Compare commits
1 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 pselamy
|
12bd40fa69 |
+2
-2
@@ -6,12 +6,12 @@ POSTGRES_USER=tracker
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POSTGRES_PASSWORD=dev_password
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# Constructed database URL (for application use)
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DATABASE_URL=postgresql://tracker:dev_password@localhost:5432/polymarket_tracker
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DATABASE_URL=postgresql://${POSTGRES_USER}:${POSTGRES_PASSWORD}@${POSTGRES_HOST}:${POSTGRES_PORT}/${POSTGRES_DB}
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# Redis Configuration
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REDIS_HOST=localhost
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REDIS_PORT=6379
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REDIS_URL=redis://localhost:6379
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REDIS_URL=redis://${REDIS_HOST}:${REDIS_PORT}
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# Optional: Development tool ports
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ADMINER_PORT=8080
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@@ -1,29 +0,0 @@
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# Changelog
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All notable changes to this project are documented in this file.
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The format is loosely based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/).
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## [Unreleased]
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### Added
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- **Risk-assessment persistence**: every signal-bearing trade now writes a row
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to the new `risk_assessments` table, regardless of whether the assessment
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meets the alert threshold. This is the ground-truth log future backtests will
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read instead of grepping `alerts.log` / `journalctl`.
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- Pipeline: `Pipeline._score_and_alert` calls `Pipeline._persist_assessment`
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for every assessment; failures are caught and never block alert dispatch.
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- Storage: new `RiskAssessmentModel`, `RiskAssessmentDTO`, and
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`RiskAssessmentRepository` (alembic migration shipped previously).
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- Config: `DETECTOR_PERSIST_ASSESSMENTS` env var (default `true`) controls
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the write path so it can be disabled without code changes.
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- Tests: `tests/test_persist_assessment.py` covers (a) sub-threshold rows are
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persisted with `should_alert=False` and dispatch is skipped, and (b) DB
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failures during persistence do not block dispatching.
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### Changed
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- Alert threshold (`DETECTOR_ALERT_THRESHOLD`) is now fully env-driven; the
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legacy hard-coded `0.6` default has been raised to `0.80` for production.
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### Notes
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- Backtest scripts can now source data from `risk_assessments` directly. The
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`alerts.log` parsing path remains for one release as a fallback.
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@@ -1,21 +0,0 @@
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MIT License
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Copyright (c) 2026 Patrick Selamy
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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@@ -2,103 +2,80 @@
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**Detect informed money before the market moves.**
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[](https://github.com/pselamy/polymarket-insider-tracker/actions/workflows/ci.yml)
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[](https://www.python.org/downloads/)
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[](https://opensource.org/licenses/MIT)
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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.
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[](https://www.python.org/downloads/)
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---
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## Quick Start (< 2 minutes)
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## The Opportunity
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### 1. Install
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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.
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```bash
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# Requires: Python 3.11+, Docker
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git clone https://github.com/pselamy/polymarket-insider-tracker.git
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cd polymarket-insider-tracker
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uv sync --all-extras # or: pip install -e ".[dev]"
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```
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> "You don't need to predict the future, you need to track suspicious behavior."
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> — [@DidiTrading](https://x.com/DidiTrading)
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### 2. Start infrastructure
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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.
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```bash
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docker compose up -d # PostgreSQL 15 + Redis 7
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docker compose ps # wait for healthy
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```
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### 3. Configure
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```bash
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cp .env.example .env
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# Edit .env — only DATABASE_URL and REDIS_URL are required for local dev
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# (defaults in .env.example work with docker compose)
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```
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### 4. Run migrations + start
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```bash
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uv run alembic upgrade head
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uv run python -m polymarket_insider_tracker
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```
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You should see live trades within seconds:
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```
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INFO Connection state: disconnected -> connecting
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INFO Connected to wss://ws-live-data.polymarket.com and subscribed to trades
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DEBUG Trade: BUY 450 @ 1.00 on fifwc-ger-kor-2026-06-14-ger
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DEBUG Trade: SELL 5 @ 0.86 on chi1-cd1-cdl-2026-06-14-draw
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```
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### CLI Options
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```bash
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python -m polymarket_insider_tracker --help
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--version Show version
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--config-check Validate configuration and exit
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--log-level DEBUG Override log level
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--dry-run Run pipeline without sending alerts
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--health-port 8080 Override health check port
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```
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**This repository builds that tool.**
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---
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## Environment Variables
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## What This Does
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| Variable | Required | Default | Description |
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|----------|----------|---------|-------------|
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| `DATABASE_URL` | Yes | — | PostgreSQL connection string |
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| `REDIS_URL` | No | `redis://localhost:6379` | Redis connection string |
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| `POLYGON_RPC_URL` | No | `https://polygon-rpc.com` | Polygon RPC (public default works) |
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| `POLYGON_FALLBACK_RPC_URL` | No | — | Fallback RPC endpoint |
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| `POLYMARKET_WS_URL` | No | `wss://ws-live-data.polymarket.com` | WebSocket endpoint |
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| `POLYMARKET_API_KEY` | No | — | Optional API key for higher rate limits |
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| `DISCORD_WEBHOOK_URL` | No | — | Discord alerts |
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| `TELEGRAM_BOT_TOKEN` | No | — | Telegram alerts (needs `TELEGRAM_CHAT_ID` too) |
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| `TELEGRAM_CHAT_ID` | No | — | Telegram chat for alerts |
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| `LOG_LEVEL` | No | `INFO` | Logging level |
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| `DRY_RUN` | No | `false` | Skip sending alerts |
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| `HEALTH_PORT` | No | `8080` | Health check HTTP port |
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The Polymarket Insider Tracker monitors prediction market trading activity in real-time and identifies patterns that suggest informed trading:
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No API keys are needed for basic operation — the Polymarket WebSocket and CLOB REST APIs are public.
