214 lines
8.1 KiB
Python
214 lines
8.1 KiB
Python
"""
|
|
Polymarket CLOB API client.
|
|
Docs: https://docs.polymarket.com
|
|
"""
|
|
import asyncio
|
|
import logging
|
|
import os
|
|
from dataclasses import dataclass, field
|
|
from datetime import datetime, timezone, timedelta
|
|
from typing import Optional
|
|
import httpx
|
|
|
|
log = logging.getLogger(__name__)
|
|
|
|
POLYMARKET_API = "https://clob.polymarket.com"
|
|
GAMMA_API = "https://gamma-api.polymarket.com"
|
|
|
|
|
|
@dataclass
|
|
class Market:
|
|
id: str
|
|
condition_id: str
|
|
question: str
|
|
yes_token_id: str
|
|
no_token_id: str
|
|
yes_price: float # 0-1, current best ask for YES
|
|
no_price: float
|
|
volume_24h: float
|
|
end_date: str
|
|
active: bool
|
|
category: str = ""
|
|
|
|
|
|
@dataclass
|
|
class OrderBook:
|
|
market_id: str
|
|
yes_bids: list[tuple[float, float]] = field(default_factory=list) # (price, size)
|
|
yes_asks: list[tuple[float, float]] = field(default_factory=list)
|
|
mid_price: float = 0.5
|
|
|
|
|
|
class PolymarketClient:
|
|
"""
|
|
Async Polymarket client.
|
|
In paper mode, API key is not needed — only public data.
|
|
API key required for placing real orders.
|
|
"""
|
|
|
|
def __init__(self) -> None:
|
|
self.api_key = os.getenv("POLYMARKET_API_KEY", "")
|
|
self.secret = os.getenv("POLYMARKET_SECRET", "")
|
|
self.passphrase = os.getenv("POLYMARKET_PASSPHRASE", "")
|
|
self._client = httpx.AsyncClient(timeout=30)
|
|
|
|
# Keywords that identify crypto / finance markets.
|
|
# Short tickers are padded with spaces to avoid false substring matches
|
|
# (e.g. " eth " won't match "Hegseth"; " sol " won't match "solar").
|
|
_CRYPTO_FINANCE_KEYWORDS: list[str] = [
|
|
"bitcoin", "btc", " eth ", "ethereum", " sol ", "solana",
|
|
"xrp", "ripple", "dogecoin", "doge", "litecoin", "ltc",
|
|
"coinbase", "binance", "kraken", "bybit", "okx",
|
|
"usdc", "usdt", "stablecoin",
|
|
"defi", "nft", "blockchain", "crypto",
|
|
" fdv", "airdrop", "token launch", "token listing",
|
|
"microstrategy", "mstr", "saylor",
|
|
"nasdaq", "sp500", "s&p 500", "s&p500",
|
|
"federal reserve", "fed rate", "interest rate",
|
|
"inflation", "tariff", "treasury yield",
|
|
" ipo ", "sec ", "cftc",
|
|
]
|
|
|
|
@classmethod
|
|
def _is_crypto_finance(cls, question: str) -> bool:
|
|
q = f" {question.lower()} " # pad so edge keywords match cleanly
|
|
return any(kw in q for kw in cls._CRYPTO_FINANCE_KEYWORDS)
|
|
|
|
async def get_active_markets(
|
|
self,
|
|
min_volume: float = 1000,
|
|
pages: int = 3,
|
|
page_size: int = 200,
|
|
max_days_to_resolution: int = 30,
|
|
) -> list[Market]:
|
|
"""Fetch active crypto/finance markets from Gamma API (no auth needed).
|
|
|
|
Fetches events without tag filtering (tag= param is unreliable),
|
|
then keeps only markets whose question matches crypto/finance keywords
|
|
and that resolve within max_days_to_resolution days.
