poly-position-watcher 0.3.1__tar.gz → 0.3.2__tar.gz

{poly_position_watcher-0.3.1/poly_position_watcher.egg-info → poly_position_watcher-0.3.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: poly-position-watcher
-Version: 0.3.1
+Version: 0.3.2
 Summary: polymarket proxy wallet redeem
 Home-page: https://github.com/tosmart01/polymarket-position-watcher
 Author: pinbar
@@ -100,6 +100,50 @@ Important:
 - `get_position()` does not fetch `/markets` automatically.
 - If a market is missing `feeSchedule`, fee calculation is skipped for that market and a warning is logged once.
 
+Where does `feeSchedule` come from:
+- Fetch a market or event from the Gamma API, then read the market object's `feeSchedule`.
+- Your trade payload uses `trade.market` as the market `conditionId`, so register fee metadata with `conditionId` as the key.
+- Official docs:
+  [Fees](https://docs.polymarket.com/trading/fees),
+  [Get event by id](https://docs.polymarket.com/api-reference/events/get-event-by-id),
+  [List markets](https://docs.polymarket.com/api-reference/markets/list-markets),
+  [Get market by slug](https://docs.polymarket.com/api-reference/markets/get-market-by-slug)
+
+Example: fetch an event and register all nested market fee schedules
+
+```python
+import requests
+
+event = requests.get(
+    "https://gamma-api.polymarket.com/events/<event_id>",
+    timeout=10,
+).json()
+
+fee_schedule_map = {
+    market["conditionId"]: market.get("feeSchedule")
+    for market in event.get("markets", [])
+    if market.get("feeSchedule")
+}
+
+service.set_market_fee_schedules(fee_schedule_map)
+```
+
+Example: fetch a single market and register its fee schedule
+
+```python
+import requests
+
+market = requests.get(
+    "https://gamma-api.polymarket.com/markets/slug/<market-slug>",
+    timeout=10,
+).json()
+
+service.set_market_fee_schedule(
+    market["conditionId"],
+    market.get("feeSchedule"),
+)
+```
+
 
 
 Example output:
@@ -161,13 +205,14 @@ Some Polymarket markets enable taker fee / maker rebate. This library supports f
 - Enable with `enable_fee_calc=True`
 - Register `condition_id -> feeSchedule` through `service.set_market_fee_schedule(...)` or `service.set_market_fee_schedules(...)`
 - This registration step is required if you want fee-aware positions; the watcher does not auto-fetch `/markets`
+- In practice, use the Gamma market/event response's `market.get("feeSchedule")`
 - Optionally override the fee handler with `fee_calc_fn`
 - Disable (default) if you prefer pre-fee positions
 - Returned position fields:
   `size` = post-fee net size, `original_size` = pre-fee net size, `fee_amount` = accumulated fee amount
 
 Default fee formula (when `fee_calc_fn` is not provided):
-`fee = size * price * rate * (price * (1 - price)) ** exponent`.
+`fee = size * rate * price * (1 - price)`.
 
 On taker buys, the fee is deducted in shares, so `size` is reduced by `fee / price`.
 On taker sells, the fee is charged in USDC, so position size is unchanged and only `fee_amount` increases.

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/README.md

@@ -81,6 +81,50 @@ Important:
 - `get_position()` does not fetch `/markets` automatically.
 - If a market is missing `feeSchedule`, fee calculation is skipped for that market and a warning is logged once.
 
+Where does `feeSchedule` come from:
+- Fetch a market or event from the Gamma API, then read the market object's `feeSchedule`.
+- Your trade payload uses `trade.market` as the market `conditionId`, so register fee metadata with `conditionId` as the key.
+- Official docs:
+  [Fees](https://docs.polymarket.com/trading/fees),
+  [Get event by id](https://docs.polymarket.com/api-reference/events/get-event-by-id),
+  [List markets](https://docs.polymarket.com/api-reference/markets/list-markets),
+  [Get market by slug](https://docs.polymarket.com/api-reference/markets/get-market-by-slug)
+
+Example: fetch an event and register all nested market fee schedules
+
+```python
+import requests
+
+event = requests.get(
+    "https://gamma-api.polymarket.com/events/<event_id>",
+    timeout=10,
+).json()
+
+fee_schedule_map = {
+    market["conditionId"]: market.get("feeSchedule")
+    for market in event.get("markets", [])
+    if market.get("feeSchedule")
+}
+
+service.set_market_fee_schedules(fee_schedule_map)
+```
+
+Example: fetch a single market and register its fee schedule
+
+```python
+import requests
+
+market = requests.get(
+    "https://gamma-api.polymarket.com/markets/slug/<market-slug>",
+    timeout=10,
+).json()
+
+service.set_market_fee_schedule(
+    market["conditionId"],
+    market.get("feeSchedule"),
+)
+```
+
 
