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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}
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||||
REDIS_URL=redis://localhost:6379
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||||
|
||||
# Optional: Development tool ports
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||||
ADMINER_PORT=8080
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||||
|
||||
@@ -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:
|
||||
|
||||
@@ -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
|
||||
@@ -18,7 +18,9 @@ from pydantic_settings import BaseSettings, SettingsConfigDict
|
||||
class DatabaseSettings(BaseSettings):
|
||||
"""Database connection settings."""
|
||||
|
||||
model_config = SettingsConfigDict(env_prefix="")
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
url: str = Field(
|
||||
alias="DATABASE_URL",
|
||||
@@ -37,7 +39,9 @@ class DatabaseSettings(BaseSettings):
|
||||
class RedisSettings(BaseSettings):
|
||||
"""Redis connection settings."""
|
||||
|
||||
model_config = SettingsConfigDict(env_prefix="")
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
url: str = Field(
|
||||
default="redis://localhost:6379",
|
||||
@@ -57,7 +61,9 @@ class RedisSettings(BaseSettings):
|
||||
class PolygonSettings(BaseSettings):
|
||||
"""Polygon blockchain RPC settings."""
|
||||
|
||||
model_config = SettingsConfigDict(env_prefix="POLYGON_")
|
||||
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",
|
||||
@@ -84,7 +90,9 @@ class PolygonSettings(BaseSettings):
|
||||
class PolymarketSettings(BaseSettings):
|
||||
"""Polymarket API settings."""
|
||||
|
||||
model_config = SettingsConfigDict(env_prefix="POLYMARKET_")
|
||||
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",
|
||||
@@ -109,7 +117,9 @@ class PolymarketSettings(BaseSettings):
|
||||
class DiscordSettings(BaseSettings):
|
||||
"""Discord notification settings."""
|
||||
|
||||
model_config = SettingsConfigDict(env_prefix="DISCORD_")
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="DISCORD_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
webhook_url: SecretStr | None = Field(
|
||||
default=None,
|
||||
@@ -120,13 +130,15 @@ class DiscordSettings(BaseSettings):
|
||||
@property
|
||||
def enabled(self) -> bool:
|
||||
"""Check if Discord notifications are enabled."""
|
||||
return self.webhook_url is not None
|
||||
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_")
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="TELEGRAM_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
|
||||
bot_token: SecretStr | None = Field(
|
||||
default=None,
|
||||
@@ -142,7 +154,12 @@ class TelegramSettings(BaseSettings):
|
||||
@property
|
||||
def enabled(self) -> bool:
|
||||
"""Check if Telegram notifications are enabled."""
|
||||
return self.bot_token is not None and self.chat_id is not None
|
||||
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 Settings(BaseSettings):
|
||||
|
||||
@@ -11,7 +11,7 @@ import logging
|
||||
from collections.abc import Callable
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
from enum import Enum
|
||||
from enum import StrEnum
|
||||
|
||||
from redis.asyncio import Redis
|
||||
|
||||
@@ -27,7 +27,7 @@ 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"
|
||||
|
||||
@@ -86,7 +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":
|
||||
|
||||
@@ -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
|
||||
|
||||
|
||||
@@ -11,7 +11,7 @@ import contextlib
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
from enum import Enum
|
||||
from enum import StrEnum
|
||||
from typing import TYPE_CHECKING
|
||||
|
||||
from redis.asyncio import Redis
|
||||
@@ -29,7 +29,14 @@ 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,
|
||||
WalletProfileDTO,
|
||||
WalletRepository,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from typing import Any
|
||||
@@ -43,7 +50,7 @@ if TYPE_CHECKING:
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class PipelineState(str, Enum):
|
||||
class PipelineState(StrEnum):
|
||||
"""Pipeline lifecycle states."""
|
||||
|
||||
STOPPED = "stopped"
|
||||
@@ -120,6 +127,7 @@ class Pipeline:
|
||||
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
|
||||
@@ -233,6 +241,10 @@ class Pipeline:
|
||||
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)
|
||||
@@ -365,6 +377,10 @@ class Pipeline:
|
||||
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,
|
||||
@@ -382,6 +398,63 @@ class Pipeline:
|
||||
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:
|
||||
|
||||
@@ -84,7 +84,10 @@ class TestTradeStreamHandler:
|
||||
"""Test building subscription message without filters."""
|
||||
msg = handler._build_subscription_message()
|
||||
|
||||
assert msg == {"subscriptions": [{"topic": "activity", "type": "trades"}]}
|
||||
assert msg == {
|
||||
"action": "subscribe",
|
||||
"subscriptions": [{"topic": "activity", "type": "trades"}],
|
||||
}
|
||||
|
||||
def test_build_subscription_message_with_event_filter(self, on_trade_mock: AsyncMock) -> None:
|
||||
"""Test building subscription message with event filter."""
|
||||
@@ -110,11 +113,10 @@ class TestTradeStreamHandler:
|
||||
async def test_handle_message_trade(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Test handling a valid trade message."""
|
||||
"""Test handling a valid trade message (payload-based routing)."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "abc123",
|
||||
"payload": {
|
||||
"conditionId": "0xmarket",
|
||||
"transactionHash": "0xtx",
|
||||
@@ -142,11 +144,10 @@ class TestTradeStreamHandler:
|
||||
async def test_handle_message_non_trade(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Test handling a non-trade message."""
|
||||
"""Test handling a non-trade message (no transactionHash/proxyWallet)."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "comments",
|
||||
"type": "comment_created",
|
||||
"connection_id": "abc123",
|
||||
"payload": {"body": "Hello"},
|
||||
}
|
||||
)
|
||||
@@ -156,6 +157,35 @@ class TestTradeStreamHandler:
|
||||
on_trade_mock.assert_not_called()
|
||||
assert handler.stats.trades_received == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_message_payload_missing_proxy_wallet(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Ratchet: payload with transactionHash but no proxyWallet is not a trade."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"connection_id": "abc",
|
||||
"payload": {"transactionHash": "0xtx", "other": "field"},
|
||||
}
|
||||
)
|
||||
|
||||
await handler._handle_message(message)
|
||||
|
||||
on_trade_mock.assert_not_called()
|
||||
assert handler.stats.trades_received == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_message_no_payload_key(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Ratchet: message without payload key is ignored."""
|
||||
message = json.dumps({"connection_id": "abc", "status": "ok"})
|
||||
|
||||
await handler._handle_message(message)
|
||||
|
||||
on_trade_mock.assert_not_called()
|
||||
assert handler.stats.trades_received == 0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_message_invalid_json(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
@@ -175,8 +205,7 @@ class TestTradeStreamHandler:
|
||||
|
||||
message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "abc",
|
||||
"payload": {
|
||||
"conditionId": "0x",
|
||||
"transactionHash": "0x",
|
||||
@@ -231,14 +260,18 @@ class TestTradeStreamHandler:
|
||||
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"
|
||||
@@ -289,8 +322,7 @@ class TestTradeStreamHandlerIntegration:
|
||||
|
||||
trade_message = json.dumps(
|
||||
{
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"connection_id": "test-conn",
|
||||
"payload": {
|
||||
"conditionId": "0xtest",
|
||||
"transactionHash": "0xtx",
|
||||
@@ -333,7 +365,10 @@ class TestTradeStreamHandlerIntegration:
|
||||
|
||||
mock_ws = MockWebSocket(handler, trade_message)
|
||||
|
||||
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
|
||||
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)
|
||||
|
||||
@@ -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
|
||||
Reference in New Issue
Block a user