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| Signal | What It Detects | Why It Matters |
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|--------|-----------------|----------------|
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| **Fresh Wallets** | Brand new wallets making large trades | Insiders create new wallets to hide their identity |
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| **Unusual Sizing** | Trades that are disproportionately large for the market | Informed traders bet bigger when they have edge |
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| **Niche Markets** | Activity in low-volume, specific-outcome markets | Easier to have inside information on obscure events |
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| **Funding Chains** | Where wallet funds originated from | Links seemingly separate wallets to the same entity |
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When suspicious activity is detected, you receive an instant alert with actionable intelligence.
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---
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## What It Detects
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## How It Works
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| Signal | Detection Method | Threshold |
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|--------|-----------------|-----------|
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| **Fresh Wallets** | Wallet age < 48h, nonce <= 5, making trades > $1k | Confidence 0.5-0.9 |
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| **Size Anomalies** | Trade size > 2% of 24h volume or > 5% of order book | Weighted by niche factor |
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| **Niche Markets** | Low-volume markets (< $50k daily) with specific outcomes | 1.5x risk multiplier |
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| **Funding Chains** | Trace wallet funding to known entities (exchanges, etc.) | On-chain lineage |
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| **Sniper Clusters** | DBSCAN clustering of wallets entering within minutes | Coordinated behavior |
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```
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┌─────────────────┐ ┌──────────────────┐ ┌────────────────────┐
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│ Polymarket API │────>│ Wallet Profiler │────>│ Anomaly Detector │
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│ (Real-time) │ │ (Blockchain) │ │ (ML + Heuristics) │
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└─────────────────┘ └──────────────────┘ └────────────────────┘
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│
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┌────────────────────────────┘
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v
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┌─────────────────────┐
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│ Alert Dispatcher │───> Discord / Telegram / Email
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│ "Fresh wallet │
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│ buying YES @7.5¢ │
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│ on niche market" │
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└─────────────────────┘
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```
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Risk scoring combines signals with configurable weights (default threshold: 0.6). Multi-signal bonuses: 2 signals +20%, 3+ signals +30%.
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### Detection Algorithms
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### Sample Alert
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1. **Fresh Wallet Detection**
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- Checks wallet transaction history on Polygon
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- Flags wallets with fewer than 5 lifetime transactions making trades over $1,000
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- Traces funding source to identify if connected to known entities
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2. **Liquidity Impact Analysis**
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- Calculates trade size relative to market depth
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- Flags trades consuming more than 2% of visible order book
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- Weights by market category (niche markets score higher)
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3. **Sniper Cluster Detection**
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- Uses DBSCAN clustering to find wallets that consistently enter markets within minutes of creation
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- Identifies coordinated behavior patterns
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4. **Event Correlation**
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- Cross-references trading activity with news feeds
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- Detects positions opened 1-4 hours before related news breaks
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---
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## Sample Alert
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```
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SUSPICIOUS ACTIVITY DETECTED
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@@ -122,62 +99,207 @@ Confidence: HIGH (3/4 signals triggered)
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---
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## Architecture
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## Quick Start
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||||
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||||
```
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Polymarket WebSocket ──> Ingestor ──> Profiler ──> Detector ──> Alerter
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(wss://ws-live-data) (trades) (on-chain) (scoring) (Discord/TG)
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|
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Polygon RPC
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```
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### Prerequisites
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### Components
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- Python 3.11+
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- Docker and Docker Compose
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- Polygon RPC endpoint (Alchemy, QuickNode, or self-hosted)
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- Polymarket API key (free at [docs.polymarket.com](https://docs.polymarket.com))
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| Module | Purpose |
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||||
|--------|---------|
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| `ingestor/` | WebSocket trade stream + CLOB REST client with rate limiting |
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| `profiler/` | Polygon wallet analysis, entity identification, funding chain tracing |
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| `detector/` | Fresh wallet, size anomaly, sniper cluster detection, composite risk scorer |
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| `alerter/` | Multi-channel dispatch (Discord webhooks, Telegram bot) with dedup |
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| `storage/` | SQLAlchemy ORM + Alembic migrations (PostgreSQL) |
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| `pipeline.py` | Orchestrator wiring all components together |
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| `shutdown.py` | Graceful SIGTERM/SIGINT handling with cleanup callbacks |
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|
||||
---
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||||
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## Development
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### Installation
|
||||
|
||||
```bash
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uv run pytest # run tests
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uv run ruff check src/ tests/ # lint
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uv run ruff format src/ tests/ # format
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uv run mypy src/ # type check (strict mode)
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# Clone the repository
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git clone https://github.com/pselamy/polymarket-insider-tracker.git
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cd polymarket-insider-tracker
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# Copy environment template
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cp .env.example .env
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# Edit .env with your API keys
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# Start infrastructure (PostgreSQL, Redis)
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docker compose up -d
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# Wait for services to be healthy
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docker compose ps
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# Install Python dependencies
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pip install -e .
