pmquant 0.1.0__tar.gz → 0.2.0__tar.gz

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Files changed (32) hide show
  1. pmquant-0.2.0/.github/workflows/canary.yml +34 -0
  2. {pmquant-0.1.0 → pmquant-0.2.0}/.github/workflows/test.yml +1 -0
  3. {pmquant-0.1.0 → pmquant-0.2.0}/CHANGELOG.md +10 -0
  4. {pmquant-0.1.0 → pmquant-0.2.0}/PKG-INFO +18 -1
  5. {pmquant-0.1.0 → pmquant-0.2.0}/README.md +16 -0
  6. pmquant-0.2.0/SECURITY.md +29 -0
  7. {pmquant-0.1.0 → pmquant-0.2.0}/bot-template/bot.py +40 -0
  8. {pmquant-0.1.0 → pmquant-0.2.0}/bot-template/dash/bot_dash.py +2 -1
  9. {pmquant-0.1.0 → pmquant-0.2.0}/bot-template/dash/dash.html +4 -2
  10. pmquant-0.2.0/docs/rounding-study.md +45 -0
  11. {pmquant-0.1.0 → pmquant-0.2.0}/pyproject.toml +10 -2
  12. {pmquant-0.1.0 → pmquant-0.2.0}/src/pmq/__init__.py +19 -6
  13. {pmquant-0.1.0 → pmquant-0.2.0}/src/pmq/data.py +23 -0
  14. {pmquant-0.1.0 → pmquant-0.2.0}/src/pmq/executor.py +31 -3
  15. {pmquant-0.1.0 → pmquant-0.2.0}/src/pmq/mcp.py +13 -0
  16. pmquant-0.2.0/tests/test_canary_live.py +72 -0
  17. {pmquant-0.1.0 → pmquant-0.2.0}/tests/test_data.py +8 -2
  18. {pmquant-0.1.0 → pmquant-0.2.0}/tests/test_executor.py +18 -0
  19. pmquant-0.2.0/tests/test_template_engine.py +82 -0
  20. {pmquant-0.1.0 → pmquant-0.2.0}/.github/workflows/publish.yml +0 -0
  21. {pmquant-0.1.0 → pmquant-0.2.0}/.gitignore +0 -0
  22. {pmquant-0.1.0 → pmquant-0.2.0}/AGENTS.md +0 -0
  23. {pmquant-0.1.0 → pmquant-0.2.0}/LICENSE +0 -0
  24. {pmquant-0.1.0 → pmquant-0.2.0}/bot-template/README.md +0 -0
  25. {pmquant-0.1.0 → pmquant-0.2.0}/bot-template/pmq-bot.service +0 -0
  26. {pmquant-0.1.0 → pmquant-0.2.0}/bot-template/strategy.py +0 -0
  27. {pmquant-0.1.0 → pmquant-0.2.0}/docs/war-story.md +0 -0
  28. {pmquant-0.1.0 → pmquant-0.2.0}/examples/fak_buy_guarded.py +0 -0
  29. {pmquant-0.1.0 → pmquant-0.2.0}/examples/read_market.py +0 -0
  30. {pmquant-0.1.0 → pmquant-0.2.0}/llms.txt +0 -0
  31. {pmquant-0.1.0 → pmquant-0.2.0}/src/pmq/exceptions.py +0 -0
  32. {pmquant-0.1.0 → pmquant-0.2.0}/tests/test_mcp.py +0 -0
@@ -0,0 +1,34 @@
1
+ name: canary
2
+ on:
3
+ schedule:
4
+ - cron: "17 6 * * 1" # weekly, monday 06:17 UTC
5
+ workflow_dispatch:
6
+
7
+ permissions:
8
+ contents: read
9
+ issues: write
10
+
11
+ jobs:
12
+ canary:
13
+ runs-on: ubuntu-latest
14
+ steps:
15
+ - uses: actions/checkout@v4
16
+ - uses: actions/setup-python@v5
17
+ with:
18
+ python-version: "3.12"
19
+ - run: pip install -e ".[dev]"
20
+ - name: Live canary against real Polymarket endpoints
21
+ env:
22
+ PMQ_CANARY: "1"
23
+ run: pytest tests/test_canary_live.py -q
24
+ - name: Open an issue if Polymarket drifted
25
+ if: failure()
26
+ env:
27
+ GH_TOKEN: ${{ github.token }}
28
+ run: |
29
+ existing=$(gh issue list --label canary --state open --json number --jq length)
30
+ if [ "$existing" = "0" ]; then
31
+ gh issue create --label canary \
32
+ --title "Canary: Polymarket surface drifted ($(date -u +%F))" \
33
+ --body "The weekly live canary failed: an endpoint shape or the installed py-clob-client-v2 surface no longer matches what pmq was verified against. See the failed run: ${{ github.server_url }}/${{ github.repository }}/actions/runs/${{ github.run_id }}"
34
+ fi
@@ -14,4 +14,5 @@ jobs:
14
14
  with:
15
15
  python-version: ${{ matrix.python-version }}
16
16
  - run: pip install -e ".[dev]"
17
+ - run: ruff check .
17
18
  - run: pytest -q
@@ -1,5 +1,15 @@
1
1
  # Changelog
2
2
 
