Patrick SelamyandClaude Opus 4.5
bb5fc086ae
- Add ClobClient class wrapping py-clob-client library - Implement rate limiting (10 requests/second) with token bucket - Add retry logic with exponential backoff (3 retries) - Load API key from POLYMARKET_API_KEY environment variable - Create Market, Orderbook, Token dataclass models - Add comprehensive unit tests with mocked responses Acceptance Criteria: - [x] ClobClient class that wraps py-clob-client - [x] Loads POLYMARKET_API_KEY from environment - [x] Implements get_markets() returning all active markets - [x] Implements get_market(market_id) returning market details - [x] Implements get_orderbook(market_id) returning current book - [x] Rate limiting: max 10 requests/second with automatic throttling - [x] Retry logic: 3 retries with exponential backoff on errors - [x] Unit tests with mocked responses - [x] Type hints for all public methods Closes #2 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
270 lines
8.3 KiB
Python
270 lines
8.3 KiB
Python
"""Tests for ingestor data models."""
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from datetime import datetime, timezone
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from decimal import Decimal
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from unittest.mock import MagicMock
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import pytest
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from polymarket_insider_tracker.ingestor.models import (
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Market,
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Orderbook,
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OrderbookLevel,
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Token,
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)
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class TestToken:
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"""Tests for Token model."""
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def test_from_dict_with_price(self) -> None:
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"""Test creating Token from dict with price."""
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data = {
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"token_id": "123abc",
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"outcome": "Yes",
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"price": "0.65",
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}
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token = Token.from_dict(data)
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assert token.token_id == "123abc"
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assert token.outcome == "Yes"
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assert token.price == Decimal("0.65")
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def test_from_dict_without_price(self) -> None:
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"""Test creating Token from dict without price."""
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data = {
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"token_id": "456def",
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"outcome": "No",
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}
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token = Token.from_dict(data)
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assert token.token_id == "456def"
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assert token.outcome == "No"
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assert token.price is None
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def test_frozen(self) -> None:
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"""Test that Token is immutable."""
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token = Token(token_id="123", outcome="Yes", price=Decimal("0.5"))
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with pytest.raises(AttributeError):
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token.token_id = "456" # type: ignore[misc]
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class TestMarket:
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"""Tests for Market model."""
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def test_from_dict_full(self) -> None:
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"""Test creating Market from complete dict."""
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data = {
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"condition_id": "0xabc123",
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"question": "Will it rain tomorrow?",
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"description": "Market for weather prediction",
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"tokens": [
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{"token_id": "t1", "outcome": "Yes", "price": "0.7"},
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{"token_id": "t2", "outcome": "No", "price": "0.3"},
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],
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"end_date_iso": "2024-12-31T23:59:59Z",
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"active": True,
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"closed": False,
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}
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market = Market.from_dict(data)
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assert market.condition_id == "0xabc123"
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assert market.question == "Will it rain tomorrow?"
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assert market.description == "Market for weather prediction"
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assert len(market.tokens) == 2
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assert market.tokens[0].outcome == "Yes"
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assert market.tokens[1].outcome == "No"
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assert market.end_date == datetime(2024, 12, 31, 23, 59, 59, tzinfo=timezone.utc)
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assert market.active is True
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assert market.closed is False
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def test_from_dict_minimal(self) -> None:
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"""Test creating Market from minimal dict."""
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data = {
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"condition_id": "0xdef456",
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}
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market = Market.from_dict(data)
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assert market.condition_id == "0xdef456"
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assert market.question == ""
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assert market.description == ""
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assert market.tokens == ()
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assert market.end_date is None
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assert market.active is True
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assert market.closed is False
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def test_from_dict_invalid_date(self) -> None:
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"""Test that invalid date is handled gracefully."""
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data = {
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"condition_id": "0x123",
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"end_date_iso": "not-a-valid-date",
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}
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market = Market.from_dict(data)
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assert market.end_date is None
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def test_frozen(self) -> None:
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"""Test that Market is immutable."""
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market = Market(
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condition_id="0x123",
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question="Test?",
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description="",
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tokens=(),
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)
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with pytest.raises(AttributeError):
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market.condition_id = "0x456" # type: ignore[misc]
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class TestOrderbookLevel:
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"""Tests for OrderbookLevel model."""