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# Run database migrations
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alembic upgrade head
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# Run the tracker
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python -m src.main
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```
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### Docker Services
|
||||
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The development stack includes:
|
||||
|
||||
| Service | Port | Description |
|
||||
|---------|------|-------------|
|
||||
| PostgreSQL 15 | 5432 | Primary database |
|
||||
| Redis 7 | 6379 | Caching and pub/sub |
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| Adminer | 8080 | Database admin UI (optional, `--profile tools`) |
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| RedisInsight | 5540 | Redis admin UI (optional, `--profile tools`) |
|
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| Adminer | 8080 | Database admin UI (optional) |
|
||||
| RedisInsight | 5540 | Redis admin UI (optional) |
|
||||
|
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```bash
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# Start core services only
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docker compose up -d
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# Start with development tools (Adminer, RedisInsight)
|
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docker compose --profile tools up -d
|
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|
||||
# View logs
|
||||
docker compose logs -f
|
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# Stop all services
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||||
docker compose down
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||||
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||||
# Stop and remove volumes (reset data)
|
||||
docker compose down -v
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||||
```
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||||
|
||||
### Configuration
|
||||
|
||||
```bash
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# .env file
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POLYGON_RPC_URL=https://polygon-mainnet.g.alchemy.com/v2/YOUR_KEY
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POLYMARKET_API_KEY=your_polymarket_api_key
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|
||||
# Alert destinations (optional)
|
||||
DISCORD_WEBHOOK_URL=https://discord.com/api/webhooks/...
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TELEGRAM_BOT_TOKEN=your_bot_token
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TELEGRAM_CHAT_ID=your_chat_id
|
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|
||||
# Detection thresholds
|
||||
MIN_TRADE_SIZE_USDC=1000
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FRESH_WALLET_MAX_NONCE=5
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LIQUIDITY_IMPACT_THRESHOLD=0.02
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Troubleshooting
|
||||
## Project Structure
|
||||
|
||||
**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).
|
||||
```
|
||||
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
|
||||
```
|
||||
|
||||
**Connection timeout / DNS errors**
|
||||
Verify `wss://ws-live-data.polymarket.com` is reachable from your network. Some corporate firewalls block WebSocket connections.
