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fix(oneshot): rewrite MarketFeedService market discovery to match working detectors

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- Use /markets/slug/{slug} direct endpoint (not /markets?slug=...&limit=1)
- Extract token IDs from clobTokenIds field with JSON string parsing fallback
- Read tick size from market.orderPriceMinTickSize (no separate API call)
- Prioritise endDate (full datetime) over endDateIso (date-only) to fix false expiry
- Slot formula matches sniperDetector/mmDetector exactly

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-02-24 13:40:09 +07:00
co-authored by Claude Sonnet 4.6
parent acf3943f80
commit 707d654749
1 changed files with 108 additions and 90 deletions
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src/oneshot/MarketFeedService.js
+108 -90
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@@ -9,21 +9,28 @@
* 4. Detect stale books (no levels, or fetch latency > STALE_THRESHOLD_MS) * 4. Detect stale books (no levels, or fetch latency > STALE_THRESHOLD_MS)
* 5. Emit 'snapshot' events on the event bus * 5. Emit 'snapshot' events on the event bus
* *
* Market discovery mirrors the logic in sniperDetector.js / mmDetector.js:
* - API endpoint: /markets/slug/{slug} (not /markets?slug=...)
* - Token IDs: clobTokenIds[0/1] (JSON string parsed if needed)
* - Tick size: market.orderPriceMinTickSize (no separate API call)
* - Slot formula: Math.floor(Date.now()/1000/SLOT_SEC) * SLOT_SEC
*
* Snapshot shape: * Snapshot shape:
* { ts, marketSlug, conditionId, tteSec, tickSize, up: BookSide, down: BookSide, stale } * { ts, marketSlug, conditionId, tteSec, tickSize, up: BookSide, down: BookSide, stale }
* *
* BookSide shape: * BookSide shape:
* { tokenId, bids, asks, bestBid, bestAsk, mid, spread, depthBid, depthAsk } * { tokenId, bids, asks, bestBid, bestAsk, mid, spread, depthBid, depthAsk,
* bestBidSize, bestAskSize }
*/ */
import config from '../config/index.js';
import logger from '../utils/logger.js'; import logger from '../utils/logger.js';
import { dbg, DEBUG } from './debug.js'; import { dbg, DEBUG } from './debug.js';
const GAMMA_HOST = 'https://gamma-api.polymarket.com';
const STALE_THRESHOLD_MS = 1500; const STALE_THRESHOLD_MS = 1500;
const TOP_N_LEVELS = 5; // Levels counted for depth calculation const TOP_N_LEVELS = 5; // Levels counted for depth calculation
const DISCOVER_INTERVAL = 30_000; // Re-scan for new markets every 30s const DISCOVER_INTERVAL = 30_000; // Re-scan for new markets every 30s
const DEBUG_POLL_EVERY = 10; // Log a poll summary every N ticks per market (debug only) const DEBUG_POLL_EVERY = 10; // Throttle: log one poll summary every N ticks
export class MarketFeedService { export class MarketFeedService {
/** /**
@@ -35,21 +42,21 @@ export class MarketFeedService {
* @param {import('./EventBus.js').default} opts.eventBus * @param {import('./EventBus.js').default} opts.eventBus
*/ */
constructor({ client, assets, duration = '5m', pollIntervalMs = 300, eventBus }) { constructor({ client, assets, duration = '5m', pollIntervalMs = 300, eventBus }) {
this._client = client; this._client = client;
this._assets = assets; this._assets = assets;
this._duration = duration; this._duration = duration;
this._durationMin = duration === '15m' ? 15 : 5; this._slotSec = duration === '15m' ? 900 : 300; // same as sniperDetector/mmDetector
this._pollMs = pollIntervalMs; this._pollMs = pollIntervalMs;
this._eventBus = eventBus; this._eventBus = eventBus;
/** @type {Map<string, MarketRecord>} slug → market record */ /** @type {Map<string, MarketRecord>} slug → market record */
