#!/usr/bin/env python3 """Local cache of per-wallet resolved bets, so we stop re-pulling the data-api. Each wallet's resolved bets are stored once in cache.duckdb. Because we keep res_t per bet, ANY date cutoff — pre-June-1, full window, future experiments — reads the same cached rows and filters locally. A pull only happens for wallets not seen, or older than MAX_AGE_DAYS. Schema v2 (migrated automatically on first open; legacy rows keep NULLs in the new columns until their wallet refreshes): * asset — token id, the position identity. Dedupes the two-endpoint union (the same asset from /closed-positions AND /positions is one position seen twice) and disambiguates YES/NO both-sides rows. * src/ts — endpoint provenance ('closed'/'open') + close timestamp. * resolved — False for early-sold positions in markets that hadn't ended at pull time (their `won` is a curPrice mark, not an outcome). * p — stored RAW (0 = avgPrice missing); get_bets clamps to [0.001, 0.999] on read, so consumers see the same values as before while the DB keeps missing-vs-real-longshot separable. * upsert — refresh replaces only the re-pulled tokens instead of wiping the wallet, so history beyond the rolling WINDOW_DAYS pull accumulates (permanent archive instead of overwrite-on-refresh). * failures — a failed pull is returned empty but NOT cached and NOT marked pulled, so it retries next call instead of masquerading as "wallet has no bets" for MAX_AGE_DAYS. Thread-safe: API pulls (the slow part) run outside the lock; only the small DuckDB reads/writes are serialized, so skill.py's worker pool still parallelizes the network. """ import os import sys import threading import time import duckdb sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))) import insider # noqa: E402 DB = os.path.join(os.path.dirname(__file__), "cache.duckdb") WINDOW_DAYS = 180 MAX_AGE_DAYS = 14 # broad pool re-pulls only every 2 weeks; watchlist is # force-refreshed daily via invalidate() (see daily.sh) # CONVICTION = a bet in the top 20% of a wallet's OWN stake sizes (p80), replacing # the old flat $200. Validated to reproduce flat-$200's win-rate lift (~74% vs ~51% # on all bets) across the 23 sharps while adapting to each wallet's scale. Keep this # in sync with trading/index.html's CONV_PCTILE / pctl(). CONV_PCTILE = 0.80 def conv_cutoff(sizes, q=CONV_PCTILE): """A wallet's conviction stake threshold: the q-quantile of its own positive bet sizes (linear interpolation, matching the dashboard's pctl). Bets with size >= this are conviction bets. Returns +inf if the wallet has no sized bets (so nothing qualifies).""" s = sorted(x for x in sizes if x and x > 0) if not s: return float("inf") k = (len(s) - 1) * q f = int(k) return s[f] if f + 1 >= len(s) else s[f] + (s[f + 1] - s[f]) * (k - f) _lock = threading.Lock() _con = duckdb.connect(DB) _con.execute("""CREATE TABLE IF NOT EXISTS bets( wallet TEXT, cond TEXT, asset TEXT, won BOOLEAN, p DOUBLE, res_t BIGINT, size DOUBLE, src TEXT, ts BIGINT, resolved BOOLEAN)""") def _migrate_v2(): """One-shot in-place migration of a v1 `bets` table (no asset/src/ts/resolved columns). Rebuilds via SELECT DISTINCT — v1 had no position identity, so its few thousand byte-identical duplicate rows are unrecoverable noise and are merged. Legacy rows keep NULLs in the new columns until their wallet is re-pulled; `p` stays clamped for them (raw-p is forward-only).""" cols = {r[0] for r in _con.execute("DESCRIBE bets").fetchall()} if "asset" in cols: return n0 = _con.execute("SELECT count(*) FROM bets").fetchone()[0] _con.execute("BEGIN") _con.execute("""CREATE TABLE bets_v2( wallet TEXT, cond TEXT, asset TEXT, won BOOLEAN, p DOUBLE, res_t BIGINT, size DOUBLE, src TEXT, ts BIGINT, resolved BOOLEAN)""") _con.execute("""INSERT INTO bets_v2(wallet, cond, won, p, res_t, size) SELECT DISTINCT wallet, cond, won, p, res_t, size FROM bets""") _con.execute("DROP TABLE bets") _con.execute("ALTER TABLE bets_v2 RENAME TO bets") _con.execute("COMMIT") n1 = _con.execute("SELECT count(*) FROM bets").fetchone()[0] print(f"[cache] migrated bets to schema v2: {n0:,} -> {n1:,} rows " f"({n0 - n1:,} exact duplicates merged)", flush=True) _migrate_v2() _con.execute("CREATE INDEX IF NOT EXISTS bets_w ON bets(wallet)") _con.execute("CREATE TABLE IF NOT