feat(resolution): add automatic market resolution detector with conservative payout validation
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- PolymarketClient.get_market_resolution(): query Gamma API by market id;
  resolved only when closed AND uma status final AND outcome prices binary
  (never settle on disputed/ambiguous outcomes)
- bot/main.py: check_resolutions() runs every 10 cycles (~10 min) in paper
  mode, settles open positions via PaperExecutor.close_position()
- close_reason now persisted as 'resolved' (resolution has its own column)
- tests/test_resolution_detector.py: 10 tests covering API parsing shapes
  and the BUY_NO settlement flow; 27/27 suite green

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
chemavx
2026-06-11 13:48:41 +00:00
co-authored by Claude Fable 5
parent 340c8523cf
commit e137116e7f
5 changed files with 372 additions and 2 deletions
+57
View File
@@ -27,6 +27,50 @@ log = logging.getLogger("bot.main")
PAPER_MODE = os.getenv("PAPER_MODE", "true").lower() == "true"
PAPER_BANKROLL = float(os.getenv("PAPER_BANKROLL", "10000"))
# Check open positions for market resolution every N trading cycles (~N minutes
# at the 60s cycle cadence). Keeps Gamma API load at ~1 request per open
# position per 10 minutes.
RESOLUTION_CHECK_INTERVAL = 10
async def check_resolutions(
poly: PolymarketClient,
executor: PaperExecutor,
db: Database,
) -> None:
"""Detect resolved markets and settle their open paper positions.
For each open position, asks the Gamma API whether the market resolved.
On a definitive resolution, PaperExecutor.close_position() settles the
payout, persists close_reason='resolved' + resolution + close_pnl, and
sends the Telegram notification.
"""
positions = await db.get_open_position_details()
checked = 0
resolved = 0
for pos in positions:
market_id = str(pos["market_id"])
try:
res = await poly.get_market_resolution(market_id)
except Exception as exc:
log.warning("Resolution check failed for market %s: %s", market_id, exc)
continue
checked += 1
if res is None or not res.resolved or res.resolution is None:
continue
pnl = await executor.close_position(
market_id, res.resolution, question=pos.get("question") or "",
)
resolved += 1
log.info(
"MARKET_RESOLVED market_id=%s resolution=%.1f pnl=%s | %s",
market_id,
res.resolution,
f"{pnl:+.2f}" if pnl is not None else "n/a",
(pos.get("question") or "")[:60],
)
log.info("Resolution check: %d positions checked, %d resolved", checked, resolved)
async def run_trading_loop(
poly: PolymarketClient,
@@ -40,9 +84,22 @@ async def run_trading_loop(
"""Main trading loop — runs every 60 seconds."""
log.info("Trading loop started. PAPER_MODE=%s", PAPER_MODE)
checkpoint_monitor = CheckpointMonitor()
cycle_count = 0
while True:
try:
cycle_count += 1
# 0. Resolution detector — every RESOLUTION_CHECK_INTERVAL cycles,
# settle paper positions whose market resolved on Polymarket.
# Runs before evaluation so freed cash/families are usable this cycle.
if (
PAPER_MODE
and isinstance(executor, PaperExecutor)
and cycle_count % RESOLUTION_CHECK_INTERVAL == 0
):
await check_resolutions(poly, executor, db)
# 1. Fetch active markets (90-day window)
markets = await poly.get_active_markets()
log.info("Found %d active markets", len(markets))