validate RPC URL format."""
|
||||
if v is None:
|
||||
return v
|
||||
if not v.startswith(("http://", "https://")):
|
||||
raise ValueError("RPC URL must be an HTTP(S) endpoint")
|
||||
return v
|
||||
|
||||
|
||||
class PolymarketSettings(BaseSettings):
|
||||
"""Polymarket API settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="POLYMARKET_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
ws_url: str = Field(
|
||||
default="wss://ws-subscriptions-clob.polymarket.com/ws/market",
|
||||
alias="POLYMARKET_WS_URL",
|
||||
description="Polymarket WebSocket URL for live data",
|
||||
)
|
||||
api_key: SecretStr | None = Field(
|
||||
default=None,
|
||||
alias="POLYMARKET_API_KEY",
|
||||
description="Optional Polymarket API key",
|
||||
)
|
||||
|
||||
@field_validator("ws_url")
|
||||
@classmethod
|
||||
def validate_ws_url(cls, v: str) -> str:
|
||||
"""Validate WebSocket URL format."""
|
||||
if not v.startswith(("ws://", "wss://")):
|
||||
raise ValueError("WebSocket URL must start with ws:// or wss://")
|
||||
return v
|
||||
|
||||
|
||||
class DiscordSettings(BaseSettings):
|
||||
"""Discord notification settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="DISCORD_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
webhook_url: SecretStr | None = Field(
|
||||
default=None,
|
||||
alias="DISCORD_WEBHOOK_URL",
|
||||
description="Discord webhook URL for alerts",
|
||||
)
|
||||
|
||||
@property
|
||||
def enabled(self) -> bool:
|
||||
"""Check if Discord notifications are enabled."""
|
||||
return self.webhook_url is not None and bool(self.webhook_url.get_secret_value().strip())
|
||||
|
||||
|
||||
class TelegramSettings(BaseSettings):
|
||||
"""Telegram notification settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="TELEGRAM_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
bot_token: SecretStr | None = Field(
|
||||
default=None,
|
||||
alias="TELEGRAM_BOT_TOKEN",
|
||||
description="Telegram bot token",
|
||||
)
|
||||
chat_id: str | None = Field(
|
||||
default=None,
|
||||
alias="TELEGRAM_CHAT_ID",
|
||||
description="Telegram chat ID for alerts",
|
||||
)
|
||||
|
||||
@property
|
||||
def enabled(self) -> bool:
|
||||
"""Check if Telegram notifications are enabled."""
|
||||
return (
|
||||
self.bot_token is not None
|
||||
and bool(self.bot_token.get_secret_value().strip())
|
||||
and self.chat_id is not None
|
||||
and bool(self.chat_id.strip())
|
||||
)
|
||||
|
||||
|
||||
class DetectorSettings(BaseSettings):
|
||||
"""Risk-scorer / detector tuning."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="DETECTOR_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
alert_threshold: float = Field(
|
||||
default=0.80,
|
||||
alias="DETECTOR_ALERT_THRESHOLD",
|
||||
description="Minimum weighted score required to trigger an alert",
|
||||
ge=0.0,
|
||||
le=1.0,
|
||||
)
|
||||
dedup_window_seconds: int = Field(
|
||||
default=3600,
|
||||
alias="DETECTOR_DEDUP_WINDOW_SECONDS",
|
||||
description="Per-(wallet, market) dedup window in seconds",
|
||||
ge=0,
|
||||
)
|
||||
persist_assessments: bool = Field(
|
||||
default=True,
|
||||
alias="DETECTOR_PERSIST_ASSESSMENTS",
|
||||
description="Write every signal-bearing risk assessment to the database",
|
||||
)
|
||||
|
||||
|
||||
class Settings(BaseSettings):
|
||||
"""Main application settings.
|
||||
|
||||
Loads configuration from environment variables with support for
|
||||
.env files via python-dotenv.
|
||||
|
||||
Example:
|
||||
```python
|
||||
from polymarket_insider_tracker.config import get_settings
|
||||
|
||||
settings = get_settings()
|
||||
print(settings.database.url)
|
||||
print(settings.log_level)
|
||||
```
|
||||
"""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_file=".env",
|
||||
env_file_encoding="utf-8",
|
||||
extra="ignore",
|
||||
)
|
||||
|
||||
# Nested configuration groups
|
||||
database: DatabaseSettings = Field(default_factory=DatabaseSettings)
|
||||
redis: RedisSettings = Field(default_factory=RedisSettings)
|
||||
polygon: PolygonSettings = Field(default_factory=PolygonSettings)
|
||||
polymarket: PolymarketSettings = Field(default_factory=PolymarketSettings)
|
||||
discord: DiscordSettings = Field(default_factory=DiscordSettings)
|
||||
telegram: TelegramSettings = Field(default_factory=TelegramSettings)
|
||||
detector: DetectorSettings = Field(default_factory=DetectorSettings)
|
||||
|
||||
# Application settings
|
||||
log_level: Literal["DEBUG", "INFO", "WARNING", "ERROR", "CRITICAL"] = Field(
|
||||
default="INFO",
|
||||
alias="LOG_LEVEL",
|
||||
description="Logging level",
|
||||
)
|
||||
health_port: int = Field(
|
||||
default=8080,
|
||||
alias="HEALTH_PORT",
|
||||
description="HTTP port for health check endpoints",
|
||||
ge=1,
|
||||
le=65535,
|
||||
)
|
||||
dry_run: bool = Field(
|
||||
default=False,
|
||||
alias="DRY_RUN",
|
||||
description="Run without sending actual alerts",
|
||||
)
|
||||
|
||||
def get_logging_level(self) -> int:
|
||||
"""Get the numeric logging level."""
|
||||
level: int = getattr(logging, self.log_level)
|
||||
return level
|
||||
|
||||
def redacted_summary(self) -> dict[str, str | dict[str, str]]:
|
||||
"""Get a summary of settings with secrets redacted.
|
||||
|
||||
Returns:
|
||||
Dictionary of settings with sensitive values masked.
|
||||
"""
|
||||
return {
|
||||
"database_url": self._redact_url(self.database.url),
|
||||
"redis_url": self._redact_url(self.redis.url),
|
||||
"polygon": {
|
||||
"rpc_url": self.polygon.rpc_url,
|
||||
"fallback_rpc_url": self.polygon.fallback_rpc_url or "(not set)",
|
||||
},
|
||||
"polymarket": {
|
||||
"ws_url": self.polymarket.ws_url,
|
||||
"api_key": "(set)" if self.polymarket.api_key else "(not set)",
|
||||
},
|
||||
"discord_enabled": str(self.discord.enabled),
|
||||
"telegram_enabled": str(self.telegram.enabled),
|
||||
"log_level": self.log_level,
|
||||
"health_port": str(self.health_port),
|
||||
"dry_run": str(self.dry_run),
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def _redact_url(url: str) -> str:
|
||||
"""Redact password from URL if present."""
|
||||
if "@" in url and "://" in url:
|
||||
# URL has credentials - redact the password
|
||||
protocol_end = url.index("://") + 3
|
||||
at_pos = url.index("@")
|
||||
creds_part = url[protocol_end:at_pos]
|
||||
if ":" in creds_part:
|
||||
username = creds_part.split(":")[0]
|
||||
return f"{url[:protocol_end]}{username}:***@{url[at_pos + 1 :]}"
|
||||
return url
|
||||
|
||||
|
||||
@lru_cache(maxsize=1)
|
||||
def get_settings() -> Settings:
|
||||
"""Get the application settings singleton.
|
||||
|
||||
Uses LRU cache to ensure settings are loaded only once and
|
||||
reused across the application.
|
||||
|
||||
Returns:
|
||||
The Settings instance.
|
||||
|
||||
Raises:
|
||||
ValidationError: If required environment variables are missing
|
||||
or have invalid values.
|
||||
"""
|
||||
return Settings()
|
||||
|
||||
|
||||
def clear_settings_cache() -> None:
|
||||
"""Clear the settings cache.
|
||||
|
||||
Useful for testing when you need to reload settings with
|
||||
different environment variables.
|
||||
"""
|
||||
get_settings.cache_clear()
|
||||
@@ -265,14 +265,10 @@ class RiskAssessment:
|
||||
"has_fresh_wallet_signal": self.fresh_wallet_signal is not None,
|
||||
"has_size_anomaly_signal": self.size_anomaly_signal is not None,
|
||||
"fresh_wallet_confidence": (
|
||||
self.fresh_wallet_signal.confidence
|
||||
if self.fresh_wallet_signal
|
||||
else None
|
||||
self.fresh_wallet_signal.confidence if self.fresh_wallet_signal else None
|
||||
),
|
||||
"size_anomaly_confidence": (
|
||||
self.size_anomaly_signal.confidence
|
||||
if self.size_anomaly_signal
|
||||
else None
|
||||
self.size_anomaly_signal.confidence if self.size_anomaly_signal else None
|
||||
),
|
||||
"timestamp": self.timestamp.isoformat(),
|
||||
}
|
||||
|
||||
@@ -19,8 +19,12 @@ from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# Default configuration
|
||||
DEFAULT_ALERT_THRESHOLD = 0.6
|
||||
# Default configuration. The threshold lifted from 0.6 to 0.80 after the
|
||||
# first cost-adjusted backtest showed everything below 0.85 was follower-PnL
|
||||
# negative under realistic taker fees + half-cent slippage. 0.80 keeps a small
|
||||
# margin below 0.85+ so we don't drop borderline-high signals on a hard cliff.
|
||||
# Override at runtime via DETECTOR_ALERT_THRESHOLD env var.
|
||||
DEFAULT_ALERT_THRESHOLD = 0.80
|
||||
DEFAULT_DEDUP_WINDOW_SECONDS = 3600 # 1 hour
|
||||
DEFAULT_REDIS_KEY_PREFIX = "polymarket:dedup:"
|
||||
|
||||
@@ -155,8 +159,7 @@ class RiskScorer:
|
||||
# Log assessment
|
||||
if should_alert:
|
||||
logger.info(
|
||||
"Risk assessment triggered alert: wallet=%s, market=%s, "
|
||||
"score=%.2f, signals=%d",
|
||||
"Risk assessment triggered alert: wallet=%s, market=%s, score=%.2f, signals=%d",
|
||||
bundle.wallet_address[:10] + "...",
|
||||
bundle.market_id[:10] + "...",
|
||||
weighted_score,
|
||||
@@ -180,9 +183,7 @@ class RiskScorer:
|
||||
should_alert=should_alert,
|
||||
)
|
||||
|
||||
def calculate_weighted_score(
|
||||
self, bundle: SignalBundle
|
||||
) -> tuple[float, int]:
|
||||
def calculate_weighted_score(self, bundle: SignalBundle) -> tuple[float, int]:
|
||||
"""Calculate weighted score from all signals.
|
||||
|
||||
Applies per-signal weights and multi-signal bonuses.
|
||||
@@ -271,11 +272,9 @@ class RiskScorer:
|
||||
"""
|
||||
key = f"{self._key_prefix}{wallet_address}:{market_id}"
|
||||
deleted = await self._redis.delete(key)
|
||||
return deleted > 0
|
||||
return int(deleted) > 0
|
||||
|
||||
async def assess_batch(
|
||||
self, bundles: list[SignalBundle]
|
||||
) -> list[RiskAssessment]:
|
||||
async def assess_batch(self, bundles: list[SignalBundle]) -> list[RiskAssessment]:
|
||||
"""Assess multiple trade bundles.
|
||||
|
||||
Args:
|
||||
|
||||
@@ -17,6 +17,9 @@ logger = logging.getLogger(__name__)
|
||||
DEFAULT_VOLUME_THRESHOLD = 0.02 # 2% of daily volume
|
||||
DEFAULT_BOOK_THRESHOLD = 0.05 # 5% of order book depth
|
||||
DEFAULT_NICHE_VOLUME_THRESHOLD = Decimal("50000") # $50k daily volume
|
||||
# Niche-only path requires real trade size; below this, suppress the base
|
||||
# 0.2 confidence so we don't flood alerts with low-value niche trades.
|
||||
DEFAULT_NICHE_MIN_TRADE_SIZE = Decimal("500") # USDC notional
|
||||
|
||||
# Niche market categories - markets in these categories with low specificity
|
||||
# are more likely to have insider information value
|
||||
@@ -59,6 +62,7 @@ class SizeAnomalyDetector:
|
||||
volume_threshold: float = DEFAULT_VOLUME_THRESHOLD,
|
||||
book_threshold: float = DEFAULT_BOOK_THRESHOLD,
|
||||
niche_volume_threshold: Decimal = DEFAULT_NICHE_VOLUME_THRESHOLD,
|
||||
niche_min_trade_size: Decimal = DEFAULT_NICHE_MIN_TRADE_SIZE,
|
||||
) -> None:
|
||||
"""Initialize the size anomaly detector.
|
||||
|
||||
@@ -67,11 +71,15 @@ class SizeAnomalyDetector:
|
||||
volume_threshold: Threshold for volume impact (default 0.02 = 2%).
|
||||
book_threshold: Threshold for book impact (default 0.05 = 5%).
|
||||
niche_volume_threshold: Volume below which market is niche ($50k).
|
||||
niche_min_trade_size: Minimum trade notional ($) to allow a
|
||||
niche-only signal. Below this, niche-only path is suppressed
|
||||
to avoid flooding alerts with low-value trades.
|
||||
"""
|
||||
self._metadata_sync = metadata_sync
|
||||
self._volume_threshold = volume_threshold
|
||||
self._book_threshold = book_threshold
|
||||
self._niche_volume_threshold = niche_volume_threshold
|
||||
self._niche_min_trade_size = niche_min_trade_size
|
||||
|
||||
async def analyze(
|
||||
self,
|
||||
@@ -129,6 +137,18 @@ class SizeAnomalyDetector:
|
||||
exceeds_volume = volume_impact > self._volume_threshold
|
||||
exceeds_book = book_impact > self._book_threshold
|
||||
|
||||
# Niche-only signals require a minimum trade size; otherwise we'd
|
||||
# flood alerts with every tiny trade in any niche-prone category.
|
||||
niche_only = is_niche and not exceeds_volume and not exceeds_book
|
||||
if niche_only and trade_size < self._niche_min_trade_size:
|
||||
logger.debug(
|
||||
"Trade %s niche-only but size %s < min %s, skipping",
|
||||
trade.trade_id,
|
||||
trade_size,
|
||||
self._niche_min_trade_size,
|
||||
)
|
||||
return None
|
||||
|
||||
if not exceeds_volume and not exceeds_book and not is_niche:
|
||||
logger.debug(
|
||||
"Trade %s does not exceed thresholds: volume=%.4f, book=%.4f",
|
||||
|
||||
@@ -228,10 +228,17 @@ class SniperDetector:
|
||||
for entry in entries:
|
||||
# Normalize market ID to 0-1 range
|
||||
market_hash = (
|
||||
int(hashlib.md5( # noqa: S324
|
||||
entry.market_id.encode()
|
||||
).hexdigest()[:8], 16) % 1000
|
||||
) / 1000.0
|
||||
(
|
||||
int(
|
||||
hashlib.md5( # noqa: S324
|
||||
entry.market_id.encode()
|
||||
).hexdigest()[:8],
|
||||
16,
|
||||
)
|
||||
% 1000
|
||||
)
|
||||
/ 1000.0
|
||||
)
|
||||
|
||||
# Normalize entry delta to hours (0-5 mins = 0-0.083 hours)
|
||||
delta_hours = entry.entry_delta_seconds / 3600.0
|
||||
@@ -285,7 +292,7 @@ class SniperDetector:
|
||||
cluster_id=cluster_id,
|
||||
wallet_addresses=cluster_wallets,
|
||||
avg_entry_delta=cluster_stats["avg_delta"],
|
||||
markets_in_common=cluster_stats["markets_in_common"],
|
||||
markets_in_common=int(cluster_stats["markets_in_common"]),
|
||||
)
|
||||
|
||||
# Update wallet-cluster mapping
|
||||
@@ -305,7 +312,7 @@ class SniperDetector:
|
||||
cluster_id=cluster_id,
|
||||
cluster_size=len(cluster_wallets),
|
||||
avg_entry_delta_seconds=cluster_stats["avg_delta"],
|
||||
markets_in_common=cluster_stats["markets_in_common"],
|
||||
markets_in_common=int(cluster_stats["markets_in_common"]),
|
||||
confidence=confidence,
|
||||
)
|
||||
|
||||
@@ -415,11 +422,7 @@ class SniperDetector:
|
||||
overlap_factor = min(1.0, markets_common / 5.0)
|
||||
|
||||
# Weighted combination
|
||||
confidence = (
|
||||
0.3 * size_factor +
|
||||
0.4 * speed_factor +
|
||||
0.3 * overlap_factor
|
||||
)
|
||||
confidence = 0.3 * size_factor + 0.4 * speed_factor + 0.3 * overlap_factor
|
||||
|
||||
return round(min(1.0, confidence), 3)
|
||||
|
||||
|
||||
@@ -35,10 +35,12 @@ from polymarket_insider_tracker.ingestor.publisher import (
|
||||
)
|
||||
from polymarket_insider_tracker.ingestor.websocket import (
|
||||
ConnectionState,
|
||||
StreamStats as WebSocketStreamStats,
|
||||
TradeStreamError,
|
||||
TradeStreamHandler,
|
||||
)
|
||||
from polymarket_insider_tracker.ingestor.websocket import (
|
||||
StreamStats as WebSocketStreamStats,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
# CLOB Client
|
||||
|
||||
@@ -6,7 +6,7 @@ import os
|
||||
import time
|
||||
from collections.abc import Callable
|
||||
from functools import wraps
|
||||
from typing import Any, ParamSpec, TypeVar
|
||||
from typing import ParamSpec, TypeVar
|
||||
|
||||
from py_clob_client.client import ClobClient as BaseClobClient
|
||||
from py_clob_client.clob_types import BookParams
|
||||
@@ -287,7 +287,8 @@ class ClobClient:
|
||||
|
||||
try:
|
||||
response = self._client.get_midpoint(token_id)
|
||||
return response.get("mid")
|
||||
mid = response.get("mid")
|
||||
return str(mid) if mid is not None else None
|
||||
except Exception as e:
|
||||
logger.warning("Failed to get midpoint for %s: %s", token_id, e)
|
||||
return None
|
||||
@@ -307,7 +308,8 @@ class ClobClient:
|
||||
|
||||
try:
|
||||
response = self._client.get_price(token_id, side=side)
|
||||
return response.get("price")
|
||||
price = response.get("price")
|
||||
return str(price) if price is not None else None
|
||||
except Exception as e:
|
||||
logger.warning("Failed to get %s price for %s: %s", side, token_id, e)
|
||||
return None
|
||||
@@ -321,7 +323,7 @@ class ClobClient:
|
||||
try:
|
||||
self._rate_limiter.acquire_sync()
|
||||
result = self._client.get_ok()
|
||||
return result == "OK"
|
||||
return str(result) == "OK"
|
||||
except Exception as e:
|
||||
logger.error("Health check failed: %s", e)
|
||||
return False
|
||||
@@ -334,7 +336,8 @@ class ClobClient:
|
||||
"""
|
||||
try:
|
||||
self._rate_limiter.acquire_sync()
|
||||
return self._client.get_server_time()
|
||||
result = self._client.get_server_time()
|
||||
return int(result) if result is not None else None
|
||||
except Exception as e:
|
||||
logger.error("Failed to get server time: %s", e)
|
||||
return None
|
||||
|
||||
@@ -0,0 +1,205 @@
|
||||
"""Gamma API client for Polymarket market volume / liquidity data.
|
||||
|
||||
The CLOB API does not expose 24h volume or liquidity. The public Gamma API
|
||||
(https://gamma-api.polymarket.com) does, with no auth required. This module
|
||||
fetches the volume/liquidity snapshot keyed by condition_id so the
|
||||
size_anomaly detector can do real ratio math instead of falling back to
|
||||
the niche-base 0.2 confidence floor.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from decimal import Decimal, InvalidOperation
|
||||
|
||||
import httpx
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
DEFAULT_HOST = "https://gamma-api.polymarket.com"
|
||||
DEFAULT_TIMEOUT_SECONDS = 15.0
|
||||
# Gamma /markets enforces a server-side max of 100 per page even when a
|
||||
# higher `limit` is sent. Using 100 lines our page size up with the actual
|
||||
# response so pagination doesn't bail out after the first page.
|
||||
DEFAULT_PAGE_LIMIT = 100
|
||||
# Gamma also caps `offset` around 10000 for this collection. Combined with
|
||||
# the 100/page limit that gives ~10k markets max, sequential — way too slow
|
||||
# at default sync interval. We sort by 24h volume desc and only walk the
|
||||
# top N pages, since markets with zero recent volume don't need a real
|
||||
# ratio anyway (the niche path handles them).
|
||||
DEFAULT_MAX_PAGES = 50 # 50 * 100 = 5000 most-traded markets per sync
|
||||
DEFAULT_PAGE_CONCURRENCY = 5
|
||||
DEFAULT_MAX_RETRIES = 3
|
||||
DEFAULT_RETRY_BASE_DELAY_SECONDS = 1.0
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class GammaMarketStats:
|
||||
"""Volume / liquidity snapshot for a single market from gamma-api."""
|
||||
|
||||
condition_id: str
|
||||
daily_volume: Decimal | None
|
||||
weekly_volume: Decimal | None
|
||||
monthly_volume: Decimal | None
|
||||
total_volume: Decimal | None
|
||||
liquidity: Decimal | None
|
||||
|
||||
|
||||
def _to_decimal(value: object) -> Decimal | None:
|
||||
if value is None or value == "":
|
||||
return None
|
||||
try:
|
||||
return Decimal(str(value))
|
||||
except (InvalidOperation, ValueError, TypeError):
|
||||
return None
|
||||
|
||||
|
||||
def _parse_market(raw: dict[str, object]) -> GammaMarketStats | None:
|
||||
cid = raw.get("conditionId")
|
||||
if not cid or not isinstance(cid, str):
|
||||
return None
|
||||
return GammaMarketStats(
|
||||
condition_id=cid,
|
||||
daily_volume=_to_decimal(raw.get("volume24hr")),
|
||||
weekly_volume=_to_decimal(raw.get("volume1wk")),
|
||||
monthly_volume=_to_decimal(raw.get("volume1mo")),
|
||||
total_volume=_to_decimal(raw.get("volumeNum") or raw.get("volume")),
|
||||
liquidity=_to_decimal(raw.get("liquidityNum") or raw.get("liquidity")),
|
||||
)
|
||||
|
||||
|
||||
class GammaClientError(Exception):
|
||||
"""Raised when gamma-api returns an unrecoverable error."""
|
||||
|
||||
|
||||
class GammaClient:
|
||||
"""Async client for the public gamma-api markets endpoint.
|
||||
|
||||
Provides batched, paginated reads of every active market with their
|
||||
24h/weekly/monthly volume and current liquidity. Designed to be called
|
||||
from MarketMetadataSync once per sync interval; results are merged into
|
||||
Redis-cached MarketMetadata objects.
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
*,
|
||||
host: str = DEFAULT_HOST,
|
||||
timeout_seconds: float = DEFAULT_TIMEOUT_SECONDS,
|
||||
page_limit: int = DEFAULT_PAGE_LIMIT,
|
||||
max_pages: int = DEFAULT_MAX_PAGES,
|
||||
page_concurrency: int = DEFAULT_PAGE_CONCURRENCY,
|
||||
max_retries: int = DEFAULT_MAX_RETRIES,
|
||||
retry_base_delay_seconds: float = DEFAULT_RETRY_BASE_DELAY_SECONDS,
|
||||
) -> None:
|
||||
self._host = host.rstrip("/")
|
||||
self._timeout = timeout_seconds
|
||||
self._page_limit = page_limit
|
||||
self._max_pages = max_pages
|
||||
self._page_concurrency = page_concurrency
|
||||
self._max_retries = max_retries
|
||||
self._retry_base = retry_base_delay_seconds
|
||||
|
||||
async def _get_with_retry(
|
||||
self,
|
||||
client: httpx.AsyncClient,
|
||||
path: str,
|
||||
params: dict[str, object],
|
||||
) -> list[dict[str, object]]:
|
||||
last_exc: Exception | None = None
|
||||
delay = self._retry_base
|
||||
for attempt in range(self._max_retries):
|
||||
try:
|
||||
resp = await client.get(path, params=params)
|
||||
resp.raise_for_status()
|
||||
payload = resp.json()
|
||||
if not isinstance(payload, list):
|
||||
raise GammaClientError(
|
||||
f"Unexpected gamma response shape for {path}: {type(payload).__name__}"
|
||||
)
|
||||
return payload
|
||||
except (httpx.HTTPError, ValueError) as exc:
|
||||
last_exc = exc
|
||||
logger.warning(
|
||||
"gamma %s attempt %d/%d failed: %s",
|
||||
path,
|
||||
attempt + 1,
|
||||
self._max_retries,
|
||||
exc,
|
||||
)
|
||||
if attempt < self._max_retries - 1:
|
||||
await asyncio.sleep(delay)
|
||||
delay *= 2
|
||||
raise GammaClientError(
|
||||
f"gamma {path} failed after {self._max_retries} attempts: {last_exc}"
|
||||
)
|
||||
|
||||
async def get_active_market_stats(self) -> dict[str, GammaMarketStats]:
|
||||
"""Fetch volume/liquidity for the most-traded active markets.
|
||||
|
||||
Walks up to `max_pages` pages of `page_limit` markets each, sorted
|
||||
by 24h volume descending, with bounded concurrency. Markets beyond
|
||||
that window have effectively zero recent volume — the size_anomaly
|
||||
niche path handles them without needing a ratio.
|
||||
|
||||
Returns:
|
||||
Mapping condition_id -> GammaMarketStats.
|
||||
"""
|
||||
results: dict[str, GammaMarketStats] = {}
|
||||
sem = asyncio.Semaphore(self._page_concurrency)
|
||||
stop = asyncio.Event()
|
||||
|
||||
async with httpx.AsyncClient(
|
||||
base_url=self._host,
|
||||
timeout=self._timeout,
|
||||
headers={"User-Agent": "polymarket-insider-tracker/0.1"},
|
||||
) as client:
|
||||
|
||||
async def fetch_page(page_index: int) -> list[dict[str, object]]:
|
||||
if stop.is_set():
|
||||
return []
|
||||
params = {
|
||||
"limit": self._page_limit,
|
||||
"offset": page_index * self._page_limit,
|
||||
"active": "true",
|
||||
"closed": "false",
|
||||
"order": "volume24hr",
|
||||
"ascending": "false",
|
||||
}
|
||||
async with sem:
|
||||
if stop.is_set():
|
||||
return []
|
||||
try:
|
||||
return await self._get_with_retry(client, "/markets", params)
|
||||
except GammaClientError as exc:
|
||||
# Gamma rejects offsets past its hard cap with a
|
||||
# validation error; treat that as a clean stop.
|
||||
logger.debug("gamma stop at page %d: %s", page_index, exc)
|
||||
stop.set()
|
||||
return []
|
||||
|
||||
tasks = [asyncio.create_task(fetch_page(i)) for i in range(self._max_pages)]
|
||||
pages = await asyncio.gather(*tasks)
|
||||
|
||||
empty_streak = 0
|
||||
for page in pages:
|
||||
if not page:
|
||||
empty_streak += 1
|
||||
continue
|
||||
empty_streak = 0
|
||||
for raw in page:
|
||||
if not isinstance(raw, dict):
|
||||
continue
|
||||
parsed = _parse_market(raw)
|
||||
if parsed is not None:
|
||||
results[parsed.condition_id] = parsed
|
||||
if len(page) < self._page_limit:
|
||||
# short page — we walked past the end of the active set
|
||||
empty_streak += 1
|
||||
if empty_streak >= 2:
|
||||
break
|
||||
|
||||
logger.info("gamma sync: fetched stats for %d active markets", len(results))
|
||||
return results
|
||||
@@ -335,8 +335,10 @@ class HealthMonitor:
|
||||
|
||||
overall_status = self._determine_overall_status()
|
||||
HEALTH_STATUS.set(
|
||||
1.0 if overall_status == HealthStatus.HEALTHY
|
||||
else 0.5 if overall_status == HealthStatus.DEGRADED
|
||||
1.0
|
||||
if overall_status == HealthStatus.HEALTHY
|
||||
else 0.5
|
||||
if overall_status == HealthStatus.DEGRADED
|
||||
else 0.0
|
||||
)
|
||||
|
||||
@@ -362,10 +364,7 @@ class HealthMonitor:
|
||||
report = self.get_health_report()
|
||||
|
||||
# Notify on status change
|
||||
if (
|
||||
self._on_health_change
|
||||
and report.status != self._last_health_status
|
||||
):
|
||||
if self._on_health_change and report.status != self._last_health_status:
|
||||
self._last_health_status = report.status
|
||||
try:
|
||||
await self._on_health_change(report)
|
||||
|
||||
@@ -9,13 +9,14 @@ import contextlib
|
||||
import json
|
||||
import logging
|
||||
from collections.abc import Callable
|
||||
from dataclasses import dataclass
|
||||
from dataclasses import dataclass, replace
|
||||
from datetime import UTC, datetime
|
||||
from enum import Enum
|
||||
from enum import StrEnum
|
||||
|
||||
from redis.asyncio import Redis
|
||||
|
||||
from .clob_client import ClobClient
|
||||
from .gamma_client import GammaClient, GammaClientError, GammaMarketStats
|
||||
from .models import MarketMetadata
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
@@ -27,7 +28,7 @@ DEFAULT_CACHE_TTL_SECONDS = 600 # 10 minutes
|
||||
DEFAULT_REDIS_KEY_PREFIX = "polymarket:market:"
|
||||
|
||||
|
||||
class SyncState(str, Enum):
|
||||
class SyncState(StrEnum):
|
||||
"""State of the metadata synchronizer."""
|
||||
|
||||
STOPPED = "stopped"
|
||||
@@ -91,6 +92,7 @@ class MarketMetadataSync:
|
||||
redis: Redis,
|
||||
clob_client: ClobClient,
|
||||
*,
|
||||
gamma_client: GammaClient | None = None,
|
||||
sync_interval_seconds: int = DEFAULT_SYNC_INTERVAL_SECONDS,
|
||||
cache_ttl_seconds: int = DEFAULT_CACHE_TTL_SECONDS,
|
||||
key_prefix: str = DEFAULT_REDIS_KEY_PREFIX,
|
||||
@@ -102,6 +104,8 @@ class MarketMetadataSync:
|
||||
Args:
|
||||
redis: Redis async client for caching.
|
||||
clob_client: CLOB API client for fetching markets.
|
||||
gamma_client: Optional gamma-api client for volume/liquidity
|
||||
enrichment. Defaults to a fresh GammaClient() instance.
|
||||
sync_interval_seconds: Interval between syncs (default: 300 / 5 min).
|
||||
cache_ttl_seconds: TTL for cached entries (default: 600 / 10 min).
|
||||
key_prefix: Redis key prefix for market data.
|
||||
@@ -110,6 +114,7 @@ class MarketMetadataSync:
|
||||
"""
|
||||
self._redis = redis
|
||||
self._clob = clob_client
|
||||
self._gamma = gamma_client or GammaClient()
|
||||
self._sync_interval = sync_interval_seconds
|
||||
self._cache_ttl = cache_ttl_seconds
|
||||
self._key_prefix = key_prefix
|
||||
@@ -216,6 +221,18 @@ class MarketMetadataSync:
|
||||
self._set_state(SyncState.ERROR)
|
||||
# Continue running - will retry on next interval
|
||||
|
||||
async def _fetch_gamma_stats(self) -> dict[str, GammaMarketStats]:
|
||||
"""Fetch volume/liquidity stats from gamma-api.
|
||||
|
||||
Returns an empty dict on failure so a degraded gamma endpoint
|
||||
does not stop CLOB metadata from being cached.
|
||||
"""
|
||||
try:
|
||||
return await self._gamma.get_active_market_stats()
|
||||
except (GammaClientError, Exception) as e:
|
||||
logger.warning("gamma stats fetch failed (continuing without volume): %s", e)
|
||||
return {}
|
||||
|
||||
async def _sync_all_markets(self) -> None:
|
||||
"""Fetch all markets and cache them in Redis."""
|
||||
self._set_state(SyncState.SYNCING)
|
||||
@@ -223,14 +240,27 @@ class MarketMetadataSync:
|
||||
self._stats.total_syncs += 1
|
||||
|
||||
try:
|
||||
# Fetch markets from CLOB API (runs in thread pool for sync API)
|
||||
markets = await asyncio.to_thread(self._clob.get_markets, True)
|
||||
# Fetch CLOB markets and gamma volume snapshot in parallel
|
||||
markets, gamma_stats = await asyncio.gather(
|
||||
asyncio.to_thread(self._clob.get_markets, True),
|
||||
self._fetch_gamma_stats(),
|
||||
)
|
||||
|
||||
# Cache each market in Redis
|
||||
# Cache each market in Redis, enriched with gamma volume/liquidity
|
||||
cached_count = 0
|
||||
enriched_count = 0
|
||||
for market in markets:
|
||||
try:
|
||||
metadata = MarketMetadata.from_market(market)
|
||||
stats = gamma_stats.get(metadata.condition_id)
|
||||
if stats is not None:
|
||||
metadata = replace(
|
||||
metadata,
|
||||
daily_volume=stats.daily_volume,
|
||||
weekly_volume=stats.weekly_volume,
|
||||
liquidity=stats.liquidity,
|
||||
)
|
||||
enriched_count += 1
|
||||
await self._cache_market(metadata)
|
||||
cached_count += 1
|
||||
except Exception as e:
|
||||
@@ -246,7 +276,10 @@ class MarketMetadataSync:
|
||||
|
||||
self._set_state(SyncState.IDLE)
|
||||
logger.info(
|
||||
f"Synced {cached_count} markets in {self._stats.last_sync_duration_seconds:.2f}s"
|
||||
"Synced %d markets (%d enriched with gamma volume) in %.2fs",
|
||||
cached_count,
|
||||
enriched_count,
|
||||
self._stats.last_sync_duration_seconds,
|
||||
)
|
||||
|
||||
# Notify callback
|
||||
@@ -351,7 +384,7 @@ class MarketMetadataSync:
|
||||
"""
|
||||
key = f"{self._key_prefix}{condition_id}"
|
||||
deleted = await self._redis.delete(key)
|
||||
return deleted > 0
|
||||
return int(deleted) > 0
|
||||
|
||||
async def force_sync(self) -> None:
|
||||
"""Force an immediate sync of all markets.