this._markets = new Map(); this._markets = new Map();
this._pollTimer = null; this._pollTimer = null;
this._discoverTimer = null; this._discoverTimer = null;
/** Per-market tick counter for throttled debug logs */ /** Per-market tick counter for throttled debug logs */
this._pollCount = new Map(); this._pollCount = new Map();
} }
// ── Lifecycle ───────────────────────────────────────────────────────────── // ── Lifecycle ─────────────────────────────────────────────────────────────
@@ -76,53 +83,63 @@ export class MarketFeedService {
// ── Market discovery ────────────────────────────────────────────────────── // ── Market discovery ──────────────────────────────────────────────────────
async _discoverMarkets() { async _discoverMarkets() {
const durationMin = this._durationMin; // Probe current slot AND next upcoming slot (same as sniperDetector)
const curr = this._currentSlot();
const next = curr + this._slotSec;
const slots = [curr, next];
// Probe current slot and the immediately upcoming slot dbg('FEED', `--- discovery cycle | curr=${curr} next=${next} | probing ${this._assets.length * 2} slug(s) ---`);
const slots = [
this._slotTs(),
this._slotTs() + durationMin * 60,
];
dbg('FEED', `--- discovery cycle | probing ${this._assets.length * slots.length} slug(s) ---`);
for (const asset of this._assets) { for (const asset of this._assets) {
for (const slotTs of slots) { for (const slotTs of slots) {
const slug = `${asset}-updown-${this._duration}-${slotTs}`; const slug = `${asset}-updown-${this._duration}-${slotTs}`;
if (this._markets.has(slug)) { if (this._markets.has(slug)) {
dbg('FEED', ` ${slug} → already tracked, skip`); dbg('FEED', ` ${slug} → already tracked`);
continue; continue;
} }
dbg('FEED', ` probing ${slug} ...`); dbg('FEED', ` probing ${slug} ...`);
try { try {
const market = await this._fetchMarketBySlug(slug); // ── Use /markets/slug/{slug} — same endpoint as sniperDetector ──
const market = await this._fetchBySlug(slug);
if (!market) { if (!market) {
dbg('FEED', ` ${slug} → not found on Gamma API`); dbg('FEED', ` ${slug} → not found (API returned null)`);
continue; continue;
} }
// ── Extract end time ─────────────────────────────────────────
// endDate = "2026-02-24T06:35:00Z" (full datetime — use this)
// endDateIso = "2026-02-24" (date only, parses to midnight UTC — skip)
const endTs = this._parseEndTs(market); const endTs = this._parseEndTs(market);
if (!endTs) { if (!endTs) {
dbg('FEED', ` ${slug} → found but endTs unparseable`); dbg('FEED', ` ${slug} → found but endDate unparseable (keys: ${Object.keys(market).slice(0, 8).join(',')})`);
continue; continue;
} }
if (Date.now() >= endTs) { if (Date.now() >= endTs) {
dbg('FEED', ` ${slug} → found but already expired`); dbg('FEED', ` ${slug} → found but expired (endTs=${new Date(endTs).toISOString()})`);
continue; continue;
} }
// ── Extract token IDs — same logic as sniperDetector/mmDetector ──
const { upTokenId, downTokenId } = this._extractTokenIds(market); const { upTokenId, downTokenId } = this._extractTokenIds(market);
if (!upTokenId || !downTokenId) { if (!upTokenId || !downTokenId) {
logger.warn(`MarketFeedService: could not extract token IDs for ${slug}`); logger.warn(`MarketFeedService: missing token IDs for ${slug}`);
dbg('FEED', ` tokens shape: ${JSON.stringify(Object.keys(market).slice(0, 10))}`); dbg('FEED', ` clobTokenIds raw: ${JSON.stringify(market.clobTokenIds)}`);
continue; continue;
} }
const tickSize = await this._fetchTickSize(upTokenId); // ── Tick size from market object — same as mmDetector ────────
const tickSize = parseFloat(
market.orderPriceMinTickSize ??
market.minimum_tick_size ??
market.minimumTickSize ??
