74 lines
2.1 KiB
Python
74 lines
2.1 KiB
Python
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#!/usr/bin/env python3
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"""Fetch the full order book for a Polymarket token from the CLOB API."""
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import argparse
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import json
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import sys
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from py_clob_client.client import ClobClient
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CLOB_HOST = "https://clob.polymarket.com"
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def fetch_orderbook(token_id, depth=10):
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"""Fetch order book for a token and return structured data."""
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client = ClobClient(CLOB_HOST)
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ob = client.get_order_book(token_id)
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bids = [{"price": float(b.price), "size": float(b.size)} for b in ob.bids]
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asks = [{"price": float(a.price), "size": float(a.size)} for a in ob.asks]
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# Sort: bids descending by price, asks ascending by price
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bids.sort(key=lambda x: x["price"], reverse=True)
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asks.sort(key=lambda x: x["price"])
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best_bid = bids[0]["price"] if bids else 0.0
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best_ask = asks[0]["price"] if asks else 1.0
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spread = round(best_ask - best_bid, 6)
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midpoint = round((best_ask + best_bid) / 2, 6)
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bid_depth = round(sum(b["size"] for b in bids), 2)
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ask_depth = round(sum(a["size"] for a in asks), 2)
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return {
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"market": ob.market,
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"asset_id": ob.asset_id,
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"bids": bids[:depth],
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"asks": asks[:depth],
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"spread": spread,
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"midpoint": midpoint,
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"best_bid": best_bid,
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"best_ask": best_ask,
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"bid_depth": bid_depth,
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"ask_depth": ask_depth,
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"total_bid_levels": len(bids),
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"total_ask_levels": len(asks),
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}
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def main():
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parser = argparse.ArgumentParser(
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description="Fetch order book for a Polymarket token"
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)
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parser.add_argument(
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"--token-id", type=str, required=True,
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help="CLOB token ID (from scan_markets.py output)"
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)
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parser.add_argument(
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"--depth", type=int, default=10,
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help="Number of price levels to show (default 10)"
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)
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args = parser.parse_args()
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try:
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result = fetch_orderbook(args.token_id, depth=args.depth)
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print(json.dumps(result, indent=2))
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except Exception as e:
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print(json.dumps({"error": str(e)}), file=sys.stderr)
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sys.exit(1)
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if __name__ == "__main__":
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main()
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