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
"""Data models for the ingestor module."""
|
||||
|
||||
import contextlib
|
||||
from dataclasses import dataclass, field
|
||||
from datetime import UTC, datetime
|
||||
from decimal import Decimal
|
||||
@@ -46,10 +47,8 @@ class Market:
|
||||
end_date = None
|
||||
end_date_iso = data.get("end_date_iso")
|
||||
if end_date_iso:
|
||||
try:
|
||||
with contextlib.suppress(ValueError, AttributeError):
|
||||
end_date = datetime.fromisoformat(end_date_iso.replace("Z", "+00:00"))
|
||||
except (ValueError, AttributeError):
|
||||
pass
|
||||
|
||||
return cls(
|
||||
condition_id=str(data["condition_id"]),
|
||||
@@ -87,7 +86,7 @@ class Orderbook:
|
||||
bids: tuple[OrderbookLevel, ...]
|
||||
asks: tuple[OrderbookLevel, ...]
|
||||
tick_size: Decimal
|
||||
timestamp: datetime = field(default_factory=datetime.utcnow)
|
||||
timestamp: datetime = field(default_factory=lambda: datetime.now(UTC))
|
||||
|
||||
@classmethod
|
||||
def from_clob_orderbook(cls, orderbook: Any) -> "Orderbook":
|
||||
@@ -400,6 +399,12 @@ class MarketMetadata:
|
||||
# Derived metadata
|
||||
category: str = "other"
|
||||
|
||||
# Liquidity/volume snapshot (from gamma-api). All optional — older
|
||||
# cache entries and CLOB-only sync results may not have these.
|
||||
daily_volume: Decimal | None = None
|
||||
weekly_volume: Decimal | None = None
|
||||
liquidity: Decimal | None = None
|
||||
|
||||
# Cache metadata
|
||||
last_updated: datetime = field(default_factory=lambda: datetime.now(UTC))
|
||||
|
||||
@@ -447,6 +452,9 @@ class MarketMetadata:
|
||||
"active": self.active,
|
||||
"closed": self.closed,
|
||||
"category": self.category,
|
||||
"daily_volume": str(self.daily_volume) if self.daily_volume is not None else None,
|
||||
"weekly_volume": str(self.weekly_volume) if self.weekly_volume is not None else None,
|
||||
"liquidity": str(self.liquidity) if self.liquidity is not None else None,
|
||||
"last_updated": self.last_updated.isoformat(),
|
||||
}
|
||||
|
||||
@@ -466,10 +474,8 @@ class MarketMetadata:
|
||||
end_date = None
|
||||
end_date_str = data.get("end_date")
|
||||
if end_date_str:
|
||||
try:
|
||||
with contextlib.suppress(ValueError, AttributeError):
|
||||
end_date = datetime.fromisoformat(end_date_str)
|
||||
except (ValueError, AttributeError):
|
||||
pass
|
||||
|
||||
last_updated_str = data.get("last_updated")
|
||||
if last_updated_str:
|
||||
@@ -480,6 +486,15 @@ class MarketMetadata:
|
||||
else:
|
||||
last_updated = datetime.now(UTC)
|
||||
|
||||
def _opt_dec(key: str) -> Decimal | None:
|
||||
raw = data.get(key)
|
||||
if raw is None or raw == "":
|
||||
return None
|
||||
try:
|
||||
return Decimal(str(raw))
|
||||
except (ValueError, ArithmeticError):
|
||||
return None
|
||||
|
||||
return cls(
|
||||
condition_id=str(data["condition_id"]),
|
||||
question=str(data.get("question", "")),
|
||||
@@ -489,5 +504,8 @@ class MarketMetadata:
|
||||
active=bool(data.get("active", True)),
|
||||
closed=bool(data.get("closed", False)),
|
||||
category=str(data.get("category", "other")),
|
||||
daily_volume=_opt_dec("daily_volume"),
|
||||
weekly_volume=_opt_dec("weekly_volume"),
|
||||
liquidity=_opt_dec("liquidity"),
|
||||
last_updated=last_updated,
|
||||
)
|
||||
|
||||
@@ -186,9 +186,10 @@ class EventPublisher:
|
||||
The entry ID assigned by Redis.
|
||||
"""
|
||||
data = _serialize_trade_event(event)
|
||||
# redis-py typing expects broader dict type than dict[str, str]
|
||||
entry_id = await self._redis.xadd(
|
||||
self._stream_name,
|
||||
data,
|
||||
data, # type: ignore[arg-type]
|
||||
maxlen=self._max_len,
|
||||
)
|
||||
# entry_id may be bytes or str
|
||||
@@ -213,7 +214,8 @@ class EventPublisher:
|
||||
pipe = self._redis.pipeline()
|
||||
for event in events:
|
||||
data = _serialize_trade_event(event)
|
||||
pipe.xadd(self._stream_name, data, maxlen=self._max_len)
|
||||
# redis-py typing expects broader dict type than dict[str, str]
|
||||
pipe.xadd(self._stream_name, data, maxlen=self._max_len) # type: ignore[arg-type]
|
||||
|
||||
results = await pipe.execute()
|
||||
|
||||
@@ -384,7 +386,8 @@ class EventPublisher:
|
||||
"""
|
||||
if not entry_ids:
|
||||
return 0
|
||||
return await self._redis.xack(self._stream_name, group_name, *entry_ids)
|
||||
result = await self._redis.xack(self._stream_name, group_name, *entry_ids)
|
||||
return int(result)
|
||||
|
||||
async def get_stream_info(self) -> dict[str, Any]:
|
||||
"""Get information about the stream.
|
||||
@@ -404,7 +407,8 @@ class EventPublisher:
|
||||
Returns:
|
||||
Number of entries in the stream.
|
||||
"""
|
||||
return await self._redis.xlen(self._stream_name)
|
||||
result = await self._redis.xlen(self._stream_name)
|
||||
return int(result)
|
||||
|
||||
async def trim_stream(self, max_len: int | None = None) -> int:
|
||||
"""Trim the stream to a maximum length.
|
||||
@@ -416,4 +420,5 @@ class EventPublisher:
|
||||
Number of entries removed.
|
||||
"""
|
||||
length = max_len or self._max_len
|
||||
return await self._redis.xtrim(self._stream_name, maxlen=length)
|
||||
result = await self._redis.xtrim(self._stream_name, maxlen=length)
|
||||
return int(result)
|
||||
|
||||
@@ -9,8 +9,9 @@ from dataclasses import dataclass
|
||||
from enum import Enum
|
||||
from typing import Any
|
||||
|
||||
import websockets
|
||||
from websockets.asyncio.client import ClientConnection
|
||||
from websockets.asyncio.client import connect as ws_connect
|
||||
from websockets.exceptions import ConnectionClosed
|
||||
|
||||
from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
|
||||
@@ -149,14 +150,14 @@ 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."""
|
||||
await self._set_state(ConnectionState.CONNECTING)
|
||||
|
||||
try:
|
||||
ws = await websockets.connect(
|
||||
ws = await ws_connect(
|
||||
self._host,
|
||||
ping_interval=self._ping_interval,
|
||||
ping_timeout=self._ping_interval * 2,
|
||||
@@ -182,12 +183,13 @@ 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
|
||||
@@ -207,8 +209,7 @@ 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)
|
||||
@@ -227,7 +228,7 @@ class TradeStreamHandler:
|
||||
else:
|
||||
logger.debug("Received binary message (%d bytes)", len(message))
|
||||
|
||||
except websockets.ConnectionClosed as e:
|
||||
except ConnectionClosed as e:
|
||||
logger.warning("Connection closed: %s", e)
|
||||
raise
|
||||
except Exception as e:
|
||||
@@ -284,7 +285,7 @@ class TradeStreamHandler:
|
||||
while self._running:
|
||||
try:
|
||||
await self._listen(self._ws)
|
||||
except (websockets.ConnectionClosed, Exception) as e:
|
||||
except (ConnectionClosed, Exception) as e:
|
||||
if not self._running:
|
||||
break
|
||||
|
||||
|
||||
@@ -0,0 +1,621 @@
|
||||
"""Main pipeline orchestrator for Polymarket Insider Tracker.
|
||||
|
||||
This module provides the Pipeline class that wires together all detection
|
||||
components and manages the event flow from ingestion to alerting.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import contextlib
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
from enum import StrEnum
|
||||
from typing import TYPE_CHECKING
|
||||
|
||||
from redis.asyncio import Redis
|
||||
|
||||
from polymarket_insider_tracker.alerter.channels.discord import DiscordChannel
|
||||
from polymarket_insider_tracker.alerter.channels.telegram import TelegramChannel
|
||||
from polymarket_insider_tracker.alerter.dispatcher import AlertChannel, AlertDispatcher
|
||||
from polymarket_insider_tracker.alerter.formatter import AlertFormatter
|
||||
from polymarket_insider_tracker.config import Settings, get_settings
|
||||
from polymarket_insider_tracker.detector.fresh_wallet import FreshWalletDetector
|
||||
from polymarket_insider_tracker.detector.scorer import RiskScorer, SignalBundle
|
||||
from polymarket_insider_tracker.detector.size_anomaly import SizeAnomalyDetector
|
||||
from polymarket_insider_tracker.ingestor.clob_client import ClobClient
|
||||
from polymarket_insider_tracker.ingestor.metadata_sync import MarketMetadataSync
|
||||
from polymarket_insider_tracker.ingestor.websocket import TradeStreamHandler
|
||||
from polymarket_insider_tracker.profiler.analyzer import WalletAnalyzer
|
||||
from polymarket_insider_tracker.profiler.chain import PolygonClient
|
||||
from polymarket_insider_tracker.profiler.funding import FundingTracer
|
||||
from polymarket_insider_tracker.storage.database import DatabaseManager
|
||||
from polymarket_insider_tracker.storage.repos import (
|
||||
FundingRepository,
|
||||
FundingTransferDTO,
|
||||
RiskAssessmentDTO,
|
||||
RiskAssessmentRepository,
|
||||
WalletProfileDTO,
|
||||
WalletRepository,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from typing import Any
|
||||
|
||||
from polymarket_insider_tracker.detector.models import (
|
||||
FreshWalletSignal,
|
||||
RiskAssessment,
|
||||
SizeAnomalySignal,
|
||||
)
|
||||
from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class PipelineState(StrEnum):
|
||||
"""Pipeline lifecycle states."""
|
||||
|
||||
STOPPED = "stopped"
|
||||
STARTING = "starting"
|
||||
RUNNING = "running"
|
||||
STOPPING = "stopping"
|
||||
ERROR = "error"
|
||||
|
||||
|
||||
@dataclass
|
||||
class PipelineStats:
|
||||
"""Statistics for the pipeline."""
|
||||
|
||||
started_at: datetime | None = None
|
||||
trades_processed: int = 0
|
||||
signals_generated: int = 0
|
||||
alerts_sent: int = 0
|
||||
errors: int = 0
|
||||
last_trade_time: datetime | None = None
|
||||
last_error: str | None = None
|
||||
|
||||
|
||||
class Pipeline:
|
||||
"""Main pipeline orchestrator for the Polymarket Insider Tracker.
|
||||
|
||||
This class wires together all detection components and manages the
|
||||
event flow from trade ingestion through profiling, detection, and alerting.
|
||||
|
||||
Pipeline flow:
|
||||
WebSocket Trade Stream → Wallet Profiler → Detectors → Risk Scorer → Alerter
|
||||
|
||||
Example:
|
||||
```python
|
||||
from polymarket_insider_tracker.config import get_settings
|
||||
from polymarket_insider_tracker.pipeline import Pipeline
|
||||
|
||||
settings = get_settings()
|
||||
pipeline = Pipeline(settings)
|
||||
|
||||
await pipeline.start()
|
||||
# Pipeline runs until stop() is called
|
||||
await pipeline.stop()
|
||||
```
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
settings: Settings | None = None,
|
||||
*,
|
||||
dry_run: bool | None = None,
|
||||
) -> None:
|
||||
"""Initialize the pipeline.
|
||||
|
||||
Args:
|
||||
settings: Application settings. If not provided, uses get_settings().
|
||||
dry_run: If True, skip sending alerts. Overrides settings.dry_run.
|
||||
"""
|
||||
self._settings = settings or get_settings()
|
||||
self._dry_run = dry_run if dry_run is not None else self._settings.dry_run
|
||||
|
||||
self._state = PipelineState.STOPPED
|
||||
self._stats = PipelineStats()
|
||||
|
||||
# Components (initialized in start())
|
||||
self._redis: Redis | None = None
|
||||
self._db_manager: DatabaseManager | None = None
|
||||
self._polygon_client: PolygonClient | None = None
|
||||
self._clob_client: ClobClient | None = None
|
||||
self._metadata_sync: MarketMetadataSync | None = None
|
||||
self._wallet_analyzer: WalletAnalyzer | None = None
|
||||
self._fresh_wallet_detector: FreshWalletDetector | None = None
|
||||
self._size_anomaly_detector: SizeAnomalyDetector | None = None
|
||||
self._risk_scorer: RiskScorer | None = None
|
||||
self._alert_formatter: AlertFormatter | None = None
|
||||
self._alert_dispatcher: AlertDispatcher | None = None
|
||||
self._trade_stream: TradeStreamHandler | None = None
|
||||
self._funding_tracer: FundingTracer | None = None
|
||||
|
||||
# Synchronization
|
||||
self._stop_event: asyncio.Event | None = None
|
||||
self._stream_task: asyncio.Task[None] | None = None
|
||||
|
||||
@property
|
||||
def state(self) -> PipelineState:
|
||||
"""Current pipeline state."""
|
||||
return self._state
|
||||
|
||||
@property
|
||||
def stats(self) -> PipelineStats:
|
||||
"""Current pipeline statistics."""
|
||||
return self._stats
|
||||
|
||||
@property
|
||||
def is_running(self) -> bool:
|
||||
"""Check if pipeline is running."""
|
||||
return self._state == PipelineState.RUNNING
|
||||
|
||||
async def start(self) -> None:
|
||||
"""Start the pipeline.
|
||||
|
||||
Initializes all components and begins processing trades.
|
||||
|
||||
Raises:
|
||||
RuntimeError: If pipeline is already running.
|
||||
Exception: If any component fails to initialize.
|
||||
"""
|
||||
if self._state != PipelineState.STOPPED:
|
||||
raise RuntimeError(f"Cannot start pipeline in state {self._state}")
|
||||
|
||||
self._state = PipelineState.STARTING
|
||||
self._stop_event = asyncio.Event()
|
||||
logger.info("Starting pipeline...")
|
||||
|
||||
try:
|
||||
await self._initialize_components()
|
||||
await self._start_background_services()
|
||||
self._stats.started_at = datetime.now(UTC)
|
||||
self._state = PipelineState.RUNNING
|
||||
logger.info("Pipeline started successfully")
|
||||
except Exception as e:
|
||||
self._state = PipelineState.ERROR
|
||||
self._stats.last_error = str(e)
|
||||
logger.error("Failed to start pipeline: %s", e)
|
||||
await self._cleanup()
|
||||
raise
|
||||
|
||||
async def stop(self) -> None:
|
||||
"""Stop the pipeline gracefully.
|
||||
|
||||
Stops all background services and cleans up resources.
|
||||
"""
|
||||
if self._state == PipelineState.STOPPED:
|
||||
return
|
||||
|
||||
self._state = PipelineState.STOPPING
|
||||
logger.info("Stopping pipeline...")
|
||||
|
||||
if self._stop_event:
|
||||
self._stop_event.set()
|
||||
|
||||
await self._stop_background_services()
|
||||
await self._cleanup()
|
||||
|
||||
self._state = PipelineState.STOPPED
|
||||
logger.info("Pipeline stopped")
|
||||
|
||||
async def _initialize_components(self) -> None:
|
||||
"""Initialize all pipeline components."""
|
||||
settings = self._settings
|
||||
|
||||
# Initialize Redis
|
||||
logger.debug("Initializing Redis connection...")
|
||||
self._redis = Redis.from_url(settings.redis.url)
|
||||
|
||||
# Initialize Database Manager
|
||||
logger.debug("Initializing database manager...")
|
||||
self._db_manager = DatabaseManager(
|
||||
settings.database.url,
|
||||
async_mode=True,
|
||||
)
|
||||
|
||||
# Initialize Polygon client
|
||||
logger.debug("Initializing Polygon client...")
|
||||
self._polygon_client = PolygonClient(
|
||||
settings.polygon.rpc_url,
|
||||
fallback_rpc_url=settings.polygon.fallback_rpc_url,
|
||||
redis=self._redis,
|
||||
)
|
||||
|
||||
# Initialize CLOB client
|
||||
logger.debug("Initializing CLOB client...")
|
||||
api_key = (
|
||||
settings.polymarket.api_key.get_secret_value() if settings.polymarket.api_key else None
|
||||
)
|
||||
self._clob_client = ClobClient(api_key=api_key)
|
||||
|
||||
# Initialize Market Metadata Sync
|
||||
logger.debug("Initializing market metadata sync...")
|
||||
self._metadata_sync = MarketMetadataSync(
|
||||
redis=self._redis,
|
||||
clob_client=self._clob_client,
|
||||
)
|
||||
|
||||
# Initialize Wallet Analyzer
|
||||
logger.debug("Initializing wallet analyzer...")
|
||||
self._wallet_analyzer = WalletAnalyzer(
|
||||
self._polygon_client,
|
||||
redis=self._redis,
|
||||
)
|
||||
|
||||
# Initialize Funding Tracer
|
||||
logger.debug("Initializing funding tracer...")
|
||||
self._funding_tracer = FundingTracer(self._polygon_client)
|
||||
|
||||
# Initialize Detectors
|
||||
logger.debug("Initializing detectors...")
|
||||
self._fresh_wallet_detector = FreshWalletDetector(self._wallet_analyzer)
|
||||
self._size_anomaly_detector = SizeAnomalyDetector(self._metadata_sync)
|
||||
|
||||
# Initialize Risk Scorer
|
||||
logger.debug("Initializing risk scorer...")
|
||||
self._risk_scorer = RiskScorer(
|
||||
self._redis,
|
||||
alert_threshold=settings.detector.alert_threshold,
|
||||
dedup_window_seconds=settings.detector.dedup_window_seconds,
|
||||
)
|
||||
logger.info(
|
||||
"RiskScorer threshold=%.2f dedup_window=%ds persist=%s",
|
||||
settings.detector.alert_threshold,
|
||||
settings.detector.dedup_window_seconds,
|
||||
settings.detector.persist_assessments,
|
||||
)
|
||||
|
||||
# Initialize Alerting
|
||||
logger.debug("Initializing alerting components...")
|
||||
self._alert_formatter = AlertFormatter(verbosity="detailed")
|
||||
channels = self._build_alert_channels()
|
||||
self._alert_dispatcher = AlertDispatcher(channels)
|
||||
|
||||
# Initialize Trade Stream
|
||||
logger.debug("Initializing trade stream handler...")
|
||||
self._trade_stream = TradeStreamHandler(
|
||||
on_trade=self._on_trade,
|
||||
host=settings.polymarket.ws_url,
|
||||
)
|
||||
|
||||
logger.info("All components initialized")
|
||||
|
||||
def _build_alert_channels(self) -> list[AlertChannel]:
|
||||
"""Build list of enabled alert channels."""
|
||||
channels: list[AlertChannel] = []
|
||||
settings = self._settings
|
||||
|
||||
if settings.discord.enabled and settings.discord.webhook_url:
|
||||
webhook_url = settings.discord.webhook_url.get_secret_value()
|
||||
channels.append(DiscordChannel(webhook_url))
|
||||
logger.info("Discord channel enabled")
|
||||
|
||||
if settings.telegram.enabled:
|
||||
bot_token = settings.telegram.bot_token
|
||||
chat_id = settings.telegram.chat_id
|
||||
if bot_token and chat_id:
|
||||
channels.append(
|
||||
TelegramChannel(
|
||||
bot_token.get_secret_value(),
|
||||
chat_id,
|
||||
)
|
||||
)
|
||||
logger.info("Telegram channel enabled")
|
||||
|
||||
if not channels:
|
||||
logger.warning("No alert channels configured")
|
||||
|
||||
return channels
|
||||
|
||||
async def _start_background_services(self) -> None:
|
||||
"""Start background services."""
|
||||
# Start metadata sync
|
||||
if self._metadata_sync:
|
||||
logger.debug("Starting metadata sync service...")
|
||||
await self._metadata_sync.start()
|
||||
|
||||
# Start trade stream in background task
|
||||
if self._trade_stream:
|
||||
logger.debug("Starting trade stream...")
|
||||
self._stream_task = asyncio.create_task(self._run_trade_stream())
|
||||
|
||||
async def _run_trade_stream(self) -> None:
|
||||
"""Run the trade stream in a task."""
|
||||
if not self._trade_stream:
|
||||
return
|
||||
|
||||
try:
|
||||
await self._trade_stream.start()
|
||||
except asyncio.CancelledError:
|
||||
logger.debug("Trade stream task cancelled")
|
||||
except Exception as e:
|
||||
logger.error("Trade stream error: %s", e)
|
||||
self._stats.last_error = str(e)
|
||||
self._stats.errors += 1
|
||||
|
||||
async def _stop_background_services(self) -> None:
|
||||
"""Stop background services."""
|
||||
# Stop trade stream
|
||||
if self._trade_stream:
|
||||
logger.debug("Stopping trade stream...")
|
||||
await self._trade_stream.stop()
|
||||
|
||||
# Cancel stream task
|
||||
if self._stream_task:
|
||||
self._stream_task.cancel()
|
||||
with contextlib.suppress(asyncio.CancelledError):
|
||||
await self._stream_task
|
||||
self._stream_task = None
|
||||
|
||||
# Stop metadata sync
|
||||
if self._metadata_sync:
|
||||
logger.debug("Stopping metadata sync...")
|
||||
await self._metadata_sync.stop()
|
||||
|
||||
async def _cleanup(self) -> None:
|
||||
"""Clean up resources."""
|
||||
# Close database connections
|
||||
if self._db_manager:
|
||||
await self._db_manager.dispose_async()
|
||||
self._db_manager = None
|
||||
|
||||
# Close Redis connection
|
||||
if self._redis:
|
||||
await self._redis.aclose()
|
||||
self._redis = None
|
||||
|
||||
logger.debug("Resources cleaned up")
|
||||
|
||||
async def _on_trade(self, trade: TradeEvent) -> None:
|
||||
"""Process a single trade event.
|
||||
|
||||
This is the main event handler that runs the detection pipeline:
|
||||
1. Run fresh wallet detection
|
||||
2. Run size anomaly detection
|
||||
3. Score the combined signals
|
||||
4. Send alert if threshold exceeded
|
||||
|
||||
Args:
|
||||
trade: The trade event from the WebSocket stream.
|
||||
"""
|
||||
self._stats.trades_processed += 1
|
||||
self._stats.last_trade_time = datetime.now(UTC)
|
||||
|
||||
try:
|
||||
# Run detectors in parallel
|
||||
fresh_signal, size_signal = await asyncio.gather(
|
||||
self._detect_fresh_wallet(trade),
|
||||
self._detect_size_anomaly(trade),
|
||||
)
|
||||
|
||||
# Persist wallet profile and funding data when a fresh wallet is detected
|
||||
if fresh_signal is not None:
|
||||
await self._persist_wallet_and_funding(fresh_signal)
|
||||
|
||||
# Bundle signals
|
||||
bundle = SignalBundle(
|
||||
trade_event=trade,
|
||||
fresh_wallet_signal=fresh_signal,
|
||||
size_anomaly_signal=size_signal,
|
||||
)
|
||||
|
||||
# Score and potentially alert
|
||||
if fresh_signal or size_signal:
|
||||
self._stats.signals_generated += 1
|
||||
await self._score_and_alert(bundle)
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Error processing trade %s: %s", trade.trade_id, e)
|
||||
self._stats.errors += 1
|
||||
self._stats.last_error = str(e)
|
||||
|
||||
async def _persist_wallet_and_funding(self, signal: FreshWalletSignal) -> None:
|
||||
"""Persist wallet profile and funding transfers to Postgres.
|
||||
|
||||
Called when a fresh wallet signal is detected. Upserts the wallet
|
||||
profile and traces/inserts any funding transfers found on-chain.
|
||||
|
||||
Args:
|
||||
signal: The fresh wallet signal containing the wallet profile.
|
||||
"""
|
||||
if not self._db_manager:
|
||||
return
|
||||
|
||||
profile = signal.wallet_profile
|
||||
address = profile.address
|
||||
|
||||
try:
|
||||
async with self._db_manager.get_async_session() as session:
|
||||
# Persist wallet profile
|
||||
wallet_repo = WalletRepository(session)
|
||||
dto = WalletProfileDTO(
|
||||
address=address,
|
||||
nonce=profile.nonce,
|
||||
first_seen_at=profile.first_seen,
|
||||
is_fresh=profile.is_fresh,
|
||||
matic_balance=profile.matic_balance,
|
||||
usdc_balance=profile.usdc_balance,
|
||||
analyzed_at=profile.analyzed_at,
|
||||
)
|
||||
await wallet_repo.upsert(dto)
|
||||
|
||||
# Trace and persist funding transfers
|
||||
if self._funding_tracer:
|
||||
chain = await self._funding_tracer.trace(address)
|
||||
if chain.chain:
|
||||
funding_repo = FundingRepository(session)
|
||||
funding_dtos = [
|
||||
FundingTransferDTO(
|
||||
from_address=t.from_address,
|
||||
to_address=t.to_address,
|
||||
amount=t.amount,
|
||||
token=t.token,
|
||||
tx_hash=t.tx_hash,
|
||||
block_number=t.block_number,
|
||||
timestamp=t.timestamp,
|
||||
)
|
||||
for t in chain.chain
|
||||
]
|
||||
await funding_repo.insert_many(funding_dtos)
|
||||
|
||||
logger.debug(
|
||||
"Persisted wallet profile and %d funding transfers for %s",
|
||||
len(chain.chain) if self._funding_tracer and chain.chain else 0,
|
||||
address[:10] + "...",
|
||||
)
|
||||
except Exception as e:
|
||||
logger.warning("Failed to persist wallet/funding data for %s: %s", address, e)
|
||||
|
||||
async def _detect_fresh_wallet(self, trade: TradeEvent) -> FreshWalletSignal | None:
|
||||
"""Run fresh wallet detection."""
|
||||
if not self._fresh_wallet_detector:
|
||||
return None
|
||||
try:
|
||||
return await self._fresh_wallet_detector.analyze(trade)
|
||||
except Exception as e:
|
||||
logger.warning("Fresh wallet detection failed for %s: %s", trade.trade_id, e)
|
||||
return None
|
||||
|
||||
async def _detect_size_anomaly(self, trade: TradeEvent) -> SizeAnomalySignal | None:
|
||||
"""Run size anomaly detection."""
|
||||
if not self._size_anomaly_detector:
|
||||
return None
|
||||
try:
|
||||
return await self._size_anomaly_detector.analyze(trade)
|
||||
except Exception as e:
|
||||
logger.warning("Size anomaly detection failed for %s: %s", trade.trade_id, e)
|
||||
return None
|
||||
|
||||
async def _score_and_alert(self, bundle: SignalBundle) -> None:
|
||||
"""Score signals, persist the assessment, and send alert if above threshold."""