'0.01',
) || 0.01;
const negRisk = market.negRisk ?? market.neg_risk ?? false;
this._markets.set(slug, { this._markets.set(slug, {
slug, slug,
@@ -131,95 +148,98 @@ export class MarketFeedService {
downTokenId, downTokenId,
endTs, endTs,
tickSize, tickSize,
negRisk: market.negRisk || market.neg_risk || false, negRisk,
}); });
const secLeft = Math.floor((endTs - Date.now()) / 1000); const secLeft = Math.floor((endTs - Date.now()) / 1000);
logger.success(`MarketFeedService: tracking ${slug} (closes in ${secLeft}s)`); logger.success(`MarketFeedService: tracking ${slug} (closes in ${secLeft}s)`);
dbg('FEED', ` upToken=${upTokenId.slice(0, 12)}... downToken=${downTokenId.slice(0, 12)}... tick=${tickSize}`); dbg('FEED',
` up=${upTokenId.slice(0, 16)}... ` +
`down=${downTokenId.slice(0, 16)}... ` +
`tick=${tickSize} negRisk=${negRisk}`,
);
} catch (err) { } catch (err) {
dbg('FEED', ` ${slug} → discovery error: ${err.message}`); dbg('FEED', ` ${slug} → error: ${err.message}`);
// Network blip — will retry on next discovery cycle // Network blip — will retry on next cycle
} }
} }
} }
// Prune expired markets (5s grace period for final snapshots) // Prune markets that have fully expired (5s grace for final snapshots)
for (const [slug, mkt] of this._markets) { for (const [slug, mkt] of this._markets) {
if (Date.now() > mkt.endTs + 5_000) { if (Date.now() > mkt.endTs + 5_000) {
this._markets.delete(slug); this._markets.delete(slug);
this._pollCount.delete(slug); this._pollCount.delete(slug);
logger.info(`MarketFeedService: pruned expired market ${slug}`); logger.info(`MarketFeedService: pruned ${slug}`);
} }
} }
if (this._markets.size === 0) { if (this._markets.size === 0) {
dbg('FEED', 'No active markets found — will retry in 30s'); dbg('FEED', 'No active markets — retrying in 30s');
} else { } else {
dbg('FEED', `Active markets: [${[...this._markets.keys()].join(', ')}]`); dbg('FEED', `Tracking: [${[...this._markets.keys()].join(', ')}]`);
} }
} }
/** Deterministic UTC slot boundary timestamp (seconds) */ // ── Slot helpers (identical to sniperDetector / mmDetector) ──────────────
_slotTs() {
const slotMs = this._durationMin * 60_000; _currentSlot() {
return Math.floor(Date.now() / slotMs) * slotMs / 1000; return Math.floor(Date.now() / 1000 / this._slotSec) * this._slotSec;
} }
async _fetchMarketBySlug(slug) { // ── Gamma API ─────────────────────────────────────────────────────────────
const url = `${GAMMA_HOST}/markets?slug=${encodeURIComponent(slug)}&limit=1`;
const resp = await fetch(url); /** Uses /markets/slug/{slug} — the same direct endpoint as sniperDetector */
async _fetchBySlug(slug) {
const resp = await fetch(`${config.gammaHost}/markets/slug/${slug}`);
if (!resp.ok) return null; if (!resp.ok) return null;
const data = await resp.json(); const data = await resp.json();
const market = Array.isArray(data) ? data[0] : data; // Returns a single object (not an array) when using the slug endpoint
return market?.conditionId || market?.condition_id ? market : null; return data?.conditionId || data?.condition_id ? data : null;
} }
_parseEndTs(market) { _parseEndTs(market) {
// endDate contains the full datetime (e.g. "2026-02-24T06:35:00Z"). // endDate = "2026-02-24T06:35:00Z" → correct full datetime
// endDateIso is date-only ("2026-02-24") and parses to midnight UTC — // endDateIso = "2026-02-24" → date-only, parses to midnight UTC (wrong!)
