recorder: RTDS tape silo — hour-rotated gzip segments on a Fly volume

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

recorder/fly.Dockerfile

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+# wwf-recorder — RTDS tape silo. One pip dep (websocket-client), no git, no
+# repo clone: the recorder ships its code in the image (a tape must not
+# depend on GitHub being up to boot).
+FROM python:3.12-slim
+RUN pip install --no-cache-dir websocket-client
+COPY recorder/recorder.py /recorder.py
+CMD ["python3", "-u", "/recorder.py"]

recorder/recorder.py

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+#!/usr/bin/env python3
+"""RTDS tape recorder — every Polymarket trade, hour-rotated gzip segments.
+
+SILO (2026-07-17, user directive): own Fly app (wwf-recorder) + volume, no
+imports from any bot, no shared state — a recorder crash can never touch
+trading and a bot deploy can never gap the tape. Socket handling copies the
+battle-tested RtdsListener patterns (unfiltered subscribe — server-side
+filters silently return nothing; app-level ping; 120s silent-stale force
+reconnect; capped backoff). One JSON line per trade:
+  {ts, wallet, asset, cond, side, price, size, tx, title}
+Current hour writes plain to /data/segments/rtds_YYYYMMDD_HH.jsonl; rotation
+gzips it. A disk guard deletes oldest segments past 85% volume use. The Mac's
+nightly ingest (recorder/ingest.py via daily.sh) pulls closed segments into
+live/rtds.duckdb and deletes them here after verified insert."""
+import gzip
+import json
+import os
+import shutil
+import ssl
+import threading
+import time
+
+import websocket
+
+URL = "wss://ws-live-data.polymarket.com"
+DIR = os.environ.get("TAPE_DIR", "/data/segments")
+SUB = json.dumps({"action": "subscribe", "subscriptions": [
+    {"topic": "activity", "type": "trades", "filters": ""}]})
+
+
+def log(m):
+    print(f"{time.strftime('%H:%M:%S')}  {m}", flush=True)
+
+
+class Tape:
+    def __init__(self):
+        os.makedirs(DIR, exist_ok=True)
+        self.hour, self.fh, self.n = None, None, 0
+        self.msgs = self.gaps = 0
+        self.last_msg = time.time()
+
+    def _rotate(self, hour):
+        if self.fh:
+            self.fh.close()
+            plain = os.path.join(DIR, f"rtds_{self.hour}.jsonl")
+            with open(plain, "rb") as i, gzip.open(plain + ".gz", "wb") as o:
+                shutil.copyfileobj(i, o)
+            os.remove(plain)
+            log(f"rotated {self.hour} ({self.n} rows)")
+        self.hour, self.n = hour, 0
+        self.fh = open(os.path.join(DIR, f"rtds_{hour}.jsonl"), "a")
+        # disk guard: drop oldest closed segments past 85% usage
+        try:
+            st = os.statvfs(DIR)
+            while st.f_bavail / st.f_blocks < 0.15:
+                old = sorted(f for f in os.listdir(DIR) if f.endswith(".gz"))
+                if not old:
+                    break
+                os.remove(os.path.join(DIR, old[0]))
+                log(f"disk guard dropped {old[0]}")
+                st = os.statvfs(DIR)
+        except Exception:
+            pass
+
+    def write(self, p):
+        hour = time.strftime("%Y%m%d_%H", time.gmtime())
+        if hour != self.hour:
+            self._rotate(hour)
+        ts = p.get("timestamp") or 0
+        if ts > 1e12:
+            ts /= 1000.0
+        self.fh.write(json.dumps({
+            "ts": round(ts or time.time(), 3),
+            "wallet": (p.get("proxyWallet") or "").lower(),
+            "asset": p.get("asset"), "cond": p.get("conditionId"),
+            "side": p.get("side"), "price": p.get("price"),
+            "size": p.get("size"), "tx": p.get("transactionHash"),
+            "title": str(p.get("title") or "")[:60]}) + "\n")
+        self.n += 1
+        self.msgs += 1
+        self.last_msg = time.time()
+
+
+def main():
+    tape = Tape()
+
+    def hb():
+        last = 0
+        while True:
+            time.sleep(60)
+            log(f"tape: {tape.msgs - last} msg/min · hour rows {tape.n} · gaps {tape.gaps}")
+            last = tape.msgs
+    threading.Thread(target=hb, daemon=True).start()
+
+    backoff = 2
+    while True:
+        def on_open(ws):
+            ws.send(SUB)
+            log("rtds: connected — recording unfiltered trades")
+
+            def ping():
+                while ws.keep_running:
+                    time.sleep(5)
+                    try:
+                        ws.send('{"action":"ping"}')
+                    except Exception:
+                        break
+                    if time.time() - tape.last_msg > 120:
+                        log("rtds: silent 120s — forcing reconnect")
+                        tape.gaps += 1
+                        try:
+                            ws.close()
+                        except Exception:
+                            pass
+                        break
+            threading.Thread(target=ping, daemon=True).start()
+
+        def on_message(ws, raw):
+            try:
+                m = json.loads(raw)
+            except Exception:
+                return
+            if m.get("topic") == "activity" and m.get("type") == "trades":
+                tape.write(m.get("payload") or {})
+
+        try:
+            app = websocket.WebSocketApp(URL, on_open=on_open, on_message=on_message)
+            app.run_forever(sslopt={"cert_reqs": ssl.CERT_NONE})
+            backoff = 2
+        except Exception as e:
+            log(f"listener error {str(e)[:70]}")
+        tape.gaps += 1
+        log(f"stream down — reconnect in {backoff}s")
+        time.sleep(backoff)
+        backoff = min(backoff * 2, 60)
+
+
+if __name__ == "__main__":
+    main()