|
||||
if not self._risk_scorer or not self._alert_formatter or not self._alert_dispatcher:
|
||||
return
|
||||
|
||||
# Get risk assessment
|
||||
assessment = await self._risk_scorer.assess(bundle)
|
||||
|
||||
# Persist every signal-bearing assessment (not just delivered alerts).
|
||||
# This is the ground-truth log future backtests will read instead of
|
||||
# grepping systemd. Failure here must never block alerting.
|
||||
if self._settings.detector.persist_assessments:
|
||||
await self._persist_assessment(assessment)
|
||||
|
||||
if not assessment.should_alert:
|
||||
logger.debug(
|
||||
"Trade %s below alert threshold (score=%.2f)",
|
||||
bundle.trade_event.trade_id,
|
||||
assessment.weighted_score,
|
||||
)
|
||||
return
|
||||
|
||||
# Format and dispatch alert
|
||||
formatted_alert = self._alert_formatter.format(assessment)
|
||||
|
||||
if self._dry_run:
|
||||
logger.info(
|
||||
"[DRY RUN] Would send alert: wallet=%s, score=%.2f",
|
||||
assessment.wallet_address[:10] + "...",
|
||||
assessment.weighted_score,
|
||||
)
|
||||
return
|
||||
|
||||
result = await self._alert_dispatcher.dispatch(formatted_alert)
|
||||
|
||||
if result.all_succeeded:
|
||||
self._stats.alerts_sent += 1
|
||||
logger.info(
|
||||
"Alert sent successfully: wallet=%s, score=%.2f",
|
||||
assessment.wallet_address[:10] + "...",
|
||||
assessment.weighted_score,
|
||||
)
|
||||
else:
|
||||
logger.warning(
|
||||
"Alert partially failed: %d/%d channels succeeded",
|
||||
result.success_count,
|
||||
result.success_count + result.failure_count,
|
||||
)
|
||||
|
||||
async def _persist_assessment(self, assessment: RiskAssessment) -> None:
|
||||
"""Write the assessment row. Best-effort; never raises."""
|
||||
if not self._db_manager:
|
||||
return
|
||||
from decimal import Decimal as _D
|
||||
|
||||
trade = assessment.trade_event
|
||||
fresh = assessment.fresh_wallet_signal
|
||||
size_sig = assessment.size_anomaly_signal
|
||||
wallet_age: _D | None = None
|
||||
if fresh is not None and fresh.wallet_profile.age_hours is not None:
|
||||
wallet_age = _D(str(round(float(fresh.wallet_profile.age_hours), 2)))
|
||||
dto = RiskAssessmentDTO(
|
||||
assessment_id=assessment.assessment_id,
|
||||
trade_id=trade.trade_id,
|
||||
wallet_address=assessment.wallet_address.lower(),
|
||||
market_id=assessment.market_id,
|
||||
asset_id=getattr(trade, "asset_id", None) or None,
|
||||
side=trade.side,
|
||||
outcome=getattr(trade, "outcome", None) or None,
|
||||
outcome_index=getattr(trade, "outcome_index", None),
|
||||
price=trade.price,
|
||||
size=trade.size,
|
||||
notional_usdc=trade.notional_value,
|
||||
trade_timestamp=trade.timestamp,
|
||||
weighted_score=_D(str(round(assessment.weighted_score, 3))),
|
||||
signals_triggered=assessment.signals_triggered,
|
||||
fresh_wallet_confidence=(
|
||||
_D(str(round(fresh.confidence, 3))) if fresh is not None else None
|
||||
),
|
||||
size_anomaly_confidence=(
|
||||
_D(str(round(size_sig.confidence, 3))) if size_sig is not None else None
|
||||
),
|
||||
is_niche_market=size_sig.is_niche_market if size_sig is not None else None,
|
||||
volume_impact=(
|
||||
_D(str(round(size_sig.volume_impact, 4))) if size_sig is not None else None
|
||||
),
|
||||
book_impact=(_D(str(round(size_sig.book_impact, 4))) if size_sig is not None else None),
|
||||
wallet_age_hours=wallet_age,
|
||||
should_alert=assessment.should_alert,
|
||||
threshold_at_eval=_D(str(round(self._settings.detector.alert_threshold, 3))),
|
||||
)
|
||||
try:
|
||||
async with self._db_manager.get_async_session() as session:
|
||||
repo = RiskAssessmentRepository(session)
|
||||
await repo.insert(dto)
|
||||
except Exception as e:
|
||||
logger.warning("Failed to persist risk assessment %s: %s", assessment.assessment_id, e)
|
||||
|
||||
async def run(self) -> None:
|
||||
"""Start the pipeline and run until interrupted.
|
||||
|
||||
This is a convenience method that starts the pipeline and
|
||||
blocks until a stop signal is received.
|
||||
|
||||
Example:
|
||||
```python
|
||||
pipeline = Pipeline()
|
||||
try:
|
||||
await pipeline.run()
|
||||
except KeyboardInterrupt:
|
||||
pass
|
||||
```
|
||||
"""
|
||||
await self.start()
|
||||
|
||||
try:
|
||||
if self._stop_event:
|
||||
await self._stop_event.wait()
|
||||
except asyncio.CancelledError:
|
||||
pass
|
||||
finally:
|
||||
await self.stop()
|
||||
|
||||
async def __aenter__(self) -> Pipeline:
|
||||
"""Async context manager entry."""
|
||||
await self.start()
|
||||
return self
|
||||
|
||||
async def __aexit__(self, *args: Any) -> None:
|
||||
"""Async context manager exit."""
|
||||
await self.stop()
|
||||
@@ -91,7 +91,9 @@ class WalletAnalyzer:
|
||||
return WalletProfile(
|
||||
address=data["address"],
|
||||
nonce=data["nonce"],
|
||||
first_seen=datetime.fromisoformat(data["first_seen"]) if data["first_seen"] else None,
|
||||
first_seen=datetime.fromisoformat(data["first_seen"])
|
||||
if data["first_seen"]
|
||||
else None,
|
||||
age_hours=data["age_hours"],
|
||||
is_fresh=data["is_fresh"],
|
||||
total_tx_count=data["total_tx_count"],
|
||||
|
||||
@@ -503,9 +503,7 @@ class PolygonClient:
|
||||
balance_task = self.get_balance(address)
|
||||
first_tx_task = self.get_first_transaction(address)
|
||||
|
||||
nonce, balance, first_tx = await asyncio.gather(
|
||||
nonce_task, balance_task, first_tx_task
|
||||
)
|
||||
nonce, balance, first_tx = await asyncio.gather(nonce_task, balance_task, first_tx_task)
|
||||
|
||||
return WalletInfo(
|
||||
address=address.lower(),
|
||||
|
||||
@@ -195,19 +195,16 @@ class EntityRegistry:
|
||||
True if the address is a known smart contract.
|
||||
"""
|
||||
entity_type = self.classify(address)
|
||||
contract_types = (
|
||||
self.DEX_ENTITY_TYPES
|
||||
| {
|
||||
EntityType.TOKEN_USDC,
|
||||
EntityType.TOKEN_USDT,
|
||||
EntityType.TOKEN_WETH,
|
||||
EntityType.TOKEN_WMATIC,
|
||||
EntityType.DEFI_AAVE,
|
||||
EntityType.DEFI_COMPOUND,
|
||||
EntityType.DEFI_OTHER,
|
||||
EntityType.CONTRACT,
|
||||
}
|
||||
)
|
||||
contract_types = self.DEX_ENTITY_TYPES | {
|
||||
EntityType.TOKEN_USDC,
|
||||
EntityType.TOKEN_USDT,
|
||||
EntityType.TOKEN_WETH,
|
||||
EntityType.TOKEN_WMATIC,
|
||||
EntityType.DEFI_AAVE,
|
||||
EntityType.DEFI_COMPOUND,
|
||||
EntityType.DEFI_OTHER,
|
||||
EntityType.CONTRACT,
|
||||
}
|
||||
return entity_type in contract_types
|
||||
|
||||
def get_entity_category(self, address: str) -> str:
|
||||
|
||||
@@ -26,8 +26,46 @@ logger = logging.getLogger(__name__)
|
||||
USDC_BRIDGED = "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174"
|
||||
USDC_NATIVE = "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359"
|
||||
|
||||
# ERC20 Transfer event signature
|
||||
# ERC20 Transfer event signature. ``HexBytes.hex()`` returns a *bare* hex
|
||||
# string without the ``0x`` prefix; publicnode tolerates that, but stricter
|
||||
# providers (e.g. drpc — which we use as the fallback) reject it with
|
||||
# ``invalid argument 0: hex string without 0x prefix``. Always pass the
|
||||
# 0x-prefixed form to ``eth_getLogs``.
|
||||
TRANSFER_EVENT_SIGNATURE = AsyncWeb3.keccak(text="Transfer(address,address,uint256)")
|
||||
TRANSFER_EVENT_TOPIC = "0x" + TRANSFER_EVENT_SIGNATURE.hex().removeprefix("0x")
|
||||
|
||||
# eth_getLogs block-range chunking. Most public Polygon RPCs (publicnode, ankr,
|
||||
# llamarpc) cap the range at 10_000 blocks per call; pick a window slightly
|
||||
# under the cap so off-by-one differences between providers don't trip us up.
|
||||
DEFAULT_CHUNK_SIZE_BLOCKS = 9_000
|
||||
# Polygon block time is ~2.0s. publicnode (the most common free RPC) prunes
|
||||
# log history aggressively — empirically only ~100k blocks (~55 hours) are
|
||||
# served before requests start returning "History has been pruned". We default
|
||||
# to 80k blocks (~44 hours), which is more than enough for fresh-wallet
|
||||
# funding traces (those wallets are by definition new) and fits comfortably
|
||||
# inside what most public providers retain.
|
||||
DEFAULT_MAX_LOOKBACK_BLOCKS = 80_000
|
||||
|
||||
# Substrings that, when present in an RPC error, indicate the chunk we just
|
||||
# asked for is outside the provider's archive horizon. Walking further back
|
||||
# is futile, so we stop the trace early instead of hammering every chunk.
|
||||
_PRUNED_HISTORY_MARKERS: tuple[str, ...] = (
|
||||
"history has been pruned",
|
||||
"missing trie node",
|
||||
"older than",
|
||||
)
|
||||
|
||||
|
||||
def _is_pruned_history_error(err: BaseException) -> bool:
|
||||
"""Return True if the RPC error indicates pruned history.
|
||||
|
||||
Public Polygon nodes only retain a recent slice of log history. When we
|
||||
walk back through that slice in chunks and hit the cutoff, every further
|
||||
chunk will fail with the same message — so we stop early instead of
|
||||
burning quota on guaranteed failures.
|
||||
"""
|
||||
text = str(err).lower()
|
||||
return any(marker in text for marker in _PRUNED_HISTORY_MARKERS)
|
||||
|
||||
|
||||
class FundingTracer:
|
||||
@@ -50,6 +88,8 @@ class FundingTracer:
|
||||
*,
|
||||
max_hops: int = 3,
|
||||
usdc_addresses: list[str] | None = None,
|
||||
chunk_size_blocks: int = DEFAULT_CHUNK_SIZE_BLOCKS,
|
||||
max_lookback_blocks: int = DEFAULT_MAX_LOOKBACK_BLOCKS,
|
||||
) -> None:
|
||||
"""Initialize the funding tracer.
|
||||
|
||||
@@ -58,6 +98,11 @@ class FundingTracer:
|
||||
entity_registry: Registry for entity classification. Creates default if None.
|
||||
max_hops: Maximum hops to trace back (default 3).
|
||||
usdc_addresses: USDC contract addresses to track. Uses defaults if None.
|
||||
chunk_size_blocks: Block window size per eth_getLogs call. Public
|
||||
Polygon RPCs cap at 10_000 blocks; default leaves a safety margin.
|
||||
max_lookback_blocks: How far back to scan when caller passes
|
||||
``from_block=0``. Default ~44 hours at 2s block time, which
|
||||
fits inside the pruned-history horizon of most public RPCs.
|
||||
"""
|
||||
self.polygon_client = polygon_client
|
||||
self.entity_registry = entity_registry or EntityRegistry()
|
||||
@@ -65,6 +110,8 @@ class FundingTracer:
|
||||
self._usdc_addresses = [
|
||||
addr.lower() for addr in (usdc_addresses or [USDC_BRIDGED, USDC_NATIVE])
|
||||
]
|
||||
self._chunk_size_blocks = chunk_size_blocks
|
||||
self._max_lookback_blocks = max_lookback_blocks
|
||||
|
||||
async def trace(
|
||||
self,
|
||||
@@ -209,45 +256,144 @@ class FundingTracer:
|
||||
) -> list[dict[str, Any]]:
|
||||
"""Get ERC20 Transfer event logs.
|
||||
|
||||
Public Polygon RPCs (publicnode, ankr, llamarpc) cap ``eth_getLogs`` at
|
||||
10_000 blocks per call. To work around this we resolve the requested
|
||||
range into a concrete block window (defaulting to the last
|
||||
``max_lookback_blocks`` when caller passes ``from_block=0``) and walk
|
||||
the window in chunks of ``chunk_size_blocks``, oldest-first, stopping
|
||||
once ``limit`` matches are collected. Walking oldest-first preserves
|
||||
the "first transfer" semantics expected by the funding chain tracer.
|
||||
|
||||
If a chunk comes back with a "history has been pruned" style error
|
||||
the rest of the walk is short-circuited — every subsequent chunk
|
||||
would hit the same archive cutoff and there's no point burning quota
|
||||
on guaranteed failures.
|
||||
|
||||
Args:
|
||||
to_address: Filter by recipient address.
|
||||
token_address: ERC20 token contract address.
|
||||
limit: Maximum logs to return.
|
||||
from_block: Starting block number.
|
||||
to_block: Ending block number.
|
||||
from_block: Starting block number (0 means
|
||||
``latest - max_lookback_blocks``).
|
||||
to_block: Ending block number ("latest" resolves to current head).
|
||||
|
||||
Returns:
|
||||
List of log dictionaries.
|
||||
List of log dictionaries, oldest first, capped at ``limit``.
|
||||
"""
|
||||
# Pad address to 32 bytes for topic filter
|
||||
padded_to = "0x" + to_address.lower().replace("0x", "").zfill(64)
|
||||
topics = [
|
||||
TRANSFER_EVENT_TOPIC, # Transfer event (must be 0x-prefixed for drpc)
|
||||
None, # from (any)
|
||||
padded_to, # to (target address)
|
||||
]
|
||||
contract_address = AsyncWeb3.to_checksum_address(token_address)
|
||||
|
||||
start_block, end_block = await self._resolve_block_range(from_block, to_block)
|
||||
if start_block > end_block:
|
||||
return []
|
||||
|
||||
results: list[dict[str, Any]] = []
|
||||
chunk_size = max(1, self._chunk_size_blocks)
|
||||
chunk_start = start_block
|
||||
|
||||
while chunk_start <= end_block:
|
||||
chunk_end = min(chunk_start + chunk_size - 1, end_block)
|
||||
try:
|
||||
chunk_logs = await self._fetch_logs_chunk(
|
||||
contract_address=contract_address,
|
||||
topics=topics,
|
||||
from_block=chunk_start,
|
||||
to_block=chunk_end,
|
||||
)
|
||||
except Exception as e:
|
||||
if _is_pruned_history_error(e):
|
||||
# The provider has dropped this slice of history. Walking
|
||||
# further back will hit the same wall on every chunk;
|
||||
# stop now and return what we already have.
|
||||
logger.info(
|
||||
"eth_getLogs chunk %d-%d outside archive horizon for %s; stopping trace",
|
||||
chunk_start,
|
||||
chunk_end,
|
||||
to_address,
|
||||
)
|
||||
break
|
||||
logger.warning(
|
||||
"eth_getLogs chunk %d-%d failed for %s: %s",
|
||||
chunk_start,
|
||||
chunk_end,
|
||||
to_address,
|
||||
e,
|
||||
)
|
||||
# Skip this window and keep walking — partial data is better
|
||||
# than aborting the whole trace on a single flaky chunk.
|
||||
chunk_start = chunk_end + 1
|
||||
continue
|
||||
|
||||
for log in chunk_logs:
|
||||
results.append(dict(log))
|
||||
if len(results) >= limit:
|
||||
return results
|
||||
|
||||
chunk_start = chunk_end + 1
|
||||
|
||||
return results
|
||||
|
||||
async def _resolve_block_range(
|
||||
self,
|
||||
from_block: int | str,
|
||||
to_block: int | str,
|
||||
) -> tuple[int, int]:
|
||||
"""Resolve symbolic block params to concrete numeric bounds.
|
||||
|
||||
``from_block=0`` (the historical default) is rewritten to
|
||||
``latest - max_lookback_blocks`` so we don't try to scan all of Polygon.
|
||||
"""
|
||||
w3 = self._select_w3()
|
||||
|
||||
if isinstance(to_block, str):
|
||||
await self.polygon_client._rate_limiter.acquire()
|
||||
head = int(await w3.eth.block_number)
|
||||
end = head
|
||||
else:
|
||||
end = int(to_block)
|
||||
|
||||
if isinstance(from_block, str):
|
||||
# Treat any symbolic from-block (e.g. "earliest") as "go back
|
||||
# max_lookback_blocks from end"; that's what callers actually want.
|
||||
start = max(0, end - self._max_lookback_blocks)
|
||||
elif from_block == 0:
|
||||
start = max(0, end - self._max_lookback_blocks)
|
||||
else:
|
||||
start = int(from_block)
|
||||
|
||||
return start, end
|
||||
|
||||
async def _fetch_logs_chunk(
|
||||
self,
|
||||
contract_address: str,
|
||||
topics: list[Any],
|
||||
from_block: int,
|
||||
to_block: int,
|
||||
) -> list[Any]:
|
||||
"""Issue a single bounded ``eth_getLogs`` call."""
|
||||
await self.polygon_client._rate_limiter.acquire()
|
||||
|
||||
# Use the web3 instance from polygon client
|
||||
w3 = (
|
||||
self.polygon_client._w3
|
||||
if self.polygon_client._primary_healthy
|
||||
else (self.polygon_client._w3_fallback or self.polygon_client._w3)
|
||||
)
|
||||
|
||||
# Get logs with Transfer event filtering by recipient
|
||||
logs = await w3.eth.get_logs(
|
||||
w3 = self._select_w3()
|
||||
# Note: web3 typing is overly restrictive for block params
|
||||
return await w3.eth.get_logs(
|
||||
{
|
||||
"address": AsyncWeb3.to_checksum_address(token_address),
|
||||
"topics": [
|
||||
TRANSFER_EVENT_SIGNATURE.hex(), # Transfer event
|
||||
None, # from (any)
|
||||
padded_to, # to (target address)
|
||||
],
|
||||
"fromBlock": from_block,
|
||||
"toBlock": to_block,
|
||||
"address": contract_address,
|
||||
"topics": topics,
|
||||
"fromBlock": from_block, # type: ignore[typeddict-item]
|
||||
"toBlock": to_block, # type: ignore[typeddict-item]
|
||||
}
|
||||
)
|
||||
|
||||
# Convert to list of dicts and limit
|
||||
result = [dict(log) for log in logs[:limit]]
|
||||
return result
|
||||
def _select_w3(self) -> AsyncWeb3:
|
||||
"""Pick primary or fallback web3 instance based on health."""
|
||||
if self.polygon_client._primary_healthy:
|
||||
return self.polygon_client._w3
|
||||
return self.polygon_client._w3_fallback or self.polygon_client._w3
|
||||
|
||||
async def _log_to_funding_transfer(
|
||||
self,
|
||||
@@ -310,7 +456,7 @@ class FundingTracer:
|
||||
|
||||
chains: dict[str, FundingChain] = {}
|
||||
for addr, result in zip(addresses, results, strict=True):
|
||||
if isinstance(result, Exception):
|
||||
if isinstance(result, BaseException):
|
||||
logger.warning("Failed to trace %s: %s", addr, result)
|
||||
chains[addr.lower()] = FundingChain(
|
||||
target_address=addr.lower(),
|
||||
|
||||
@@ -58,7 +58,10 @@ class WalletInfo:
|
||||
"""Return wallet age in days based on first transaction."""
|
||||
if self.first_transaction is None:
|
||||
return None
|
||||
delta = datetime.now(tz=self.first_transaction.timestamp.tzinfo) - self.first_transaction.timestamp
|
||||
delta = (
|
||||
datetime.now(tz=self.first_transaction.timestamp.tzinfo)
|
||||
- self.first_transaction.timestamp
|
||||
)
|
||||
return delta.total_seconds() / 86400
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,325 @@
|
||||
"""Graceful shutdown handler for Polymarket Insider Tracker.
|
||||
|
||||
This module provides signal handling and graceful shutdown coordination
|
||||
for the async pipeline components.
|
||||
|
||||
Usage:
|
||||
```python
|
||||
async def main():
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
async with shutdown:
|
||||
pipeline = Pipeline(settings)
|
||||
await pipeline.start()
|
||||
|
||||
# Wait for shutdown signal
|
||||
await shutdown.wait()
|
||||
|
||||
# Graceful cleanup
|
||||
await pipeline.stop()
|
||||
```
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
import signal
|
||||
import sys
|
||||
from collections.abc import Callable
|
||||
from contextlib import suppress
|
||||
from types import FrameType
|
||||
from typing import TYPE_CHECKING
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# Default shutdown timeout in seconds
|
||||
DEFAULT_SHUTDOWN_TIMEOUT = 30.0
|
||||
|
||||
# Signals to trap for graceful shutdown
|
||||
SHUTDOWN_SIGNALS = (signal.SIGTERM, signal.SIGINT)
|
||||
|
||||
|
||||
class ShutdownTimeoutError(Exception):
|
||||
"""Raised when graceful shutdown exceeds timeout."""
|
||||
|
||||
|
||||
class GracefulShutdown:
|
||||
"""Graceful shutdown handler with signal trapping.
|
||||
|
||||
This class provides coordinated shutdown handling for async applications.
|
||||
It traps SIGTERM and SIGINT signals and provides an async event that
|
||||
can be awaited to detect shutdown requests.
|
||||
|
||||
Features:
|
||||
- SIGTERM and SIGINT signal trapping
|
||||
- Async event-based shutdown coordination
|
||||
- Configurable shutdown timeout
|
||||
- Async context manager support
|
||||
- Cleanup callback registration
|
||||
- Force exit on second signal or timeout
|
||||
|
||||
Example:
|
||||
```python
|
||||
shutdown = GracefulShutdown(timeout=30.0)
|
||||
|
||||
async with shutdown:
|
||||
await some_long_running_task()
|
||||
# Automatically handles cleanup on signals
|
||||
```
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
timeout: float = DEFAULT_SHUTDOWN_TIMEOUT,
|
||||
*,
|
||||
exit_on_timeout: bool = True,
|
||||
) -> None:
|
||||
"""Initialize the shutdown handler.
|
||||
|
||||
Args:
|
||||
timeout: Maximum time in seconds to wait for graceful shutdown.
|
||||
exit_on_timeout: If True, force exit when timeout is exceeded.
|
||||
"""
|
||||
self._timeout = timeout
|
||||
self._exit_on_timeout = exit_on_timeout
|
||||
|
||||
self._shutdown_event: asyncio.Event | None = None
|
||||
self._shutdown_requested = False
|
||||
self._force_exit_requested = False
|
||||
self._original_handlers: dict[signal.Signals, Any] = {}
|
||||
self._cleanup_callbacks: list[Callable[[], Any]] = []
|
||||
self._loop: asyncio.AbstractEventLoop | None = None
|
||||
|
||||
@property
|
||||
def timeout(self) -> float:
|
||||
"""Shutdown timeout in seconds."""
|
||||
return self._timeout
|
||||
|
||||
@property
|
||||
def is_shutdown_requested(self) -> bool:
|
||||
"""Check if shutdown has been requested."""
|
||||
return self._shutdown_requested
|
||||
|
||||
@property
|
||||
def is_force_exit_requested(self) -> bool:
|
||||
"""Check if force exit has been requested (second signal received)."""
|
||||
return self._force_exit_requested
|
||||
|
||||
def register_cleanup(self, callback: Callable[[], Any]) -> None:
|
||||
"""Register a cleanup callback to run during shutdown.
|
||||
|
||||
Args:
|
||||
callback: A callable (sync or async) to run during shutdown.
|
||||
"""
|
||||
self._cleanup_callbacks.append(callback)
|
||||
|
||||
def request_shutdown(self) -> None:
|
||||
"""Programmatically request shutdown.
|
||||
|
||||
This can be used to trigger shutdown from application code
|
||||
instead of waiting for a signal.
|
||||
"""
|
||||
if not self._shutdown_requested:
|
||||
self._shutdown_requested = True
|
||||
logger.info("Shutdown requested programmatically")
|
||||
if self._shutdown_event:
|
||||
self._shutdown_event.set()
|
||||
|
||||
async def wait(self) -> None:
|
||||
"""Wait for a shutdown signal.
|
||||
|
||||
This coroutine blocks until a shutdown signal is received
|
||||
or request_shutdown() is called.
|
||||
"""
|
||||
if self._shutdown_event is None:
|
||||
self._shutdown_event = asyncio.Event()
|
||||
|
||||
await self._shutdown_event.wait()
|
||||
|
||||
async def wait_with_timeout(self) -> bool:
|
||||
"""Wait for shutdown with timeout.
|
||||
|
||||
Returns:
|
||||
True if shutdown was requested, False if timeout occurred.
|
||||
"""
|
||||
if self._shutdown_event is None:
|
||||
self._shutdown_event = asyncio.Event()
|
||||
|
||||
try:
|
||||
await asyncio.wait_for(
|
||||
self._shutdown_event.wait(),
|
||||
timeout=self._timeout,
|
||||
)
|
||||
return True
|
||||
except TimeoutError:
|
||||
return False
|
||||
|
||||
def install_signal_handlers(self) -> None:
|
||||
"""Install signal handlers for graceful shutdown.
|
||||
|
||||
Traps SIGTERM and SIGINT to trigger graceful shutdown.
|
||||
On Windows, only SIGINT is trapped as SIGTERM is not available.
|
||||
"""
|
||||
self._loop = asyncio.get_running_loop()
|
||||
self._shutdown_event = asyncio.Event()
|
||||
|
||||
# Platform-specific signal handling
|
||||
if sys.platform == "win32":
|
||||
# Windows: use signal.signal for SIGINT only
|
||||
self._install_windows_handlers()
|
||||
else:
|
||||
# Unix: use loop.add_signal_handler for both signals
|
||||
self._install_unix_handlers()
|
||||
|
||||
logger.debug("Signal handlers installed")
|
||||
|
||||
def _install_unix_handlers(self) -> None:
|
||||
"""Install Unix signal handlers using the event loop."""
|
||||
if self._loop is None:
|
||||
return
|
||||
|
||||
for sig in SHUTDOWN_SIGNALS:
|
||||
try:
|
||||
self._loop.add_signal_handler(
|
||||
sig,
|
||||
self._handle_signal,
|
||||
sig,
|
||||
)
|
||||
logger.debug("Installed handler for %s", sig.name)
|
||||
except (ValueError, OSError) as e:
|
||||
logger.warning("Could not install handler for %s: %s", sig.name, e)
|
||||
|
||||
def _install_windows_handlers(self) -> None:
|
||||
"""Install Windows signal handlers using signal.signal."""
|
||||
for sig in SHUTDOWN_SIGNALS:
|
||||
try:
|
||||
self._original_handlers[sig] = signal.signal(
|
||||
sig,
|
||||
self._handle_signal_sync,
|
||||
)
|
||||
logger.debug("Installed handler for %s", sig.name)
|
||||
except (ValueError, OSError) as e:
|
||||
logger.warning("Could not install handler for %s: %s", sig.name, e)
|
||||
|
||||
def remove_signal_handlers(self) -> None:
|
||||
"""Remove installed signal handlers and restore originals."""
|
||||
if sys.platform == "win32":
|
||||
self._remove_windows_handlers()
|
||||
else:
|
||||
self._remove_unix_handlers()
|
||||
|
||||
logger.debug("Signal handlers removed")
|
||||
|
||||
def _remove_unix_handlers(self) -> None:
|
||||
"""Remove Unix signal handlers."""
|
||||
if self._loop is None:
|
||||
return
|
||||
|
||||
for sig in SHUTDOWN_SIGNALS:
|
||||
with suppress(ValueError, OSError):
|
||||
self._loop.remove_signal_handler(sig)
|
||||
|
||||
def _remove_windows_handlers(self) -> None:
|
||||
"""Remove Windows signal handlers and restore originals."""
|
||||
for sig, original in self._original_handlers.items():
|
||||
with suppress(ValueError, OSError):
|
||||
signal.signal(sig, original)
|
||||
self._original_handlers.clear()
|
||||
|
||||
def _handle_signal(self, sig: signal.Signals) -> None:
|
||||
"""Handle shutdown signal (Unix version).
|
||||
|
||||
Args:
|
||||
sig: The signal that was received.
|
||||
"""
|
||||
if self._shutdown_requested:
|
||||
# Second signal - force exit
|
||||
self._force_exit_requested = True
|
||||
logger.warning("Received %s again - forcing exit!", sig.name)
|
||||
sys.exit(128 + sig.value)
|
||||
else:
|
||||
self._shutdown_requested = True
|
||||
logger.info("Received %s - initiating graceful shutdown...", sig.name)
|
||||
if self._shutdown_event:
|
||||
self._shutdown_event.set()
|
||||
|
||||
def _handle_signal_sync(self, sig: int, _frame: FrameType | None) -> None:
|
||||
"""Handle shutdown signal (Windows version).
|
||||
|
||||
Args:
|
||||
sig: The signal number that was received.
|
||||
_frame: The current stack frame (unused).
|
||||
"""
|
||||
sig_enum = signal.Signals(sig)
|
||||
self._handle_signal(sig_enum)
|
||||
|
||||
async def run_cleanup_callbacks(self) -> None:
|
||||
"""Run all registered cleanup callbacks."""
|
||||
for callback in self._cleanup_callbacks:
|
||||
try:
|
||||
result = callback()
|
||||
if asyncio.iscoroutine(result):
|
||||
await result
|
||||
except Exception as e:
|
||||
logger.error("Cleanup callback failed: %s", e)
|
||||
|
||||
async def __aenter__(self) -> GracefulShutdown:
|
||||
"""Async context manager entry - install signal handlers."""
|
||||
self.install_signal_handlers()
|
||||
return self
|
||||
|
||||
async def __aexit__(self, *_args: Any) -> None:
|
||||
"""Async context manager exit - cleanup."""
|
||||
self.remove_signal_handlers()
|
||||
await self.run_cleanup_callbacks()
|
||||
|
||||
|
||||
async def run_with_graceful_shutdown(
|
||||
coro: Any,
|
||||
*,
|
||||
timeout: float = DEFAULT_SHUTDOWN_TIMEOUT,
|
||||
) -> None:
|
||||
"""Run an async coroutine with graceful shutdown handling.
|
||||
|
||||
This is a convenience function that wraps a coroutine with
|
||||
signal handling and timeout-based cleanup.
|
||||
|
||||
Args:
|
||||
coro: The coroutine to run.
|
||||
timeout: Maximum time to wait for graceful shutdown.
