chemavx
324edbe4c8
CI/CD / build-and-push (push) Successful in 1m33s
Add _SPORTS_EXCLUSIONS list checked first in _detect_category so NBA/NFL/ MLB/NHL/tennis/golf/UFC/boxing/wrestling/tournament markets never bleed into politics or events categories. Also removes 'super bowl' from _EVENTS_KEYWORDS since it's now covered by the sports exclusion. Keywords excluded: nba, nfl, mlb, nhl, basketball, football, baseball, hockey, soccer, mvp, rookie of the, championship, super bowl, world series, playoffs, playoff, tournament, tennis, golf, ufc, boxing, wrestler, wrestling, slam dunk, home run, touchdown. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
290 lines
11 KiB
Python
290 lines
11 KiB
Python
"""
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Polymarket CLOB API client.
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Docs: https://docs.polymarket.com
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"""
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import asyncio
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import logging
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import os
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from dataclasses import dataclass, field
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from datetime import datetime, timezone, timedelta
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from typing import Optional
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import httpx
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log = logging.getLogger(__name__)
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POLYMARKET_API = "https://clob.polymarket.com"
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GAMMA_API = "https://gamma-api.polymarket.com"
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@dataclass
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class Market:
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id: str
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condition_id: str
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question: str
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yes_token_id: str
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no_token_id: str
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yes_price: float # 0-1, current best ask for YES
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no_price: float
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volume_24h: float
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end_date: str
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active: bool
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category: str = ""
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@dataclass
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class OrderBook:
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market_id: str
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yes_bids: list[tuple[float, float]] = field(default_factory=list) # (price, size)
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yes_asks: list[tuple[float, float]] = field(default_factory=list)
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mid_price: float = 0.5
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class PolymarketClient:
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"""
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Async Polymarket client.
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In paper mode, API key is not needed — only public data.
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API key required for placing real orders.
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"""
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def __init__(self) -> None:
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self.api_key = os.getenv("POLYMARKET_API_KEY", "")
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self.secret = os.getenv("POLYMARKET_SECRET", "")
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self.passphrase = os.getenv("POLYMARKET_PASSPHRASE", "")
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self._client = httpx.AsyncClient(timeout=30)
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# Keywords that identify crypto / finance markets.
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# Short tickers are padded with spaces to avoid false substring matches
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# (e.g. " eth " won't match "Hegseth"; " sol " won't match "solar").
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_CRYPTO_FINANCE_KEYWORDS: list[str] = [
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"bitcoin", "btc", " eth ", "ethereum", " sol ", "solana",
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"xrp", "ripple", "dogecoin", "doge", "litecoin", "ltc",
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"coinbase", "binance", "kraken", "bybit", "okx",
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"usdc", "usdt", "stablecoin",
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"defi", "nft", "blockchain", "crypto",
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" fdv", "airdrop", "token launch", "token listing",
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"microstrategy", "mstr", "saylor",
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"nasdaq", "sp500", "s&p 500", "s&p500",
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"federal reserve", "fed rate", "interest rate",
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"inflation", "tariff", "treasury yield",
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"recession", " gdp ", "unemployment", "trade war", "trade deal",
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" ipo ", "sec ", "cftc",
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]
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_POLITICS_KEYWORDS: list[str] = [
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"election", "president", "congress", "senate", "vote", "war",
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"trump", "biden", "ukraine", "russia", "israel", "nato",
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]
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_TECH_KEYWORDS: list[str] = [
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" ai ", "openai", "apple", "google", "microsoft", "meta",
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"nvidia", "regulation", "antitrust",
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"tesla", "elon", "nuclear", "quantum", "chip",
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]
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_EVENTS_KEYWORDS: list[str] = [
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"world cup", "oscar", "nobel", "spacex", "nasa",
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]
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# Sports markets are excluded entirely — BTC/F&G/GNews have no edge there.
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# Checked before any category match so sports don't bleed into politics/events.
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_SPORTS_EXCLUSIONS: list[str] = [
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" nba ", " nfl ", " mlb ", " nhl ",
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"basketball", "football", "baseball", "hockey", "soccer",
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" mvp ", "rookie of the", "championship", "super bowl", "world series",
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"playoffs", "playoff", "tournament",
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"tennis", " golf ", " ufc ", "boxing", "wrestler", "wrestling",
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"slam dunk", "home run", "touchdown",
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]
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@classmethod
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def _is_sports(cls, question: str) -> bool:
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q = f" {question.lower()} "
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return any(kw in q for kw in cls._SPORTS_EXCLUSIONS)
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@classmethod
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def _is_crypto_finance(cls, question: str) -> bool:
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q = f" {question.lower()} " # pad so edge keywords match cleanly
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return any(kw in q for kw in cls._CRYPTO_FINANCE_KEYWORDS)
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@classmethod
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def _is_politics(cls, question: str) -> bool:
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q = f" {question.lower()} "
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return any(kw in q for kw in cls._POLITICS_KEYWORDS)
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@classmethod
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def _is_tech(cls, question: str) -> bool:
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q = f" {question.lower()} "
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return any(kw in q for kw in cls._TECH_KEYWORDS)
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@classmethod
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def _is_events(cls, question: str) -> bool:
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q = f" {question.lower()} "
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return any(kw in q for kw in cls._EVENTS_KEYWORDS)
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@classmethod
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def _detect_category(cls, question: str) -> str:
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"""Return the category label for a market question, or '' if unsupported."""