EXISTS pulled(wallet TEXT PRIMARY KEY, pulled_at BIGINT)") _con.execute("CREATE TABLE IF NOT EXISTS entries(wallet TEXT, cond TEXT, first_buy BIGINT)") _con.execute("CREATE INDEX IF NOT EXISTS entries_w ON entries(wallet)") _con.execute("CREATE TABLE IF NOT EXISTS pulled_entries(wallet TEXT PRIMARY KEY, pulled_at BIGINT)") def get_entries(wallet): """{conditionId: earliest BUY timestamp} for a wallet — cached. Lets us compute entry->resolution lead time and trade cadence (followability).""" now = time.time() with _lock: r = _con.execute("SELECT pulled_at FROM pulled_entries WHERE wallet=?", [wallet]).fetchone() if r and now - r[0] < MAX_AGE_DAYS * 86400: rows = _con.execute("SELECT cond,first_buy FROM entries WHERE wallet=?", [wallet]).fetchall() return {c: t for c, t in rows} try: first_buy, _ = insider.entry_times(wallet) except Exception: first_buy = {} with _lock: _con.execute("DELETE FROM entries WHERE wallet=?", [wallet]) if first_buy: _con.executemany("INSERT INTO entries(wallet,cond,first_buy) VALUES (?,?,?)", [(wallet, c, t) for c, t in first_buy.items()]) _con.execute("INSERT OR REPLACE INTO pulled_entries VALUES (?,?)", [wallet, int(now)]) return first_buy def _bet_row(won, p, cond, res_t, size, asset, src, ts, resolved): """The dict shape get_bets returns — p clamped on read so consumer math is unchanged while the DB stores it raw.""" return {"won": won, "p": max(0.001, min(0.999, p or 0)), "cond": cond, "res_t": res_t, "size": size, "asset": asset, "src": src, "ts": ts, "resolved": resolved} def get_bets(wallet): """Resolved bets for a wallet — from cache if fresh, else pull and upsert.""" now = time.time() with _lock: r = _con.execute("SELECT pulled_at FROM pulled WHERE wallet=?", [wallet]).fetchone() if r and now - r[0] < MAX_AGE_DAYS * 86400: rows = _con.execute( "SELECT won,p,cond,res_t,size,asset,src,ts,resolved " "FROM bets WHERE wallet=?", [wallet]).fetchall() return [_bet_row(*row) for row in rows] # cache miss / stale -> pull (slow, outside the lock so workers stay parallel) try: bets = insider.resolved_bets(wallet, now - WINDOW_DAYS * 86400, strict=True) except Exception: return [] # transient API failure — do NOT cache or mark pulled; # the next call retries instead of trusting a bad pull # one row per token: the endpoint union returns the same asset twice for a # partially-closed position (closed portion + open remainder) — keep the # larger-stake row rather than double-counting one position as two bets. best = {} for b in bets: k = (b["cond"], b.get("asset")) if k not in best or (b.get("size") or 0) > (best[k].get("size") or 0): best[k] = b bets = list(best.values()) with _lock: # upsert: replace only what this pull re-observed — re-pulled tokens, plus # any legacy (pre-v2, NULL-asset) rows of the re-pulled markets they # supersede. Rows older than the rolling pull window survive, so per-wallet # history now accumulates instead of being overwritten each refresh. assets = [b["asset"] for b in bets if b.get("asset")] conds = list({b["cond"] for b in bets if b.get("cond")}) _con.execute( """DELETE FROM bets WHERE wallet = ? AND (asset IN (SELECT UNNEST(?::VARCHAR[])) OR (asset IS NULL AND cond IN (SELECT UNNEST(?::VARCHAR[]))))""", [wallet, assets, conds]) if bets: _con.executemany( "INSERT INTO bets(wallet,cond,asset,won,p,res_t,size,src,ts,resolved) " "VALUES (?,?,?,?,?,?,?,?,?,?)", [(wallet, b["cond"], b.get("asset"), b["won"], b.get("p"), b.get("res_t"), b.get("size"), b.get("src"), b.get("ts"), b.get("resolved")) for b in bets]) _con.execute("INSERT OR REPLACE INTO pulled VALUES (?,?)", [wallet, int(now)]) rows = _con.execute( "SELECT won,p,cond,res_t,size,asset,src,ts,resolved " "FROM bets WHERE wallet=?", [wallet]).fetchall() return [_bet_row(*row) for row in rows] _con.execute("""CREATE TABLE IF NOT EXISTS exits( wallet TEXT, asset TEXT, ts BIGINT, exit_p DOUBLE, p DOUBLE, iv DOUBLE, cond TEXT, PRIMARY KEY (wallet, asset))""") for _col in ("title", "outcome"): try: _con.execute(f"ALTER TABLE exits ADD COLUMN {_col} TEXT") except Exception: pass # already there try: _con.execute("ALTER TABLE exits ADD COLUMN realized_pnl DOUBLE") # Polymarket's per-position realized cash except Exception: pass _con.execute("CREATE TABLE IF NOT EXISTS pulled_exits(wallet TEXT PRIMARY KEY, newest_ts