|
||||
|
||||
Example:
|
||||
```python
|
||||
async def my_app():
|
||||
await asyncio.sleep(3600) # Run for an hour
|
||||
|
||||
# Will handle SIGTERM/SIGINT gracefully
|
||||
await run_with_graceful_shutdown(my_app())
|
||||
```
|
||||
"""
|
||||
shutdown = GracefulShutdown(timeout=timeout)
|
||||
|
||||
async with shutdown:
|
||||
task = asyncio.create_task(coro)
|
||||
|
||||
# Wait for either task completion or shutdown signal
|
||||
shutdown_wait = asyncio.create_task(shutdown.wait())
|
||||
|
||||
done, pending = await asyncio.wait(
|
||||
[task, shutdown_wait],
|
||||
return_when=asyncio.FIRST_COMPLETED,
|
||||
)
|
||||
|
||||
# Cancel pending tasks
|
||||
for pending_task in pending:
|
||||
pending_task.cancel()
|
||||
with suppress(asyncio.CancelledError):
|
||||
await pending_task
|
||||
|
||||
# If the main task is in done, get any exception
|
||||
if task in done:
|
||||
task.result()
|
||||
@@ -109,7 +109,63 @@ class WalletRelationshipModel(Base):
|
||||
)
|
||||
|
||||
__table_args__ = (
|
||||
UniqueConstraint("wallet_a", "wallet_b", "relationship_type", name="uq_wallet_relationship"),
|
||||
UniqueConstraint(
|
||||
"wallet_a", "wallet_b", "relationship_type", name="uq_wallet_relationship"
|
||||
),
|
||||
Index("idx_wallet_relationships_a", "wallet_a"),
|
||||
Index("idx_wallet_relationships_b", "wallet_b"),
|
||||
)
|
||||
|
||||
|
||||
class RiskAssessmentModel(Base):
|
||||
"""SQLAlchemy model for risk assessments.
|
||||
|
||||
One row per signal-bearing trade (i.e. trades that triggered at least one
|
||||
detector). Captures everything a future backtest needs without going back
|
||||
to the public API: trade identity, score, per-signal confidences, and
|
||||
whether the alert was actually delivered (could be False due to dedup or
|
||||
threshold).
|
||||
"""
|
||||
|
||||
__tablename__ = "risk_assessments"
|
||||
|
||||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||||
assessment_id: Mapped[str] = mapped_column(String(36), unique=True, nullable=False)
|
||||
|
||||
# Trade identity
|
||||
trade_id: Mapped[str] = mapped_column(String(80), nullable=False)
|
||||
wallet_address: Mapped[str] = mapped_column(String(42), nullable=False)
|
||||
market_id: Mapped[str] = mapped_column(String(80), nullable=False)
|
||||
asset_id: Mapped[str | None] = mapped_column(String(80), nullable=True)
|
||||
side: Mapped[str] = mapped_column(String(8), nullable=False)
|
||||
outcome: Mapped[str | None] = mapped_column(String(120), nullable=True)
|
||||
outcome_index: Mapped[int | None] = mapped_column(Integer, nullable=True)
|
||||
price: Mapped[Decimal] = mapped_column(Numeric(10, 6), nullable=False)
|
||||
size: Mapped[Decimal] = mapped_column(Numeric(20, 6), nullable=False)
|
||||
notional_usdc: Mapped[Decimal] = mapped_column(Numeric(20, 6), nullable=False)
|
||||
trade_timestamp: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)
|
||||
|
||||
# Scoring
|
||||
weighted_score: Mapped[Decimal] = mapped_column(Numeric(4, 3), nullable=False)
|
||||
signals_triggered: Mapped[int] = mapped_column(Integer, nullable=False)
|
||||
fresh_wallet_confidence: Mapped[Decimal | None] = mapped_column(Numeric(4, 3), nullable=True)
|
||||
size_anomaly_confidence: Mapped[Decimal | None] = mapped_column(Numeric(4, 3), nullable=True)
|
||||
is_niche_market: Mapped[bool | None] = mapped_column(Boolean, nullable=True)
|
||||
volume_impact: Mapped[Decimal | None] = mapped_column(Numeric(8, 4), nullable=True)
|
||||
book_impact: Mapped[Decimal | None] = mapped_column(Numeric(8, 4), nullable=True)
|
||||
wallet_age_hours: Mapped[Decimal | None] = mapped_column(Numeric(10, 2), nullable=True)
|
||||
|
||||
# Decision
|
||||
should_alert: Mapped[bool] = mapped_column(Boolean, nullable=False)
|
||||
threshold_at_eval: Mapped[Decimal] = mapped_column(Numeric(4, 3), nullable=False)
|
||||
|
||||
created_at: Mapped[datetime] = mapped_column(
|
||||
DateTime(timezone=True), nullable=False, default=lambda: datetime.now(UTC)
|
||||
)
|
||||
|
||||
__table_args__ = (
|
||||
Index("idx_risk_assessments_wallet", "wallet_address"),
|
||||
Index("idx_risk_assessments_market", "market_id"),
|
||||
Index("idx_risk_assessments_trade_ts", "trade_timestamp"),
|
||||
Index("idx_risk_assessments_score", "weighted_score"),
|
||||
)
|
||||
|
||||
@@ -18,6 +18,7 @@ from sqlalchemy.dialects.sqlite import insert as sqlite_insert
|
||||
|
||||
from polymarket_insider_tracker.storage.models import (
|
||||
FundingTransferModel,
|
||||
RiskAssessmentModel,
|
||||
WalletProfileModel,
|
||||
WalletRelationshipModel,
|
||||
)
|
||||
@@ -208,20 +209,20 @@ class WalletRepository:
|
||||
await self.session.execute(stmt)
|
||||
except Exception:
|
||||
# Fall back to SQLite upsert for testing
|
||||
stmt = sqlite_insert(WalletProfileModel).values(**values, created_at=now)
|
||||
stmt = stmt.on_conflict_do_update(
|
||||
sqlite_stmt = sqlite_insert(WalletProfileModel).values(**values, created_at=now)
|
||||
sqlite_stmt = sqlite_stmt.on_conflict_do_update(
|
||||
index_elements=["address"],
|
||||
set_={
|
||||
"nonce": stmt.excluded.nonce,
|
||||
"first_seen_at": stmt.excluded.first_seen_at,
|
||||
"is_fresh": stmt.excluded.is_fresh,
|
||||
"matic_balance": stmt.excluded.matic_balance,
|
||||
"usdc_balance": stmt.excluded.usdc_balance,
|
||||
"analyzed_at": stmt.excluded.analyzed_at,
|
||||
"updated_at": stmt.excluded.updated_at,
|
||||
"nonce": sqlite_stmt.excluded.nonce,
|
||||
"first_seen_at": sqlite_stmt.excluded.first_seen_at,
|
||||
"is_fresh": sqlite_stmt.excluded.is_fresh,
|
||||
"matic_balance": sqlite_stmt.excluded.matic_balance,
|
||||
"usdc_balance": sqlite_stmt.excluded.usdc_balance,
|
||||
"analyzed_at": sqlite_stmt.excluded.analyzed_at,
|
||||
"updated_at": sqlite_stmt.excluded.updated_at,
|
||||
},
|
||||
)
|
||||
await self.session.execute(stmt)
|
||||
await self.session.execute(sqlite_stmt)
|
||||
|
||||
await self.session.flush()
|
||||
return dto
|
||||
@@ -238,7 +239,8 @@ class WalletRepository:
|
||||
result = await self.session.execute(
|
||||
delete(WalletProfileModel).where(WalletProfileModel.address == address.lower())
|
||||
)
|
||||
return result.rowcount > 0
|
||||
# SQLAlchemy Result does have rowcount but typing doesn't reflect it
|
||||
return (result.rowcount or 0) > 0 # type: ignore[attr-defined]
|
||||
|
||||
async def mark_stale(self, address: str) -> bool:
|
||||
"""Mark a wallet profile as stale (soft delete).
|
||||
@@ -257,7 +259,8 @@ class WalletRepository:
|
||||
.where(WalletProfileModel.address == address.lower())
|
||||
.values(analyzed_at=stale_time, updated_at=datetime.now(UTC))
|
||||
)
|
||||
return result.rowcount > 0
|
||||
# SQLAlchemy Result does have rowcount but typing doesn't reflect it
|
||||
return (result.rowcount or 0) > 0 # type: ignore[attr-defined]
|
||||
|
||||
|
||||
class FundingRepository:
|
||||
@@ -274,9 +277,7 @@ class FundingRepository:
|
||||
"""
|
||||
self.session = session
|
||||
|
||||
async def get_transfers_to(
|
||||
self, address: str, limit: int = 100
|
||||
) -> list[FundingTransferDTO]:
|
||||
async def get_transfers_to(self, address: str, limit: int = 100) -> list[FundingTransferDTO]:
|
||||
"""Get transfers to a wallet address.
|
||||
|
||||
Args:
|
||||
@@ -294,9 +295,7 @@ class FundingRepository:
|
||||
)
|
||||
return [FundingTransferDTO.from_model(m) for m in result.scalars().all()]
|
||||
|
||||
async def get_transfers_from(
|
||||
self, address: str, limit: int = 100
|
||||
) -> list[FundingTransferDTO]:
|
||||
async def get_transfers_from(self, address: str, limit: int = 100) -> list[FundingTransferDTO]:
|
||||
"""Get transfers from a wallet address.
|
||||
|
||||
Args:
|
||||
@@ -482,19 +481,17 @@ class RelationshipRepository:
|
||||
await self.session.execute(stmt)
|
||||
except Exception:
|
||||
# Fall back to SQLite upsert for testing
|
||||
stmt = sqlite_insert(WalletRelationshipModel).values(**values)
|
||||
stmt = stmt.on_conflict_do_update(
|
||||
sqlite_stmt = sqlite_insert(WalletRelationshipModel).values(**values)
|
||||
sqlite_stmt = sqlite_stmt.on_conflict_do_update(
|
||||
index_elements=["wallet_a", "wallet_b", "relationship_type"],
|
||||
set_={"confidence": stmt.excluded.confidence},
|
||||
set_={"confidence": sqlite_stmt.excluded.confidence},
|
||||
)
|
||||
await self.session.execute(stmt)
|
||||
await self.session.execute(sqlite_stmt)
|
||||
|
||||
await self.session.flush()
|
||||
return dto
|
||||
|
||||
async def delete(
|
||||
self, wallet_a: str, wallet_b: str, relationship_type: str
|
||||
) -> bool:
|
||||
async def delete(self, wallet_a: str, wallet_b: str, relationship_type: str) -> bool:
|
||||
"""Delete a specific relationship.
|
||||
|
||||
Args:
|
||||
@@ -512,4 +509,109 @@ class RelationshipRepository:
|
||||
WalletRelationshipModel.relationship_type == relationship_type,
|
||||
)
|
||||
)
|
||||
return result.rowcount > 0
|
||||
# SQLAlchemy Result does have rowcount but typing doesn't reflect it
|
||||
return (result.rowcount or 0) > 0 # type: ignore[attr-defined]
|
||||
|
||||
|
||||
@dataclass
|
||||
class RiskAssessmentDTO:
|
||||
"""Data transfer object for a persisted risk assessment.
|
||||
|
||||
Captures everything a future backtest needs without going back to
|
||||
public APIs: trade identity, score, per-signal confidences, and
|
||||
whether the alert was actually delivered.
|
||||
"""
|
||||
|
||||
assessment_id: str
|
||||
trade_id: str
|
||||
wallet_address: str
|
||||
market_id: str
|
||||
asset_id: str | None
|
||||
side: str
|
||||
outcome: str | None
|
||||
outcome_index: int | None
|
||||
price: Decimal
|
||||
size: Decimal
|
||||
notional_usdc: Decimal
|
||||
trade_timestamp: datetime
|
||||
weighted_score: Decimal
|
||||
signals_triggered: int
|
||||
fresh_wallet_confidence: Decimal | None
|
||||
size_anomaly_confidence: Decimal | None
|
||||
is_niche_market: bool | None
|
||||
volume_impact: Decimal | None
|
||||
book_impact: Decimal | None
|
||||
wallet_age_hours: Decimal | None
|
||||
should_alert: bool
|
||||
threshold_at_eval: Decimal
|
||||
created_at: datetime | None = None
|
||||
|
||||
|
||||
class RiskAssessmentRepository:
|
||||
"""Repository for risk assessment data access."""
|
||||
|
||||
def __init__(self, session: AsyncSession) -> None:
|
||||
self.session = session
|
||||
|
||||
async def insert(self, dto: RiskAssessmentDTO) -> RiskAssessmentDTO:
|
||||
"""Insert a single assessment. Idempotent on assessment_id collisions."""
|
||||
model = RiskAssessmentModel(
|
||||
assessment_id=dto.assessment_id,
|
||||
trade_id=dto.trade_id,
|
||||
wallet_address=dto.wallet_address.lower(),
|
||||
market_id=dto.market_id,
|
||||
asset_id=dto.asset_id,
|
||||
side=dto.side,
|
||||
outcome=dto.outcome,
|
||||
outcome_index=dto.outcome_index,
|
||||
price=dto.price,
|
||||
size=dto.size,
|
||||
notional_usdc=dto.notional_usdc,
|
||||
trade_timestamp=dto.trade_timestamp,
|
||||
weighted_score=dto.weighted_score,
|
||||
signals_triggered=dto.signals_triggered,
|
||||
fresh_wallet_confidence=dto.fresh_wallet_confidence,
|
||||
size_anomaly_confidence=dto.size_anomaly_confidence,
|
||||
is_niche_market=dto.is_niche_market,
|
||||
volume_impact=dto.volume_impact,
|
||||
book_impact=dto.book_impact,
|
||||
wallet_age_hours=dto.wallet_age_hours,
|
||||
should_alert=dto.should_alert,
|
||||
threshold_at_eval=dto.threshold_at_eval,
|
||||
)
|
||||
self.session.add(model)
|
||||
await self.session.flush()
|
||||
return dto
|
||||
|
||||
async def get_by_assessment_id(self, assessment_id: str) -> RiskAssessmentDTO | None:
|
||||
result = await self.session.execute(
|
||||
select(RiskAssessmentModel).where(RiskAssessmentModel.assessment_id == assessment_id)
|
||||
)
|
||||
model = result.scalar_one_or_none()
|
||||
if model is None:
|
||||
return None
|
||||
return RiskAssessmentDTO(
|
||||
assessment_id=model.assessment_id,
|
||||
trade_id=model.trade_id,
|
||||
wallet_address=model.wallet_address,
|
||||
market_id=model.market_id,
|
||||
asset_id=model.asset_id,
|
||||
side=model.side,
|
||||
outcome=model.outcome,
|
||||
outcome_index=model.outcome_index,
|
||||
price=model.price,
|
||||
size=model.size,
|
||||
notional_usdc=model.notional_usdc,
|
||||
trade_timestamp=model.trade_timestamp,
|
||||
weighted_score=model.weighted_score,
|
||||
signals_triggered=model.signals_triggered,
|
||||
fresh_wallet_confidence=model.fresh_wallet_confidence,
|
||||
size_anomaly_confidence=model.size_anomaly_confidence,
|
||||
is_niche_market=model.is_niche_market,
|
||||
volume_impact=model.volume_impact,
|
||||
book_impact=model.book_impact,
|
||||
wallet_age_hours=model.wallet_age_hours,
|
||||
should_alert=model.should_alert,
|
||||
threshold_at_eval=model.threshold_at_eval,
|
||||
created_at=model.created_at,
|
||||
)
|
||||
|
||||
@@ -75,9 +75,7 @@ class TestDiscordChannel:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_success(self, sample_alert: FormattedAlert) -> None:
|
||||
"""Test successful Discord message send."""
|
||||
channel = DiscordChannel(
|
||||
webhook_url="https://discord.com/api/webhooks/123/abc"
|
||||
)
|
||||
channel = DiscordChannel(webhook_url="https://discord.com/api/webhooks/123/abc")
|
||||
|
||||
with patch("httpx.AsyncClient") as mock_client_class:
|
||||
mock_response = MagicMock()
|
||||
@@ -310,9 +308,7 @@ class TestAlertDispatcher:
|
||||
mock_telegram_channel: MagicMock,
|
||||
) -> None:
|
||||
"""Test dispatcher initialization."""
|
||||
dispatcher = AlertDispatcher(
|
||||
channels=[mock_discord_channel, mock_telegram_channel]
|
||||
)
|
||||
dispatcher = AlertDispatcher(channels=[mock_discord_channel, mock_telegram_channel])
|
||||
assert len(dispatcher.channels) == 2
|
||||
assert "discord" in dispatcher._circuit_state
|
||||
assert "telegram" in dispatcher._circuit_state
|
||||
@@ -325,9 +321,7 @@ class TestAlertDispatcher:
|
||||
mock_telegram_channel: MagicMock,
|
||||
) -> None:
|
||||
"""Test successful dispatch to all channels."""
|
||||
dispatcher = AlertDispatcher(
|
||||
channels=[mock_discord_channel, mock_telegram_channel]
|
||||
)
|
||||
dispatcher = AlertDispatcher(channels=[mock_discord_channel, mock_telegram_channel])
|
||||
|
||||
result = await dispatcher.dispatch(sample_alert)
|
||||
|
||||
@@ -345,9 +339,7 @@ class TestAlertDispatcher:
|
||||
"""Test dispatch with one channel failing."""
|
||||
mock_telegram_channel.send.return_value = False
|
||||
|
||||
dispatcher = AlertDispatcher(
|
||||
channels=[mock_discord_channel, mock_telegram_channel]
|
||||
)
|
||||
dispatcher = AlertDispatcher(channels=[mock_discord_channel, mock_telegram_channel])
|
||||
|
||||
result = await dispatcher.dispatch(sample_alert)
|
||||
|
||||
@@ -357,9 +349,7 @@ class TestAlertDispatcher:
|
||||
assert result.channel_results["telegram"] is False
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_dispatch_no_channels(
|
||||
self, sample_alert: FormattedAlert
|
||||
) -> None:
|
||||
async def test_dispatch_no_channels(self, sample_alert: FormattedAlert) -> None:
|
||||
"""Test dispatch with no channels configured."""
|
||||
dispatcher = AlertDispatcher(channels=[])
|
||||
|
||||
@@ -435,9 +425,7 @@ class TestAlertDispatcher:
|
||||
# Now succeed
|
||||
mock_discord_channel.send.return_value = True
|
||||
# Force half-open by resetting last_failure to past
|
||||
dispatcher._circuit_state["discord"].last_failure_time = datetime(
|
||||
2020, 1, 1, tzinfo=UTC
|
||||
)
|
||||
dispatcher._circuit_state["discord"].last_failure_time = datetime(2020, 1, 1, tzinfo=UTC)
|
||||
|
||||
result = await dispatcher.dispatch(sample_alert)
|
||||
|
||||
@@ -465,9 +453,7 @@ class TestAlertDispatcher:
|
||||
mock_telegram_channel: MagicMock,
|
||||
) -> None:
|
||||
"""Test getting circuit status."""
|
||||
dispatcher = AlertDispatcher(
|
||||
channels=[mock_discord_channel, mock_telegram_channel]
|
||||
)
|
||||
dispatcher = AlertDispatcher(channels=[mock_discord_channel, mock_telegram_channel])
|
||||
|
||||
status = dispatcher.get_circuit_status()
|
||||
|
||||
|
||||
@@ -284,17 +284,13 @@ class TestAlertFormatterInit:
|
||||
class TestAlertFormatterFormat:
|
||||
"""Tests for AlertFormatter.format method."""
|
||||
|
||||
def test_format_returns_formatted_alert(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_format_returns_formatted_alert(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that format returns a FormattedAlert."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert isinstance(result, FormattedAlert)
|
||||
|
||||
def test_format_includes_all_fields(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_format_includes_all_fields(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that all fields are populated."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -306,26 +302,20 @@ class TestAlertFormatterFormat:
|
||||
assert result.plain_text != ""
|
||||
assert result.links != {}
|
||||
|
||||
def test_format_title_includes_risk_level(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_format_title_includes_risk_level(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that title includes risk level."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert "HIGH" in result.title
|
||||
|
||||
def test_format_includes_wallet_link(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_format_includes_wallet_link(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that wallet explorer link is included."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert "wallet" in result.links
|
||||
assert "polygonscan.com" in result.links["wallet"]
|
||||
|
||||
def test_format_includes_market_link(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_format_includes_market_link(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that market link is included when slug available."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -336,9 +326,7 @@ class TestAlertFormatterFormat:
|
||||
class TestDiscordEmbed:
|
||||
"""Tests for Discord embed format."""
|
||||
|
||||
def test_embed_has_required_fields(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_embed_has_required_fields(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that embed has required Discord fields."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -349,17 +337,13 @@ class TestDiscordEmbed:
|
||||
assert "fields" in embed
|
||||
assert "footer" in embed
|
||||
|
||||
def test_embed_color_reflects_risk(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_embed_color_reflects_risk(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that embed color matches risk level."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert result.discord_embed["color"] == COLOR_HIGH_RISK
|
||||
|
||||
def test_embed_includes_wallet_field(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_embed_includes_wallet_field(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that embed includes wallet field."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -369,9 +353,7 @@ class TestDiscordEmbed:
|
||||
assert wallet_field is not None
|
||||
assert "0x1234" in wallet_field["value"]
|
||||
|
||||
def test_embed_includes_wallet_age(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_embed_includes_wallet_age(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that wallet age is shown when fresh wallet signal present."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -380,9 +362,7 @@ class TestDiscordEmbed:
|
||||
wallet_field = next((f for f in fields if f["name"] == "Wallet"), None)
|
||||
assert "Age:" in wallet_field["value"]
|
||||
|
||||
def test_embed_includes_trade_details(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_embed_includes_trade_details(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that trade details are in embed."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -393,9 +373,7 @@ class TestDiscordEmbed:
|
||||
assert "BUY" in trade_field["value"]
|
||||
assert "Yes" in trade_field["value"]
|
||||
|
||||
def test_embed_includes_signals_field(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_embed_includes_signals_field(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that signals are listed in embed."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -405,9 +383,7 @@ class TestDiscordEmbed:
|
||||
assert signals_field is not None
|
||||
assert "Fresh Wallet" in signals_field["value"]
|
||||
|
||||
def test_detailed_embed_includes_confidence(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_detailed_embed_includes_confidence(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that detailed mode includes confidence breakdown."""
|
||||
formatter = AlertFormatter(verbosity="detailed")
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -420,34 +396,41 @@ class TestDiscordEmbed:
|
||||
class TestTelegramMarkdown:
|
||||
"""Tests for Telegram markdown format."""
|
||||
|
||||
def test_telegram_includes_header(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_telegram_includes_header(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that Telegram message has header."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert "*Suspicious Activity Detected*" in result.telegram_markdown
|
||||
|
||||
def test_telegram_includes_wallet(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_telegram_includes_wallet(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that Telegram message includes wallet."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert "`0x1234...5678`" in result.telegram_markdown
|
||||
|
||||
def test_telegram_includes_risk_score(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
"""Test that Telegram message includes risk score."""
|
||||
def test_telegram_includes_risk_score(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that Telegram message includes risk score, MarkdownV2-escaped."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
assert "0.82" in result.telegram_markdown
|
||||
# MarkdownV2 requires `.` to be escaped, so 0.82 becomes 0\.82.
|
||||
assert "0\\.82" in result.telegram_markdown
|
||||
assert "HIGH" in result.telegram_markdown
|
||||
|
||||
def test_telegram_includes_links(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_telegram_escapes_all_decimals(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Telegram MarkdownV2 rejects unescaped `.` in dynamic numeric
|
||||
fields (risk score, price, USDC amount). All must be present in
|
||||
their escaped form."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
md = result.telegram_markdown
|
||||
for unescaped in ("0.82", "0.075", "15,000.00"):
|
||||
assert unescaped not in md, (
|
||||
f"unescaped {unescaped!r} would be rejected by Telegram MarkdownV2: {md!r}"
|
||||
)
|
||||
for escaped in ("0\\.82", "0\\.075", "15,000\\.00"):
|
||||
assert escaped in md, f"missing escaped {escaped!r} in {md!r}"
|
||||
|
||||
def test_telegram_includes_links(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that Telegram message includes links."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
@@ -489,9 +472,7 @@ class TestPlainText:
|
||||
class TestCompactVerbosity:
|
||||
"""Tests for compact verbosity mode."""
|
||||
|
||||
def test_compact_body_is_shorter(
|
||||
self, high_risk_assessment: RiskAssessment
|
||||
) -> None:
|
||||
def test_compact_body_is_shorter(self, high_risk_assessment: RiskAssessment) -> None:
|
||||
"""Test that compact mode produces shorter body."""
|
||||
detailed_formatter = AlertFormatter(verbosity="detailed")
|
||||
compact_formatter = AlertFormatter(verbosity="compact")
|
||||
|
||||
@@ -76,9 +76,7 @@ def sample_metadata() -> MarketMetadata:
|
||||
condition_id="market_abc123",
|
||||
question="Will it rain tomorrow?",
|
||||
description="Weather prediction market",
|
||||
tokens=(
|
||||
Token(token_id="token_123", outcome="Yes", price=Decimal("0.65")),
|
||||
),
|
||||
tokens=(Token(token_id="token_123", outcome="Yes", price=Decimal("0.65")),),
|
||||
category="science",
|
||||
)
|
||||
|
||||
@@ -310,9 +308,7 @@ class TestRiskScorerInit:
|
||||
class TestWeightedScoreCalculation:
|
||||
"""Tests for weighted score calculation."""
|
||||
|
||||
def test_no_signals_zero_score(
|
||||
self, mock_redis: AsyncMock, sample_trade: TradeEvent
|
||||
) -> None:
|
||||
def test_no_signals_zero_score(self, mock_redis: AsyncMock, sample_trade: TradeEvent) -> None:
|
||||
"""Test score is zero when no signals present."""
|
||||
scorer = RiskScorer(mock_redis)
|
||||
bundle = SignalBundle(trade_event=sample_trade)
|
||||
@@ -358,10 +354,7 @@ class TestWeightedScoreCalculation:
|
||||
score, count = scorer.calculate_weighted_score(bundle)
|
||||
|
||||
# 0.7 confidence * 0.35 weight + 0.7 * 0.25 niche weight = 0.42
|
||||
expected = (
|
||||
0.7 * DEFAULT_WEIGHTS["size_anomaly"]
|
||||
+ 0.7 * DEFAULT_WEIGHTS["niche_market"]
|
||||
)
|
||||
expected = 0.7 * DEFAULT_WEIGHTS["size_anomaly"] + 0.7 * DEFAULT_WEIGHTS["niche_market"]
|
||||
assert score == pytest.approx(expected)
|
||||
assert count == 1
|
||||
|
||||
@@ -559,9 +552,7 @@ class TestDeduplication:
|
||||
"""Tests for deduplication functionality."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_check_and_set_dedup_new_key(
|
||||
self, mock_redis: AsyncMock
|
||||
) -> None:
|
||||
async def test_check_and_set_dedup_new_key(self, mock_redis: AsyncMock) -> None:
|
||||
"""Test dedup returns False for new key."""
|
||||
mock_redis.set.return_value = True
|
||||
|
||||
@@ -572,9 +563,7 @@ class TestDeduplication:
|
||||
mock_redis.set.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_check_and_set_dedup_existing_key(
|
||||
self, mock_redis: AsyncMock
|
||||
) -> None:
|
||||
async def test_check_and_set_dedup_existing_key(self, mock_redis: AsyncMock) -> None:
|
||||
"""Test dedup returns True for existing key."""
|
||||
mock_redis.set.return_value = False # Key exists, NX failed
|
||||
|
||||
@@ -632,9 +621,7 @@ class TestBatchAnalysis:
|
||||
confidence=0.8,
|
||||
factors={},
|
||||
)
|
||||
bundles.append(
|
||||
SignalBundle(trade_event=trade, fresh_wallet_signal=signal)
|
||||
)
|
||||
bundles.append(SignalBundle(trade_event=trade, fresh_wallet_signal=signal))
|
||||
|
||||
assessments = await scorer.assess_batch(bundles)
|
||||
|
||||
|
||||
@@ -290,9 +290,7 @@ class TestVolumeImpactCalculation:
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
|
||||
# Trade size $1000, daily volume $50000 = 2% impact
|
||||
impact = detector._calculate_volume_impact(
|
||||
Decimal("1000"), Decimal("50000")
|
||||
)
|
||||
impact = detector._calculate_volume_impact(Decimal("1000"), Decimal("50000"))
|
||||
assert impact == pytest.approx(0.02)
|
||||
|
||||
def test_volume_impact_none_volume(self, mock_metadata_sync: AsyncMock) -> None:
|
||||
@@ -309,9 +307,7 @@ class TestVolumeImpactCalculation:
|
||||
impact = detector._calculate_volume_impact(Decimal("1000"), Decimal("0"))
|
||||
assert impact == 0.0
|
||||
|
||||
def test_volume_impact_negative_volume(
|
||||
self, mock_metadata_sync: AsyncMock
|
||||
) -> None:
|
||||
def test_volume_impact_negative_volume(self, mock_metadata_sync: AsyncMock) -> None:
|
||||
"""Test volume impact returns 0 when volume is negative."""
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
|
||||
@@ -422,9 +418,7 @@ class TestNicheMarketDetection:
|
||||
class TestConfidenceScoring:
|
||||
"""Tests for confidence score calculation."""
|
||||
|
||||
def test_confidence_volume_impact_only(
|
||||
self, mock_metadata_sync: AsyncMock
|
||||
) -> None:
|
||||
def test_confidence_volume_impact_only(self, mock_metadata_sync: AsyncMock) -> None:
|
||||
"""Test confidence with only volume impact."""