3
+ ## 0.2.0 (2026-07-03)
4
+
5
+ * New: `positions(user)` and `event_markets(slug)` in the data layer; `event`
6
+ tool in the MCP server; `fee_rate(condition_id)` (authoritative per-market
7
+ taker rate from the exchange) and `cancel_order(order_id)` on the executor.
8
+ * Trust: weekly live canary workflow (real-endpoint checks, auto-opens an
9
+ issue on drift), SECURITY.md, production receipt in the README,
10
+ docs/rounding-study.md (measured V2 rounding behavior).
11
+ * Quality: ruff in CI, tests for the bot-template engine (34 tests total).
12
+
3
13
  ## 0.1.0 (2026-07-03)
4
14
 
5
15
  First release.
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: pmquant
3
- Version: 0.1.0
3
+ Version: 0.2.0
4
4
  Summary: Fail-closed execution and market-data layer for Polymarket CLOB V2: local signing, confirmed fills only, fee-correct math, working deposit-wallet (POLY_1271) support.
5
5
  Project-URL: Homepage, https://github.com/crp4222/pmq
6
6
  Project-URL: Issues, https://github.com/crp4222/pmq/issues
@@ -19,12 +19,18 @@ Requires-Dist: py-clob-client-v2<2,>=1.0.2
19
19
  Provides-Extra: dev
20
20
  Requires-Dist: mcp>=1.2; extra == 'dev'
21
21
  Requires-Dist: pytest>=8; extra == 'dev'
22
+ Requires-Dist: ruff>=0.6; extra == 'dev'
22
23
  Provides-Extra: mcp
23
24
  Requires-Dist: mcp>=1.2; extra == 'mcp'
24
25
  Description-Content-Type: text/markdown
25
26
 
26
27
  # pmq
27
28
 
29
+ [![PyPI](https://img.shields.io/pypi/v/pmquant)](https://pypi.org/project/pmquant/)
30
+ [![tests](https://github.com/crp4222/pmq/actions/workflows/test.yml/badge.svg)](https://github.com/crp4222/pmq/actions/workflows/test.yml)
31
+ [![canary](https://github.com/crp4222/pmq/actions/workflows/canary.yml/badge.svg)](https://github.com/crp4222/pmq/actions/workflows/canary.yml)
32
+ [![license](https://img.shields.io/badge/license-MIT-green)](LICENSE)
33
+
28
34
  Fail-closed execution and market data for **Polymarket CLOB V2**, in Python.
29
35
  Local signing (your keys never leave your process), exchange-confirmed fills
30
36
  only, fee-correct math, and deposit-wallet (`POLY_1271`) support that actually
@@ -63,6 +69,17 @@ a real error in live trading:
63
69
 
64
70
  The full write-up with reproduction details: [docs/war-story.md](docs/war-story.md).
65
71
 
72
+ ## Runs in production
73
+
74
+ The maintainer's own bot trades through this exact executor 24/7 with real
75
+ money. Example receipt (2026-07-03): settlement transaction
76
+ [`0x387f5f09...100d88a8`](https://polygonscan.com/tx/0x387f5f09c031bb36a71c54adc978b1ed4d50c67f6dd3f0c2c8068391100d88a8)
77
+ on the CTF Exchange V2: a FAK market buy built by this library, matched and
78
+ settled, with the builder code visible in the calldata. Additionally, a weekly
79
+ [canary workflow](.github/workflows/canary.yml) exercises the real endpoints
80
+ and the installed client surface, and opens an issue by itself if Polymarket
81
+ drifts.
82
+
66
83
  ## The contract: nothing is booked without exchange confirmation
67
84
 
68
85
  | Situation | What pmq does |
@@ -1,5 +1,10 @@
1
1
  # pmq
2
2
 
3
+ [![PyPI](https://img.shields.io/pypi/v/pmquant)](https://pypi.org/project/pmquant/)
4
+ [![tests](https://github.com/crp4222/pmq/actions/workflows/test.yml/badge.svg)](https://github.com/crp4222/pmq/actions/workflows/test.yml)
5
+ [![canary](https://github.com/crp4222/pmq/actions/workflows/canary.yml/badge.svg)](https://github.com/crp4222/pmq/actions/workflows/canary.yml)
6
+ [![license](https://img.shields.io/badge/license-MIT-green)](LICENSE)
7
+
3
8
  Fail-closed execution and market data for **Polymarket CLOB V2**, in Python.
4
9
  Local signing (your keys never leave your process), exchange-confirmed fills
5
10
  only, fee-correct math, and deposit-wallet (`POLY_1271`) support that actually
@@ -38,6 +43,17 @@ a real error in live trading:
38
43
 