BIGINT, pulled_at BIGINT)") for _col, _type in (("oldest_ts", "BIGINT"), ("complete", "BOOLEAN")): try: _con.execute(f"ALTER TABLE pulled_exits ADD COLUMN {_col} {_type}") except Exception: pass # already there def closed_exits(wallet, max_age_s=6 * 3600): """{asset: {ts, exit_p, p, iv, cond}} of the wallet's FULLY-CLOSED positions — the COMPLETE history, no window and no cap (the exit overlay covers every bet any stat could touch). Shared exit model for the backtest (portfolio.py) and the sharps stats (validate_timing.py). Correct + incremental: `complete` marks that the backfill reached the true start of the wallet's history. Until then (first run, or an interrupted deep pull) it re-pulls the full history from newest; once complete, later refreshes only page the NEW closes since `newest_ts` (a page or two). Close events are immutable, so nothing already cached is re-fetched. The deep first pull is a one-time cost. NB the endpoint serves 50-row pages regardless of `limit` — see smart_money.closed_exits for the paging gotcha.""" import smart_money as _sm # local import: smart_money has no local deps now = int(time.time()) with _lock: r = _con.execute("SELECT newest_ts, pulled_at, complete FROM pulled_exits " "WHERE wallet=?", [wallet]).fetchone() newest, complete = (r[0], bool(r[2])) if r else (0, False) fresh = r and (now - r[1] < max_age_s) if complete: # a wallet cached before realized_pnl existed needs one full re-pull to # backfill it — self-healing, once, only for the affected wallets with _lock: miss = _con.execute("SELECT count(*) FROM exits WHERE wallet=? AND realized_pnl IS NULL", [wallet]).fetchone()[0] if miss: complete = fresh = False if not fresh or not complete: if complete: new, _ = _sm.closed_exits(wallet, newest_bound=newest) # only new closes reached = True # already complete else: new, reached = _sm.closed_exits(wallet) # FULL history (re)pull with _lock: if new: _con.executemany( "INSERT OR REPLACE INTO exits" "(wallet,asset,ts,exit_p,p,iv,cond,title,outcome,realized_pnl) " "VALUES (?,?,?,?,?,?,?,?,?,?)", [(wallet, a, c["ts"], c["exit_p"], c["p"], c["iv"], c["cond"], c.get("title") or "", c.get("outcome") or "", c.get("realized_pnl") or 0) for a, c in new.items()]) newest = max(newest, max(c["ts"] for c in new.values())) _con.execute("INSERT OR REPLACE INTO pulled_exits(wallet,newest_ts,pulled_at,complete) " "VALUES (?,?,?,?)", [wallet, newest, now, reached]) with _lock: rows = _con.execute( "SELECT asset, ts, exit_p, p, iv, cond, title, outcome, realized_pnl " "FROM exits WHERE wallet=?", [wallet]).fetchall() return {a: {"ts": ts, "exit_p": xp, "p": p, "iv": iv, "cond": cond, "title": t or "", "outcome": o or "", "realized_pnl": rp or 0} for a, ts, xp, p, iv, cond, t, o, rp in rows} def invalidate(wallets): """Force a re-pull of these wallets on next get_bets/get_entries (for daily watchlist forward-refresh). pulled_entries MUST be cleared too: a stale entries snapshot has no first_buy for conds entered since the last pull, and portfolio.py drops those bets entirely (`if not et: continue`) — Kruto's Jul-7 Brewers bets vanished from the backtest for exactly this while its bets/exits cursors were fresh (found 2026-07-08). Exits have their own incremental cursor and don't go stale this way.""" with _lock: for w in wallets: _con.execute("DELETE FROM pulled WHERE wallet=?", [w]) _con.execute("DELETE FROM pulled_entries WHERE wallet=?", [w]) def query(sql, params=None): """Serialized raw read access to the cache DB for sibling modules (trust.py's trusted-row queries). A second duckdb.connect in the same process would fight this module's read-write connection for the single-writer lock, so everything in-process must go through this one connection.""" with _lock: return _con.execute(sql, params or []).fetchall() def pulled_ages(): """{wallet: pulled_at} for every wallet ever pulled — lets collect.py bound how many stale re-pulls one run takes on.""" with _lock: return dict(_con.execute("SELECT wallet, pulled_at FROM pulled").fetchall()) def stats(): with _lock: w = _con.execute("SELECT count(*) FROM pulled").fetchone()[0] b = _con.execute("SELECT count(*) FROM bets").fetchone()[0] return w, b if __name__ == "__main__": w, b = stats() print(f"cache: {w:,} wallets, {b:,} bets in {DB}")