|
|
"""
|
|
seen: set[str] = set()
|
|
markets: list[Market] = []
|
|
cutoff = datetime.now(timezone.utc) + timedelta(days=max_days_to_resolution)
|
|
|
|
for page in range(pages):
|
|
try:
|
|
resp = await self._client.get(
|
|
f"{GAMMA_API}/events",
|
|
params={
|
|
"active": True,
|
|
"closed": False,
|
|
"limit": page_size,
|
|
"offset": page * page_size,
|
|
},
|
|
)
|
|
resp.raise_for_status()
|
|
events = resp.json()
|
|
|
|
if not events:
|
|
break # no more pages
|
|
|
|
for event in events:
|
|
event_title = event.get("title", "")
|
|
for m in event.get("markets", []):
|
|
try:
|
|
if not m.get("active") or m.get("closed"):
|
|
continue
|
|
|
|
question = m.get("question", "")
|
|
if not self._is_crypto_finance(question) and \
|
|
not self._is_crypto_finance(event_title):
|
|
continue
|
|
|
|
# Filter: only markets resolving within the cutoff window
|
|
# Gamma API may return endDate or end_date (snake_case)
|
|
raw_end = m.get("endDate") or m.get("end_date") or m.get("endDateIso", "")
|
|
if raw_end:
|
|
try:
|
|
end_dt = datetime.fromisoformat(
|
|
raw_end.replace("Z", "+00:00")
|
|
)
|
|
# Make naive datetimes UTC-aware before comparing
|
|
if end_dt.tzinfo is None:
|
|
end_dt = end_dt.replace(tzinfo=timezone.utc)
|
|
if end_dt > cutoff:
|
|
continue
|
|
except (ValueError, TypeError):
|
|
pass # keep market if date unparseable
|
|
|
|
market_id = str(m["id"])
|
|
if market_id in seen:
|
|
continue
|
|
|
|
vol = float(m.get("volume24hr", 0))
|
|
if vol < min_volume:
|
|
continue
|
|
|
|
raw_prices = m.get("outcomePrices", ["0.5", "0.5"])
|
|
if isinstance(raw_prices, str):
|
|
import json as _json
|
|
raw_prices = _json.loads(raw_prices)
|
|
yes_price = float(raw_prices[0])
|
|
|
|
raw_tokens = m.get("clobTokenIds", ["", ""])
|
|
if isinstance(raw_tokens, str):
|
|
import json as _json
|
|
raw_tokens = _json.loads(raw_tokens)
|
|
|
|
seen.add(market_id)
|
|
markets.append(Market(
|
|
id=market_id,
|
|
condition_id=m.get("conditionId", ""),
|
|
question=question,
|
|
yes_token_id=raw_tokens[0] if raw_tokens else "",
|
|
no_token_id=raw_tokens[1] if len(raw_tokens) > 1 else "",
|
|
yes_price=yes_price,
|
|
no_price=1 - yes_price,
|
|
volume_24h=vol,
|
|
end_date=m.get("endDate", ""),
|
|
active=True,
|
|
category="crypto/finance",
|
|
))
|
|
except (KeyError, ValueError, IndexError) as e:
|
|
log.debug("Skipping malformed market: %s", e)
|
|
|
|
except httpx.HTTPError as e:
|
|
log.error("Polymarket API error (page=%d): %s", page, e)
|
|
break
|
|
|
|
log.info(
|
|
"Loaded %d crypto/finance markets (min_vol=%.0f, resolving within %dd)",
|
|
len(markets), min_volume, max_days_to_resolution,
|
|
)
|
|
return markets
|
|
|
|
async def get_order_book(self, token_id: str) -> Optional[OrderBook]:
|
|
"""Get order book for a specific token."""
|
|
try:
|
|
resp = await self._client.get(
|
|
f"{POLYMARKET_API}/book",
|
|
params={"token_id": token_id},
|
|
)
|
|
resp.raise_for_status()
|
|
data = resp.json()
|
|
|
|
bids = [(float(b["price"]), float(b["size"])) for b in data.get("bids", [])]
|
|
asks = [(float(a["price"]), float(a["size"])) for a in data.get("asks", [])]
|
|
|
|
mid = 0.5
|
|
if bids and asks:
|
|
mid = (bids[0][0] + asks[0][0]) / 2
|
|
|
|
return OrderBook(
|
|
market_id=token_id,
|
|
yes_bids=bids,
|
|
yes_asks=asks,
|
|
mid_price=mid,
|
|
)
|
|
except Exception as e:
|
|
log.warning("Order book fetch failed for %s: %s", token_id, e)
|
|
return None
|
|
|
|
async def close(self) -> None:
|
|
await self._client.aclose()
|