// which is already in the past by market-open time, so it must come last.
const raw = market.endDate || market.end_date || market.endDateIso || market.end_date_iso; const raw = market.endDate || market.end_date || market.endDateIso || market.end_date_iso;
if (!raw) return null; if (!raw) return null;
const ts = new Date(raw).getTime(); const ts = new Date(raw).getTime();
return Number.isFinite(ts) ? ts : null; return Number.isFinite(ts) ? ts : null;
} }
/**
* Extract UP/DOWN token IDs using the same logic as sniperDetector / mmDetector.
*
* clobTokenIds may be:
* - a real JS array: ["123...", "456..."]
* - a JSON string: '["123...","456..."]'
* UP = clobTokenIds[0] (YES / Up)
* DOWN = clobTokenIds[1] (NO / Down)
*/
_extractTokenIds(market) { _extractTokenIds(market) {
let tokenIds = market.clobTokenIds ?? market.clob_token_ids;
// Unwrap JSON string if the API returned it encoded
if (typeof tokenIds === 'string') {
try { tokenIds = JSON.parse(tokenIds); } catch { tokenIds = null; }
}
let upTokenId = null; let upTokenId = null;
let downTokenId = null; let downTokenId = null;
// Shape 1: tokens[] array with { tokenId, outcome } if (Array.isArray(tokenIds) && tokenIds.length >= 2) {
const tokens = market.tokens; [upTokenId, downTokenId] = tokenIds.map(String);
if (Array.isArray(tokens)) { } else if (Array.isArray(market.tokens) && market.tokens.length >= 2) {
for (const t of tokens) { // Fallback: named tokens array (less common)
const outcome = String(t.outcome || t.title || '').toLowerCase(); upTokenId = String(market.tokens[0]?.token_id ?? market.tokens[0]?.tokenId ?? '');
const id = t.tokenId || t.token_id || t.id || t.asset; downTokenId = String(market.tokens[1]?.token_id ?? market.tokens[1]?.tokenId ?? '');
if (!id) continue; if (!upTokenId || !downTokenId) { upTokenId = null; downTokenId = null; }
if (outcome.includes('up') || outcome === 'yes') upTokenId = String(id);
if (outcome.includes('down') || outcome === 'no') downTokenId = String(id);
}
}
// Shape 2: clobTokenIds[0/1]
if ((!upTokenId || !downTokenId) && Array.isArray(market.clobTokenIds) && market.clobTokenIds.length >= 2) {
upTokenId = upTokenId ?? String(market.clobTokenIds[0]);
downTokenId = downTokenId ?? String(market.clobTokenIds[1]);
} }
return { upTokenId, downTokenId }; return { upTokenId, downTokenId };
} }
async _fetchTickSize(tokenId) {
try {
const ts = await this._client.getTickSize(tokenId);
return parseFloat(ts) || 0.01;
} catch {
return 0.01;
}
}
// ── Book polling ────────────────────────────────────────────────────────── // ── Book polling ──────────────────────────────────────────────────────────
async _tick() { async _tick() {
@@ -243,7 +263,7 @@ export class MarketFeedService {
const snapshot = this._buildSnapshot(mkt, upBook, downBook, tteSec, stale); const snapshot = this._buildSnapshot(mkt, upBook, downBook, tteSec, stale);
this._eventBus.emit('snapshot', snapshot); this._eventBus.emit('snapshot', snapshot);
// ── Debug: throttled poll summary (every N ticks) ───────────── // ── Throttled debug poll summary ──────────────────────────────