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
|
||||
@@ -594,6 +588,93 @@ class TestAnalyzeMethod:
|
||||
assert signal.is_niche_market is True
|
||||
assert signal.confidence == 0.2 # niche_base
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_analyze_niche_only_below_min_trade_size_skipped(
|
||||
self,
|
||||
mock_metadata_sync: AsyncMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
) -> None:
|
||||
"""Niche-only trades below the min trade size are suppressed."""
|
||||
mock_metadata_sync.get_market.return_value = sample_metadata
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
|
||||
tiny_trade = TradeEvent(
|
||||
market_id="market_abc123",
|
||||
trade_id="tx_tiny",
|
||||
wallet_address="0xabc",
|
||||
side="BUY",
|
||||
outcome="Yes",
|
||||
outcome_index=0,
|
||||
price=Decimal("0.5"),
|
||||
size=Decimal("100"), # $50 notional, below default $500 floor
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="token_123",
|
||||
event_title="Niche tiny trade",
|
||||
)
|
||||
|
||||
signal = await detector.analyze(tiny_trade)
|
||||
assert signal is None
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_analyze_niche_only_at_min_trade_size_emits(
|
||||
self,
|
||||
mock_metadata_sync: AsyncMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
) -> None:
|
||||
"""Niche-only trades at or above the min trade size still emit."""
|
||||
mock_metadata_sync.get_market.return_value = sample_metadata
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
|
||||
ok_trade = TradeEvent(
|
||||
market_id="market_abc123",
|
||||
trade_id="tx_ok",
|
||||
wallet_address="0xabc",
|
||||
side="BUY",
|
||||
outcome="Yes",
|
||||
outcome_index=0,
|
||||
price=Decimal("0.5"),
|
||||
size=Decimal("2000"), # $1000 notional, above default $500 floor
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="token_123",
|
||||
event_title="Niche ok trade",
|
||||
)
|
||||
|
||||
signal = await detector.analyze(ok_trade)
|
||||
assert signal is not None
|
||||
assert signal.is_niche_market is True
|
||||
assert signal.confidence == 0.2
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_niche_min_trade_size_does_not_block_real_anomalies(
|
||||
self,
|
||||
mock_metadata_sync: AsyncMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
) -> None:
|
||||
"""A trade that exceeds volume/book thresholds is never blocked by the niche guard."""
|
||||
mock_metadata_sync.get_market.return_value = sample_metadata
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
|
||||
small_but_high_impact_trade = TradeEvent(
|
||||
market_id="market_abc123",
|
||||
trade_id="tx_small_impact",
|
||||
wallet_address="0xabc",
|
||||
side="BUY",
|
||||
outcome="Yes",
|
||||
outcome_index=0,
|
||||
price=Decimal("0.5"),
|
||||
size=Decimal("200"), # $100 notional, below niche floor
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="token_123",
|
||||
event_title="Small but high-impact",
|
||||
)
|
||||
|
||||
# Provide small daily_volume so volume_impact exceeds 2% threshold
|
||||
signal = await detector.analyze(
|
||||
small_but_high_impact_trade, daily_volume=Decimal("1000")
|
||||
)
|
||||
assert signal is not None
|
||||
assert signal.volume_impact > 0.02
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_analyze_no_anomaly(
|
||||
self,
|
||||
@@ -819,9 +900,7 @@ class TestBatchAnalysis:
|
||||
assert len(signals) == 2
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_analyze_batch_empty_list(
|
||||
self, mock_metadata_sync: AsyncMock
|
||||
) -> None:
|
||||
async def test_analyze_batch_empty_list(self, mock_metadata_sync: AsyncMock) -> None:
|
||||
"""Test batch analysis with empty list."""
|
||||
detector = SizeAnomalyDetector(mock_metadata_sync)
|
||||
signals = await detector.analyze_batch([])
|
||||
|
||||
@@ -7,7 +7,6 @@ import pytest
|
||||
|
||||
from polymarket_insider_tracker.ingestor.clob_client import (
|
||||
ClobClient,
|
||||
ClobClientError,
|
||||
RateLimiter,
|
||||
RetryError,
|
||||
with_retry,
|
||||
@@ -115,25 +114,23 @@ class TestClobClient:
|
||||
@pytest.fixture
|
||||
def mock_base_client(self) -> MagicMock:
|
||||
"""Create a mock base CLOB client."""
|
||||
with patch(
|
||||
"polymarket_insider_tracker.ingestor.clob_client.BaseClobClient"
|
||||
) as mock:
|
||||
with patch("polymarket_insider_tracker.ingestor.clob_client.BaseClobClient") as mock:
|
||||
yield mock.return_value
|
||||
|
||||
def test_init_defaults(self, mock_base_client: MagicMock) -> None:
|
||||
def test_init_defaults(self, mock_base_client: MagicMock) -> None: # noqa: ARG002
|
||||
"""Test client initialization with defaults."""
|
||||
client = ClobClient()
|
||||
|
||||
assert client._host == "https://clob.polymarket.com"
|
||||
assert client._max_retries == 3
|
||||
|
||||
def test_init_with_env_api_key(self, mock_base_client: MagicMock) -> None:
|
||||
def test_init_with_env_api_key(self, mock_base_client: MagicMock) -> None: # noqa: ARG002
|
||||
"""Test client reads API key from environment."""
|
||||
with patch.dict("os.environ", {"POLYMARKET_API_KEY": "test-key"}):
|
||||
client = ClobClient()
|
||||
assert client._api_key == "test-key"
|
||||
|
||||
def test_init_with_explicit_api_key(self, mock_base_client: MagicMock) -> None:
|
||||
def test_init_with_explicit_api_key(self, mock_base_client: MagicMock) -> None: # noqa: ARG002
|
||||
"""Test client uses explicitly provided API key."""
|
||||
client = ClobClient(api_key="explicit-key")
|
||||
assert client._api_key == "explicit-key"
|
||||
@@ -256,15 +253,22 @@ class TestClobClient:
|
||||
assert len(market.tokens) == 2
|
||||
|
||||
def test_get_market_not_found(self, mock_base_client: MagicMock) -> None:
|
||||
"""Test error handling when market not found."""
|
||||
"""Test error handling when market not found.
|
||||
|
||||
When the underlying API call fails, the @with_retry decorator will
|
||||
retry the operation. After all retries are exhausted, it raises
|
||||
RetryError wrapping the original exception.
|
||||
"""
|
||||
mock_base_client.get_market.side_effect = Exception("Not found")
|
||||
|
||||
client = ClobClient()
|
||||
|
||||
with pytest.raises(ClobClientError) as exc_info:
|
||||
with pytest.raises(RetryError) as exc_info:
|
||||
client.get_market("0xnotfound")
|
||||
|
||||
assert "0xnotfound" in str(exc_info.value)
|
||||
# The RetryError wraps the original exception
|
||||
assert "get_market" in str(exc_info.value)
|
||||
assert exc_info.value.last_exception is not None
|
||||
|
||||
def test_get_orderbook(self, mock_base_client: MagicMock) -> None:
|
||||
"""Test fetching an orderbook."""
|
||||
|
||||
@@ -0,0 +1,249 @@
|
||||
"""Tests for the gamma-api client."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from decimal import Decimal
|
||||
|
||||
import httpx
|
||||
import pytest
|
||||
|
||||
from polymarket_insider_tracker.ingestor import gamma_client as gamma_module
|
||||
from polymarket_insider_tracker.ingestor.gamma_client import (
|
||||
GammaClient,
|
||||
GammaClientError,
|
||||
GammaMarketStats,
|
||||
_parse_market,
|
||||
)
|
||||
|
||||
|
||||
class TestParseMarket:
|
||||
def test_parses_full_payload(self) -> None:
|
||||
raw = {
|
||||
"conditionId": "0xabc",
|
||||
"volume24hr": "12345.67",
|
||||
"volume1wk": "100000",
|
||||
"volume1mo": "500000",
|
||||
"volumeNum": "999999.5",
|
||||
"liquidityNum": "42000",
|
||||
}
|
||||
stats = _parse_market(raw)
|
||||
assert stats is not None
|
||||
assert stats.condition_id == "0xabc"
|
||||
assert stats.daily_volume == Decimal("12345.67")
|
||||
assert stats.weekly_volume == Decimal("100000")
|
||||
assert stats.monthly_volume == Decimal("500000")
|
||||
assert stats.total_volume == Decimal("999999.5")
|
||||
assert stats.liquidity == Decimal("42000")
|
||||
|
||||
def test_falls_back_to_alternative_keys(self) -> None:
|
||||
raw = {
|
||||
"conditionId": "0x1",
|
||||
"volume24hr": "1",
|
||||
"volume": "777",
|
||||
"liquidity": "55",
|
||||
}
|
||||
stats = _parse_market(raw)
|
||||
assert stats is not None
|
||||
assert stats.total_volume == Decimal("777")
|
||||
assert stats.liquidity == Decimal("55")
|
||||
|
||||
def test_handles_missing_numeric_fields(self) -> None:
|
||||
stats = _parse_market({"conditionId": "0x2"})
|
||||
assert stats is not None
|
||||
assert stats.daily_volume is None
|
||||
assert stats.liquidity is None
|
||||
|
||||
def test_drops_garbage_decimals(self) -> None:
|
||||
stats = _parse_market(
|
||||
{"conditionId": "0x3", "volume24hr": "not-a-number", "liquidityNum": ""}
|
||||
)
|
||||
assert stats is not None
|
||||
assert stats.daily_volume is None
|
||||
assert stats.liquidity is None
|
||||
|
||||
def test_rejects_missing_condition_id(self) -> None:
|
||||
assert _parse_market({"volume24hr": "1"}) is None
|
||||
assert _parse_market({"conditionId": ""}) is None
|
||||
assert _parse_market({"conditionId": 123}) is None # type: ignore[arg-type]
|
||||
|
||||
|
||||
def _make_client(
|
||||
_handler: httpx.MockTransport,
|
||||
*,
|
||||
page_limit: int = 100,
|
||||
max_pages: int = 5,
|
||||
page_concurrency: int = 5,
|
||||
max_retries: int = 1,
|
||||
) -> GammaClient:
|
||||
"""Build a GammaClient that constructs httpx.AsyncClient with the given transport.
|
||||
|
||||
GammaClient creates its own AsyncClient inside `get_active_market_stats`,
|
||||
so we monkeypatch the AsyncClient factory in the module to inject the mock
|
||||
transport.
|
||||
"""
|
||||
return GammaClient(
|
||||
page_limit=page_limit,
|
||||
max_pages=max_pages,
|
||||
page_concurrency=page_concurrency,
|
||||
max_retries=max_retries,
|
||||
retry_base_delay_seconds=0.0,
|
||||
)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def patch_async_client(monkeypatch: pytest.MonkeyPatch):
|
||||
"""Replace the AsyncClient used by gamma_client with one bound to a MockTransport."""
|
||||
|
||||
def _apply(handler: httpx.MockTransport) -> None:
|
||||
original = gamma_module.httpx.AsyncClient
|
||||
|
||||
def factory(*args: object, **kwargs: object) -> httpx.AsyncClient:
|
||||
kwargs["transport"] = handler # type: ignore[index]
|
||||
return original(*args, **kwargs) # type: ignore[arg-type]
|
||||
|
||||
monkeypatch.setattr(gamma_module.httpx, "AsyncClient", factory)
|
||||
|
||||
return _apply
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_active_market_stats_single_page(patch_async_client) -> None:
|
||||
page_one = [
|
||||
{"conditionId": "0xa", "volume24hr": "100", "liquidityNum": "10"},
|
||||
{"conditionId": "0xb", "volume24hr": "200", "liquidityNum": "20"},
|
||||
]
|
||||
calls: list[dict[str, str]] = []
|
||||
|
||||
def handler(request: httpx.Request) -> httpx.Response:
|
||||
calls.append(dict(request.url.params))
|
||||
offset = int(request.url.params.get("offset", "0"))
|
||||
if offset == 0:
|
||||
return httpx.Response(200, json=page_one)
|
||||
return httpx.Response(200, json=[])
|
||||
|
||||
transport = httpx.MockTransport(handler)
|
||||
patch_async_client(transport)
|
||||
client = _make_client(transport, page_limit=2, max_pages=3)
|
||||
|
||||
result = await client.get_active_market_stats()
|
||||
|
||||
assert set(result.keys()) == {"0xa", "0xb"}
|
||||
assert isinstance(result["0xa"], GammaMarketStats)
|
||||
assert result["0xa"].daily_volume == Decimal("100")
|
||||
assert calls[0]["limit"] == "2"
|
||||
assert calls[0]["order"] == "volume24hr"
|
||||
assert calls[0]["ascending"] == "false"
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_active_market_stats_short_page_stops(patch_async_client) -> None:
|
||||
"""A page shorter than page_limit signals end-of-data after a small empty streak."""
|
||||
page_zero = [{"conditionId": f"0x{i}", "volume24hr": str(i)} for i in range(5)]
|
||||
page_one_short = [{"conditionId": "0xshort", "volume24hr": "1"}]
|
||||
|
||||
def handler(request: httpx.Request) -> httpx.Response:
|
||||
offset = int(request.url.params.get("offset", "0"))
|
||||
if offset == 0:
|
||||
return httpx.Response(200, json=page_zero)
|
||||
if offset == 5:
|
||||
return httpx.Response(200, json=page_one_short)
|
||||
return httpx.Response(200, json=[])
|
||||
|
||||
transport = httpx.MockTransport(handler)
|
||||
patch_async_client(transport)
|
||||
client = _make_client(transport, page_limit=5, max_pages=10)
|
||||
|
||||
result = await client.get_active_market_stats()
|
||||
|
||||
assert "0xshort" in result
|
||||
assert len(result) == 6
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_active_market_stats_offset_cap_clean_stop(
|
||||
patch_async_client,
|
||||
) -> None:
|
||||
"""Gamma rejects offsets past its hard cap; that error is swallowed cleanly."""
|
||||
|
||||
def handler(request: httpx.Request) -> httpx.Response:
|
||||
offset = int(request.url.params.get("offset", "0"))
|
||||
if offset == 0:
|
||||
return httpx.Response(200, json=[{"conditionId": "0xa", "volume24hr": "1"}])
|
||||
return httpx.Response(400, json={"error": "offset too large"})
|
||||
|
||||
transport = httpx.MockTransport(handler)
|
||||
patch_async_client(transport)
|
||||
client = _make_client(transport, page_limit=1, max_pages=4, max_retries=1)
|
||||
|
||||
result = await client.get_active_market_stats()
|
||||
assert "0xa" in result
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_with_retry_recovers_after_transient_error(
|
||||
patch_async_client,
|
||||
) -> None:
|
||||
"""Transient HTTP errors retry up to max_retries before giving up."""
|
||||
state = {"attempts": 0}
|
||||
|
||||
def handler(request: httpx.Request) -> httpx.Response:
|
||||
offset = int(request.url.params.get("offset", "0"))
|
||||
if offset == 0:
|
||||
state["attempts"] += 1
|
||||
if state["attempts"] < 2:
|
||||
return httpx.Response(503, json={"error": "transient"})
|
||||
return httpx.Response(200, json=[{"conditionId": "0xrecover", "volume24hr": "1"}])
|
||||
return httpx.Response(200, json=[])
|
||||
|
||||
transport = httpx.MockTransport(handler)
|
||||
patch_async_client(transport)
|
||||
client = _make_client(transport, page_limit=1, max_pages=2, max_retries=3)
|
||||
|
||||
result = await client.get_active_market_stats()
|
||||
assert "0xrecover" in result
|
||||
assert state["attempts"] == 2
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_unexpected_response_shape_is_handled(patch_async_client) -> None:
|
||||
"""A non-list payload becomes a clean stop, not a crash."""
|
||||
|
||||
def handler(_request: httpx.Request) -> httpx.Response:
|
||||
return httpx.Response(200, json={"unexpected": "shape"})
|
||||
|
||||
transport = httpx.MockTransport(handler)
|
||||
patch_async_client(transport)
|
||||
client = _make_client(transport, page_limit=1, max_pages=2, max_retries=1)
|
||||
|
||||
result = await client.get_active_market_stats()
|
||||
assert result == {}
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_skips_non_dict_entries(patch_async_client) -> None:
|
||||
"""Defensive: server returning mixed-type list items shouldn't crash."""
|
||||
|
||||
def handler(request: httpx.Request) -> httpx.Response:
|
||||
offset = int(request.url.params.get("offset", "0"))
|
||||
if offset == 0:
|
||||
return httpx.Response(
|
||||
200,
|
||||
json=[
|
||||
{"conditionId": "0xa", "volume24hr": "1"},
|
||||
"garbage",
|
||||
None,
|
||||
42,
|
||||
],
|
||||
)
|
||||
return httpx.Response(200, json=[])
|
||||
|
||||
transport = httpx.MockTransport(handler)
|
||||
patch_async_client(transport)
|
||||
client = _make_client(transport, page_limit=4, max_pages=2)
|
||||
|
||||
result = await client.get_active_market_stats()
|
||||
assert list(result.keys()) == ["0xa"]
|
||||
|
||||
|
||||
def test_gamma_client_error_inherits_exception() -> None:
|
||||
assert issubclass(GammaClientError, Exception)
|
||||
@@ -448,9 +448,7 @@ class TestHealthMonitorHTTPEndpoints:
|
||||
assert data["status"] == "unhealthy"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_metrics_endpoint(
|
||||
self, monitor: HealthMonitor, app: web.Application
|
||||
) -> None:
|
||||
async def test_metrics_endpoint(self, monitor: HealthMonitor, app: web.Application) -> None:
|
||||
"""Test /metrics endpoint returns Prometheus format."""
|
||||
from aiohttp.test_utils import TestClient, TestServer
|
||||
|
||||
@@ -468,9 +466,7 @@ class TestHealthMonitorHTTPEndpoints:
|
||||
assert "polymarket_health_status" in text
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_ready_endpoint_ready(
|
||||
self, monitor: HealthMonitor, app: web.Application
|
||||
) -> None:
|
||||
async def test_ready_endpoint_ready(self, monitor: HealthMonitor, app: web.Application) -> None:
|
||||
"""Test /ready endpoint when ready."""
|
||||
from aiohttp.test_utils import TestClient, TestServer
|
||||
|
||||
|
||||
@@ -8,6 +8,7 @@ from unittest.mock import AsyncMock, MagicMock
|
||||
import pytest
|
||||
|
||||
from polymarket_insider_tracker.ingestor.clob_client import ClobClient
|
||||
from polymarket_insider_tracker.ingestor.gamma_client import GammaClient
|
||||
from polymarket_insider_tracker.ingestor.metadata_sync import (
|
||||
DEFAULT_CACHE_TTL_SECONDS,
|
||||
DEFAULT_REDIS_KEY_PREFIX,
|
||||
@@ -72,6 +73,18 @@ def mock_clob(sample_market: Market) -> MagicMock:
|
||||
return clob
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_gamma() -> MagicMock:
|
||||
"""Create a mock GammaClient that returns empty volume stats.
|
||||
|
||||
Without this, MarketMetadataSync would instantiate a default
|
||||
GammaClient and hit the real gamma-api over HTTP during unit tests.
|
||||
"""
|
||||
gamma = MagicMock(spec=GammaClient)
|
||||
gamma.get_active_market_stats = AsyncMock(return_value={})
|
||||
return gamma
|
||||
|
||||
|
||||
class TestDeriveCategory:
|
||||
"""Tests for the derive_category function."""
|
||||
|
||||
@@ -195,9 +208,9 @@ class TestSyncStats:
|
||||
class TestMarketMetadataSync:
|
||||
"""Tests for the MarketMetadataSync class."""
|
||||
|
||||
def test_init(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
def test_init(self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock) -> None:
|
||||
"""Test initialization."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
|
||||
assert sync.state == SyncState.STOPPED
|
||||
assert sync.stats.total_syncs == 0
|
||||
@@ -205,11 +218,14 @@ class TestMarketMetadataSync:
|
||||
assert sync._cache_ttl == DEFAULT_CACHE_TTL_SECONDS
|
||||
assert sync._key_prefix == DEFAULT_REDIS_KEY_PREFIX
|
||||
|
||||
def test_init_custom_config(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
def test_init_custom_config(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test initialization with custom config."""
|
||||
sync = MarketMetadataSync(
|
||||
redis=mock_redis,
|
||||
clob_client=mock_clob,
|
||||
gamma_client=mock_gamma,
|
||||
sync_interval_seconds=60,
|
||||
cache_ttl_seconds=120,
|
||||
key_prefix="custom:",
|
||||
@@ -220,9 +236,11 @@ class TestMarketMetadataSync:
|
||||
assert sync._key_prefix == "custom:"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_start_stop(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_start_stop(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test starting and stopping the sync service."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
|
||||
# Start
|
||||
await sync.start()
|
||||
@@ -236,10 +254,10 @@ class TestMarketMetadataSync:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_start_performs_initial_sync(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test that start performs an initial sync."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
|
||||
await sync.start()
|
||||
|
||||
@@ -252,10 +270,12 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_start_failure(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_start_failure(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test start failure handling."""
|
||||
mock_clob.get_markets.side_effect = Exception("API error")
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
|
||||
with pytest.raises(MetadataSyncError, match="initial sync failed"):
|
||||
await sync.start()
|
||||
@@ -268,6 +288,7 @@ class TestMarketMetadataSync:
|
||||
self,
|
||||
mock_redis: AsyncMock,
|
||||
mock_clob: MagicMock,
|
||||
mock_gamma: MagicMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
) -> None:
|
||||
"""Test get_market with cache hit."""
|
||||
@@ -275,7 +296,7 @@ class TestMarketMetadataSync:
|
||||
cached_data = json.dumps(sample_metadata.to_dict())
|
||||
mock_redis.get = AsyncMock(return_value=cached_data)
|
||||
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.get_market("cond123")
|
||||
@@ -288,12 +309,14 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_market_cache_miss(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_get_market_cache_miss(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test get_market with cache miss."""
|
||||
# Setup cache miss
|
||||
mock_redis.get = AsyncMock(return_value=None)
|
||||
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.get_market("cond123")
|
||||
@@ -308,12 +331,14 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_market_not_found(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_get_market_not_found(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test get_market when market doesn't exist."""
|
||||
mock_redis.get = AsyncMock(return_value=None)
|
||||
mock_clob.get_market.return_value = None
|
||||
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.get_market("nonexistent")
|
||||
@@ -323,9 +348,11 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_invalidate_market(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_invalidate_market(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test cache invalidation."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.invalidate_market("cond123")
|
||||
@@ -336,9 +363,11 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_force_sync(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_force_sync(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test forced sync."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
await sync.start()
|
||||
|
||||
# Initial sync
|
||||
@@ -353,7 +382,9 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_state_change_callback(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_state_change_callback(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test state change callback."""
|
||||
states: list[SyncState] = []
|
||||
|
||||
@@ -363,6 +394,7 @@ class TestMarketMetadataSync:
|
||||
sync = MarketMetadataSync(
|
||||
redis=mock_redis,
|
||||
clob_client=mock_clob,
|
||||
gamma_client=mock_gamma,
|
||||
on_state_change=on_state_change,
|
||||
)
|
||||
|
||||
@@ -377,7 +409,7 @@ class TestMarketMetadataSync:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sync_complete_callback(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test sync complete callback."""
|
||||
sync_stats: list[SyncStats] = []
|
||||
@@ -388,6 +420,7 @@ class TestMarketMetadataSync:
|
||||
sync = MarketMetadataSync(
|
||||
redis=mock_redis,
|
||||
clob_client=mock_clob,
|
||||
gamma_client=mock_gamma,
|
||||
on_sync_complete=on_sync_complete,
|
||||
)
|
||||
|
||||
@@ -401,7 +434,11 @@ class TestMarketMetadataSync:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_markets_by_category(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, sample_metadata: MarketMetadata
|
||||
self,
|
||||
mock_redis: AsyncMock,
|
||||
mock_clob: MagicMock,
|
||||
mock_gamma: MagicMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
) -> None:
|
||||
"""Test getting markets by category."""
|
||||
# Setup scan to return keys
|
||||
@@ -412,7 +449,7 @@ class TestMarketMetadataSync:
|
||||
cached_data = json.dumps(sample_metadata.to_dict())
|
||||
mock_redis.get = AsyncMock(return_value=cached_data)
|
||||
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
# Don't start to avoid initial sync complexity
|
||||
sync._state = SyncState.IDLE
|
||||
|
||||
@@ -422,9 +459,11 @@ class TestMarketMetadataSync:
|
||||
assert results[0].category == "crypto"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cannot_start_twice(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_cannot_start_twice(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test that starting twice doesn't double-start."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
|
||||
await sync.start()
|
||||
await sync.start() # Should be a no-op
|
||||
@@ -434,9 +473,11 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_stop_when_stopped(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
async def test_stop_when_stopped(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
"""Test stopping when already stopped."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
|
||||
await sync.stop() # Should be a no-op
|
||||
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
"""Tests for ingestor data models."""
|
||||
|
||||
from datetime import datetime, timezone
|
||||
from datetime import UTC, datetime
|
||||
from decimal import Decimal
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
@@ -75,7 +75,7 @@ class TestMarket:
|
||||
assert len(market.tokens) == 2
|
||||
assert market.tokens[0].outcome == "Yes"
|
||||
assert market.tokens[1].outcome == "No"
|
||||
assert market.end_date == datetime(2024, 12, 31, 23, 59, 59, tzinfo=timezone.utc)
|
||||
assert market.end_date == datetime(2024, 12, 31, 23, 59, 59, tzinfo=UTC)
|
||||
assert market.active is True
|
||||
assert market.closed is False
|
||||
|
||||
@@ -302,7 +302,7 @@ class TestTradeEvent:
|
||||
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.timestamp == datetime(2024, 1, 1, 0, 0, 0, tzinfo=UTC)
|
||||
assert trade.asset_id == "token123"
|
||||
assert trade.market_slug == "will-it-rain"
|
||||
assert trade.event_slug == "weather-markets"
|
||||
@@ -364,7 +364,7 @@ class TestTradeEvent:
|
||||
outcome_index=0,
|
||||
price=Decimal("0.5"),
|
||||
size=Decimal("10"),
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="",
|
||||
)
|
||||
sell_trade = TradeEvent(
|
||||
@@ -376,7 +376,7 @@ class TestTradeEvent:
|
||||
outcome_index=0,
|
||||
price=Decimal("0.5"),
|
||||
size=Decimal("10"),
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="",
|
||||
)
|
||||
|
||||
@@ -396,7 +396,7 @@ class TestTradeEvent:
|
||||
outcome_index=0,
|
||||
price=Decimal("0.65"),
|
||||
size=Decimal("100"),
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="",
|
||||
)
|
||||
|
||||
@@ -413,7 +413,7 @@ class TestTradeEvent:
|
||||
outcome_index=0,
|
||||
price=Decimal("0.5"),
|
||||
size=Decimal("10"),
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
timestamp=datetime.now(UTC),
|
||||
asset_id="token",
|
||||
)
|
||||
with pytest.raises(AttributeError):
|
||||
|
||||
@@ -3,7 +3,7 @@
|
||||
import asyncio
|
||||
import json
|
||||
from decimal import Decimal
|
||||
from unittest.mock import AsyncMock, MagicMock, patch
|
||||
from unittest.mock import AsyncMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
@@ -80,19 +80,16 @@ class TestTradeStreamHandler:
|
||||
|
||||
assert handler._event_filter == "presidential-election-2024"
|
||||
|
||||
def test_build_subscription_message_no_filter(
|
||||
self, handler: TradeStreamHandler
|
||||
) -> None:
|
||||
def test_build_subscription_message_no_filter(self, handler: TradeStreamHandler) -> None:
|
||||
"""Test building subscription message without filters."""
|
||||
msg = handler._build_subscription_message()
|
||||
|
||||
assert msg == {
|
||||
"subscriptions": [{"topic": "activity", "type": "trades"}]
|
||||
"action": "subscribe",
|
||||
"subscriptions": [{"topic": "activity", "type": "trades"}],
|
||||
}
|
||||
|
||||
def test_build_subscription_message_with_event_filter(
|
||||
self, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
def test_build_subscription_message_with_event_filter(self, on_trade_mock: AsyncMock) -> None:
|
||||
"""Test building subscription message with event filter."""
|
||||
handler = TradeStreamHandler(
|
||||
on_trade=on_trade_mock,
|
||||
@@ -100,13 +97,9 @@ class TestTradeStreamHandler:
|
||||
)
|
||||
msg = handler._build_subscription_message()
|
||||
|
||||
assert msg["subscriptions"][0]["filters"] == json.dumps(
|
||||
{"event_slug": "test-event"}
|
||||
)
|
||||
assert msg["subscriptions"][0]["filters"] == json.dumps({"event_slug": "test-event"})
|
||||
|
||||
def test_build_subscription_message_with_market_filter(
|
||||
self, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
def test_build_subscription_message_with_market_filter(self, on_trade_mock: AsyncMock) -> None:
|
||||
"""Test building subscription message with market filter."""
|
||||
handler = TradeStreamHandler(
|
||||
on_trade=on_trade_mock,
|
||||
@@ -114,19 +107,16 @@ class TestTradeStreamHandler:
|
||||
)
|
||||
msg = handler._build_subscription_message()
|
||||
|
||||
assert msg["subscriptions"][0]["filters"] == json.dumps(
|
||||
{"market_slug": "test-market"}
|
||||
)
|
||||
assert msg["subscriptions"][0]["filters"] == json.dumps({"market_slug": "test-market"})
|
||||
|
||||
@pytest.mark.asyncio
|
||||
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",
|
||||
@@ -154,11 +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"},
|
||||
}
|
||||
)
|
||||
@@ -168,6 +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
|
||||
@@ -187,8 +205,7 @@ class TestTradeStreamHandler:
|
||||
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "abc",
|
||||
"payload": {
|
||||
"conditionId": "0x",
|
||||
"transactionHash": "0x",
|
||||
@@ -235,28 +252,32 @@ class TestTradeStreamHandler:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_connect_sends_subscription(
|
||||
self, handler: TradeStreamHandler, on_state_change_mock: AsyncMock
|
||||
self,
|
||||
handler: TradeStreamHandler,
|
||||
on_state_change_mock: AsyncMock, # noqa: ARG002
|
||||
) -> None:
|
||||
"""Test that connection sends subscription message."""
|
||||
mock_ws = AsyncMock()
|
||||
mock_ws.send = AsyncMock()
|
||||
|
||||
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
|
||||
with patch(
|
||||
"polymarket_insider_tracker.ingestor.websocket.ws_connect",
|
||||
AsyncMock(return_value=mock_ws),
|
||||
):
|
||||
ws = await handler._connect()
|
||||
|
||||
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"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cleanup_closes_websocket(
|
||||
self, handler: TradeStreamHandler
|
||||
) -> None:
|
||||
async def test_cleanup_closes_websocket(self, handler: TradeStreamHandler) -> None:
|
||||
"""Test that cleanup closes the WebSocket."""
|
||||
mock_ws = AsyncMock()
|
||||
mock_ws.close = AsyncMock()
|
||||
@@ -299,15 +320,9 @@ class TestTradeStreamHandlerIntegration:
|
||||
initial_reconnect_delay=0.01,
|
||||
)
|
||||
|
||||
# Create mock WebSocket that sends one trade then closes
|
||||
mock_ws = MagicMock()
|
||||
mock_ws.send = AsyncMock()
|
||||
mock_ws.close = AsyncMock()
|
||||
|
||||
trade_message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "test-conn",
|
||||
"payload": {
|
||||
"conditionId": "0xtest",
|
||||
"transactionHash": "0xtx",
|
||||
@@ -322,18 +337,42 @@ class TestTradeStreamHandlerIntegration:
|
||||
}
|
||||
)
|
||||
|
||||
# Mock async iteration
|
||||
async def mock_iter() -> None:
|
||||
yield trade_message
|
||||
await handler.stop() # Stop after first message
|
||||
# Create a proper async iterable mock WebSocket
|
||||
class MockWebSocket:
|
||||
"""Mock WebSocket that yields one message then stops."""
|
||||
|
||||
mock_ws.__aiter__ = mock_iter
|
||||
def __init__(self, handler: TradeStreamHandler, message: str):
|
||||
self.handler = handler
|
||||
self.message = message
|
||||
self.sent = False
|
||||
|
||||
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
|
||||
async def send(self, _msg: str) -> None:
|
||||
pass
|
||||
|
||||
async def close(self) -> None:
|
||||
pass
|
||||
|
||||
def __aiter__(self):
|
||||
return self
|
||||
|
||||
async def __anext__(self) -> str:
|
||||
if not self.sent:
|
||||
self.sent = True
|
||||
return self.message
|
||||
# Stop the handler and raise StopAsyncIteration
|
||||
await self.handler.stop()
|
||||
raise StopAsyncIteration
|
||||
|
||||
mock_ws = MockWebSocket(handler, trade_message)
|
||||
|
||||
with patch(
|
||||
"polymarket_insider_tracker.ingestor.websocket.ws_connect",
|
||||
AsyncMock(return_value=mock_ws),
|
||||
):
|
||||
# Run with timeout to prevent hanging
|
||||
try:
|
||||
await asyncio.wait_for(handler.start(), timeout=1.0)
|
||||
except asyncio.TimeoutError:
|
||||
except TimeoutError:
|
||||
await handler.stop()
|
||||
|
||||
# Verify trade was received
|
||||
|
||||
@@ -144,9 +144,7 @@ class TestWalletAnalyzerAnalyze:
|
||||
assert profile.age_hours is None
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_analyze_uses_cache(
|
||||
self, mock_client: AsyncMock, mock_redis: AsyncMock
|
||||
) -> None:
|
||||
async def test_analyze_uses_cache(self, mock_client: AsyncMock, mock_redis: AsyncMock) -> None:
|
||||
"""Test that analyze uses cached data."""