39
44
  The full write-up with reproduction details: [docs/war-story.md](docs/war-story.md).
40
45
 
46
+ ## Runs in production
47
+
48
+ The maintainer's own bot trades through this exact executor 24/7 with real
49
+ money. Example receipt (2026-07-03): settlement transaction
50
+ [`0x387f5f09...100d88a8`](https://polygonscan.com/tx/0x387f5f09c031bb36a71c54adc978b1ed4d50c67f6dd3f0c2c8068391100d88a8)
51
+ on the CTF Exchange V2: a FAK market buy built by this library, matched and
52
+ settled, with the builder code visible in the calldata. Additionally, a weekly
53
+ [canary workflow](.github/workflows/canary.yml) exercises the real endpoints
54
+ and the installed client surface, and opens an issue by itself if Polymarket
55
+ drifts.
56
+
41
57
  ## The contract: nothing is booked without exchange confirmation
42
58
 
43
59
  | Situation | What pmq does |
@@ -0,0 +1,29 @@
1
+ # Security
2
+
3
+ ## Posture
4
+
5
+ * Your private key is read from the environment, used to instantiate the
6
+ local signer, and never logged, transmitted or stored by pmq. There is no
7
+ backend, no telemetry, no custody. The only hosts contacted are Polymarket
8
+ endpoints (clob/gamma/data-api) and, for the on-chain debug helpers you run
9
+ yourself, the RPC you choose.
10
+ * The builder code embedded by default is attribution metadata inside the
11
+ signed order (public on-chain either way). It carries 0/0 commission and is
12
+ disabled with `builder_code=None`. It cannot access funds.
13
+ * The executor refuses to trade if the installed py-clob-client-v2 no longer
14
+ matches the API surface pmq was verified against (introspection at startup),
15
+ rather than signing through changed semantics.
16
+
17
+ ## Reading the source before trusting it
18
+
19
+ A documented wave of fake "polymarket bot" repositories steals private keys.
20
+ pmq is deliberately small (five modules) so you can audit the entire execution
21
+ path in minutes. Grep targets that settle the important questions fast:
22
+ `POLY_PRIVATE_KEY` (read once, passed to the official client), `builder_code`
23
+ (the disclosure and the opt-out), `http` (every host contacted).
24
+
25
+ ## Reporting a vulnerability
26
+
27
+ Open a GitHub security advisory on this repository (Security tab, "Report a
28
+ vulnerability") or an issue with the `security` label if it is not sensitive.
29
+ You will get an answer within a few days.
@@ -86,6 +86,39 @@ def write_halt_flag(utc_day, pnl):
86
86
  log(f"halt flag write failed ({e}); halt still enforced in-process")
87
87
 
88
88
 
89
+ def recover_orphans(tracked):
90
+ """Markets that got a fill but no scoring row (a restart between fill and
91
+ resolution wipes in-memory state) are rebuilt so the scoring loop settles
92
+ them. Live scoring re-pulls exchange truth, so numbers cannot drift."""
93
+ try:
94
+ scored = set()
95
+ if os.path.exists(WINDOWS_CSV):
96
+ for r in csv.DictReader(open(WINDOWS_CSV)):
97
+ scored.add((r["family"], r["mode"]))
98
+ if not os.path.exists(FILLS_CSV):
99
+ return
100
+ now, orphans = time.time(), {}
101
+ for r in csv.DictReader(open(FILLS_CSV)):
102
+ if r["mode"] != MODE or (r["family"], MODE) in scored:
103
+ continue
104
+ o = orphans.setdefault(r["family"], {"side": r["side"], "fills": []})
105
+ o["fills"].append((float(r["price"]), float(r["shares"])))
106
+ for slug, o in orphans.items():
107
+ pm = pmq.parse_market(pmq.get_market(slug, log))
108
+ if not pm:
109
+ log(f"orphan {slug}: market unresolvable, skipped")
110
+ continue
111
+ spent = sum(p * s for p, s in o["fills"])
112
+ fees = sum(pmq.fee(p, s, FEE_RATE) for p, s in o["fills"])
113
+ tracked[slug] = {"pm": pm, "first_seen": now - MAX_TRACK_H * 1800,
114
+ "fills": o["fills"], "spent": spent, "fees": fees,
115
+ "side": o["side"], "winner": None, "src": "",
116
+ "resolved": False, "poisoned": False, "sstate": {}}
117
+ log(f"orphan recovered: {slug} ({len(o['fills'])} fill(s)), will be scored")
118
+ except Exception as e:
119
+ log(f"orphan recovery failed (continuing without): {e}")
120
+
121
+
89
122
  def main(run_hours):
90
123
  t_end = time.time() + run_hours * 3600
91
124
  ex = None
@@ -109,6 +142,7 @@ def main(run_hours):
109
142
  f"daily_halt={DAILY_HALT_USD}$ strategy={strategy.NAME}")
110
143
 