|
||||
---
|
||||
|
||||
**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.
|
||||
## Roadmap
|
||||
|
||||
**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.).
|
||||
### 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/
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
@@ -190,6 +312,20 @@ 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("DATABASE_URL")
|
||||
database_url = os.environ.get("SQLALCHEMY_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 collections.abc import Sequence
|
||||
from typing import Sequence, Union
|
||||
|
||||
import sqlalchemy as sa
|
||||
from alembic import op
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = "001_initial"
|
||||
down_revision: str | None = None
|
||||
branch_labels: str | Sequence[str] | None = None
|
||||
depends_on: str | Sequence[str] | None = None
|
||||
down_revision: Union[str, None] = None
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
|
||||
@@ -1,64 +0,0 @@
|
||||
"""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")
|
||||
@@ -1,3 +1,5 @@
|
||||
version: "3.8"
|
||||
|
||||
services:
|
||||
postgres:
|
||||
image: postgres:15
|
||||
|
||||
@@ -1,113 +0,0 @@
|
||||
# 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
|
||||
@@ -290,14 +290,12 @@ class AlertFormatter:
|
||||
wallet_line += f" \\(Age: {age_hours:.0f}h\\)"
|
||||
lines.append(wallet_line)
|
||||
|
||||
# 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}\\)")
|
||||
# Risk score
|
||||
lines.append(f"*Risk Score:* {assessment.weighted_score:.2f} \\({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']})")
|
||||
@@ -305,16 +303,14 @@ class AlertFormatter:
|
||||
lines.append(f"*Market:* {market_title_escaped}")
|
||||
|
||||
# Trade details
|
||||
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}")
|
||||
usdc_value = format_usdc(trade.notional_value).replace("$", "\\$")
|
||||
lines.append(
|
||||
f"*Trade:* {trade.side} {trade.outcome} @ \\${trade.price:.3f} \\| {usdc_value}"
|
||||
)
|
||||
|
||||
# Signals
|
||||
if signals:
|
||||
signals_escaped = [self._escape_telegram_markdown(s) for s in signals]
|
||||
lines.append(f"*Signals:* {', '.join(signals_escaped)}")
|
||||
lines.append(f"*Signals:* {', '.join(signals)}")
|
||||
|
||||
# Links
|
||||
lines.append("")
|
||||
|
||||
@@ -18,9 +18,7 @@ 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"
|
||||
)
|
||||
model_config = SettingsConfigDict(env_prefix="")
|
||||
|
||||
url: str = Field(
|
||||
alias="DATABASE_URL",
|
||||
@@ -39,9 +37,7 @@ class DatabaseSettings(BaseSettings):
|
||||
class RedisSettings(BaseSettings):
|
||||
"""Redis connection settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
model_config = SettingsConfigDict(env_prefix="")
|
||||
|
||||
url: str = Field(
|
||||
default="redis://localhost:6379",
|
||||
@@ -61,9 +57,7 @@ class RedisSettings(BaseSettings):
|
||||
class PolygonSettings(BaseSettings):
|
||||
"""Polygon blockchain RPC settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="POLYGON_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
model_config = SettingsConfigDict(env_prefix="POLYGON_")
|
||||
|
||||
rpc_url: str = Field(
|
||||
default="https://polygon-rpc.com",
|
||||
@@ -90,9 +84,7 @@ class PolygonSettings(BaseSettings):
|
||||
class PolymarketSettings(BaseSettings):
|
||||
"""Polymarket API settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="POLYMARKET_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
model_config = SettingsConfigDict(env_prefix="POLYMARKET_")
|
||||
|
||||
ws_url: str = Field(
|
||||
default="wss://ws-subscriptions-clob.polymarket.com/ws/market",
|
||||
@@ -117,9 +109,7 @@ class PolymarketSettings(BaseSettings):
|
||||
class DiscordSettings(BaseSettings):
|
||||
"""Discord notification settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="DISCORD_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
model_config = SettingsConfigDict(env_prefix="DISCORD_")
|
||||
|
||||
webhook_url: SecretStr | None = Field(
|
||||
default=None,
|
||||
@@ -130,15 +120,13 @@ class DiscordSettings(BaseSettings):
|
||||
@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())
|
||||
return self.webhook_url is not None
|
||||
|
||||
|
||||
class TelegramSettings(BaseSettings):
|
||||
"""Telegram notification settings."""
|
||||
|
||||
model_config = SettingsConfigDict(
|
||||
env_prefix="TELEGRAM_", env_file=".env", env_file_encoding="utf-8", extra="ignore"
|
||||
)
|
||||
model_config = SettingsConfigDict(env_prefix="TELEGRAM_")
|
||||
|
||||
bot_token: SecretStr | None = Field(
|
||||
default=None,
|
||||
@@ -154,39 +142,7 @@ class TelegramSettings(BaseSettings):
|
||||
@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",
|
||||
)
|
||||
return self.bot_token is not None and self.chat_id is not None
|
||||
|
||||
|
||||
class Settings(BaseSettings):
|
||||
@@ -218,7 +174,6 @@ class Settings(BaseSettings):
|
||||
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(
|
||||
|
||||
@@ -19,12 +19,8 @@ from polymarket_insider_tracker.ingestor.models import TradeEvent
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# 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 configuration
|
||||
DEFAULT_ALERT_THRESHOLD = 0.6
|
||||
DEFAULT_DEDUP_WINDOW_SECONDS = 3600 # 1 hour
|
||||
DEFAULT_REDIS_KEY_PREFIX = "polymarket:dedup:"
|
||||
|
||||
|
||||
@@ -17,9 +17,6 @@ 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
|
||||
@@ -62,7 +59,6 @@ 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.
|
||||
|
||||
@@ -71,15 +67,11 @@ 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,
|
||||
@@ -137,18 +129,6 @@ 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",
|
||||
|
||||
@@ -1,205 +0,0 @@
|
||||
"""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
|
||||
@@ -9,14 +9,13 @@ import contextlib
|
||||
import json
|
||||
import logging
|
||||
from collections.abc import Callable
|
||||
from dataclasses import dataclass, replace
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
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__)
|
||||
@@ -92,7 +91,6 @@ 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,
|
||||
@@ -104,8 +102,6 @@ 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.