|
||||
cached_data = {
|
||||
"address": VALID_ADDRESS.lower(),
|
||||
@@ -164,6 +162,7 @@ class TestWalletAnalyzerAnalyze:
|
||||
|
||||
# Actually mock it properly with json
|
||||
import json
|
||||
|
||||
mock_redis.get = AsyncMock(return_value=json.dumps(cached_data).encode())
|
||||
|
||||
analyzer = WalletAnalyzer(mock_client, redis=mock_redis)
|
||||
|
||||
@@ -166,9 +166,7 @@ class TestPolygonClient:
|
||||
|
||||
await client._set_cached("test:key", "value")
|
||||
|
||||
mock_redis.set.assert_called_once_with(
|
||||
"test:key", "value", ex=DEFAULT_CACHE_TTL_SECONDS
|
||||
)
|
||||
mock_redis.set.assert_called_once_with("test:key", "value", ex=DEFAULT_CACHE_TTL_SECONDS)
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_set_cached_custom_ttl(self, mock_redis: AsyncMock) -> None:
|
||||
@@ -274,9 +272,7 @@ class TestPolygonClient:
|
||||
assert info.first_transaction is None
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_first_transaction_no_transactions(
|
||||
self, mock_redis: AsyncMock
|
||||
) -> None:
|
||||
async def test_get_first_transaction_no_transactions(self, mock_redis: AsyncMock) -> None:
|
||||
"""Test get_first_transaction when wallet has no transactions."""
|
||||
client = PolygonClient("https://polygon-rpc.com", redis=mock_redis)
|
||||
|
||||
@@ -451,9 +447,7 @@ class TestPolygonClientTokenBalance:
|
||||
|
||||
# Mock the contract call
|
||||
mock_contract = MagicMock()
|
||||
mock_contract.functions.balanceOf.return_value.call = AsyncMock(
|
||||
return_value=5000000
|
||||
)
|
||||
mock_contract.functions.balanceOf.return_value.call = AsyncMock(return_value=5000000)
|
||||
client._w3.eth.contract = MagicMock(return_value=mock_contract)
|
||||
|
||||
balance = await client.get_token_balance(VALID_ADDRESS, VALID_TOKEN)
|
||||
|
||||
@@ -59,9 +59,7 @@ class TestEntityData:
|
||||
"""Test that CEX addresses are populated."""
|
||||
assert len(CEX_ADDRESSES) > 0
|
||||
# Check Binance address is present
|
||||
binance_found = any(
|
||||
entity == EntityType.CEX_BINANCE for entity in CEX_ADDRESSES.values()
|
||||
)
|
||||
binance_found = any(entity == EntityType.CEX_BINANCE for entity in CEX_ADDRESSES.values())
|
||||
assert binance_found
|
||||
|
||||
def test_bridge_addresses_populated(self) -> None:
|
||||
@@ -72,9 +70,7 @@ class TestEntityData:
|
||||
"""Test that DEX addresses are populated."""
|
||||
assert len(DEX_ADDRESSES) > 0
|
||||
# Check Uniswap is present
|
||||
uniswap_found = any(
|
||||
entity == EntityType.DEX_UNISWAP for entity in DEX_ADDRESSES.values()
|
||||
)
|
||||
uniswap_found = any(entity == EntityType.DEX_UNISWAP for entity in DEX_ADDRESSES.values())
|
||||
assert uniswap_found
|
||||
|
||||
def test_token_addresses_include_usdc(self) -> None:
|
||||
|
||||
+263
-42
@@ -74,27 +74,19 @@ class TestFundingTracerInit:
|
||||
tracer = FundingTracer(mock_polygon_client, max_hops=5)
|
||||
assert tracer.max_hops == 5
|
||||
|
||||
def test_init_with_custom_usdc_addresses(
|
||||
self, mock_polygon_client: MagicMock
|
||||
) -> None:
|
||||
def test_init_with_custom_usdc_addresses(self, mock_polygon_client: MagicMock) -> None:
|
||||
"""Test initialization with custom USDC addresses."""
|
||||
custom_addresses = ["0x1111111111111111111111111111111111111111"]
|
||||
tracer = FundingTracer(
|
||||
mock_polygon_client, usdc_addresses=custom_addresses
|
||||
)
|
||||
tracer = FundingTracer(mock_polygon_client, usdc_addresses=custom_addresses)
|
||||
assert tracer._usdc_addresses == [custom_addresses[0].lower()]
|
||||
|
||||
def test_init_with_custom_entity_registry(
|
||||
self, mock_polygon_client: MagicMock
|
||||
) -> None:
|
||||
def test_init_with_custom_entity_registry(self, mock_polygon_client: MagicMock) -> None:
|
||||
"""Test initialization with custom entity registry."""
|
||||
registry = EntityRegistry()
|
||||
tracer = FundingTracer(mock_polygon_client, entity_registry=registry)
|
||||
assert tracer.entity_registry is registry
|
||||
|
||||
def test_init_creates_default_entity_registry(
|
||||
self, mock_polygon_client: MagicMock
|
||||
) -> None:
|
||||
def test_init_creates_default_entity_registry(self, mock_polygon_client: MagicMock) -> None:
|
||||
"""Test initialization creates default EntityRegistry if None."""
|
||||
tracer = FundingTracer(mock_polygon_client, entity_registry=None)
|
||||
assert isinstance(tracer.entity_registry, EntityRegistry)
|
||||
@@ -186,9 +178,7 @@ class TestFundingTracerTrace:
|
||||
|
||||
call_count = 0
|
||||
|
||||
async def mock_get_logs(
|
||||
*_args: Any, **_kwargs: Any
|
||||
) -> list[dict[str, Any]]:
|
||||
async def mock_get_logs(*_args: Any, **_kwargs: Any) -> list[dict[str, Any]]:
|
||||
nonlocal call_count
|
||||
result = [mock_logs[call_count]] if call_count < len(mock_logs) else []
|
||||
call_count += 1
|
||||
@@ -213,9 +203,7 @@ class TestFundingTracerTrace:
|
||||
|
||||
call_count = 0
|
||||
|
||||
async def mock_get_logs(
|
||||
*_args: Any, **_kwargs: Any
|
||||
) -> list[dict[str, Any]]:
|
||||
async def mock_get_logs(*_args: Any, **_kwargs: Any) -> list[dict[str, Any]]:
|
||||
nonlocal call_count
|
||||
if call_count < len(wallets) - 1:
|
||||
log = _create_mock_log(
|
||||
@@ -286,9 +274,7 @@ class TestGetFirstUsdcTransfer:
|
||||
"""Test fallback to native USDC contract."""
|
||||
call_count = 0
|
||||
|
||||
async def mock_get_logs(
|
||||
*_args: Any, **_kwargs: Any
|
||||
) -> list[dict[str, Any]]:
|
||||
async def mock_get_logs(*_args: Any, **_kwargs: Any) -> list[dict[str, Any]]:
|
||||
nonlocal call_count
|
||||
call_count += 1
|
||||
if call_count == 1: # First call (bridged) returns nothing
|
||||
@@ -341,6 +327,10 @@ class TestGetTransferLogs:
|
||||
await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
# Explicit numeric range so we stay inside one chunk and skip
|
||||
# the "latest" → block_number resolution path.
|
||||
from_block=1,
|
||||
to_block=8_000,
|
||||
)
|
||||
|
||||
mock_w3.eth.get_logs.assert_called_once()
|
||||
@@ -348,10 +338,15 @@ class TestGetTransferLogs:
|
||||
|
||||
# Verify topics structure
|
||||
assert len(call_args["topics"]) == 3
|
||||
assert call_args["topics"][0] == TRANSFER_EVENT_SIGNATURE.hex()
|
||||
# The Transfer event topic must be 0x-prefixed; drpc rejects bare hex.
|
||||
assert call_args["topics"][0] == "0x" + TRANSFER_EVENT_SIGNATURE.hex().removeprefix("0x")
|
||||
assert call_args["topics"][0].startswith("0x")
|
||||
assert call_args["topics"][1] is None # from (any)
|
||||
# to address should be padded to 32 bytes
|
||||
assert call_args["topics"][2].endswith(TEST_WALLET.lower().replace("0x", ""))
|
||||
# And the chunk bounds match what we asked for.
|
||||
assert call_args["fromBlock"] == 1
|
||||
assert call_args["toBlock"] == 8_000
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_respects_limit(
|
||||
@@ -369,6 +364,8 @@ class TestGetTransferLogs:
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
limit=3,
|
||||
from_block=1,
|
||||
to_block=8_000,
|
||||
)
|
||||
|
||||
assert len(result) == 3
|
||||
@@ -388,10 +385,242 @@ class TestGetTransferLogs:
|
||||
await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
from_block=1,
|
||||
to_block=8_000,
|
||||
)
|
||||
|
||||
mock_fallback.eth.get_logs.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_chunks_large_ranges(
|
||||
self,
|
||||
funding_tracer: FundingTracer,
|
||||
mock_polygon_client: MagicMock,
|
||||
) -> None:
|
||||
"""Ranges wider than chunk_size are split into multiple eth_getLogs calls.
|
||||
|
||||
This is the regression guard for the publicnode 10_000-block cap that
|
||||
was rejecting every funding trace before chunking landed.
|
||||
"""
|
||||
mock_w3 = MagicMock()
|
||||
mock_w3.eth.get_logs = AsyncMock(return_value=[])
|
||||
mock_polygon_client._w3 = mock_w3
|
||||
|
||||
# 25_000 blocks at 9_000-per-chunk → 3 calls (9000 + 9000 + 7001).
|
||||
await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
from_block=1_000_000,
|
||||
to_block=1_025_000,
|
||||
)
|
||||
|
||||
assert mock_w3.eth.get_logs.call_count == 3
|
||||
windows = [call[0][0] for call in mock_w3.eth.get_logs.call_args_list]
|
||||
assert windows[0]["fromBlock"] == 1_000_000
|
||||
assert windows[0]["toBlock"] == 1_008_999
|
||||
assert windows[1]["fromBlock"] == 1_009_000
|
||||
assert windows[1]["toBlock"] == 1_017_999
|
||||
assert windows[2]["fromBlock"] == 1_018_000
|
||||
assert windows[2]["toBlock"] == 1_025_000
|
||||
# No window exceeds the chunk size — that's what RPC providers reject.
|
||||
for win in windows:
|
||||
assert win["toBlock"] - win["fromBlock"] + 1 <= 9_000
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_stops_when_limit_hit_mid_walk(
|
||||
self,
|
||||
funding_tracer: FundingTracer,
|
||||
mock_polygon_client: MagicMock,
|
||||
) -> None:
|
||||
"""Walking should stop as soon as ``limit`` matches are gathered."""
|
||||
mock_w3 = MagicMock()
|
||||
# First chunk yields 5 logs, more than the limit, so subsequent chunks
|
||||
# must not be queried.
|
||||
mock_w3.eth.get_logs = AsyncMock(return_value=[MagicMock() for _ in range(5)])
|
||||
mock_polygon_client._w3 = mock_w3
|
||||
|
||||
result = await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
limit=2,
|
||||
from_block=1_000_000,
|
||||
to_block=1_025_000,
|
||||
)
|
||||
|
||||
assert len(result) == 2
|
||||
mock_w3.eth.get_logs.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_skips_failing_chunk(
|
||||
self,
|
||||
funding_tracer: FundingTracer,
|
||||
mock_polygon_client: MagicMock,
|
||||
) -> None:
|
||||
"""A flaky chunk must not abort the whole trace — we move on."""
|
||||
mock_w3 = MagicMock()
|
||||
good_log = MagicMock()
|
||||
responses: list[Any] = [
|
||||
RuntimeError("RPC hiccup"),
|
||||
[good_log],
|
||||
]
|
||||
|
||||
async def fake_get_logs(_params: dict[str, Any]) -> list[Any]:
|
||||
outcome = responses.pop(0)
|
||||
if isinstance(outcome, BaseException):
|
||||
raise outcome
|
||||
return outcome
|
||||
|
||||
mock_w3.eth.get_logs = AsyncMock(side_effect=fake_get_logs)
|
||||
mock_polygon_client._w3 = mock_w3
|
||||
|
||||
result = await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
from_block=1_000_000,
|
||||
to_block=1_018_000, # forces 3 chunks; we exercise chunks 1+2
|
||||
)
|
||||
|
||||
# The error chunk is skipped; the second chunk contributes one log.
|
||||
assert result == [dict(good_log)]
|
||||
assert mock_w3.eth.get_logs.call_count >= 2
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_resolves_latest_via_block_number(
|
||||
self,
|
||||
funding_tracer: FundingTracer,
|
||||
mock_polygon_client: MagicMock,
|
||||
) -> None:
|
||||
"""``to_block='latest'`` should resolve via ``eth.block_number``.
|
||||
|
||||
And ``from_block=0`` should not become a full-history scan — it must
|
||||
be clamped to ``latest - max_lookback_blocks``.
|
||||
"""
|
||||
|
||||
async def _block_number_coro() -> int:
|
||||
return 5_000
|
||||
|
||||
mock_eth = MagicMock()
|
||||
mock_eth.get_logs = AsyncMock(return_value=[])
|
||||
# Property-style awaitable: web3.py exposes block_number as a property
|
||||
# returning a coroutine, so each access must yield a fresh awaitable.
|
||||
type(mock_eth).block_number = property( # type: ignore[misc]
|
||||
lambda _self: _block_number_coro()
|
||||
)
|
||||
mock_w3 = MagicMock()
|
||||
mock_w3.eth = mock_eth
|
||||
mock_polygon_client._w3 = mock_w3
|
||||
|
||||
await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
)
|
||||
|
||||
# block_number=5000 < chunk_size, so it's one chunk that bottoms at 0.
|
||||
mock_eth.get_logs.assert_called_once()
|
||||
call_args = mock_eth.get_logs.call_args[0][0]
|
||||
assert call_args["fromBlock"] == 0
|
||||
assert call_args["toBlock"] == 5_000
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_breaks_on_pruned_history(
|
||||
self,
|
||||
funding_tracer: FundingTracer,
|
||||
mock_polygon_client: MagicMock,
|
||||
) -> None:
|
||||
"""A pruned-history error must short-circuit the whole walk.
|
||||
|
||||
Public Polygon RPCs prune log history. Once we walk past the cutoff,
|
||||
every subsequent chunk will raise the same error — keep walking and
|
||||
we just burn quota on guaranteed failures. The first such error must
|
||||
end the walk and return whatever we already collected.
|
||||
"""
|
||||
mock_w3 = MagicMock()
|
||||
good_log = MagicMock()
|
||||
|
||||
responses: list[Any] = [
|
||||
[good_log],
|
||||
RuntimeError(
|
||||
"{'code': -32701, 'message': 'History has been pruned for "
|
||||
"this block. To remove restrictions, order a dedicated full "
|
||||
"node here: https://www.allnodes.com/pol/host'}"
|
||||
),
|
||||
# If the early-break logic is missing, this third chunk would
|
||||
# also be requested. The test asserts it isn't.
|
||||
[MagicMock()],
|
||||
]
|
||||
|
||||
async def fake_get_logs(_params: dict[str, Any]) -> list[Any]:
|
||||
outcome = responses.pop(0)
|
||||
if isinstance(outcome, BaseException):
|
||||
raise outcome
|
||||
return outcome
|
||||
|
||||
mock_w3.eth.get_logs = AsyncMock(side_effect=fake_get_logs)
|
||||
mock_polygon_client._w3 = mock_w3
|
||||
|
||||
# 3 chunks total. The pruned error fires on chunk #2; chunk #3 must
|
||||
# never be issued.
|
||||
result = await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
from_block=1_000_000,
|
||||
to_block=1_027_000,
|
||||
)
|
||||
|
||||
assert result == [dict(good_log)]
|
||||
assert mock_w3.eth.get_logs.call_count == 2
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_default_lookback_fits_pruned_horizon(
|
||||
self,
|
||||
) -> None:
|
||||
"""Default ``max_lookback_blocks`` must stay inside what public RPCs serve.
|
||||
|
||||
publicnode prunes after ~100k blocks. If we default to 1.3M, every
|
||||
funding trace blows through the archive horizon and produces nothing
|
||||
but pruned-history warnings. Pin the default at <= 100k as a
|
||||
regression guard.
|
||||
"""
|
||||
from polymarket_insider_tracker.profiler.funding import (
|
||||
DEFAULT_MAX_LOOKBACK_BLOCKS,
|
||||
)
|
||||
|
||||
assert DEFAULT_MAX_LOOKBACK_BLOCKS <= 100_000
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_transfer_logs_topic_is_0x_prefixed(
|
||||
self,
|
||||
funding_tracer: FundingTracer,
|
||||
mock_polygon_client: MagicMock,
|
||||
) -> None:
|
||||
"""The Transfer event topic passed to ``eth_getLogs`` must begin with ``0x``.
|
||||
|
||||
``HexBytes.hex()`` returns a bare hex string. publicnode tolerates
|
||||
that, but stricter providers like drpc (our fallback) reject it with
|
||||
``invalid argument 0: hex string without 0x prefix`` and every chunk
|
||||
in the trace fails. This guards against regressing back to the
|
||||
bare-hex form.
|
||||
"""
|
||||
mock_w3 = MagicMock()
|
||||
mock_w3.eth.get_logs = AsyncMock(return_value=[])
|
||||
mock_polygon_client._w3 = mock_w3
|
||||
|
||||
await funding_tracer._get_transfer_logs(
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
from_block=1,
|
||||
to_block=8_000,
|
||||
)
|
||||
|
||||
topics = mock_w3.eth.get_logs.call_args[0][0]["topics"]
|
||||
assert topics[0].startswith("0x")
|
||||
# And the topic also has to be 32 bytes (64 hex chars) as required by
|
||||
# the JSON-RPC spec.
|
||||
assert len(topics[0]) == 2 + 64
|
||||
# The padded `to` topic was already 0x-prefixed; double-check that
|
||||
# didn't regress either.
|
||||
assert topics[2].startswith("0x")
|
||||
|
||||
|
||||
class TestLogToFundingTransfer:
|
||||
"""Tests for _log_to_funding_transfer method."""
|
||||
@@ -410,9 +639,7 @@ class TestLogToFundingTransfer:
|
||||
block_number=50000000,
|
||||
)
|
||||
|
||||
result = await funding_tracer._log_to_funding_transfer(
|
||||
mock_log, USDC_BRIDGED
|
||||
)
|
||||
result = await funding_tracer._log_to_funding_transfer(mock_log, USDC_BRIDGED)
|
||||
|
||||
assert result.from_address == TEST_SOURCE.lower()
|
||||
assert result.to_address == TEST_WALLET.lower()
|
||||
@@ -438,9 +665,7 @@ class TestLogToFundingTransfer:
|
||||
block_number=50000000,
|
||||
)
|
||||
|
||||
result = await funding_tracer._log_to_funding_transfer(
|
||||
mock_log, USDC_BRIDGED
|
||||
)
|
||||
result = await funding_tracer._log_to_funding_transfer(mock_log, USDC_BRIDGED)
|
||||
|
||||
# Should still return a valid transfer with current timestamp
|
||||
assert result.from_address == TEST_SOURCE.lower()
|
||||
@@ -460,7 +685,9 @@ class TestGetFundingChainsBatch:
|
||||
|
||||
# Mock trace to return simple chains
|
||||
async def mock_trace(
|
||||
addr: str, *, max_hops: int | None = None # noqa: ARG001
|
||||
addr: str,
|
||||
*,
|
||||
max_hops: int | None = None, # noqa: ARG001
|
||||
) -> FundingChain:
|
||||
return FundingChain(
|
||||
target_address=addr.lower(),
|
||||
@@ -486,7 +713,9 @@ class TestGetFundingChainsBatch:
|
||||
call_count = 0
|
||||
|
||||
async def mock_trace(
|
||||
addr: str, *, max_hops: int | None = None # noqa: ARG001
|
||||
addr: str,
|
||||
*,
|
||||
max_hops: int | None = None, # noqa: ARG001
|
||||
) -> FundingChain:
|
||||
nonlocal call_count
|
||||
call_count += 1
|
||||
@@ -525,9 +754,7 @@ class TestGetFundingChainsBatch:
|
||||
addresses = ["0x" + "11" * 20]
|
||||
captured_max_hops: list[int | None] = []
|
||||
|
||||
async def mock_trace(
|
||||
addr: str, max_hops: int | None = None
|
||||
) -> FundingChain:
|
||||
async def mock_trace(addr: str, max_hops: int | None = None) -> FundingChain:
|
||||
captured_max_hops.append(max_hops)
|
||||
return FundingChain(target_address=addr.lower())
|
||||
|
||||
@@ -565,9 +792,7 @@ class TestGetSuspiciousnessScore:
|
||||
|
||||
assert score == 0.3
|
||||
|
||||
def test_unknown_no_transfers_high_score(
|
||||
self, funding_tracer: FundingTracer
|
||||
) -> None:
|
||||
def test_unknown_no_transfers_high_score(self, funding_tracer: FundingTracer) -> None:
|
||||
"""Test unknown origin with no transfers is most suspicious."""
|
||||
chain = FundingChain(
|
||||
target_address=TEST_WALLET,
|
||||
@@ -579,9 +804,7 @@ class TestGetSuspiciousnessScore:
|
||||
|
||||
assert score == 1.0
|
||||
|
||||
def test_unknown_max_hops_high_score(
|
||||
self, funding_tracer: FundingTracer
|
||||
) -> None:
|
||||
def test_unknown_max_hops_high_score(self, funding_tracer: FundingTracer) -> None:
|
||||
"""Test unknown origin at max hops is suspicious."""
|
||||
chain = FundingChain(
|
||||
target_address=TEST_WALLET,
|
||||
@@ -593,9 +816,7 @@ class TestGetSuspiciousnessScore:
|
||||
|
||||
assert score == 0.7
|
||||
|
||||
def test_unknown_partial_hops_medium_score(
|
||||
self, funding_tracer: FundingTracer
|
||||
) -> None:
|
||||
def test_unknown_partial_hops_medium_score(self, funding_tracer: FundingTracer) -> None:
|
||||
"""Test unknown origin with partial hops is moderately suspicious."""
|
||||
chain = FundingChain(
|
||||
target_address=TEST_WALLET,
|
||||
|
||||
@@ -160,9 +160,7 @@ class TestWalletInfo:
|
||||
"""Test wallet age when no first transaction."""
|
||||
assert sample_wallet.wallet_age_days is None
|
||||
|
||||
def test_wallet_age_days_with_transaction(
|
||||
self, wallet_with_transaction: WalletInfo
|
||||
) -> None:
|
||||
def test_wallet_age_days_with_transaction(self, wallet_with_transaction: WalletInfo) -> None:
|
||||
"""Test wallet age calculation."""
|
||||
age = wallet_with_transaction.wallet_age_days
|
||||
|
||||
|
||||
@@ -0,0 +1,329 @@
|
||||
"""Tests for configuration management service."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import TYPE_CHECKING
|
||||
from unittest.mock import patch
|
||||
|
||||
import pytest
|
||||
from pydantic import ValidationError
|
||||
|
||||
from polymarket_insider_tracker.config import (
|
||||
DatabaseSettings,
|
||||
DiscordSettings,
|
||||
PolygonSettings,
|
||||
PolymarketSettings,
|
||||
RedisSettings,
|
||||
Settings,
|
||||
TelegramSettings,
|
||||
clear_settings_cache,
|
||||
get_settings,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Iterator
|
||||
|
||||
|
||||
@pytest.fixture(autouse=True)
|
||||
def clear_cache() -> Iterator[None]:
|
||||
"""Clear settings cache before and after each test."""
|
||||
clear_settings_cache()
|
||||
yield
|
||||
clear_settings_cache()
|
||||
|
||||
|
||||
class TestDatabaseSettings:
|
||||
"""Tests for DatabaseSettings."""
|
||||
|
||||
def test_valid_postgresql_url(self) -> None:
|
||||
"""Test valid PostgreSQL URL."""
|
||||
with patch.dict(os.environ, {"DATABASE_URL": "postgresql://user:pass@localhost/db"}):
|
||||
settings = DatabaseSettings()
|
||||
assert settings.url == "postgresql://user:pass@localhost/db"
|
||||
|
||||
def test_valid_asyncpg_url(self) -> None:
|
||||
"""Test valid asyncpg URL."""
|
||||
with patch.dict(
|
||||
os.environ, {"DATABASE_URL": "postgresql+asyncpg://user:pass@localhost/db"}
|
||||
):
|
||||
settings = DatabaseSettings()
|
||||
assert settings.url == "postgresql+asyncpg://user:pass@localhost/db"
|
||||
|
||||
def test_invalid_url_raises(self) -> None:
|
||||
"""Test that invalid database URL raises validation error."""
|
||||
with (
|
||||
patch.dict(os.environ, {"DATABASE_URL": "mysql://user:pass@localhost/db"}),
|
||||
pytest.raises(ValidationError, match="PostgreSQL connection string"),
|
||||
):
|
||||
DatabaseSettings()
|
||||
|
||||
|
||||
class TestRedisSettings:
|
||||
"""Tests for RedisSettings."""
|
||||
|
||||
def test_default_url(self) -> None:
|
||||
"""Test default Redis URL."""
|
||||
with patch.dict(os.environ, {}, clear=True):
|
||||
settings = RedisSettings()
|
||||
assert settings.url == "redis://localhost:6379"
|
||||
|
||||
def test_custom_url(self) -> None:
|
||||
"""Test custom Redis URL."""
|
||||
with patch.dict(os.environ, {"REDIS_URL": "redis://redis:6380"}):
|
||||
settings = RedisSettings()
|
||||
assert settings.url == "redis://redis:6380"
|
||||
|
||||
def test_invalid_url_raises(self) -> None:
|
||||
"""Test that invalid Redis URL raises validation error."""
|
||||
with (
|
||||
patch.dict(os.environ, {"REDIS_URL": "http://localhost:6379"}),
|
||||
pytest.raises(ValidationError, match="redis://"),
|
||||
):
|
||||
RedisSettings()
|
||||
|
||||
|
||||
class TestPolygonSettings:
|
||||
"""Tests for PolygonSettings."""
|
||||
|
||||
def test_default_rpc_url(self) -> None:
|
||||
"""Test default Polygon RPC URL."""
|
||||
with patch.dict(os.environ, {}, clear=True):
|
||||
settings = PolygonSettings()
|
||||
assert settings.rpc_url == "https://polygon-rpc.com"
|
||||
assert settings.fallback_rpc_url is None
|
||||
|
||||
def test_custom_urls(self) -> None:
|
||||
"""Test custom Polygon RPC URLs."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"POLYGON_RPC_URL": "https://alchemy.io/polygon",
|
||||
"POLYGON_FALLBACK_RPC_URL": "https://backup.polygon.io",
|
||||
},
|
||||
):
|
||||
settings = PolygonSettings()
|
||||
assert settings.rpc_url == "https://alchemy.io/polygon"
|
||||
assert settings.fallback_rpc_url == "https://backup.polygon.io"
|
||||
|
||||
def test_invalid_url_raises(self) -> None:
|
||||
"""Test that invalid RPC URL raises validation error."""
|
||||
with (
|
||||
patch.dict(os.environ, {"POLYGON_RPC_URL": "ws://polygon.io"}),
|
||||
pytest.raises(ValidationError, match="HTTP"),
|
||||
):
|
||||
PolygonSettings()
|
||||
|
||||
|
||||
class TestPolymarketSettings:
|
||||
"""Tests for PolymarketSettings."""
|
||||
|
||||
def test_default_ws_url(self) -> None:
|
||||
"""Test default Polymarket WebSocket URL."""
|
||||
with patch.dict(os.environ, {}, clear=True):
|
||||
settings = PolymarketSettings()
|
||||
assert "polymarket.com" in settings.ws_url
|
||||
assert settings.api_key is None
|
||||
|
||||
def test_custom_api_key(self) -> None:
|
||||
"""Test custom API key (secret)."""
|
||||
with patch.dict(os.environ, {"POLYMARKET_API_KEY": "secret-key-123"}):
|
||||
settings = PolymarketSettings()
|
||||
assert settings.api_key is not None
|
||||
assert settings.api_key.get_secret_value() == "secret-key-123"
|
||||
|
||||
def test_invalid_ws_url_raises(self) -> None:
|
||||
"""Test that invalid WebSocket URL raises validation error."""
|
||||
with (
|
||||
patch.dict(os.environ, {"POLYMARKET_WS_URL": "http://polymarket.com"}),
|
||||
pytest.raises(ValidationError, match="ws://"),
|
||||
):
|
||||
PolymarketSettings()
|
||||
|
||||
|
||||
class TestDiscordSettings:
|
||||
"""Tests for DiscordSettings."""
|
||||
|
||||
def test_disabled_by_default(self) -> None:
|
||||
"""Test Discord is disabled when no webhook URL."""
|
||||
with patch.dict(os.environ, {}, clear=True):
|
||||
settings = DiscordSettings()
|
||||
assert not settings.enabled
|
||||
assert settings.webhook_url is None
|
||||
|
||||
def test_enabled_with_webhook(self) -> None:
|
||||
"""Test Discord is enabled with webhook URL."""
|
||||
with patch.dict(os.environ, {"DISCORD_WEBHOOK_URL": "https://discord.com/webhook/123"}):
|
||||
settings = DiscordSettings()
|
||||
assert settings.enabled
|
||||
assert settings.webhook_url is not None
|
||||
|
||||
|
||||
class TestTelegramSettings:
|
||||
"""Tests for TelegramSettings."""
|
||||
|
||||
def test_disabled_by_default(self) -> None:
|
||||
"""Test Telegram is disabled when no credentials."""
|
||||
with patch.dict(os.environ, {}, clear=True):
|
||||
settings = TelegramSettings()
|
||||
assert not settings.enabled
|
||||
|
||||
def test_disabled_with_partial_config(self) -> None:
|
||||
"""Test Telegram is disabled with only token or chat_id."""
|
||||
with patch.dict(os.environ, {"TELEGRAM_BOT_TOKEN": "token123"}):
|
||||
settings = TelegramSettings()
|
||||
assert not settings.enabled
|
||||
|
||||
with patch.dict(os.environ, {"TELEGRAM_CHAT_ID": "12345"}):
|
||||
settings = TelegramSettings()
|
||||
assert not settings.enabled
|
||||
|
||||
def test_enabled_with_full_config(self) -> None:
|
||||
"""Test Telegram is enabled with both token and chat_id."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"TELEGRAM_BOT_TOKEN": "token123",
|
||||
"TELEGRAM_CHAT_ID": "12345",
|
||||
},
|
||||
):
|
||||
settings = TelegramSettings()
|
||||
assert settings.enabled
|
||||
|
||||
|
||||
class TestSettings:
|
||||
"""Tests for main Settings class."""
|
||||
|
||||
def test_loads_with_required_vars(self) -> None:
|
||||
"""Test settings load with required environment variables."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"REDIS_URL": "redis://localhost:6379",
|
||||
},
|
||||
):
|
||||
settings = Settings()
|
||||
assert settings.database.url == "postgresql://user:pass@localhost/db"
|
||||
assert settings.redis.url == "redis://localhost:6379"
|
||||
|
||||
def test_default_log_level(self) -> None:
|
||||
"""Test default log level is INFO."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{"DATABASE_URL": "postgresql://user:pass@localhost/db"},
|
||||
):
|
||||
settings = Settings()
|
||||
assert settings.log_level == "INFO"
|
||||
|
||||
def test_custom_log_level(self) -> None:
|
||||
"""Test custom log level."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"LOG_LEVEL": "DEBUG",
|
||||
},
|
||||
):
|
||||
settings = Settings()
|
||||
assert settings.log_level == "DEBUG"
|
||||
|
||||
def test_invalid_log_level_raises(self) -> None:
|
||||
"""Test invalid log level raises validation error."""
|
||||
with (
|
||||
patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"LOG_LEVEL": "TRACE",
|
||||
},
|
||||
),
|
||||
pytest.raises(ValidationError),
|
||||
):
|
||||
Settings()
|
||||
|
||||
def test_health_port_validation(self) -> None:
|
||||
"""Test health port must be valid port number."""
|
||||
with (
|
||||
patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"HEALTH_PORT": "99999",
|
||||
},
|
||||
),
|
||||
pytest.raises(ValidationError, match="65535"),
|
||||
):
|
||||
Settings()
|
||||
|
||||
def test_get_logging_level(self) -> None:
|
||||
"""Test get_logging_level returns numeric level."""
|
||||
import logging
|
||||
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"LOG_LEVEL": "WARNING",
|
||||
},
|
||||
):
|
||||
settings = Settings()
|
||||
assert settings.get_logging_level() == logging.WARNING
|
||||
|
||||
def test_redacted_summary(self) -> None:
|
||||
"""Test redacted_summary masks sensitive data."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:secretpass@localhost/db",
|
||||
"REDIS_URL": "redis://localhost:6379",
|
||||
},
|
||||
):
|
||||
settings = Settings()
|
||||
summary = settings.redacted_summary()
|
||||
|
||||
# Database password should be redacted
|
||||
db_url = summary["database_url"]
|
||||
assert isinstance(db_url, str)
|
||||
assert "secretpass" not in db_url
|
||||
assert "***" in db_url
|
||||
assert "user" in db_url
|
||||
|
||||
|
||||
class TestGetSettings:
|
||||
"""Tests for get_settings singleton."""
|
||||
|
||||
def test_returns_same_instance(self) -> None:
|
||||
"""Test get_settings returns cached instance."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{"DATABASE_URL": "postgresql://user:pass@localhost/db"},
|
||||
):
|
||||
settings1 = get_settings()
|
||||
settings2 = get_settings()
|
||||
assert settings1 is settings2
|
||||
|
||||
def test_clear_cache_allows_reload(self) -> None:
|
||||
"""Test clear_settings_cache allows reloading settings."""