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def test_from_dict(self) -> None:
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"""Test creating OrderbookLevel from dict."""
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data = {"price": "0.55", "size": "100.5"}
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level = OrderbookLevel.from_dict(data)
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assert level.price == Decimal("0.55")
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assert level.size == Decimal("100.5")
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def test_frozen(self) -> None:
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"""Test that OrderbookLevel is immutable."""
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level = OrderbookLevel(price=Decimal("0.5"), size=Decimal("10"))
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with pytest.raises(AttributeError):
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level.price = Decimal("0.6") # type: ignore[misc]
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class TestOrderbook:
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"""Tests for Orderbook model."""
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def test_from_clob_orderbook(self) -> None:
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"""Test creating Orderbook from py-clob-client response."""
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# Create mock bid/ask objects
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mock_bid = MagicMock()
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mock_bid.price = "0.50"
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mock_bid.size = "100"
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mock_ask = MagicMock()
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mock_ask.price = "0.52"
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mock_ask.size = "150"
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mock_orderbook = MagicMock()
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mock_orderbook.market = "0xmarket123"
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mock_orderbook.asset_id = "token123"
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mock_orderbook.tick_size = "0.01"
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mock_orderbook.bids = [mock_bid]
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mock_orderbook.asks = [mock_ask]
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orderbook = Orderbook.from_clob_orderbook(mock_orderbook)
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assert orderbook.market == "0xmarket123"
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assert orderbook.asset_id == "token123"
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assert orderbook.tick_size == Decimal("0.01")
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assert len(orderbook.bids) == 1
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assert len(orderbook.asks) == 1
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assert orderbook.bids[0].price == Decimal("0.50")
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assert orderbook.asks[0].price == Decimal("0.52")
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def test_from_clob_orderbook_empty(self) -> None:
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"""Test creating Orderbook with empty bids/asks."""
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mock_orderbook = MagicMock()
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mock_orderbook.market = "0xmarket"
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mock_orderbook.asset_id = "token"
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mock_orderbook.tick_size = "0.01"
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mock_orderbook.bids = None
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mock_orderbook.asks = []
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orderbook = Orderbook.from_clob_orderbook(mock_orderbook)
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assert orderbook.bids == ()
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assert orderbook.asks == ()
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def test_best_bid(self) -> None:
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"""Test best_bid property."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(
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OrderbookLevel(Decimal("0.50"), Decimal("100")),
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OrderbookLevel(Decimal("0.49"), Decimal("50")),
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),
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asks=(),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.best_bid == Decimal("0.50")
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def test_best_bid_empty(self) -> None:
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"""Test best_bid with no bids."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(),
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asks=(),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.best_bid is None
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def test_best_ask(self) -> None:
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"""Test best_ask property."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(),
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asks=(
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OrderbookLevel(Decimal("0.52"), Decimal("100")),
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OrderbookLevel(Decimal("0.53"), Decimal("50")),
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),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.best_ask == Decimal("0.52")
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def test_spread(self) -> None:
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"""Test spread calculation."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(OrderbookLevel(Decimal("0.50"), Decimal("100")),),
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asks=(OrderbookLevel(Decimal("0.52"), Decimal("100")),),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.spread == Decimal("0.02")
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def test_spread_missing_data(self) -> None:
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"""Test spread with missing bid or ask."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(OrderbookLevel(Decimal("0.50"), Decimal("100")),),
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asks=(),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.spread is None
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def test_midpoint(self) -> None:
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"""Test midpoint calculation."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(OrderbookLevel(Decimal("0.50"), Decimal("100")),),
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asks=(OrderbookLevel(Decimal("0.52"), Decimal("100")),),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.midpoint == Decimal("0.51")
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def test_midpoint_missing_data(self) -> None:
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"""Test midpoint with missing data."""
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orderbook = Orderbook(
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market="0x",
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asset_id="t",
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bids=(),
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asks=(OrderbookLevel(Decimal("0.52"), Decimal("100")),),
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tick_size=Decimal("0.01"),
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)
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assert orderbook.midpoint is None
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