111
144
  tracked, day_pnl, halted_day = {}, {}, None
145
+ recover_orphans(tracked)
112
146
  last_score_poll = 0.0
113
147
 
114
148
  while time.time() < t_end:
@@ -251,6 +285,12 @@ def main(run_hours):
251
285
  log(f"{slug}: SCORED {st['side']} net={net:+.2f}$ "
252
286
  f"winner={winner} day={day_pnl[d]:+.2f}$")
253
287
  st["resolved"] = True
288
+ if ex:
289
+ # republish the CLOB-visible balance so the dashboard
290
+ # tracks exchange truth without ever holding keys
291
+ c = ex.collateral()
292
+ if c > 0:
293
+ log(f"collateral {c:.2f} USDC")
254
294
 
255
295
  except SystemExit:
256
296
  raise
@@ -94,7 +94,8 @@ def service_state():
94
94
  "-n", "1500", "--no-pager", "-q"])
95
95
  lines = jout.splitlines()
96
96
  for line in reversed(lines):
97
- if "live executor ready" in line and "collateral" in line:
97
+ # matches both the startup line and the per-scoring republication
98
+ if "collateral" in line:
98
99
  try:
99
100
  collateral = float(line.split("collateral", 1)[1].split()[0])
100
101
  collateral_ts = float(line.split(" ", 1)[0])
@@ -97,7 +97,7 @@ footer .stale{color:var(--warn);font-weight:600}
97
97
  </div>
98
98
 
99
99
  <div class="tiles">
100
- <div class="tile"><div class="lbl">Balance estimée</div><div class="val" id="tBal">…</div><div class="hint" id="tBalH"></div></div>
100
+ <div class="tile"><div class="lbl">Balance</div><div class="val" id="tBal">…</div><div class="hint" id="tBalH"></div></div>
101
101
  <div class="tile"><div class="lbl">Win rate</div><div class="val" id="tWr">…</div><div class="hint" id="tWrH"></div></div>
102
102
  <div class="tile"><div class="lbl">PnL période</div><div class="val" id="tPnl">…</div><div class="hint" id="tPnlH"></div></div>
103
103
  <div class="tile"><div class="lbl">Frais payés</div><div class="val" id="tFee">…</div><div class="hint" id="tFeeH"></div></div>
@@ -186,7 +186,9 @@ function renderTiles(){
186
186
  const extra = d.windows.filter(w => w.mode === "live" && (w.scored_ts||0) > (s.collateral_ts||0))
187
187
  .reduce((a,w) => a + (w.net_pnl||0), 0);
188
188
  $("tBal").textContent = "~" + (s.collateral + extra).toFixed(2) + "$";
189
- $("tBalH").textContent = "collatéral vu au démarrage " + (extra ? "+ scoré depuis" : "");
189
+ $("tBalH").textContent = "vue exchange, maj il y a "
190
+ + (s.collateral_ts ? ago(d.now - s.collateral_ts) : "?")
191
+ + (extra ? " + scoré depuis" : "");
190
192
  } else { $("tBal").textContent = "?"; $("tBalH").textContent = "visible en mode live"; }
191
193
  $("tWr").textContent = rows.length ? Math.round(100*wins/rows.length) + "%" : "…";
192
194
  $("tWrH").textContent = rows.length ? wins + "W/" + (rows.length-wins) + "L · " + state.mode + " " + per : "aucune fenêtre";
@@ -0,0 +1,45 @@
1
+ # CLOB V2 order rounding, measured
2
+
3
+ *Controlled experiment against production, 2026-07-03, py-clob-client-v2
4
+ 1.0.2, total risk budget 10 USD (net result of the run: +0.39). Raw data
5
+ posted on the client's issues
6
+ [#89](https://github.com/Polymarket/py-clob-client-v2/issues/89#issuecomment-4875871905)
7
+ and [#66](https://github.com/Polymarket/py-clob-client-v2/issues/66#issuecomment-4875871996).*
8
+
9
+ ## Method
10
+
11
+ Phase A: resting GTC bids far below the touch (cannot fill, cancelled after
12
+ each case, zero cost), submitted with adversarial sizes and prices, then read
13
+ back through `get_open_orders` to see what the server actually recorded.
14
+ Phase B: two marketable limit buys on a liquid market to observe matched
15
+ amounts against requested size, cross-checked with `get_trades`.
16
+
17
+ ## Results
18
+
19
+ | Case | Requested | Server-side view |
20
+ |---|---|---|
21
+ | Baseline 2-decimal size | 5.25 @ 0.05 | 5.25, exact |
22
+ | 4-decimal size | 5.2537 | **5.25, silently rounded down** |
23
+ | Float drift | 5.100000000000001 | 5.1, normalized |
24
+ | Price finer than tick | 0.0515 (tick 0.01) | **0.05, silently rounded down** |
25
+ | Sub-cent notional | 5.007 @ 0.03 | accepted, size recorded as 5.00 |
26
+ | Below minimum size | size 4 (min 5) | HTTP 400: `Size (4) lower than the minimum: 5` |
27
+ | Marketable fill, odd size | 5.1234 @ 0.96 | signed as 5.12; matched **exactly 5.12** shares for 4.9152 USDC (0.96 x 5.12 to the cent) |
28
+ | Marketable fill, control | 5.0 @ 0.96 | matched exactly 5.00 for 4.80 USDC |
29
+
30
+ ## What this means
31
+
32
+ 1. On 1.0.2, every input is normalized CLIENT-side (rounded DOWN to the
33
+ allowed decimals per the tick's RoundConfig) before signing. Float-drift
34
+ artifacts never reach the wire.
35
+ 2. The normalization is **silent**. If your own accounting keeps the
36
+ unrounded size or price, it diverges from what the exchange signed. Book
37
+ from the response's matched amounts (what pmq's `Fill` does), never from
38
+ your request.
39
+ 3. Limit-path fills never exceeded the signed size in these tests. The
40
+ overfill reports (filled 5.051 on a size-5 order) are consistent with the
41
+ MARKET-order path instead, where the contract is "spend this amount" and
42
+ the share count is the division remainder of amount by price.
43
+ 4. The per-market minimum size is enforced server-side with a clean 400, and
44
+ is readable in advance from the book response (`min_order_size`, exposed
45
+ by `pmq.book_meta`).
@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
4
4
 