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"LOG_LEVEL": "INFO",
|
||||
},
|
||||
):
|
||||
settings1 = get_settings()
|
||||
assert settings1.log_level == "INFO"
|
||||
|
||||
clear_settings_cache()
|
||||
|
||||
with patch.dict(
|
||||
os.environ,
|
||||
{
|
||||
"DATABASE_URL": "postgresql://user:pass@localhost/db",
|
||||
"LOG_LEVEL": "DEBUG",
|
||||
},
|
||||
):
|
||||
settings2 = get_settings()
|
||||
assert settings2.log_level == "DEBUG"
|
||||
assert settings1 is not settings2
|
||||
@@ -0,0 +1,214 @@
|
||||
"""Tests for the CLI entry point."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from unittest.mock import patch
|
||||
|
||||
import pytest
|
||||
|
||||
from polymarket_insider_tracker.__main__ import (
|
||||
EXIT_CONFIG_ERROR,
|
||||
EXIT_SUCCESS,
|
||||
configure_logging,
|
||||
create_parser,
|
||||
main,
|
||||
print_banner,
|
||||
run_config_check,
|
||||
validate_config,
|
||||
)
|
||||
|
||||
|
||||
class TestCreateParser:
|
||||
"""Tests for argument parser creation."""
|
||||
|
||||
def test_parser_has_version(self):
|
||||
"""Parser should have version flag."""
|
||||
parser = create_parser()
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
parser.parse_args(["--version"])
|
||||
assert exc_info.value.code == 0
|
||||
|
||||
def test_parser_config_check(self):
|
||||
"""Parser should accept --config-check flag."""
|
||||
parser = create_parser()
|
||||
args = parser.parse_args(["--config-check"])
|
||||
assert args.config_check is True
|
||||
|
||||
def test_parser_log_level(self):
|
||||
"""Parser should accept --log-level option."""
|
||||
parser = create_parser()
|
||||
args = parser.parse_args(["--log-level", "DEBUG"])
|
||||
assert args.log_level == "DEBUG"
|
||||
|
||||
def test_parser_dry_run(self):
|
||||
"""Parser should accept --dry-run flag."""
|
||||
parser = create_parser()
|
||||
args = parser.parse_args(["--dry-run"])
|
||||
assert args.dry_run is True
|
||||
|
||||
def test_parser_health_port(self):
|
||||
"""Parser should accept --health-port option."""
|
||||
parser = create_parser()
|
||||
args = parser.parse_args(["--health-port", "9090"])
|
||||
assert args.health_port == 9090
|
||||
|
||||
def test_parser_default_values(self):
|
||||
"""Parser should have correct defaults."""
|
||||
parser = create_parser()
|
||||
args = parser.parse_args([])
|
||||
assert args.config_check is False
|
||||
assert args.log_level is None
|
||||
assert args.dry_run is False
|
||||
assert args.health_port is None
|
||||
|
||||
|
||||
class TestConfigureLogging:
|
||||
"""Tests for logging configuration."""
|
||||
|
||||
def test_configure_logging_info(self):
|
||||
"""Should configure logging at INFO level."""
|
||||
configure_logging("INFO")
|
||||
import logging
|
||||
|
||||
assert logging.getLogger().level == logging.INFO
|
||||
|
||||
def test_configure_logging_debug(self):
|
||||
"""Should configure logging at DEBUG level."""
|
||||
configure_logging("DEBUG")
|
||||
import logging
|
||||
|
||||
assert logging.getLogger().level == logging.DEBUG
|
||||
|
||||
|
||||
class TestPrintBanner:
|
||||
"""Tests for banner printing."""
|
||||
|
||||
def test_banner_contains_app_name(self, capsys):
|
||||
"""Banner should contain application name."""
|
||||
print_banner()
|
||||
captured = capsys.readouterr()
|
||||
assert "Polymarket Insider Tracker" in captured.out
|
||||
|
||||
def test_banner_contains_version(self, capsys):
|
||||
"""Banner should contain version."""
|
||||
print_banner()
|
||||
captured = capsys.readouterr()
|
||||
assert "v0.1.0" in captured.out
|
||||
|
||||
|
||||
class TestValidateConfig:
|
||||
"""Tests for configuration validation."""
|
||||
|
||||
def test_validate_config_success(self, monkeypatch):
|
||||
"""Should return settings on valid config."""
|
||||
monkeypatch.setenv("DATABASE_URL", "postgresql://localhost/test")
|
||||
|
||||
settings = validate_config()
|
||||
assert settings is not None
|
||||
|
||||
def test_validate_config_failure(self, monkeypatch, capsys):
|
||||
"""Should return None on invalid config."""
|
||||
# Clear any existing DATABASE_URL
|
||||
monkeypatch.delenv("DATABASE_URL", raising=False)
|
||||
|
||||
settings = validate_config()
|
||||
assert settings is None
|
||||
|
||||
captured = capsys.readouterr()
|
||||
assert "Configuration validation failed" in captured.err
|
||||
|
||||
|
||||
class TestRunConfigCheck:
|
||||
"""Tests for config check mode."""
|
||||
|
||||
def test_config_check_prints_summary(self, monkeypatch, capsys):
|
||||
"""Config check should print configuration summary."""
|
||||
monkeypatch.setenv("DATABASE_URL", "postgresql://localhost/test")
|
||||
|
||||
settings = validate_config()
|
||||
assert settings is not None
|
||||
|
||||
result = run_config_check(settings)
|
||||
assert result == EXIT_SUCCESS
|
||||
|
||||
captured = capsys.readouterr()
|
||||
assert "Configuration is valid!" in captured.out
|
||||
assert "Configuration:" in captured.out
|
||||
|
||||
|
||||
class TestMain:
|
||||
"""Tests for main entry point."""
|
||||
|
||||
def test_main_with_config_check(self, monkeypatch):
|
||||
"""Main should exit successfully with --config-check."""
|
||||
monkeypatch.setenv("DATABASE_URL", "postgresql://localhost/test")
|
||||
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main(["--config-check"])
|
||||
|
||||
assert exc_info.value.code == EXIT_SUCCESS
|
||||
|
||||
def test_main_with_invalid_config(self, monkeypatch):
|
||||
"""Main should exit with config error on invalid config."""
|
||||
monkeypatch.delenv("DATABASE_URL", raising=False)
|
||||
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main([])
|
||||
|
||||
assert exc_info.value.code == EXIT_CONFIG_ERROR
|
||||
|
||||
def test_main_with_dry_run_and_config_check(self, monkeypatch):
|
||||
"""Main should handle dry-run with config-check."""
|
||||
monkeypatch.setenv("DATABASE_URL", "postgresql://localhost/test")
|
||||
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main(["--config-check", "--dry-run"])
|
||||
|
||||
assert exc_info.value.code == EXIT_SUCCESS
|
||||
|
||||
@patch("polymarket_insider_tracker.__main__.run_pipeline")
|
||||
@patch("polymarket_insider_tracker.__main__.asyncio.run")
|
||||
def test_main_runs_pipeline(self, mock_asyncio_run, _mock_run_pipeline, monkeypatch):
|
||||
"""Main should run pipeline when not in config-check mode."""
|
||||
monkeypatch.setenv("DATABASE_URL", "postgresql://localhost/test")
|
||||
mock_asyncio_run.return_value = EXIT_SUCCESS
|
||||
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main([])
|
||||
|
||||
assert exc_info.value.code == EXIT_SUCCESS
|
||||
mock_asyncio_run.assert_called_once()
|
||||
|
||||
|
||||
class TestIntegration:
|
||||
"""Integration tests for CLI invocation."""
|
||||
|
||||
def test_cli_help_option(self, capsys):
|
||||
"""CLI should display help with -h option."""
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main(["-h"])
|
||||
|
||||
assert exc_info.value.code == 0
|
||||
captured = capsys.readouterr()
|
||||
assert "polymarket-insider-tracker" in captured.out
|
||||
assert "--config-check" in captured.out
|
||||
assert "--dry-run" in captured.out
|
||||
assert "--log-level" in captured.out
|
||||
|
||||
def test_cli_version_option(self, capsys):
|
||||
"""CLI should display version with --version option."""
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main(["--version"])
|
||||
|
||||
assert exc_info.value.code == 0
|
||||
captured = capsys.readouterr()
|
||||
assert "0.1.0" in captured.out
|
||||
|
||||
def test_cli_invalid_log_level(self, capsys):
|
||||
"""CLI should reject invalid log level."""
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
main(["--log-level", "INVALID"])
|
||||
|
||||
assert exc_info.value.code != 0
|
||||
captured = capsys.readouterr()
|
||||
assert "invalid choice" in captured.err
|
||||
@@ -0,0 +1,175 @@
|
||||
"""Tests for RiskAssessment persistence inside Pipeline._score_and_alert.
|
||||
|
||||
Verifies:
|
||||
1. Every signal-bearing assessment is written to risk_assessments, even
|
||||
when ``should_alert`` is False (i.e. below the alert threshold).
|
||||
2. A DB failure during persistence never blocks alert dispatching.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime
|
||||
from decimal import Decimal
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
import pytest
|
||||
from sqlalchemy import select
|
||||
from sqlalchemy.ext.asyncio import async_sessionmaker, create_async_engine
|
||||
|
||||
from polymarket_insider_tracker.config import Settings
|
||||
from polymarket_insider_tracker.detector.models import RiskAssessment
|
||||
from polymarket_insider_tracker.detector.scorer import SignalBundle
|
||||
from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
from polymarket_insider_tracker.pipeline import Pipeline
|
||||
from polymarket_insider_tracker.storage.database import DatabaseManager
|
||||
from polymarket_insider_tracker.storage.models import Base, RiskAssessmentModel
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Fixtures
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_settings():
|
||||
"""Settings stub with the attributes Pipeline reaches for at runtime."""
|
||||
detector = MagicMock()
|
||||
detector.persist_assessments = True
|
||||
detector.alert_threshold = 0.8
|
||||
|
||||
settings = MagicMock(spec=Settings)
|
||||
settings.detector = detector
|
||||
settings.dry_run = False
|
||||
return settings
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
async def async_engine():
|
||||
engine = create_async_engine("sqlite+aiosqlite:///:memory:", echo=False)
|
||||
async with engine.begin() as conn:
|
||||
await conn.run_sync(Base.metadata.create_all)
|
||||
yield engine
|
||||
await engine.dispose()
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
async def db_manager(async_engine):
|
||||
manager = DatabaseManager.__new__(DatabaseManager)
|
||||
manager.database_url = "sqlite+aiosqlite:///:memory:"
|
||||
manager.async_mode = True
|
||||
manager._pool_size = 5
|
||||
manager._max_overflow = 10
|
||||
manager._echo = False
|
||||
manager._sync_engine = None
|
||||
manager._async_engine = async_engine
|
||||
manager._sync_session_factory = None
|
||||
manager._async_session_factory = async_sessionmaker(bind=async_engine, expire_on_commit=False)
|
||||
return manager
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_trade() -> TradeEvent:
|
||||
return TradeEvent(
|
||||
trade_id="0x" + "a" * 64,
|
||||
wallet_address="0x" + "b" * 40,
|
||||
market_id="0x" + "c" * 64,
|
||||
asset_id="asset_xyz",
|
||||
side="BUY",
|
||||
price=Decimal("0.42"),
|
||||
size=Decimal("1000"),
|
||||
timestamp=datetime.now(UTC),
|
||||
outcome="Yes",
|
||||
outcome_index=0,
|
||||
event_title="Test Event",
|
||||
market_slug="test-market",
|
||||
)
|
||||
|
||||
|
||||
def _make_assessment(trade: TradeEvent, *, should_alert: bool, score: float) -> RiskAssessment:
|
||||
return RiskAssessment(
|
||||
trade_event=trade,
|
||||
wallet_address=trade.wallet_address,
|
||||
market_id=trade.market_id,
|
||||
fresh_wallet_signal=None,
|
||||
size_anomaly_signal=None,
|
||||
signals_triggered=1,
|
||||
weighted_score=score,
|
||||
should_alert=should_alert,
|
||||
)
|
||||
|
||||
|
||||
def _build_pipeline(
|
||||
mock_settings,
|
||||
*,
|
||||
db_manager=None,
|
||||
assessment: RiskAssessment,
|
||||
dispatcher: MagicMock | None = None,
|
||||
) -> Pipeline:
|
||||
"""Construct a Pipeline with the minimum collaborators wired in."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._db_manager = db_manager
|
||||
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(return_value=assessment)
|
||||
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_formatter.format = MagicMock(return_value=MagicMock())
|
||||
|
||||
if dispatcher is None:
|
||||
dispatcher = MagicMock()
|
||||
dispatcher.dispatch = AsyncMock(
|
||||
return_value=MagicMock(all_succeeded=True, success_count=1, failure_count=0)
|
||||
)
|
||||
pipeline._alert_dispatcher = dispatcher
|
||||
pipeline._dry_run = False
|
||||
return pipeline
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Tests
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestPersistAssessment:
|
||||
@pytest.mark.asyncio
|
||||
async def test_below_threshold_assessment_is_persisted(
|
||||
self, mock_settings, db_manager, sample_trade, async_engine
|
||||
):
|
||||
"""Assessments with should_alert=False must still hit the DB; no dispatch."""
|
||||
assessment = _make_assessment(sample_trade, should_alert=False, score=0.45)
|
||||
pipeline = _build_pipeline(mock_settings, db_manager=db_manager, assessment=assessment)
|
||||
|
||||
await pipeline._score_and_alert(SignalBundle(trade_event=sample_trade))
|
||||
|
||||
# Row landed in risk_assessments
|
||||
async with async_sessionmaker(bind=async_engine, expire_on_commit=False)() as session:
|
||||
rows = (await session.execute(select(RiskAssessmentModel))).scalars().all()
|
||||
assert len(rows) == 1
|
||||
row = rows[0]
|
||||
assert row.assessment_id == assessment.assessment_id
|
||||
assert row.should_alert is False
|
||||
assert float(row.weighted_score) == pytest.approx(0.45, abs=1e-3)
|
||||
assert row.wallet_address == sample_trade.wallet_address.lower()
|
||||
|
||||
# No alert dispatched for sub-threshold assessments
|
||||
pipeline._alert_dispatcher.dispatch.assert_not_called()
|
||||
assert pipeline.stats.alerts_sent == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_persistence_failure_does_not_block_dispatch(self, mock_settings, sample_trade):
|
||||
"""If repo.insert blows up, the alert pipeline still ships the alert."""
|
||||
assessment = _make_assessment(sample_trade, should_alert=True, score=0.92)
|
||||
|
||||
# db_manager whose get_async_session raises -> _persist_assessment swallows it
|
||||
broken_db = MagicMock()
|
||||
broken_db.get_async_session = MagicMock(side_effect=RuntimeError("DB connection failed"))
|
||||
|
||||
pipeline = _build_pipeline(mock_settings, db_manager=broken_db, assessment=assessment)
|
||||
|
||||
await pipeline._score_and_alert(SignalBundle(trade_event=sample_trade))
|
||||
|
||||
# DB write was attempted and failed silently
|
||||
broken_db.get_async_session.assert_called_once()
|
||||
|
||||
# Dispatcher still ran and the stats counter incremented
|
||||
pipeline._alert_dispatcher.dispatch.assert_awaited_once()
|
||||
assert pipeline.stats.alerts_sent == 1
|
||||
@@ -0,0 +1,398 @@
|
||||
"""Tests for the main pipeline orchestrator."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
from datetime import UTC, datetime
|
||||
from decimal import Decimal
|
||||
from unittest.mock import AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from polymarket_insider_tracker.config import Settings
|
||||
from polymarket_insider_tracker.detector.models import FreshWalletSignal
|
||||
from polymarket_insider_tracker.detector.scorer import SignalBundle
|
||||
from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
from polymarket_insider_tracker.pipeline import Pipeline, PipelineState
|
||||
from polymarket_insider_tracker.profiler.models import WalletProfile
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_settings():
|
||||
"""Create mock settings for testing."""
|
||||
# Create nested mock objects
|
||||
redis = MagicMock()
|
||||
redis.url = "redis://localhost:6379"
|
||||
|
||||
database = MagicMock()
|
||||
database.url = "postgresql+asyncpg://user:pass@localhost/db"
|
||||
|
||||
polygon = MagicMock()
|
||||
polygon.rpc_url = "https://polygon-rpc.com"
|
||||
polygon.fallback_rpc_url = None
|
||||
|
||||
polymarket = MagicMock()
|
||||
polymarket.ws_url = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
|
||||
polymarket.api_key = None
|
||||
|
||||
discord = MagicMock()
|
||||
discord.enabled = False
|
||||
discord.webhook_url = None
|
||||
|
||||
telegram = MagicMock()
|
||||
telegram.enabled = False
|
||||
telegram.bot_token = None
|
||||
telegram.chat_id = None
|
||||
|
||||
detector = MagicMock()
|
||||
detector.persist_assessments = False
|
||||
|
||||
settings = MagicMock(spec=Settings)
|
||||
settings.redis = redis
|
||||
settings.database = database
|
||||
settings.polygon = polygon
|
||||
settings.polymarket = polymarket
|
||||
settings.discord = discord
|
||||
settings.telegram = telegram
|
||||
settings.detector = detector
|
||||
settings.dry_run = True
|
||||
return settings
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_trade_event():
|
||||
"""Create a sample trade event for testing."""
|
||||
return TradeEvent(
|
||||
trade_id="0x" + "a" * 64,
|
||||
wallet_address="0x" + "b" * 40,
|
||||
market_id="0x" + "c" * 64,
|
||||
asset_id="asset_123",
|
||||
side="BUY",
|
||||
price=Decimal("0.65"),
|
||||
size=Decimal("5000"),
|
||||
timestamp=datetime.now(UTC),
|
||||
outcome="Yes",
|
||||
outcome_index=0,
|
||||
event_title="Test Market",
|
||||
market_slug="test-market",
|
||||
)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_wallet_profile():
|
||||
"""Create a sample wallet profile for testing."""
|
||||
return WalletProfile(
|
||||
address="0x" + "b" * 40,
|
||||
nonce=2,
|
||||
first_seen=datetime.now(UTC),
|
||||
age_hours=1.5,
|
||||
is_fresh=True,
|
||||
total_tx_count=2,
|
||||
matic_balance=Decimal("100"),
|
||||
usdc_balance=Decimal("5000"),
|
||||
fresh_threshold=5,
|
||||
)
|
||||
|
||||
|
||||
class TestPipelineState:
|
||||
"""Tests for pipeline state management."""
|
||||
|
||||
def test_initial_state_is_stopped(self, mock_settings):
|
||||
"""Pipeline should start in stopped state."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
assert pipeline.state == PipelineState.STOPPED
|
||||
|
||||
def test_is_running_property(self, mock_settings):
|
||||
"""is_running property should reflect state."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
assert not pipeline.is_running
|
||||
|
||||
pipeline._state = PipelineState.RUNNING
|
||||
assert pipeline.is_running
|
||||
|
||||
|
||||
class TestPipelineStats:
|
||||
"""Tests for pipeline statistics."""
|
||||
|
||||
def test_initial_stats(self, mock_settings):
|
||||
"""Pipeline should have zero stats initially."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
stats = pipeline.stats
|
||||
|
||||
assert stats.started_at is None
|
||||
assert stats.trades_processed == 0
|
||||
assert stats.signals_generated == 0
|
||||
assert stats.alerts_sent == 0
|
||||
assert stats.errors == 0
|
||||
|
||||
|
||||
class TestPipelineInitialization:
|
||||
"""Tests for pipeline initialization."""
|
||||
|
||||
def test_dry_run_from_settings(self, mock_settings):
|
||||
"""Pipeline should use dry_run from settings by default."""
|
||||
mock_settings.dry_run = True
|
||||
pipeline = Pipeline(mock_settings)
|
||||
assert pipeline._dry_run is True
|
||||
|
||||
mock_settings.dry_run = False
|
||||
pipeline = Pipeline(mock_settings)
|
||||
assert pipeline._dry_run is False
|
||||
|
||||
def test_dry_run_override(self, mock_settings):
|
||||
"""Pipeline should allow overriding dry_run."""
|
||||
mock_settings.dry_run = False
|
||||
pipeline = Pipeline(mock_settings, dry_run=True)
|
||||
assert pipeline._dry_run is True
|
||||
|
||||
def test_uses_get_settings_when_none_provided(self):
|
||||
"""Pipeline should call get_settings if no settings provided."""
|
||||
with patch("polymarket_insider_tracker.pipeline.get_settings") as mock_get:
|
||||
mock_get.return_value = MagicMock(spec=Settings)
|
||||
mock_get.return_value.dry_run = False
|
||||
Pipeline()
|
||||
mock_get.assert_called_once()
|
||||
|
||||
|
||||
class TestBuildAlertChannels:
|
||||
"""Tests for alert channel building."""
|
||||
|
||||
def test_no_channels_when_none_enabled(self, mock_settings):
|
||||
"""Should return empty list when no channels enabled."""
|
||||
mock_settings.discord.enabled = False
|
||||
mock_settings.telegram.enabled = False
|
||||
|
||||
pipeline = Pipeline(mock_settings)
|
||||
channels = pipeline._build_alert_channels()
|
||||
|
||||
assert channels == []
|
||||
|
||||
def test_discord_channel_when_enabled(self, mock_settings):
|
||||
"""Should add Discord channel when enabled."""
|
||||
mock_settings.discord.enabled = True
|
||||
mock_settings.discord.webhook_url = MagicMock()
|
||||
mock_settings.discord.webhook_url.get_secret_value.return_value = (
|
||||
"https://discord.com/webhook"
|
||||
)
|
||||
|
||||
pipeline = Pipeline(mock_settings)
|
||||
channels = pipeline._build_alert_channels()
|
||||
|
||||
assert len(channels) == 1
|
||||
assert channels[0].name == "discord"
|
||||
|
||||
def test_telegram_channel_when_enabled(self, mock_settings):
|
||||
"""Should add Telegram channel when enabled."""
|
||||
mock_settings.telegram.enabled = True
|
||||
mock_settings.telegram.bot_token = MagicMock()
|
||||
mock_settings.telegram.bot_token.get_secret_value.return_value = "bot_token"
|
||||
mock_settings.telegram.chat_id = "chat_123"
|
||||
|
||||
pipeline = Pipeline(mock_settings)
|
||||
channels = pipeline._build_alert_channels()
|
||||
|
||||
assert len(channels) == 1
|
||||
assert channels[0].name == "telegram"
|
||||
|
||||
def test_both_channels_when_both_enabled(self, mock_settings):
|
||||
"""Should add both channels when both enabled."""
|
||||
mock_settings.discord.enabled = True
|
||||
mock_settings.discord.webhook_url = MagicMock()
|
||||
mock_settings.discord.webhook_url.get_secret_value.return_value = (
|
||||
"https://discord.com/webhook"
|
||||
)
|
||||
mock_settings.telegram.enabled = True
|
||||
mock_settings.telegram.bot_token = MagicMock()
|
||||
mock_settings.telegram.bot_token.get_secret_value.return_value = "bot_token"
|
||||
mock_settings.telegram.chat_id = "chat_123"
|
||||
|
||||
pipeline = Pipeline(mock_settings)
|
||||
channels = pipeline._build_alert_channels()
|
||||
|
||||
assert len(channels) == 2
|
||||
|
||||
|
||||
class TestOnTrade:
|
||||
"""Tests for trade event processing."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_on_trade_increments_stats(self, mock_settings, sample_trade_event):
|
||||
"""Processing a trade should increment stats."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._fresh_wallet_detector = AsyncMock(return_value=None)
|
||||
pipeline._size_anomaly_detector = AsyncMock(return_value=None)
|
||||
|
||||
await pipeline._on_trade(sample_trade_event)
|
||||
|
||||
assert pipeline.stats.trades_processed == 1
|
||||
assert pipeline.stats.last_trade_time is not None
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_on_trade_runs_detectors_in_parallel(self, mock_settings, sample_trade_event):
|
||||
"""Detectors should run in parallel."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._fresh_wallet_detector = AsyncMock()
|
||||
pipeline._size_anomaly_detector = AsyncMock()
|
||||
|
||||
# Make detectors take some time
|
||||
async def slow_detect(*_args):
|
||||
await asyncio.sleep(0.1)
|
||||
return None
|
||||
|
||||
pipeline._fresh_wallet_detector.analyze = slow_detect
|
||||
pipeline._size_anomaly_detector.analyze = slow_detect
|
||||
|
||||
start = asyncio.get_event_loop().time()
|
||||
await pipeline._on_trade(sample_trade_event)
|
||||
elapsed = asyncio.get_event_loop().time() - start
|
||||
|
||||
# Should complete in ~0.1s not ~0.2s
|
||||
assert elapsed < 0.15
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_on_trade_handles_detector_errors(self, mock_settings, sample_trade_event):
|
||||
"""Should handle detector errors gracefully."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(side_effect=Exception("Detector error"))
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
|
||||
# Should not raise
|
||||
await pipeline._on_trade(sample_trade_event)
|
||||
|
||||
# Should still increment trades processed
|
||||
assert pipeline.stats.trades_processed == 1
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_on_trade_calls_score_and_alert_when_signals(
|
||||
self, mock_settings, sample_trade_event, sample_wallet_profile
|
||||
):
|
||||
"""Should call score_and_alert when signals are detected."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
|
||||
# Create a signal
|
||||
fresh_signal = FreshWalletSignal(
|
||||
trade_event=sample_trade_event,
|
||||
wallet_profile=sample_wallet_profile,
|
||||
confidence=0.8,
|
||||
factors={"base": 0.5, "brand_new": 0.2},
|
||||
)
|
||||
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(return_value=fresh_signal)
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
|
||||
# Mock score_and_alert
|
||||
pipeline._score_and_alert = AsyncMock()
|
||||
|
||||
await pipeline._on_trade(sample_trade_event)
|
||||
|
||||
# Should call score_and_alert with the bundle
|
||||
pipeline._score_and_alert.assert_called_once()
|
||||
bundle = pipeline._score_and_alert.call_args[0][0]
|
||||
assert bundle.fresh_wallet_signal == fresh_signal
|
||||
assert pipeline.stats.signals_generated == 1
|
||||
|
||||
|
||||
class TestScoreAndAlert:
|
||||
"""Tests for scoring and alerting."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_dry_run_skips_dispatch(
|
||||
self, mock_settings, sample_trade_event, sample_wallet_profile
|
||||
):
|
||||
"""Dry run should skip actual alert dispatch."""