|
||||
@@ -114,7 +110,6 @@ 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
|
||||
@@ -221,18 +216,6 @@ 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)
|
||||
@@ -240,27 +223,14 @@ class MarketMetadataSync:
|
||||
self._stats.total_syncs += 1
|
||||
|
||||
try:
|
||||
# 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(),
|
||||
)
|
||||
# Fetch markets from CLOB API (runs in thread pool for sync API)
|
||||
markets = await asyncio.to_thread(self._clob.get_markets, True)
|
||||
|
||||
# Cache each market in Redis, enriched with gamma volume/liquidity
|
||||
# Cache each market in Redis
|
||||
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:
|
||||
@@ -276,10 +246,7 @@ class MarketMetadataSync:
|
||||
|
||||
self._set_state(SyncState.IDLE)
|
||||
logger.info(
|
||||
"Synced %d markets (%d enriched with gamma volume) in %.2fs",
|
||||
cached_count,
|
||||
enriched_count,
|
||||
self._stats.last_sync_duration_seconds,
|
||||
f"Synced {cached_count} markets in {self._stats.last_sync_duration_seconds:.2f}s"
|
||||
)
|
||||
|
||||
# Notify callback
|
||||
|
||||
@@ -86,7 +86,7 @@ class Orderbook:
|
||||
bids: tuple[OrderbookLevel, ...]
|
||||
asks: tuple[OrderbookLevel, ...]
|
||||
tick_size: Decimal
|
||||
timestamp: datetime = field(default_factory=lambda: datetime.now(UTC))
|
||||
timestamp: datetime = field(default_factory=datetime.utcnow)
|
||||
|
||||
@classmethod
|
||||
def from_clob_orderbook(cls, orderbook: Any) -> "Orderbook":
|
||||
@@ -399,12 +399,6 @@ 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))
|
||||
|
||||
@@ -452,9 +446,6 @@ 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(),
|
||||
}
|
||||
|
||||
@@ -486,15 +477,6 @@ 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", "")),
|
||||
@@ -504,8 +486,5 @@ 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,
|
||||
)
|
||||
|
||||
@@ -9,9 +9,8 @@ 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
|
||||
|
||||
@@ -150,14 +149,14 @@ class TradeStreamHandler:
|
||||
elif self._market_filter:
|
||||
subscription["filters"] = json.dumps({"market_slug": self._market_filter})
|
||||
|
||||
return {"action": "subscribe", "subscriptions": [subscription]}
|
||||
return {"subscriptions": [subscription]}
|
||||
|
||||
async def _connect(self) -> ClientConnection:
|
||||
"""Establish WebSocket connection."""
|
||||
await self._set_state(ConnectionState.CONNECTING)
|
||||
|
||||
try:
|
||||
ws = await ws_connect(
|
||||
ws = await websockets.connect(
|
||||
self._host,
|
||||
ping_interval=self._ping_interval,
|
||||
ping_timeout=self._ping_interval * 2,
|
||||
@@ -183,13 +182,12 @@ class TradeStreamHandler:
|
||||
try:
|
||||
data = json.loads(message)
|
||||
|
||||
# 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
|
||||
):
|
||||
# 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", {})
|
||||
trade = TradeEvent.from_websocket_message(payload)
|
||||
|
||||
self._stats.trades_received += 1
|
||||
@@ -209,7 +207,8 @@ class TradeStreamHandler:
|
||||
logger.error("Error in trade callback: %s", e)
|
||||
|
||||
else:
|
||||
logger.debug("Received non-trade message: %s", str(data)[:120])
|
||||
# Log other message types for debugging
|
||||
logger.debug("Received message: topic=%s type=%s", topic, msg_type)
|
||||
|
||||
except json.JSONDecodeError as e:
|
||||
logger.warning("Invalid JSON message: %s", e)
|
||||
@@ -228,7 +227,7 @@ class TradeStreamHandler:
|
||||
else:
|
||||
logger.debug("Received binary message (%d bytes)", len(message))
|
||||
|
||||
except ConnectionClosed as e:
|
||||
except websockets.ConnectionClosed as e:
|
||||
logger.warning("Connection closed: %s", e)
|
||||
raise
|
||||
except Exception as e:
|
||||
@@ -285,7 +284,7 @@ class TradeStreamHandler:
|
||||
while self._running:
|
||||
try:
|
||||
await self._listen(self._ws)
|
||||
except (ConnectionClosed, Exception) as e:
|
||||
except (websockets.ConnectionClosed, Exception) as e:
|
||||
if not self._running:
|
||||
break
|
||||
|
||||
|
||||
@@ -29,23 +29,13 @@ 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
|
||||
@@ -130,7 +120,6 @@ 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
|
||||
@@ -244,10 +233,6 @@ 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)
|
||||
@@ -255,17 +240,7 @@ class Pipeline:
|
||||
|
||||
# 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,
|
||||
)
|
||||
self._risk_scorer = RiskScorer(self._redis)
|
||||
|
||||
# Initialize Alerting
|
||||
logger.debug("Initializing alerting components...")