 
 Example output:
@@ -142,13 +186,14 @@ Some Polymarket markets enable taker fee / maker rebate. This library supports f
 - Enable with `enable_fee_calc=True`
 - Register `condition_id -> feeSchedule` through `service.set_market_fee_schedule(...)` or `service.set_market_fee_schedules(...)`
 - This registration step is required if you want fee-aware positions; the watcher does not auto-fetch `/markets`
+- In practice, use the Gamma market/event response's `market.get("feeSchedule")`
 - Optionally override the fee handler with `fee_calc_fn`
 - Disable (default) if you prefer pre-fee positions
 - Returned position fields:
   `size` = post-fee net size, `original_size` = pre-fee net size, `fee_amount` = accumulated fee amount
 
 Default fee formula (when `fee_calc_fn` is not provided):
-`fee = size * price * rate * (price * (1 - price)) ** exponent`.
+`fee = size * rate * price * (1 - price)`.
 
 On taker buys, the fee is deducted in shares, so `size` is reduced by `fee / price`.
 On taker sells, the fee is charged in USDC, so position size is unchanged and only `fee_amount` increases.

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/poly_position_watcher/_version.py

@@ -1,3 +1,3 @@
 __all__ = ["__version__"]
 
-__version__ = "0.3.1"
+__version__ = "0.3.2"

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/poly_position_watcher/position_service.py

@@ -195,16 +195,19 @@ class PositionStore:
         def _status_is(trade: TradeMessage, status: TradeStatus) -> bool:
             return trade.status == status or trade.status == status.value
 
-        filled_trades = [i for i in trades if _status_is(i, FAILED_TRADE)]
+        failed_trades = [i for i in trades if _status_is(i, FAILED_TRADE)]
         success_trades = [i for i in trades if not _status_is(i, FAILED_TRADE)]
         confirmed_trades = [
             i for i in success_trades if _status_is(i, TradeStatus.CONFIRMED)
         ]
-        has_failed = bool(len(filled_trades))
+        has_failed = bool(len(failed_trades))
         if has_failed:
-            filled_size = sum([i.size for i in filled_trades])
+            failed_size = sum(i.size for i in failed_trades)
+            failed_trade_ids = [trade.id for trade in failed_trades]
             logger.warning(
-                f"found error trades, total size: {filled_size}: {filled_trades}"
+                "Found failed trades, total size: {}, ids: {}",
+                failed_size,
+                failed_trade_ids,
             )
         market_slug = next(
             (trade.market_slug for trade in trades if trade.market_slug), ""
@@ -240,7 +243,7 @@ class PositionStore:
             created_at=datetime.fromtimestamp(position_result.last_update),
             has_failed=has_failed,
             market_slug=market_slug,
-            failed_trades=filled_trades,
+            failed_trades=failed_trades,
         )
         return current
         # if exists_pos := self.positions.get(token_id):

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/poly_position_watcher/schema/position_model.py

@@ -139,6 +139,20 @@ class UserPosition(PrettyPrintBaseModel):
     def failed_size(self) -> float:
         return sum(i.size for i in self.failed_trades)
 
+    @property
+    def failed_trade_ids(self) -> list[str]:
+        return [trade.id for trade in self.failed_trades]
+
+    def __str__(self):
+        lines = []
+        for name, value in self.__dict__.items():
+            if name == "failed_trades":
+                value = self.failed_trade_ids
+            lines.append(f"{name}: {value!r}")
+        return f"{self.__class__.__name__}(\n  " + ",\n  ".join(lines) + "\n)"
+
+    __repr__ = __str__
+
 
 class PositionDetails(BaseModel):
     """仓位详细信息"""

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/poly_position_watcher/trade_calculator.py

@@ -25,18 +25,15 @@ def _default_fee_calc(
     fee_schedule: Mapping[str, Any],
 ) -> tuple[float, float]:
     rate = float(fee_schedule.get("rate") or 0.0)
-    exponent = float(fee_schedule.get("exponent") or 0.0)
     if size <= 0 or price <= 0 or rate <= 0:
         return size, 0.0
 