5
5
  [project]
6
6
  name = "pmquant"
7
- version = "0.1.0"
7
+ version = "0.2.0"
8
8
  description = "Fail-closed execution and market-data layer for Polymarket CLOB V2: local signing, confirmed fills only, fee-correct math, working deposit-wallet (POLY_1271) support."
9
9
  readme = "README.md"
10
10
  license = { text = "MIT" }
@@ -31,10 +31,18 @@ Issues = "https://github.com/crp4222/pmq/issues"
31
31
 
32
32
  [project.optional-dependencies]
33
33
  mcp = ["mcp>=1.2"]
34
- dev = ["pytest>=8", "mcp>=1.2"]
34
+ dev = ["pytest>=8", "mcp>=1.2", "ruff>=0.6"]
35
35
 
36
36
  [project.scripts]
37
37
  pmq-mcp = "pmq.mcp:main"
38
38
 
39
39
  [tool.hatch.build.targets.wheel]
40
40
  packages = ["src/pmq"]
41
+
42
+ [tool.ruff]
43
+ line-length = 100
44
+ target-version = "py310"
45
+
46
+ [tool.ruff.lint]
47
+ select = ["E", "F", "W", "I"]
48
+ ignore = ["E501"]
@@ -7,16 +7,29 @@ get_tape, fee, FEE_RATES.
7
7
  Execution layer (keys stay local, nothing booked without exchange
8
8
  confirmation): PolymarketExecutor, Fill, OrderUncertain.
9
9
  """
10
- from .data import (FEE_RATES, band_ask_depth_usd, best_bid_ask,
11
- book_inferred_winner, book_meta, fee, get_book, get_market,
12
- get_tape, http_get_json, parse_market, resolved_winner)
10
+ from .data import (
11
+ FEE_RATES,
12
+ band_ask_depth_usd,
13
+ best_bid_ask,
14
+ book_inferred_winner,
15
+ book_meta,
16
+ event_markets,
17
+ fee,
18
+ get_book,
19
+ get_market,
20
+ get_tape,
21
+ http_get_json,
22
+ parse_market,
23
+ positions,
24
+ resolved_winner,
25
+ )
13
26
  from .exceptions import IntrospectionMismatch, OrderUncertain, PmqError
14
27
 
15
- __version__ = "0.1.0"
28
+ __version__ = "0.2.0"
16
29
  __all__ = [
17
30
  "FEE_RATES", "band_ask_depth_usd", "best_bid_ask", "book_inferred_winner",
18
- "book_meta", "fee", "get_book", "get_market", "get_tape", "http_get_json",
19
- "parse_market", "resolved_winner",
31
+ "book_meta", "event_markets", "fee", "get_book", "get_market", "get_tape",
32
+ "http_get_json", "parse_market", "positions", "resolved_winner",
20
33
  "PolymarketExecutor", "Fill",
21
34
  "PmqError", "OrderUncertain", "IntrospectionMismatch",
22
35
  "__version__",
@@ -191,6 +191,29 @@ def book_inferred_winner(bid_a, bid_b, threshold=0.90):
191
191
  return None
192
192
 
