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
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"""
Tests for the automatic market-resolution detector (Phase 2).
Covers:
- PolymarketClient.get_market_resolution() parsing of real Gamma API shapes
(resolved YES/NO, still open, UMA-disputed, ambiguous prices, 404, errors).
- check_resolutions() in bot/main.py: a resolved market settles the open
paper position via PaperExecutor.close_position() and persists
close_reason='resolved' with the resolution value.
"""
import asyncio
import json
import httpx
import pytest
from bot.data.polymarket import PolymarketClient, MarketResolution
from bot.executor import paper
from bot.executor.paper import PaperExecutor
from bot.main import check_resolutions
# ─────────────────────────────────────────────────────────────────────────────
# get_market_resolution() — Gamma API response parsing
# ─────────────────────────────────────────────────────────────────────────────
class FakeResponse:
def __init__(self, status_code: int, payload: dict | None = None):
self.status_code = status_code
self._payload = payload or {}
def json(self):
return self._payload
def raise_for_status(self):
if self.status_code >= 400:
raise httpx.HTTPStatusError(
f"HTTP {self.status_code}", request=None, response=None
)
class FakeHTTPClient:
def __init__(self, response):
self._response = response
self.requested_urls: list[str] = []
async def get(self, url, **kwargs):
self.requested_urls.append(url)
if isinstance(self._response, Exception):
raise self._response
return self._response
def _resolution_for(response) -> MarketResolution | None:
client = PolymarketClient()
client._client = FakeHTTPClient(response)
return asyncio.run(client.get_market_resolution("12345"))
def _gamma_market(closed: bool, yes_price: str, no_price: str,
uma_status: str | None = "resolved") -> dict:
"""Mirror the real Gamma /markets/{id} payload shape (observed 2026-06-11)."""
m = {
"id": "12345",
"question": "Test market?",
"closed": closed,
"active": True,
"outcomePrices": json.dumps([yes_price, no_price]),
"closedTime": "2026-06-11 13:15:01+00" if closed else None,
"umaEndDate": "2026-06-11T13:15:01Z" if closed else None,
"endDate": "2026-06-11T13:00:00Z",
}
if uma_status is not None:
m["umaResolutionStatus"] = uma_status
return m
def test_resolution_no_won():
res = _resolution_for(FakeResponse(200, _gamma_market(True, "0", "1")))
assert res.resolved is True
assert res.resolution == 0.0
assert res.resolved_at is not None
def test_resolution_yes_won():
res = _resolution_for(FakeResponse(200, _gamma_market(True, "1", "0")))
assert res.resolved is True
assert res.resolution == 1.0
def test_open_market_not_resolved():
res = _resolution_for(FakeResponse(
200, _gamma_market(False, "0.51", "0.49", uma_status=None)
))
assert res.resolved is False
assert res.resolution is None
def test_closed_but_uma_disputed_not_settled():
res = _resolution_for(FakeResponse(
200, _gamma_market(True, "0", "1", uma_status="disputed")
))
assert res.resolved is False
def test_closed_with_ambiguous_prices_not_settled():
res = _resolution_for(FakeResponse(200, _gamma_market(True, "0.6", "0.4")))
assert res.resolved is False
def test_market_not_found_returns_none():
assert _resolution_for(FakeResponse(404)) is None
def test_api_error_returns_none():
assert _resolution_for(httpx.ConnectError("boom")) is None
# ─────────────────────────────────────────────────────────────────────────────
# check_resolutions() — detector loop settles paper positions
# ─────────────────────────────────────────────────────────────────────────────
class FakeDB:
"""Database stub: one open BUY_NO paper position."""
def __init__(self, trades_by_market: dict[str, list[dict]]):
self._trades = trades_by_market
self.closed: list[tuple] = []
async def get_open_position_details(self) -> list[dict]:
return [
{"market_id": mid, "question": t[0].get("question", ""),
"direction": t[0]["direction"]}
for mid, t in self._trades.items()
]
async def get_open_trades_for_market(self, market_id: str) -> list[dict]:
return self._trades.get(market_id, [])
async def close_paper_position(self, market_id, reason="", resolution=None):
self.closed.append((market_id, reason, resolution))
class FakePoly:
def __init__(self, resolutions: dict[str, MarketResolution | None]):
self._resolutions = resolutions
self.checked: list[str] = []
async def get_market_resolution(self, market_id: str):
self.checked.append(market_id)
return self._resolutions.get(market_id)
def _run_check(resolutions: dict, trades: dict):
notifications: list[tuple] = []
async def fake_trade_closed(question, pnl):
notifications.append((question, pnl))
async def run():
db = FakeDB(trades)
ex = PaperExecutor(db=db, bankroll=1000.0)
for mid, t in trades.items():
ex._portfolio.positions[mid] = sum(x["net_cost"] for x in t) - 2.0
ex._portfolio.cash = 898.0
poly = FakePoly(resolutions)
original = paper.telegram.trade_closed
paper.telegram.trade_closed = fake_trade_closed
try:
await check_resolutions(poly, ex, db)
await asyncio.sleep(0) # let notification task run
finally:
paper.telegram.trade_closed = original
return db, ex, poly
db, ex, poly = asyncio.run(run())
return db, ex, poly, notifications
BUY_NO_TRADE = {
"mkt1": [{
"direction": "BUY_NO", "shares": 200.0, "net_cost": 102.0,
"question": "Will X happen?",
}],
}
def test_resolved_buy_no_position_is_closed():
"""BUY_NO position + market resolved NO (resolution=0.0) → winning close."""
db, ex, poly, notif = _run_check(
{"mkt1": MarketResolution(resolved=True, resolution=0.0)},
BUY_NO_TRADE,
)
assert poly.checked == ["mkt1"]
# close_paper_position called with close_reason='resolved' and the resolution
assert db.closed == [("mkt1", "resolved", 0.0)]
# Position removed and payout credited: 200 shares * (1 - 0.0) = $200
assert "mkt1" not in ex._portfolio.positions
assert ex._portfolio.cash == pytest.approx(898.0 + 200.0)
# Telegram notified with positive pnl (200 - 102)
assert notif == [("Will X happen?", pytest.approx(98.0))]
def test_unresolved_position_stays_open():
db, ex, poly, notif = _run_check(
{"mkt1": MarketResolution(resolved=False)},
BUY_NO_TRADE,
)
assert poly.checked == ["mkt1"]
assert db.closed == []
assert "mkt1" in ex._portfolio.positions
assert notif == []
def test_api_failure_leaves_position_open():
db, ex, poly, notif = _run_check({"mkt1": None}, BUY_NO_TRADE)
assert db.closed == []
assert "mkt1" in ex._portfolio.positions