-    fee_amount = round(
-        max(size * price * rate * ((price * (1 - price)) ** exponent), 0.0),
-        4,
-    )
+    fee_amount = round(max(size * rate * price * (1 - price), 0.0), 5)
     if fee_amount <= 0:
         return size, 0.0
 
-    if side == Side.BUY or side == Side.BUY.value:
+    side_value = getattr(side, "value", side)
+    if str(side_value).upper() == "BUY":
         fee_size = fee_amount / price
         return max(size - fee_size, 0.0), fee_amount
 

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2/poly_position_watcher.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: poly-position-watcher
-Version: 0.3.1
+Version: 0.3.2
 Summary: polymarket proxy wallet redeem
 Home-page: https://github.com/tosmart01/polymarket-position-watcher
 Author: pinbar
@@ -100,6 +100,50 @@ Important:
 - `get_position()` does not fetch `/markets` automatically.
 - If a market is missing `feeSchedule`, fee calculation is skipped for that market and a warning is logged once.
 
+Where does `feeSchedule` come from:
+- Fetch a market or event from the Gamma API, then read the market object's `feeSchedule`.
+- Your trade payload uses `trade.market` as the market `conditionId`, so register fee metadata with `conditionId` as the key.
+- Official docs:
+  [Fees](https://docs.polymarket.com/trading/fees),
+  [Get event by id](https://docs.polymarket.com/api-reference/events/get-event-by-id),
+  [List markets](https://docs.polymarket.com/api-reference/markets/list-markets),
+  [Get market by slug](https://docs.polymarket.com/api-reference/markets/get-market-by-slug)
+
+Example: fetch an event and register all nested market fee schedules
+
+```python
+import requests
+
+event = requests.get(
+    "https://gamma-api.polymarket.com/events/<event_id>",
+    timeout=10,
+).json()
+
+fee_schedule_map = {
+    market["conditionId"]: market.get("feeSchedule")
+    for market in event.get("markets", [])
+    if market.get("feeSchedule")
+}
+
+service.set_market_fee_schedules(fee_schedule_map)
+```
+
+Example: fetch a single market and register its fee schedule
+
+```python
+import requests
+
+market = requests.get(
+    "https://gamma-api.polymarket.com/markets/slug/<market-slug>",
+    timeout=10,
+).json()
+
+service.set_market_fee_schedule(
+    market["conditionId"],
+    market.get("feeSchedule"),
+)
+```
+
 
 
 Example output:
@@ -161,13 +205,14 @@ Some Polymarket markets enable taker fee / maker rebate. This library supports f
 - Enable with `enable_fee_calc=True`
 - Register `condition_id -> feeSchedule` through `service.set_market_fee_schedule(...)` or `service.set_market_fee_schedules(...)`
 - This registration step is required if you want fee-aware positions; the watcher does not auto-fetch `/markets`
+- In practice, use the Gamma market/event response's `market.get("feeSchedule")`
 - Optionally override the fee handler with `fee_calc_fn`
 - Disable (default) if you prefer pre-fee positions
 - Returned position fields:
   `size` = post-fee net size, `original_size` = pre-fee net size, `fee_amount` = accumulated fee amount
 
 Default fee formula (when `fee_calc_fn` is not provided):
-`fee = size * price * rate * (price * (1 - price)) ** exponent`.
+`fee = size * rate * price * (1 - price)`.
 
 On taker buys, the fee is deducted in shares, so `size` is reduced by `fee / price`.
 On taker sells, the fee is charged in USDC, so position size is unchanged and only `fee_amount` increases.

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/poly_position_watcher.egg-info/SOURCES.txt

@@ -21,4 +21,5 @@ poly_position_watcher/schema/__init__.py
 poly_position_watcher/schema/base.py
 poly_position_watcher/schema/common_model.py
 poly_position_watcher/schema/position_model.py
+tests/test_position_model.py
 tests/test_trade_calculator.py