|
||||
@@ -390,10 +365,6 @@ 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,
|
||||
@@ -411,63 +382,6 @@ 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:
|
||||
@@ -489,19 +403,13 @@ class Pipeline:
|
||||
return None
|
||||
|
||||
async def _score_and_alert(self, bundle: SignalBundle) -> None:
|
||||
"""Score signals, persist the assessment, and send alert if above threshold."""
|
||||
"""Score signals and send alert if threshold exceeded."""
|
||||
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)",
|
||||
@@ -537,55 +445,6 @@ class Pipeline:
|
||||
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.
|
||||
|
||||
|
||||
@@ -26,46 +26,8 @@ logger = logging.getLogger(__name__)
|
||||
USDC_BRIDGED = "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174"
|
||||
USDC_NATIVE = "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359"
|
||||
|
||||
# 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``.
|
||||
# ERC20 Transfer event signature
|
||||
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:
|
||||
@@ -88,8 +50,6 @@ 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.
|
||||
|
||||
@@ -98,11 +58,6 @@ 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()
|
||||
@@ -110,8 +65,6 @@ 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,
|
||||
@@ -256,144 +209,46 @@ 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 (0 means
|
||||
``latest - max_lookback_blocks``).
|
||||
to_block: Ending block number ("latest" resolves to current head).
|
||||
from_block: Starting block number.
|
||||
to_block: Ending block number.
|
||||
|
||||
Returns:
|
||||
List of log dictionaries, oldest first, capped at ``limit``.
|
||||
List of log dictionaries.
|
||||
"""
|
||||
# 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()
|
||||
w3 = self._select_w3()
|
||||
|
||||
# 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
|
||||
# Note: web3 typing is overly restrictive for block params
|
||||
return await w3.eth.get_logs(
|
||||
logs = await w3.eth.get_logs(
|
||||
{
|
||||
"address": contract_address,
|
||||
"topics": topics,
|
||||
"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, # type: ignore[typeddict-item]
|
||||
"toBlock": to_block, # type: ignore[typeddict-item]
|
||||
}
|
||||
)
|
||||
|
||||
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
|
||||
# Convert to list of dicts and limit
|
||||
result = [dict(log) for log in logs[:limit]]
|
||||
return result
|
||||
|
||||
async def _log_to_funding_transfer(
|
||||
self,
|
||||
|
||||
@@ -115,57 +115,3 @@ class WalletRelationshipModel(Base):
|
||||
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"),
|
||||
)
|
||||
|
||||
@@ -18,7 +18,6 @@ from sqlalchemy.dialects.sqlite import insert as sqlite_insert
|
||||
|
||||
from polymarket_insider_tracker.storage.models import (
|
||||
FundingTransferModel,
|
||||
RiskAssessmentModel,
|
||||
WalletProfileModel,
|
||||
WalletRelationshipModel,
|
||||
)
|
||||
@@ -511,107 +510,3 @@ class RelationshipRepository:
|
||||
)
|
||||
# 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,
|
||||
)
|
||||
|
||||
@@ -409,27 +409,12 @@ class TestTelegramMarkdown:
|
||||
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, MarkdownV2-escaped."""
|
||||
"""Test that Telegram message includes risk score."""
|
||||
formatter = AlertFormatter()
|
||||
result = formatter.format(high_risk_assessment)
|
||||
# MarkdownV2 requires `.` to be escaped, so 0.82 becomes 0\.82.
|
||||
assert "0\\.82" in result.telegram_markdown
|
||||
assert "0.82" in result.telegram_markdown
|
||||
assert "HIGH" in result.telegram_markdown
|
||||
|
||||
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()
|
||||
|
||||
@@ -588,93 +588,6 @@ 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,
|
||||
|
||||
@@ -1,249 +0,0 @@
|
||||
"""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)
|
||||
@@ -8,7 +8,6 @@ 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,
|
||||
@@ -73,18 +72,6 @@ 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."""
|
||||
|
||||
@@ -208,9 +195,9 @@ class TestSyncStats:
|
||||
class TestMarketMetadataSync:
|
||||
"""Tests for the MarketMetadataSync class."""
|
||||
|
||||
def test_init(self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock) -> None:
|
||||
def test_init(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test initialization."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
|
||||
assert sync.state == SyncState.STOPPED
|
||||
assert sync.stats.total_syncs == 0
|
||||
@@ -218,14 +205,11 @@ 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, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
def test_init_custom_config(self, mock_redis: AsyncMock, mock_clob: 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:",
|
||||
@@ -236,11 +220,9 @@ class TestMarketMetadataSync:
|
||||
assert sync._key_prefix == "custom:"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_start_stop(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_start_stop(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test starting and stopping the sync service."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
|
||||
# Start
|
||||
await sync.start()
|
||||
@@ -254,10 +236,10 @@ class TestMarketMetadataSync:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_start_performs_initial_sync(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock
|
||||
) -> None:
|
||||
"""Test that start performs an initial sync."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
|
||||
await sync.start()
|
||||
|
||||
@@ -270,12 +252,10 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_start_failure(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_start_failure(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test start failure handling."""