193
193
 
194
+ def event_markets(slug, logger=None):
195
+ """All binary markets of one event (multi-outcome events like elections
196
+ or tournaments are one binary market per candidate). Returns a list of
197
+ :func:`parse_market` dicts; unparseable members are skipped."""
198
+ ev = http_get_json(f"{GAMMA}/events?slug={slug}", logger=logger)
199
+ if not ev:
200
+ return []
201
+ out = []
202
+ for m in ev[0].get("markets") or []:
203
+ pm = parse_market(m)
204
+ if pm:
205
+ out.append(pm)
206
+ return out
207
+
208
+
209
+ def positions(user_address, logger=None, limit=200):
210
+ """Current holdings of a wallet per the data-api (public, ~1 min lag).
211
+ Answers "what do I hold?" after fills: list of dicts with asset,
212
+ conditionId, size, avgPrice, currentValue and friends."""
213
+ return http_get_json(f"{DATA}/positions?user={user_address}&limit={limit}",
214
+ logger=logger) or []
215
+
216
+
194
217
  def get_tape(condition_id, since_ts, max_pages=4, logger=None):
195
218
  """Complete trade tape for a closed market (paginated, newest first).
196
219
 
@@ -101,9 +101,16 @@ class PolymarketExecutor:
101
101
  builder_code=_UNSET, host=HOST, chain_id=CHAIN_ID,
102
102
  client=None, derive_creds=True):
103
103
  from py_clob_client_v2.clob_types import (
104
- AssetType, BalanceAllowanceParams, BuilderConfig,
105
- MarketOrderArgsV2, OpenOrderParams, OrderArgsV2,
106
- OrderMarketCancelParams, OrderType, TradeParams)
104
+ AssetType,
105
+ BalanceAllowanceParams,
106
+ BuilderConfig,
107
+ MarketOrderArgsV2,
108
+ OpenOrderParams,
109
+ OrderArgsV2,
110
+ OrderMarketCancelParams,
111
+ OrderType,
112
+ TradeParams,
113
+ )
107
114
  from py_clob_client_v2.exceptions import PolyApiException
108
115
  self._t = {
109
116
  "AssetType": AssetType, "BalanceAllowanceParams": BalanceAllowanceParams,
@@ -271,6 +278,27 @@ class PolymarketExecutor:
271
278
  return self._parse_fill(resp, side)
272
279
 
273
280
  # ---------------- reconciliation ----------------
281
+ def fee_rate(self, condition_id):
282
+ """Authoritative taker fee rate for one market, straight from the
283
+ exchange (``get_clob_market_info`` field ``fd.r``). Falls back to the
284
+ published crypto rate on failure, so treat the result as an estimate
285
+ exactly like :data:`~pmq.data.FEE_RATES`."""
286
+ try:
287
+ mi = self.client.get_clob_market_info(condition_id)
288
+ return float(mi["fd"]["r"])
289
+ except Exception as e:
290
+ log.warning("fee_rate(%s) fell back to static table: %s", condition_id, e)
291
+ return FEE_RATES["crypto"]
292
+
293
+ def cancel_order(self, order_id):
294
+ """Cancel one resting order by id. Never raises."""
295
+ try:
296
+ self.client.cancel_orders([order_id])
297
+ return True
298
+ except Exception as e:
299
+ log.warning("cancel_order(%s) failed: %s", order_id, e)
300
+ return False
301
+
274
302
  def cancel_market(self, condition_id):
275
303
  """Cancel every resting order of ours on one market. Never raises."""
276
304
  try:
@@ -80,6 +80,19 @@ def find_markets(query: str = "", limit: int = 10) -> list:
80
80
  return out or [{"error": "nothing found"}]
81
81
 