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "poly-position-watcher"
-version = "0.3.1"
+version = "0.3.2"
 description = "polymarket proxy wallet redeem"
 readme = "README.md"
 requires-python = ">=3.11"

poly_position_watcher-0.3.2/tests/test_position_model.py

@@ -0,0 +1,59 @@
+from __future__ import annotations
+
+import unittest
+
+from poly_position_watcher.schema.position_model import TradeMessage, UserPosition
+
+
+def build_failed_trade(trade_id: str) -> TradeMessage:
+    return TradeMessage(
+        type="TRADE",
+        event_type="trade",
+        asset_id="0xtoken",
+        id=trade_id,
+        maker_orders=[],
+        transaction_hash=f"0xhash-{trade_id}",
+        market="0xmarket",
+        maker_address="0xuser",
+        outcome="YES",
+        owner="0xuser",
+        price=0.25,
+        side="BUY",
+        size=10.0,
+        status="FAILED",
+        taker_order_id=f"0xorder-{trade_id}",
+        timestamp=1,
+        match_time=1,
+        last_update=1,
+        trade_owner="0xuser",
+        trader_side="TAKER",
+        fee_rate_bps=0,
+        market_slug="test-market",
+    )
+
+
+class UserPositionTests(unittest.TestCase):
+    def test_failed_trade_ids_are_exposed_in_string_output(self) -> None:
+        position = UserPosition(
+            price=0.25,
+            size=10.0,
+            original_size=10.0,
+            volume=2.5,
+            fee_amount=0.0,
+            sellable_size=10.0,
+            token_id="0xtoken",
+            last_update=1,
+            market_id="0xmarket",
+            outcome="YES",
+            has_failed=True,
+            failed_trades=[build_failed_trade("failed-1"), build_failed_trade("failed-2")],
+        )
+
+        self.assertEqual(position.failed_trade_ids, ["failed-1", "failed-2"])
+        rendered = str(position)
+        self.assertIn("failed_trades: ['failed-1', 'failed-2']", rendered)
+        self.assertNotIn("transaction_hash", rendered)
+
+
+if __name__ == "__main__":
+    unittest.main()

{poly_position_watcher-0.3.1 → poly_position_watcher-0.3.2}/tests/test_trade_calculator.py

@@ -53,8 +53,8 @@ def build_taker_trade(
     )
 
 
-def expected_fee(size: float, price: float, rate: float, exponent: float) -> float:
-    return round(size * price * rate * ((price * (1 - price)) ** exponent), 4)
+def expected_fee(size: float, price: float, rate: float) -> float:
+    return round(size * rate * price * (1 - price), 5)
 
 
 class TradeCalculatorFeeTests(unittest.TestCase):
@@ -139,7 +139,7 @@ class TradeCalculatorFeeTests(unittest.TestCase):
             fee_schedule_by_market={MARKET_ID: FEE_SCHEDULE},
         )
 
-        fee_amount = expected_fee(100.0, 0.25, 0.0175, 1)
+        fee_amount = expected_fee(100.0, 0.25, 0.0175)
         expected_size = 100.0 - fee_amount / 0.25
 
         self.assertTrue(math.isclose(result.fee_amount, fee_amount, rel_tol=0, abs_tol=1e-9))
@@ -166,7 +166,7 @@ class TradeCalculatorFeeTests(unittest.TestCase):
             fee_schedule_by_market={MARKET_ID: FEE_SCHEDULE},
         )
 
-        fee_amount = expected_fee(100.0, 0.25, 0.0175, 1)
+        fee_amount = expected_fee(100.0, 0.25, 0.0175)
         net_proceeds = 100.0 * 0.25 - fee_amount
 
         self.assertTrue(math.isclose(result.fee_amount, fee_amount, rel_tol=0, abs_tol=1e-9))
@@ -183,7 +183,7 @@ class TradeCalculatorFeeTests(unittest.TestCase):
             price=0.25,
             match_time=1,
         )
-        buy_fee = expected_fee(100.0, 0.25, 0.0175, 1)
+        buy_fee = expected_fee(100.0, 0.25, 0.0175)
         net_buy_size = 100.0 - buy_fee / 0.25
 
         sell_trade = build_taker_trade(
@@ -201,7 +201,7 @@ class TradeCalculatorFeeTests(unittest.TestCase):
             fee_schedule_by_market={MARKET_ID: FEE_SCHEDULE},
         )
 
-        sell_fee = expected_fee(net_buy_size, 0.4, 0.0175, 1)
+        sell_fee = expected_fee(net_buy_size, 0.4, 0.0175)
         expected_realized_pnl = (net_buy_size * 0.4 - sell_fee) - 25.0
 
         self.assertTrue(math.isclose(result.size, 0.0, rel_tol=0, abs_tol=1e-9))