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if cls._is_sports(question):
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return "" # exclude sports regardless of other keyword matches
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if cls._is_crypto_finance(question):
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return "crypto/finance"
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if cls._is_politics(question):
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return "politics"
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if cls._is_tech(question):
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return "tech"
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if cls._is_events(question):
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return "events"
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return ""
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async def get_active_markets(
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self,
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min_volume: float = 500,
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pages: int = 3,
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page_size: int = 200,
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max_days_to_resolution: int = 60,
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) -> list[Market]:
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"""Fetch active markets from Gamma API (no auth needed).
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Fetches events without tag filtering (tag= param is unreliable),
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then keeps only markets whose question matches any supported category
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(crypto/finance, politics, tech, events) and that:
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- have NOT already expired (end_dt >= now)
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- resolve within max_days_to_resolution days
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"""
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seen: set[str] = set()
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markets: list[Market] = []
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now = datetime.now(timezone.utc)
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cutoff = now + timedelta(days=max_days_to_resolution)
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for page in range(pages):
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try:
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resp = await self._client.get(
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f"{GAMMA_API}/events",
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params={
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"active": True,
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"closed": False,
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"limit": page_size,
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"offset": page * page_size,
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},
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)
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resp.raise_for_status()
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events = resp.json()
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if not events:
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break # no more pages
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for event in events:
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event_title = event.get("title", "")
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for m in event.get("markets", []):
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try:
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if not m.get("active") or m.get("closed"):
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continue
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question = m.get("question", "")
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# Detect category from question or event title
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category = self._detect_category(question)
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if not category:
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category = self._detect_category(event_title)
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if not category:
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continue
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# Filter: skip already-expired and far-future markets
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# Gamma API may return endDate or end_date (snake_case)
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raw_end = m.get("endDate") or m.get("end_date") or m.get("endDateIso", "")
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if raw_end:
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try:
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end_dt = datetime.fromisoformat(
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raw_end.replace("Z", "+00:00")
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)
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# Make naive datetimes UTC-aware before comparing
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if end_dt.tzinfo is None:
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end_dt = end_dt.replace(tzinfo=timezone.utc)
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if end_dt < now:
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log.debug("Skipping expired market: %s", question[:60])
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continue
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if end_dt > cutoff:
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continue
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except (ValueError, TypeError):
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pass # keep market if date unparseable
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market_id = str(m["id"])
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if market_id in seen:
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continue
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vol = float(m.get("volume24hr", 0))
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if vol < min_volume:
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continue
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raw_prices = m.get("outcomePrices", ["0.5", "0.5"])
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if isinstance(raw_prices, str):
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import json as _json
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raw_prices = _json.loads(raw_prices)
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yes_price = float(raw_prices[0])
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raw_tokens = m.get("clobTokenIds", ["", ""])
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if isinstance(raw_tokens, str):
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import json as _json
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raw_tokens = _json.loads(raw_tokens)
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seen.add(market_id)
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markets.append(Market(
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id=market_id,
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condition_id=m.get("conditionId", ""),
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question=question,
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yes_token_id=raw_tokens[0] if raw_tokens else "",
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no_token_id=raw_tokens[1] if len(raw_tokens) > 1 else "",
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yes_price=yes_price,
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no_price=1 - yes_price,
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volume_24h=vol,
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end_date=m.get("endDate", ""),
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active=True,
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category=category,
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))
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except (KeyError, ValueError, IndexError) as e:
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log.debug("Skipping malformed market: %s", e)
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except httpx.HTTPError as e:
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log.error("Polymarket API error (page=%d): %s", page, e)
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break
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by_cat: dict[str, int] = {}
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for mkt in markets:
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by_cat[mkt.category] = by_cat.get(mkt.category, 0) + 1
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log.info(
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"Loaded %d markets (min_vol=%.0f, resolving within %dd): %s",
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len(markets), min_volume, max_days_to_resolution,
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", ".join(f"{k}={v}" for k, v in sorted(by_cat.items())),
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)
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return markets
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async def get_order_book(self, token_id: str) -> Optional[OrderBook]:
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"""Get order book for a specific token."""
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try:
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resp = await self._client.get(
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f"{POLYMARKET_API}/book",
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params={"token_id": token_id},
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)
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resp.raise_for_status()
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data = resp.json()
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bids = [(float(b["price"]), float(b["size"])) for b in data.get("bids", [])]
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asks = [(float(a["price"]), float(a["size"])) for a in data.get("asks", [])]
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mid = 0.5
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if bids and asks:
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mid = (bids[0][0] + asks[0][0]) / 2
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return OrderBook(
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market_id=token_id,
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yes_bids=bids,
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yes_asks=asks,
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mid_price=mid,
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)
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except Exception as e:
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log.warning("Order book fetch failed for %s: %s", token_id, e)
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return None
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async def close(self) -> None:
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await self._client.aclose()
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