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polymarket-insider-tracker/tests/ingestor
schrodinger01andpselamy 2f89945ce1 feat(ingestor): enrich market metadata with gamma-api volume/liquidity
The CLOB API does not expose 24h volume or order-book liquidity, so the
size_anomaly detector currently has no real ratio to compare a trade
against and falls back to the niche-base 0.2 confidence floor. That makes
the volume_impact / book_impact thresholds essentially dead code.

This change adds a small client for the public gamma-api markets endpoint
and merges its volume24hr / liquidityNum snapshot into MarketMetadata
during the existing periodic sync. The detector can now compute real
volume and book impact ratios.

Notes on the gamma client:
- gamma-api enforces a server-side max of 100 markets per page and caps
  `offset` around 10000. The client paginates with bounded concurrency,
  sorted by `volume24hr desc`, so the most-traded markets (which is where
  size anomalies actually matter) are always covered. Markets beyond that
  window have negligible recent volume and the niche path handles them
  fine without a ratio.
- Failures are swallowed: a degraded gamma endpoint must not stop CLOB
  metadata from being cached, since size_anomaly + the niche path remain
  functional with `daily_volume=None`.

MarketMetadata gains three optional Decimal fields (daily_volume,
weekly_volume, liquidity); to_dict / from_dict round-trip is preserved
and older cache entries without these keys deserialize cleanly.

Tests: 12 new tests for GammaClient (parsing, single-page, short-page
stop, offset-cap clean stop, retry, malformed responses); existing
metadata_sync tests updated to inject a mocked GammaClient so they don't
hit the real network.
2026-06-14 19:12:27 +00:00
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