82
82
 
83
+ @mcp.tool()
84
+ def event(slug: str) -> list:
85
+ """All binary markets of one multi-outcome EVENT (an election, a
86
+ tournament: one market per candidate). Use the event slug from
87
+ find_markets. Returns per market: slug, outcome names with token ids,
88
+ close time, settled winner if any."""
89
+ out = [{"market_slug": pm["slug"],
90
+ "outcomes": {pm["outcome_a"]: pm["token_a"], pm["outcome_b"]: pm["token_b"]},
91
+ "end_ts": pm["end_ts"], "settled_winner": data.resolved_winner(pm)}
92
+ for pm in data.event_markets(slug)]
93
+ return out or [{"error": f"no event found for slug {slug!r}"}]
94
+
95
+
83
96
  @mcp.tool()
84
97
  def market(slug: str) -> dict:
85
98
  """Resolve one Polymarket market by its gamma slug (any category, works
@@ -0,0 +1,72 @@
1
+ """Live canary: exercises the REAL Polymarket endpoints and the installed
2
+ py-clob-client-v2 surface. Runs only when PMQ_CANARY=1 (weekly scheduled
3
+ workflow); regular CI stays offline. A failure here means Polymarket or the
4
+ client drifted, not that pmq broke."""
5
+ import os
6
+
7
+ import pytest
8
+
9
+ import pmq
10
+
11
+ pytestmark = pytest.mark.skipif(os.environ.get("PMQ_CANARY") != "1",
12
+ reason="live canary runs on schedule only")
13
+
14
+
15
+ def _top_market():
16
+ evs = pmq.http_get_json(
17
+ f"{pmq.data.GAMMA}/events?closed=false&order=volume24hr"
18
+ f"&ascending=false&limit=1")
19
+ assert evs, "gamma events endpoint returned nothing"
20
+ pm = pmq.parse_market(evs[0]["markets"][0])
21
+ assert pm and pm["token_a"] and pm["condition_id"]
22
+ return pm
23
+
24
+
25
+ def test_gamma_and_slug_resolution():
26
+ pm = _top_market()
27
+ again = pmq.parse_market(pmq.get_market(pm["slug"]))
28
+ assert again and again["condition_id"] == pm["condition_id"]
29
+
30
+
31
+ def test_book_shape_and_exchange_rules():
32
+ pm = _top_market()
33
+ book = pmq.get_book(pm["token_a"])
34
+ assert book, "CLOB book endpoint returned nothing"
35
+ bid, bid_sz, ask, ask_sz = pmq.best_bid_ask(book)
36
+ assert (bid is not None) or (ask is not None), "book has no quotes at all"
37
+ meta = pmq.book_meta(book)
38
+ assert meta["min_order_size"] and meta["tick_size"], \
39
+ "book no longer carries min_order_size/tick_size"
40
+
41
+
42
+ def test_positions_endpoint_shape():
43
+ rows = pmq.positions("0x0000000000000000000000000000000000000001")
44
+ assert isinstance(rows, list)
45
+
46
+
47
+ def test_installed_client_surface_still_matches():
48
+ import inspect
49
+
50
+ from py_clob_client_v2.client import ClobClient
51
+ from py_clob_client_v2.clob_types import MarketOrderArgsV2, OrderType
52
+
53
+ from pmq.executor import _EXPECTED_MARKET_ARGS, _EXPECTED_METHODS
54
+ for name, params in _EXPECTED_METHODS.items():
55
+ fn = getattr(ClobClient, name, None)
56
+ assert fn is not None, f"client lost method {name}"
57
+ have = set(inspect.signature(fn).parameters)
58
+ for p in params:
59
+ assert p in have, f"{name}() lost parameter {p}"
60
+ have = set(inspect.signature(MarketOrderArgsV2).parameters)
61
+ for p in _EXPECTED_MARKET_ARGS:
62
+ assert p in have, f"MarketOrderArgsV2 lost field {p}"
63
+ assert hasattr(OrderType, "FAK")
64
+
65
+
66
+ def test_market_info_fee_field():
67
+ pm = _top_market()
68
+ from py_clob_client_v2.client import ClobClient
69
+ c = ClobClient("https://clob.polymarket.com", chain_id=137)
70
+ mi = c.get_clob_market_info(pm["condition_id"])
71
+ assert isinstance(mi, dict) and "fd" in mi and "r" in mi["fd"], \
72
+ "get_clob_market_info no longer exposes fd.r (authoritative fee rate)"
@@ -1,7 +1,13 @@
1
1
  import json
2
2
 
3
- from pmq import (band_ask_depth_usd, best_bid_ask, book_inferred_winner, fee,
4
- parse_market, resolved_winner)
3
+ from pmq import (
4
+ band_ask_depth_usd,
5
+ best_bid_ask,
6
+ book_inferred_winner,
7
+ fee,
8
+ parse_market,
9
+ resolved_winner,
10
+ )
5
11
 