if (DEBUG) { if (DEBUG) {
const count = (this._pollCount.get(mkt.slug) ?? 0) + 1; const count = (this._pollCount.get(mkt.slug) ?? 0) + 1;
this._pollCount.set(mkt.slug, count); this._pollCount.set(mkt.slug, count);
@@ -251,15 +271,14 @@ export class MarketFeedService {
if (count % DEBUG_POLL_EVERY === 1) { if (count % DEBUG_POLL_EVERY === 1) {
const u = snapshot.up; const u = snapshot.up;
const d = snapshot.down; const d = snapshot.down;
const staleFlag = stale ? ' [STALE]' : '';
dbg('POLL', dbg('POLL',
`${mkt.slug} | tte=${tteSec}s | fetchMs=${fetchMs}ms${staleFlag}\n` + `${mkt.slug} | tte=${tteSec}s | fetchMs=${fetchMs}ms${stale ? ' [STALE]' : ''}\n` +
` UP bid=${u.bestBid.toFixed(4)}/ask=${u.bestAsk.toFixed(4)} ` + ` UP bid=${u.bestBid.toFixed(4)}/ask=${u.bestAsk.toFixed(4)} ` +
`spread=${u.spread.toFixed(4)} mid=${u.mid.toFixed(4)} ` + `sprd=${u.spread.toFixed(4)} mid=${u.mid.toFixed(4)} ` +
`depthBid=${u.depthBid.toFixed(1)} depthAsk=${u.depthAsk.toFixed(1)}\n` + `dBid=${u.depthBid.toFixed(1)} dAsk=${u.depthAsk.toFixed(1)}\n` +
` DOWN bid=${d.bestBid.toFixed(4)}/ask=${d.bestAsk.toFixed(4)} ` + ` DOWN bid=${d.bestBid.toFixed(4)}/ask=${d.bestAsk.toFixed(4)} ` +
`spread=${d.spread.toFixed(4)} mid=${d.mid.toFixed(4)} ` + `sprd=${d.spread.toFixed(4)} mid=${d.mid.toFixed(4)} ` +
`depthBid=${d.depthBid.toFixed(1)} depthAsk=${d.depthAsk.toFixed(1)}`, `dBid=${d.depthBid.toFixed(1)} dAsk=${d.depthAsk.toFixed(1)}`,
); );
} }
} }
@@ -270,7 +289,11 @@ export class MarketFeedService {
} }
} }
// ── Snapshot builder ──────────────────────────────────────────────────────
_buildSnapshot(mkt, upBook, downBook, tteSec, stale) { _buildSnapshot(mkt, upBook, downBook, tteSec, stale) {
const up = this._buildSide(mkt.upTokenId, upBook);
const down = this._buildSide(mkt.downTokenId, downBook);
return { return {
ts: Date.now(), ts: Date.now(),
marketSlug: mkt.slug, marketSlug: mkt.slug,
@@ -278,14 +301,14 @@ export class MarketFeedService {
tteSec, tteSec,
tickSize: mkt.tickSize, tickSize: mkt.tickSize,
negRisk: mkt.negRisk, negRisk: mkt.negRisk,
up: this._buildSide(mkt.upTokenId, upBook), up,
down: this._buildSide(mkt.downTokenId, downBook), down,
stale: stale || this._isBooksEmpty(upBook, downBook), stale: stale || up.bestBid === 0 || down.bestBid === 0,
}; };
} }
_buildSide(tokenId, book) { _buildSide(tokenId, book) {
const parse = (raw = []) => const parse = (raw = []) =>
(Array.isArray(raw) ? raw : []) (Array.isArray(raw) ? raw : [])
.filter((l) => l?.price && l?.size) .filter((l) => l?.price && l?.size)
.map((l) => ({ price: parseFloat(l.price), size: parseFloat(l.size) })) .map((l) => ({ price: parseFloat(l.price), size: parseFloat(l.size) }))
@@ -319,9 +342,4 @@ export class MarketFeedService {
bestAskSize: asks[0]?.size ?? 0, bestAskSize: asks[0]?.size ?? 0,
}; };
} }
_isBooksEmpty(upBook, downBook) {
const isEmpty = (b) => !b || (!Array.isArray(b.bids) && !Array.isArray(b.asks));
return isEmpty(upBook) || isEmpty(downBook);
}
} }