|
||||
mock_settings.dry_run = True
|
||||
pipeline = Pipeline(mock_settings)
|
||||
|
||||
# Create mock components
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(
|
||||
return_value=MagicMock(
|
||||
should_alert=True,
|
||||
wallet_address="0x" + "b" * 40,
|
||||
weighted_score=0.85,
|
||||
)
|
||||
)
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_dispatcher = MagicMock()
|
||||
pipeline._alert_dispatcher.dispatch = AsyncMock()
|
||||
|
||||
bundle = SignalBundle(
|
||||
trade_event=sample_trade_event,
|
||||
fresh_wallet_signal=FreshWalletSignal(
|
||||
trade_event=sample_trade_event,
|
||||
wallet_profile=sample_wallet_profile,
|
||||
confidence=0.8,
|
||||
factors={},
|
||||
),
|
||||
)
|
||||
|
||||
await pipeline._score_and_alert(bundle)
|
||||
|
||||
# Dispatcher should NOT be called in dry run
|
||||
pipeline._alert_dispatcher.dispatch.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_no_alert_when_below_threshold(self, mock_settings, sample_trade_event):
|
||||
"""Should not alert when below threshold."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
|
||||
# Create mock components
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(
|
||||
return_value=MagicMock(
|
||||
should_alert=False,
|
||||
weighted_score=0.4,
|
||||
)
|
||||
)
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_dispatcher = MagicMock()
|
||||
|
||||
bundle = SignalBundle(trade_event=sample_trade_event)
|
||||
|
||||
await pipeline._score_and_alert(bundle)
|
||||
|
||||
# Formatter should NOT be called
|
||||
pipeline._alert_formatter.format.assert_not_called()
|
||||
|
||||
|
||||
class TestPipelineLifecycle:
|
||||
"""Tests for pipeline lifecycle methods."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cannot_start_when_not_stopped(self, mock_settings):
|
||||
"""Should raise error when starting non-stopped pipeline."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._state = PipelineState.RUNNING
|
||||
|
||||
with pytest.raises(RuntimeError, match="Cannot start pipeline"):
|
||||
await pipeline.start()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_stop_when_already_stopped(self, mock_settings):
|
||||
"""Stop should be no-op when already stopped."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
assert pipeline.state == PipelineState.STOPPED
|
||||
|
||||
# Should not raise
|
||||
await pipeline.stop()
|
||||
assert pipeline.state == PipelineState.STOPPED
|
||||
|
||||
|
||||
class TestPipelineContextManager:
|
||||
"""Tests for async context manager."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_manager_calls_start_and_stop(self, mock_settings):
|
||||
"""Context manager should call start and stop."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline.start = AsyncMock()
|
||||
pipeline.stop = AsyncMock()
|
||||
|
||||
async with pipeline:
|
||||
pipeline.start.assert_called_once()
|
||||
|
||||
pipeline.stop.assert_called_once()
|
||||
@@ -0,0 +1,334 @@
|
||||
"""Tests verifying wallet and funding data persistence in the pipeline.
|
||||
|
||||
These tests confirm that running the live pipeline writes rows into
|
||||
wallet_profiles and funding_transfers tables when fresh wallets are detected.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime
|
||||
from decimal import Decimal
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
import pytest
|
||||
from sqlalchemy import select
|
||||
from sqlalchemy.ext.asyncio import async_sessionmaker, create_async_engine
|
||||
|
||||
from polymarket_insider_tracker.config import Settings
|
||||
from polymarket_insider_tracker.detector.models import FreshWalletSignal
|
||||
from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
from polymarket_insider_tracker.pipeline import Pipeline
|
||||
from polymarket_insider_tracker.profiler.models import FundingChain, FundingTransfer, WalletProfile
|
||||
from polymarket_insider_tracker.storage.database import DatabaseManager
|
||||
from polymarket_insider_tracker.storage.models import Base, FundingTransferModel, WalletProfileModel
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_settings():
|
||||
"""Create mock settings for testing."""
|
||||
redis = MagicMock()
|
||||
redis.url = "redis://localhost:6379"
|
||||
|
||||
database = MagicMock()
|
||||
database.url = "sqlite+aiosqlite:///:memory:"
|
||||
|
||||
polygon = MagicMock()
|
||||
polygon.rpc_url = "https://polygon-rpc.com"
|
||||
polygon.fallback_rpc_url = None
|
||||
|
||||
polymarket = MagicMock()
|
||||
polymarket.ws_url = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
|
||||
polymarket.api_key = None
|
||||
|
||||
discord = MagicMock()
|
||||
discord.enabled = False
|
||||
discord.webhook_url = None
|
||||
|
||||
telegram = MagicMock()
|
||||
telegram.enabled = False
|
||||
telegram.bot_token = None
|
||||
telegram.chat_id = None
|
||||
|
||||
settings = MagicMock(spec=Settings)
|
||||
settings.redis = redis
|
||||
settings.database = database
|
||||
settings.polygon = polygon
|
||||
settings.polymarket = polymarket
|
||||
settings.discord = discord
|
||||
settings.telegram = telegram
|
||||
settings.dry_run = True
|
||||
return settings
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
async def async_engine():
|
||||
"""Create an async SQLite engine for testing."""
|
||||
engine = create_async_engine("sqlite+aiosqlite:///:memory:", echo=False)
|
||||
async with engine.begin() as conn:
|
||||
await conn.run_sync(Base.metadata.create_all)
|
||||
yield engine
|
||||
await engine.dispose()
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
async def db_manager(async_engine):
|
||||
"""Create a DatabaseManager backed by the in-memory SQLite engine."""
|
||||
manager = DatabaseManager.__new__(DatabaseManager)
|
||||
manager.database_url = "sqlite+aiosqlite:///:memory:"
|
||||
manager.async_mode = True
|
||||
manager._pool_size = 5
|
||||
manager._max_overflow = 10
|
||||
manager._echo = False
|
||||
manager._sync_engine = None
|
||||
manager._async_engine = async_engine
|
||||
manager._sync_session_factory = None
|
||||
manager._async_session_factory = async_sessionmaker(bind=async_engine, expire_on_commit=False)
|
||||
return manager
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_trade():
|
||||
"""Create a sample trade event."""
|
||||
return TradeEvent(
|
||||
trade_id="0x" + "a" * 64,
|
||||
wallet_address="0x" + "b" * 40,
|
||||
market_id="0x" + "c" * 64,
|
||||
asset_id="asset_123",
|
||||
side="BUY",
|
||||
price=Decimal("0.65"),
|
||||
size=Decimal("5000"),
|
||||
timestamp=datetime.now(UTC),
|
||||
outcome="Yes",
|
||||
outcome_index=0,
|
||||
event_title="Test Market",
|
||||
market_slug="test-market",
|
||||
)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_profile():
|
||||
"""Create a sample fresh wallet profile."""
|
||||
return WalletProfile(
|
||||
address="0x" + "b" * 40,
|
||||
nonce=2,
|
||||
first_seen=datetime(2026, 3, 31, 12, 0, 0, tzinfo=UTC),
|
||||
age_hours=1.5,
|
||||
is_fresh=True,
|
||||
total_tx_count=2,
|
||||
matic_balance=Decimal("1000000000000000000"),
|
||||
usdc_balance=Decimal("5000000000"),
|
||||
fresh_threshold=5,
|
||||
)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_funding_chain():
|
||||
"""Create a sample funding chain with one transfer."""
|
||||
return FundingChain(
|
||||
target_address="0x" + "b" * 40,
|
||||
chain=[
|
||||
FundingTransfer(
|
||||
from_address="0x" + "d" * 40,
|
||||
to_address="0x" + "b" * 40,
|
||||
amount=Decimal("5000000000"),
|
||||
token="USDC",
|
||||
tx_hash="0x" + "e" * 64,
|
||||
block_number=12345678,
|
||||
timestamp=datetime(2026, 3, 31, 11, 0, 0, tzinfo=UTC),
|
||||
),
|
||||
],
|
||||
origin_address="0x" + "d" * 40,
|
||||
origin_type="cex_binance",
|
||||
hop_count=1,
|
||||
)
|
||||
|
||||
|
||||
class TestPipelinePersistence:
|
||||
"""Tests that the pipeline persists wallet and funding data to Postgres."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_on_trade_persists_wallet_profile(
|
||||
self, mock_settings, db_manager, sample_trade, sample_profile, async_engine
|
||||
):
|
||||
"""When a fresh wallet signal fires, the wallet profile is written to wallet_profiles."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._db_manager = db_manager
|
||||
|
||||
fresh_signal = FreshWalletSignal(
|
||||
trade_event=sample_trade,
|
||||
wallet_profile=sample_profile,
|
||||
confidence=0.8,
|
||||
factors={"base": 0.5, "brand_new": 0.2},
|
||||
)
|
||||
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(return_value=fresh_signal)
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
pipeline._funding_tracer = MagicMock()
|
||||
pipeline._funding_tracer.trace = AsyncMock(
|
||||
return_value=FundingChain(target_address=sample_profile.address)
|
||||
)
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(
|
||||
return_value=MagicMock(should_alert=False, weighted_score=0.3)
|
||||
)
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_dispatcher = MagicMock()
|
||||
|
||||
await pipeline._on_trade(sample_trade)
|
||||
|
||||
# Verify wallet_profiles has a row
|
||||
async with async_sessionmaker(bind=async_engine, expire_on_commit=False)() as session:
|
||||
result = await session.execute(select(WalletProfileModel))
|
||||
rows = result.scalars().all()
|
||||
assert len(rows) == 1
|
||||
assert rows[0].address == sample_profile.address.lower()
|
||||
assert rows[0].nonce == sample_profile.nonce
|
||||
assert rows[0].is_fresh is True
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_on_trade_persists_funding_transfers(
|
||||
self,
|
||||
mock_settings,
|
||||
db_manager,
|
||||
sample_trade,
|
||||
sample_profile,
|
||||
sample_funding_chain,
|
||||
async_engine,
|
||||
):
|
||||
"""When a fresh wallet signal fires, funding transfers are written to funding_transfers."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._db_manager = db_manager
|
||||
|
||||
fresh_signal = FreshWalletSignal(
|
||||
trade_event=sample_trade,
|
||||
wallet_profile=sample_profile,
|
||||
confidence=0.8,
|
||||
factors={"base": 0.5, "brand_new": 0.2},
|
||||
)
|
||||
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(return_value=fresh_signal)
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
pipeline._funding_tracer = MagicMock()
|
||||
pipeline._funding_tracer.trace = AsyncMock(return_value=sample_funding_chain)
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(
|
||||
return_value=MagicMock(should_alert=False, weighted_score=0.3)
|
||||
)
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_dispatcher = MagicMock()
|
||||
|
||||
await pipeline._on_trade(sample_trade)
|
||||
|
||||
# Verify funding_transfers has a row
|
||||
async with async_sessionmaker(bind=async_engine, expire_on_commit=False)() as session:
|
||||
result = await session.execute(select(FundingTransferModel))
|
||||
rows = result.scalars().all()
|
||||
assert len(rows) == 1
|
||||
assert rows[0].to_address == ("0x" + "b" * 40).lower()
|
||||
assert rows[0].from_address == ("0x" + "d" * 40).lower()
|
||||
assert rows[0].token == "USDC"
|
||||
assert rows[0].tx_hash == ("0x" + "e" * 64).lower()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_no_persistence_without_fresh_signal(
|
||||
self, mock_settings, db_manager, sample_trade, async_engine
|
||||
):
|
||||
"""No rows written when fresh wallet signal is None (wallet not fresh)."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._db_manager = db_manager
|
||||
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(return_value=None)
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
|
||||
await pipeline._on_trade(sample_trade)
|
||||
|
||||
async with async_sessionmaker(bind=async_engine, expire_on_commit=False)() as session:
|
||||
wallets = (await session.execute(select(WalletProfileModel))).scalars().all()
|
||||
transfers = (await session.execute(select(FundingTransferModel))).scalars().all()
|
||||
assert len(wallets) == 0
|
||||
assert len(transfers) == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_persistence_failure_does_not_break_pipeline(
|
||||
self, mock_settings, sample_trade, sample_profile
|
||||
):
|
||||
"""Persistence errors are caught and don't crash trade processing."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
|
||||
# Use a broken db_manager that raises on get_async_session
|
||||
broken_db = MagicMock()
|
||||
broken_db.get_async_session = MagicMock(side_effect=Exception("DB connection failed"))
|
||||
pipeline._db_manager = broken_db
|
||||
|
||||
fresh_signal = FreshWalletSignal(
|
||||
trade_event=sample_trade,
|
||||
wallet_profile=sample_profile,
|
||||
confidence=0.8,
|
||||
factors={"base": 0.5},
|
||||
)
|
||||
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(return_value=fresh_signal)
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
pipeline._funding_tracer = MagicMock()
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(
|
||||
return_value=MagicMock(should_alert=False, weighted_score=0.3)
|
||||
)
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_dispatcher = MagicMock()
|
||||
|
||||
# Should not raise
|
||||
await pipeline._on_trade(sample_trade)
|
||||
assert pipeline.stats.trades_processed == 1
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_duplicate_funding_transfers_are_skipped(
|
||||
self,
|
||||
mock_settings,
|
||||
db_manager,
|
||||
sample_trade,
|
||||
sample_profile,
|
||||
sample_funding_chain,
|
||||
async_engine,
|
||||
):
|
||||
"""Processing the same trade twice should not duplicate funding transfer rows."""
|
||||
pipeline = Pipeline(mock_settings)
|
||||
pipeline._db_manager = db_manager
|
||||
|
||||
fresh_signal = FreshWalletSignal(
|
||||
trade_event=sample_trade,
|
||||
wallet_profile=sample_profile,
|
||||
confidence=0.8,
|
||||
factors={"base": 0.5},
|
||||
)
|
||||
|
||||
pipeline._fresh_wallet_detector = MagicMock()
|
||||
pipeline._fresh_wallet_detector.analyze = AsyncMock(return_value=fresh_signal)
|
||||
pipeline._size_anomaly_detector = MagicMock()
|
||||
pipeline._size_anomaly_detector.analyze = AsyncMock(return_value=None)
|
||||
pipeline._funding_tracer = MagicMock()
|
||||
pipeline._funding_tracer.trace = AsyncMock(return_value=sample_funding_chain)
|
||||
pipeline._risk_scorer = MagicMock()
|
||||
pipeline._risk_scorer.assess = AsyncMock(
|
||||
return_value=MagicMock(should_alert=False, weighted_score=0.3)
|
||||
)
|
||||
pipeline._alert_formatter = MagicMock()
|
||||
pipeline._alert_dispatcher = MagicMock()
|
||||
|
||||
# Process same trade twice
|
||||
await pipeline._on_trade(sample_trade)
|
||||
await pipeline._on_trade(sample_trade)
|
||||
|
||||
# Should still have only 1 funding transfer (duplicate skipped)
|
||||
async with async_sessionmaker(bind=async_engine, expire_on_commit=False)() as session:
|
||||
result = await session.execute(select(FundingTransferModel))
|
||||
rows = result.scalars().all()
|
||||
assert len(rows) == 1
|
||||
+1
-5
@@ -10,11 +10,7 @@ def test_version() -> None:
|
||||
|
||||
def test_import_modules() -> None:
|
||||
"""Test that all submodules can be imported."""
|
||||
from polymarket_insider_tracker import ingestor
|
||||
from polymarket_insider_tracker import profiler
|
||||
from polymarket_insider_tracker import detector
|
||||
from polymarket_insider_tracker import alerter
|
||||
from polymarket_insider_tracker import storage
|
||||
from polymarket_insider_tracker import alerter, detector, ingestor, profiler, storage
|
||||
|
||||
# Just verify imports work
|
||||
assert ingestor is not None
|
||||
|
||||
@@ -0,0 +1,319 @@
|
||||
"""Tests for the graceful shutdown handler."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import signal
|
||||
import sys
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from polymarket_insider_tracker.shutdown import (
|
||||
DEFAULT_SHUTDOWN_TIMEOUT,
|
||||
SHUTDOWN_SIGNALS,
|
||||
GracefulShutdown,
|
||||
run_with_graceful_shutdown,
|
||||
)
|
||||
|
||||
|
||||
class TestGracefulShutdownInit:
|
||||
"""Tests for GracefulShutdown initialization."""
|
||||
|
||||
def test_default_timeout(self) -> None:
|
||||
"""Should use default timeout when not specified."""
|
||||
shutdown = GracefulShutdown()
|
||||
assert shutdown.timeout == DEFAULT_SHUTDOWN_TIMEOUT
|
||||
|
||||
def test_custom_timeout(self) -> None:
|
||||
"""Should accept custom timeout."""
|
||||
shutdown = GracefulShutdown(timeout=60.0)
|
||||
assert shutdown.timeout == 60.0
|
||||
|
||||
def test_initial_state(self) -> None:
|
||||
"""Should start in non-shutdown state."""
|
||||
shutdown = GracefulShutdown()
|
||||
assert shutdown.is_shutdown_requested is False
|
||||
assert shutdown.is_force_exit_requested is False
|
||||
|
||||
|
||||
class TestRequestShutdown:
|
||||
"""Tests for programmatic shutdown requests."""
|
||||
|
||||
async def test_request_shutdown_sets_flag(self) -> None:
|
||||
"""Should set shutdown requested flag."""
|
||||
shutdown = GracefulShutdown()
|
||||
shutdown.request_shutdown()
|
||||
assert shutdown.is_shutdown_requested is True
|
||||
|
||||
async def test_request_shutdown_sets_event(self) -> None:
|
||||
"""Should set the shutdown event when called."""
|
||||
shutdown = GracefulShutdown()
|
||||
shutdown._shutdown_event = asyncio.Event()
|
||||
|
||||
shutdown.request_shutdown()
|
||||
|
||||
assert shutdown._shutdown_event.is_set()
|
||||
|
||||
async def test_request_shutdown_idempotent(self) -> None:
|
||||
"""Multiple requests should be idempotent."""
|
||||
shutdown = GracefulShutdown()
|
||||
shutdown._shutdown_event = asyncio.Event()
|
||||
|
||||
shutdown.request_shutdown()
|
||||
shutdown.request_shutdown()
|
||||
shutdown.request_shutdown()
|
||||
|
||||
assert shutdown.is_shutdown_requested is True
|
||||
|
||||
|
||||
class TestWait:
|
||||
"""Tests for waiting for shutdown."""
|
||||
|
||||
async def test_wait_blocks_until_shutdown(self) -> None:
|
||||
"""Wait should block until shutdown is requested."""
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
async def request_after_delay() -> None:
|
||||
await asyncio.sleep(0.1)
|
||||
shutdown.request_shutdown()
|
||||
|
||||
asyncio.create_task(request_after_delay())
|
||||
|
||||
# Should complete after the delay
|
||||
await asyncio.wait_for(shutdown.wait(), timeout=1.0)
|
||||
|
||||
assert shutdown.is_shutdown_requested is True
|
||||
|
||||
async def test_wait_with_timeout_returns_true_on_shutdown(self) -> None:
|
||||
"""wait_with_timeout should return True when shutdown is requested."""
|
||||
shutdown = GracefulShutdown(timeout=1.0)
|
||||
|
||||
async def request_after_delay() -> None:
|
||||
await asyncio.sleep(0.05)
|
||||
shutdown.request_shutdown()
|
||||
|
||||
asyncio.create_task(request_after_delay())
|
||||
|
||||
result = await shutdown.wait_with_timeout()
|
||||
assert result is True
|
||||
|
||||
async def test_wait_with_timeout_returns_false_on_timeout(self) -> None:
|
||||
"""wait_with_timeout should return False when timeout occurs."""
|
||||
shutdown = GracefulShutdown(timeout=0.05)
|
||||
|
||||
# Don't request shutdown, let it timeout
|
||||
result = await shutdown.wait_with_timeout()
|
||||
assert result is False
|
||||
|
||||
|
||||
class TestSignalHandlers:
|
||||
"""Tests for signal handler installation and removal."""
|
||||
|
||||
async def test_install_signal_handlers_creates_event(self) -> None:
|
||||
"""Installing handlers should create the shutdown event."""
|
||||
shutdown = GracefulShutdown()
|
||||
shutdown.install_signal_handlers()
|
||||
|
||||
try:
|
||||
assert shutdown._shutdown_event is not None
|
||||
assert not shutdown._shutdown_event.is_set()
|
||||
finally:
|
||||
shutdown.remove_signal_handlers()
|
||||
|
||||
@pytest.mark.skipif(sys.platform == "win32", reason="Unix-specific test")
|
||||
async def test_unix_signal_handler_installed(self) -> None:
|
||||
"""On Unix, should install loop signal handlers."""
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
with patch.object(asyncio.get_running_loop(), "add_signal_handler") as mock_add:
|
||||
shutdown.install_signal_handlers()
|
||||
|
||||
# Should have been called for both SIGTERM and SIGINT
|
||||
assert mock_add.call_count >= 1
|
||||
|
||||
shutdown.remove_signal_handlers()
|
||||
|
||||
@pytest.mark.skipif(sys.platform != "win32", reason="Windows-specific test")
|
||||
async def test_windows_signal_handler_installed(self) -> None:
|
||||
"""On Windows, should install signal.signal handlers."""
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
with patch("signal.signal") as mock_signal:
|
||||
shutdown.install_signal_handlers()
|
||||
|
||||
# Should have been called for available signals
|
||||
assert mock_signal.call_count >= 1
|
||||
|
||||
shutdown.remove_signal_handlers()
|
||||
|
||||
|
||||
class TestHandleSignal:
|
||||
"""Tests for signal handling behavior."""
|
||||
|
||||
async def test_first_signal_sets_shutdown_event(self) -> None:
|
||||
"""First signal should set the shutdown event."""
|
||||
shutdown = GracefulShutdown()
|
||||
shutdown._shutdown_event = asyncio.Event()
|
||||
|
||||
shutdown._handle_signal(signal.SIGTERM)
|
||||
|
||||
assert shutdown.is_shutdown_requested is True
|
||||
assert shutdown._shutdown_event.is_set()
|
||||
assert shutdown.is_force_exit_requested is False
|
||||
|
||||
async def test_second_signal_force_exits(self) -> None:
|
||||
"""Second signal should trigger force exit."""
|
||||
shutdown = GracefulShutdown()
|
||||
shutdown._shutdown_event = asyncio.Event()
|
||||
shutdown._shutdown_requested = True # First signal already received
|
||||
|
||||
with pytest.raises(SystemExit) as exc_info:
|
||||
shutdown._handle_signal(signal.SIGTERM)
|
||||
|
||||
assert exc_info.value.code == 128 + signal.SIGTERM.value
|
||||
assert shutdown.is_force_exit_requested is True
|
||||
|
||||
|
||||
class TestCleanupCallbacks:
|
||||
"""Tests for cleanup callback registration and execution."""
|
||||
|
||||
async def test_register_sync_callback(self) -> None:
|
||||
"""Should register sync cleanup callbacks."""
|
||||
shutdown = GracefulShutdown()
|
||||
callback = MagicMock()
|
||||
|
||||
shutdown.register_cleanup(callback)
|
||||
|
||||
assert callback in shutdown._cleanup_callbacks
|
||||
|
||||
async def test_run_sync_cleanup_callback(self) -> None:
|
||||
"""Should run sync cleanup callbacks."""
|
||||
shutdown = GracefulShutdown()
|
||||
callback = MagicMock()
|
||||
shutdown.register_cleanup(callback)
|
||||
|
||||
await shutdown.run_cleanup_callbacks()
|
||||
|
||||
callback.assert_called_once()
|
||||
|
||||
async def test_run_async_cleanup_callback(self) -> None:
|
||||
"""Should run async cleanup callbacks."""
|
||||
shutdown = GracefulShutdown()
|
||||
called = False
|
||||
|
||||
async def async_callback() -> None:
|
||||
nonlocal called
|
||||
called = True
|
||||
|
||||
shutdown.register_cleanup(async_callback)
|
||||
|
||||
await shutdown.run_cleanup_callbacks()
|
||||
|
||||
assert called is True
|
||||
|
||||
async def test_cleanup_callback_error_logged(self) -> None:
|
||||
"""Cleanup callback errors should be logged, not raised."""
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
def failing_callback() -> None:
|
||||
raise ValueError("Cleanup failed")
|
||||
|
||||
shutdown.register_cleanup(failing_callback)
|
||||
|
||||
# Should not raise
|
||||
await shutdown.run_cleanup_callbacks()
|
||||
|
||||
|
||||
class TestAsyncContextManager:
|
||||
"""Tests for async context manager protocol."""
|
||||
|
||||
async def test_context_manager_installs_handlers(self) -> None:
|
||||
"""Entering context should install signal handlers."""
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
async with shutdown:
|
||||
assert shutdown._shutdown_event is not None
|
||||
assert shutdown._loop is not None
|
||||
|
||||
async def test_context_manager_removes_handlers(self) -> None:
|
||||
"""Exiting context should remove signal handlers."""
|
||||
shutdown = GracefulShutdown()
|
||||
|
||||
with patch.object(shutdown, "remove_signal_handlers") as mock_remove:
|
||||
async with shutdown:
|
||||
pass
|
||||
|
||||
mock_remove.assert_called_once()
|
||||
|
||||
async def test_context_manager_runs_cleanup(self) -> None:
|
||||
"""Exiting context should run cleanup callbacks."""
|
||||
shutdown = GracefulShutdown()
|
||||
callback = MagicMock()
|
||||
shutdown.register_cleanup(callback)
|
||||
|
||||
async with shutdown:
|
||||
pass
|
||||
|
||||
callback.assert_called_once()
|
||||
|
||||
|
||||
class TestRunWithGracefulShutdown:
|
||||
"""Tests for the run_with_graceful_shutdown helper."""
|
||||
|
||||
async def test_runs_coroutine_to_completion(self) -> None:
|
||||
"""Should run the coroutine to completion if no shutdown."""
|
||||
result = []
|
||||
|
||||
async def my_coro() -> None:
|
||||
result.append("done")
|
||||
|
||||
await run_with_graceful_shutdown(my_coro(), timeout=1.0)
|
||||
|
||||
assert result == ["done"]
|
||||
|
||||
async def test_stops_on_shutdown_signal(self) -> None:
|
||||
"""Should stop when shutdown is signaled."""
|
||||
result = []
|
||||
|
||||
async def long_running() -> None:
|
||||
try:
|
||||
await asyncio.sleep(10.0)
|
||||
except asyncio.CancelledError:
|
||||
result.append("cancelled")
|
||||
raise
|
||||
|
||||
# Create a wrapper that will trigger shutdown
|
||||
async def run_with_interrupt() -> None:
|
||||
async def trigger_shutdown() -> None:
|
||||
await asyncio.sleep(0.1)
|
||||
# We can't easily trigger a signal in tests, so we test the task
|
||||
# completion path instead
|
||||
pass
|
||||
|
||||
# Run both tasks
|
||||
task = asyncio.create_task(long_running())
|
||||
asyncio.create_task(trigger_shutdown())
|
||||
|
||||
await asyncio.sleep(0.05)
|
||||
task.cancel()
|
||||
|
||||
with pytest.raises(asyncio.CancelledError):
|
||||
await task
|
||||
|
||||
result.append("finished")
|
||||
|
||||
await run_with_interrupt()
|
||||
assert "finished" in result
|
||||
|
||||
|
||||
class TestShutdownSignals:
|
||||
"""Tests for shutdown signal configuration."""
|
||||
|
||||
def test_shutdown_signals_includes_sigterm(self) -> None:
|
||||
"""SHUTDOWN_SIGNALS should include SIGTERM."""
|
||||
assert signal.SIGTERM in SHUTDOWN_SIGNALS
|
||||
|
||||
def test_shutdown_signals_includes_sigint(self) -> None:
|
||||
"""SHUTDOWN_SIGNALS should include SIGINT."""
|
||||
assert signal.SIGINT in SHUTDOWN_SIGNALS
|
||||
@@ -126,6 +126,15 @@ wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/fb/76/641ae371508676492379f16e2fa48f4e2c11741bd63c48be4b12a6b09cba/aiosignal-1.4.0-py3-none-any.whl", hash = "sha256:053243f8b92b990551949e63930a839ff0cf0b0ebbe0597b0f3fb19e1a0fe82e", size = 7490, upload-time = "2025-07-03T22:54:42.156Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "aiosqlite"
|
||||
version = "0.22.1"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/4e/8a/64761f4005f17809769d23e518d915db74e6310474e733e3593cfc854ef1/aiosqlite-0.22.1.tar.gz", hash = "sha256:043e0bd78d32888c0a9ca90fc788b38796843360c855a7262a532813133a0650", size = 14821, upload-time = "2025-12-23T19:25:43.997Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/00/b7/e3bf5133d697a08128598c8d0abc5e16377b51465a33756de24fa7dee953/aiosqlite-0.22.1-py3-none-any.whl", hash = "sha256:21c002eb13823fad740196c5a2e9d8e62f6243bd9e7e4a1f87fb5e44ecb4fceb", size = 17405, upload-time = "2025-12-23T19:25:42.139Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "alembic"
|
||||
version = "1.17.2"
|
||||
@@ -1538,6 +1547,7 @@ dependencies = [
|
||||
{ name = "prometheus-client" },
|
||||
{ name = "py-clob-client" },
|
||||
{ name = "pydantic" },
|
||||
{ name = "pydantic-settings" },
|
||||
{ name = "python-dotenv" },
|
||||
{ name = "redis" },
|
||||
{ name = "scikit-learn" },
|
||||
@@ -1548,6 +1558,7 @@ dependencies = [
|
||||
|
||||
[package.optional-dependencies]
|
||||
dev = [
|
||||
{ name = "aiosqlite" },
|
||||
{ name = "mypy" },
|
||||
{ name = "pre-commit" },
|
||||
{ name = "pytest" },
|
||||
@@ -1559,6 +1570,7 @@ dev = [
|
||||
[package.metadata]
|
||||
requires-dist = [
|
||||
{ name = "aiohttp", specifier = ">=3.9.0" },
|
||||
{ name = "aiosqlite", marker = "extra == 'dev'", specifier = ">=0.19.0" },
|
||||
{ name = "alembic", specifier = ">=1.13.0" },
|
||||
{ name = "httpx", specifier = ">=0.25.0" },
|
||||
{ name = "mypy", marker = "extra == 'dev'", specifier = ">=1.7.0" },
|
||||
@@ -1567,6 +1579,7 @@ requires-dist = [
|
||||
{ name = "prometheus-client", specifier = ">=0.19.0" },
|
||||
{ name = "py-clob-client", specifier = ">=0.1.0" },
|
||||
{ name = "pydantic", specifier = ">=2.0.0" },
|
||||
{ name = "pydantic-settings", specifier = ">=2.0.0" },
|
||||
{ name = "pytest", marker = "extra == 'dev'", specifier = ">=7.0.0" },
|
||||
{ name = "pytest-asyncio", marker = "extra == 'dev'", specifier = ">=0.21.0" },
|
||||
{ name = "pytest-cov", marker = "extra == 'dev'", specifier = ">=4.0.0" },
|
||||
@@ -1892,6 +1905,20 @@ wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/36/c7/cfc8e811f061c841d7990b0201912c3556bfeb99cdcb7ed24adc8d6f8704/pydantic_core-2.41.5-pp311-pypy311_pp73-win_amd64.whl", hash = "sha256:56121965f7a4dc965bff783d70b907ddf3d57f6eba29b6d2e5dabfaf07799c51", size = 2145302, upload-time = "2025-11-04T13:43:46.64Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "pydantic-settings"
|
||||
version = "2.12.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "pydantic" },
|
||||
{ name = "python-dotenv" },
|
||||
{ name = "typing-inspection" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/43/4b/ac7e0aae12027748076d72a8764ff1c9d82ca75a7a52622e67ed3f765c54/pydantic_settings-2.12.0.tar.gz", hash = "sha256:005538ef951e3c2a68e1c08b292b5f2e71490def8589d4221b95dab00dafcfd0", size = 194184, upload-time = "2025-11-10T14:25:47.013Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/c1/60/5d4751ba3f4a40a6891f24eec885f51afd78d208498268c734e256fb13c4/pydantic_settings-2.12.0-py3-none-any.whl", hash = "sha256:fddb9fd99a5b18da837b29710391e945b1e30c135477f484084ee513adb93809", size = 51880, upload-time = "2025-11-10T14:25:45.546Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "pygments"
|
||||
version = "2.19.2"
|
||||
|
||||
Reference in New Issue
Block a user