6
12
 
7
13
  def test_fee_matches_official_formula():
@@ -160,3 +160,21 @@ def test_reconcile_cancels_then_reports_truth():
160
160
  sh, usd, fees = make(fc).reconcile("0xc")
161
161
  assert sh == 2.0 and abs(usd - 1.9) < 1e-9
162
162
  assert fc.calls and fc.calls[0][0] == "cancel"
163
+
164
+
165
+ def test_fee_rate_authoritative_with_fallback():
166
+ class WithInfo(FakeClient):
167
+ def get_clob_market_info(self, condition_id):
168
+ return {"fd": {"r": 0.03, "e": 1}}
169
+ assert make(WithInfo()).fee_rate("0xc") == 0.03
170
+ assert make(FakeClient()).fee_rate("0xc") == 0.07 # fallback: method missing
171
+
172
+
173
+ def test_cancel_order_single():
174
+ class WithCancel(FakeClient):
175
+ def cancel_orders(self, order_hashes):
176
+ self.calls.append(("cancel_orders", order_hashes))
177
+ fc = WithCancel()
178
+ assert make(fc).cancel_order("0xdead") is True
179
+ assert ("cancel_orders", ["0xdead"]) in fc.calls
180
+ assert make(FakeClient()).cancel_order("0xdead") is False
@@ -0,0 +1,82 @@
1
+ """Tests for the bot-template engine (loaded from bot-template/bot.py)."""
2
+ import csv
3
+ import importlib.util
4
+ import os
5
+ import sys
6
+
7
+ import pytest
8
+
9
+ TEMPLATE = os.path.join(os.path.dirname(__file__), "..", "bot-template", "bot.py")
10
+
11
+
12
+ @pytest.fixture()
13
+ def engine(tmp_path, monkeypatch):
14
+ monkeypatch.setenv("BOT_OUT_DIR", str(tmp_path))
15
+ monkeypatch.setenv("BOT_MODE", "paper")
16
+ for mod in ("bot", "strategy"):
17
+ sys.modules.pop(mod, None)
18
+ spec = importlib.util.spec_from_file_location("bot", os.path.abspath(TEMPLATE))
19
+ bot = importlib.util.module_from_spec(spec)
20
+ sys.modules["bot"] = bot
21
+ spec.loader.exec_module(bot)
22
+ return bot
23
+
24
+
25
+ def _write_csv(path, header, rows):
26
+ with open(path, "w", newline="") as f:
27
+ w = csv.DictWriter(f, fieldnames=header)
28
+ w.writeheader()
29
+ for r in rows:
30
+ w.writerow(r)
31
+
32
+
33
+ def test_recover_orphans_rebuilds_unscored_markets(engine, monkeypatch):
34
+ _write_csv(engine.FILLS_CSV, engine.FILLS_HEADER, [
35
+ {"ts": 1, "family": "some-market", "window": 100, "mode": "paper",
36
+ "side": "Yes", "price": 0.5, "shares": 10, "notional": 5,
37
+ "ask_size_at_fill": "", "band_depth_usd": "", "secs_left": "",
38
+ "order_id": ""},
39
+ {"ts": 2, "family": "scored-market", "window": 100, "mode": "paper",
40
+ "side": "Yes", "price": 0.5, "shares": 10, "notional": 5,
41
+ "ask_size_at_fill": "", "band_depth_usd": "", "secs_left": "",
42
+ "order_id": ""},
43
+ ])
44
+ _write_csv(engine.WINDOWS_CSV, engine.WINDOWS_HEADER, [
45
+ {"family": "scored-market", "window": 100, "mode": "paper",
46
+ "side": "Yes", "n_fills": 1, "avg_price": 0.5, "shares": 10,
47
+ "spent": 5, "winner": "Yes", "winner_source": "gamma",
48
+ "gross_pnl": 5, "fee": 0, "net_pnl": 5, "scored_ts": 3}])
49
+ fake_pm = {"condition_id": "0xc", "slug": "some-market", "token_a": "1",
50
+ "token_b": "2", "outcome_a": "Yes", "outcome_b": "No",
51
+ "outcome_prices_raw": None, "idx_a": 0, "end_ts": None}
52
+ monkeypatch.setattr(engine.pmq, "get_market", lambda s, logger=None: {"slug": s})
53
+ monkeypatch.setattr(engine.pmq, "parse_market",
54
+ lambda m, *a, **k: dict(fake_pm) if m else None)
55
+ tracked = {}
56
+ engine.recover_orphans(tracked)
57
+ assert "some-market" in tracked and "scored-market" not in tracked
58
+ st = tracked["some-market"]
59
+ assert st["side"] == "Yes" and st["spent"] == 5.0 and not st["resolved"]
60
+
61
+
62
+ def test_recover_orphans_survives_missing_files(engine):
63
+ tracked = {}
64
+ engine.recover_orphans(tracked)
65
+ assert tracked == {}
66
+
67
+
68
+ def test_halt_flag_roundtrip(engine, tmp_path, monkeypatch):
69
+ monkeypatch.setattr(engine, "STATE_DIR", str(tmp_path / "state"))
70
+ day = "2026-07-03"
71
+ engine.write_halt_flag(day, -25.5)
72
+ assert os.path.exists(engine.halt_flag_path(day))
73
+ content = open(engine.halt_flag_path(day)).read()
74
+ assert "day_pnl=-25.50" in content
75
+
76
+
77
+ def test_append_csv_writes_header_once(engine, tmp_path):
78
+ p = str(tmp_path / "x.csv")
79
+ engine.append_csv(p, {"a": 1, "b": 2}, ["a", "b"])
80
+ engine.append_csv(p, {"a": 3, "b": 4}, ["a", "b"])
81
+ rows = list(csv.DictReader(open(p)))
82
+ assert len(rows) == 2 and rows[1]["a"] == "3"
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
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