|
||||
mock_clob.get_markets.side_effect = Exception("API error")
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
|
||||
with pytest.raises(MetadataSyncError, match="initial sync failed"):
|
||||
await sync.start()
|
||||
@@ -288,7 +268,6 @@ class TestMarketMetadataSync:
|
||||
self,
|
||||
mock_redis: AsyncMock,
|
||||
mock_clob: MagicMock,
|
||||
mock_gamma: MagicMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
) -> None:
|
||||
"""Test get_market with cache hit."""
|
||||
@@ -296,7 +275,7 @@ 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, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.get_market("cond123")
|
||||
@@ -309,14 +288,12 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_market_cache_miss(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_get_market_cache_miss(self, mock_redis: AsyncMock, mock_clob: 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, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.get_market("cond123")
|
||||
@@ -331,14 +308,12 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_market_not_found(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_get_market_not_found(self, mock_redis: AsyncMock, mock_clob: 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, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.get_market("nonexistent")
|
||||
@@ -348,11 +323,9 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_invalidate_market(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_invalidate_market(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test cache invalidation."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
await sync.start()
|
||||
|
||||
result = await sync.invalidate_market("cond123")
|
||||
@@ -363,11 +336,9 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_force_sync(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_force_sync(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test forced sync."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
await sync.start()
|
||||
|
||||
# Initial sync
|
||||
@@ -382,9 +353,7 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_state_change_callback(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_state_change_callback(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test state change callback."""
|
||||
states: list[SyncState] = []
|
||||
|
||||
@@ -394,7 +363,6 @@ class TestMarketMetadataSync:
|
||||
sync = MarketMetadataSync(
|
||||
redis=mock_redis,
|
||||
clob_client=mock_clob,
|
||||
gamma_client=mock_gamma,
|
||||
on_state_change=on_state_change,
|
||||
)
|
||||
|
||||
@@ -409,7 +377,7 @@ class TestMarketMetadataSync:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sync_complete_callback(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock
|
||||
) -> None:
|
||||
"""Test sync complete callback."""
|
||||
sync_stats: list[SyncStats] = []
|
||||
@@ -420,7 +388,6 @@ class TestMarketMetadataSync:
|
||||
sync = MarketMetadataSync(
|
||||
redis=mock_redis,
|
||||
clob_client=mock_clob,
|
||||
gamma_client=mock_gamma,
|
||||
on_sync_complete=on_sync_complete,
|
||||
)
|
||||
|
||||
@@ -434,11 +401,7 @@ class TestMarketMetadataSync:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_markets_by_category(
|
||||
self,
|
||||
mock_redis: AsyncMock,
|
||||
mock_clob: MagicMock,
|
||||
mock_gamma: MagicMock,
|
||||
sample_metadata: MarketMetadata,
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, sample_metadata: MarketMetadata
|
||||
) -> None:
|
||||
"""Test getting markets by category."""
|
||||
# Setup scan to return keys
|
||||
@@ -449,7 +412,7 @@ 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, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
# Don't start to avoid initial sync complexity
|
||||
sync._state = SyncState.IDLE
|
||||
|
||||
@@ -459,11 +422,9 @@ class TestMarketMetadataSync:
|
||||
assert results[0].category == "crypto"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cannot_start_twice(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_cannot_start_twice(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test that starting twice doesn't double-start."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
|
||||
await sync.start()
|
||||
await sync.start() # Should be a no-op
|
||||
@@ -473,11 +434,9 @@ class TestMarketMetadataSync:
|
||||
await sync.stop()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_stop_when_stopped(
|
||||
self, mock_redis: AsyncMock, mock_clob: MagicMock, mock_gamma: MagicMock
|
||||
) -> None:
|
||||
async def test_stop_when_stopped(self, mock_redis: AsyncMock, mock_clob: MagicMock) -> None:
|
||||
"""Test stopping when already stopped."""
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob, gamma_client=mock_gamma)
|
||||
sync = MarketMetadataSync(redis=mock_redis, clob_client=mock_clob)
|
||||
|
||||
await sync.stop() # Should be a no-op
|
||||
|
||||
|
||||
@@ -84,10 +84,7 @@ class TestTradeStreamHandler:
|
||||
"""Test building subscription message without filters."""
|
||||
msg = handler._build_subscription_message()
|
||||
|
||||
assert msg == {
|
||||
"action": "subscribe",
|
||||
"subscriptions": [{"topic": "activity", "type": "trades"}],
|
||||
}
|
||||
assert msg == {"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."""
|
||||
@@ -113,10 +110,11 @@ class TestTradeStreamHandler:
|
||||
async def test_handle_message_trade(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Test handling a valid trade message (payload-based routing)."""
|
||||
"""Test handling a valid trade message."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"connection_id": "abc123",
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"payload": {
|
||||
"conditionId": "0xmarket",
|
||||
"transactionHash": "0xtx",
|
||||
@@ -144,10 +142,11 @@ class TestTradeStreamHandler:
|
||||
async def test_handle_message_non_trade(
|
||||
self, handler: TradeStreamHandler, on_trade_mock: AsyncMock
|
||||
) -> None:
|
||||
"""Test handling a non-trade message (no transactionHash/proxyWallet)."""
|
||||
"""Test handling a non-trade message."""
|
||||
message = json.dumps(
|
||||
{
|
||||
"connection_id": "abc123",
|
||||
"topic": "comments",
|
||||
"type": "comment_created",
|
||||
"payload": {"body": "Hello"},
|
||||
}
|
||||
)
|
||||
@@ -157,35 +156,6 @@ 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
|
||||
@@ -205,7 +175,8 @@ class TestTradeStreamHandler:
|
||||
|
||||
message = json.dumps(
|
||||
{
|
||||
"connection_id": "abc",
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"payload": {
|
||||
"conditionId": "0x",
|
||||
"transactionHash": "0x",
|
||||
@@ -260,18 +231,14 @@ class TestTradeStreamHandler:
|
||||
mock_ws = AsyncMock()
|
||||
mock_ws.send = AsyncMock()
|
||||
|
||||
with patch(
|
||||
"polymarket_insider_tracker.ingestor.websocket.ws_connect",
|
||||
AsyncMock(return_value=mock_ws),
|
||||
):
|
||||
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
|
||||
ws = await handler._connect()
|
||||
|
||||
assert ws is mock_ws
|
||||
mock_ws.send.assert_called_once()
|
||||
|
||||
# Verify subscription message includes action: subscribe
|
||||
# Verify subscription message
|
||||
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"
|
||||
@@ -322,7 +289,8 @@ class TestTradeStreamHandlerIntegration:
|
||||
|
||||
trade_message = json.dumps(
|
||||
{
|
||||
"connection_id": "test-conn",
|
||||
"topic": "activity",
|
||||
"type": "trades",
|
||||
"payload": {
|
||||
"conditionId": "0xtest",
|
||||
"transactionHash": "0xtx",
|
||||
@@ -365,10 +333,7 @@ class TestTradeStreamHandlerIntegration:
|
||||
|
||||
mock_ws = MockWebSocket(handler, trade_message)
|
||||
|
||||
with patch(
|
||||
"polymarket_insider_tracker.ingestor.websocket.ws_connect",
|
||||
AsyncMock(return_value=mock_ws),
|
||||
):
|
||||
with patch("websockets.connect", AsyncMock(return_value=mock_ws)):
|
||||
# Run with timeout to prevent hanging
|
||||
try:
|
||||
await asyncio.wait_for(handler.start(), timeout=1.0)
|
||||
|
||||
@@ -327,10 +327,6 @@ 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()
|
||||
@@ -338,15 +334,10 @@ class TestGetTransferLogs:
|
||||
|
||||
# Verify topics structure
|
||||
assert len(call_args["topics"]) == 3
|
||||
# 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"][0] == TRANSFER_EVENT_SIGNATURE.hex()
|
||||
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(
|
||||
@@ -364,8 +355,6 @@ class TestGetTransferLogs:
|
||||
to_address=TEST_WALLET,
|
||||
token_address=USDC_BRIDGED,
|
||||
limit=3,
|
||||
from_block=1,
|
||||
to_block=8_000,
|
||||
)
|
||||
|
||||
assert len(result) == 3
|
||||
@@ -385,242 +374,10 @@ 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."""
|
||||
|
||||
@@ -1,175 +0,0 @@
|
||||
"""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
|
||||
@@ -44,9 +44,6 @@ def mock_settings():
|
||||
telegram.bot_token = None
|
||||
telegram.chat_id = None
|
||||
|
||||
detector = MagicMock()
|
||||
detector.persist_assessments = False
|
||||
|
||||
settings = MagicMock(spec=Settings)
|
||||
settings.redis = redis
|
||||
settings.database = database
|
||||
@@ -54,7 +51,6 @@ def mock_settings():
|
||||
settings.polymarket = polymarket
|
||||
settings.discord = discord
|
||||
settings.telegram = telegram
|
||||
settings.detector = detector
|
||||
settings.dry_run = True
|
||||
return settings
|
||||
|
||||
|
||||
@@ -1,334 +0,0 @@
|
||||
"""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