update polymarket trading: fix auth, add order monitoring, optimize status handling, remove unused scripts

trader/auto_trade_polymarket.py

@@ -150,18 +150,80 @@ class PolymarketBTCTrader:
         """初始化CLOB交易客户端"""
         try:
             from py_clob_client.client import ClobClient
+            from py_clob_client.clob_types import ApiCreds, OpenOrderParams
             
-            self.clob_client = ClobClient(
-                host=self.CLOB_API,
-                key=self.private_key,
-                chain_id=137,  # Polygon
-            )
-            self.clob_client.set_api_creds(self.clob_client.create_or_derive_api_creds())
-            logger.info("✓ CLOB客户端初始化成功")
+            funder = os.getenv("FUNDER_ADDRESS")
+            nonce_str = os.getenv("POLYMARKET_NONCE")  # 可选，取决于你的钱包设置
+            nonce = int(nonce_str) if nonce_str else None
+            if self.private_key and funder and nonce is not None:
+                try: 
+                    self.clob_client = ClobClient(
+                        host=self.CLOB_API,
+                        key=self.private_key,
+                        chain_id=137,  # Polygon
+                        signature_type=2,
+                        funder=funder
+                    )
+                    derived_creds = self.clob_client.create_or_derive_api_creds(nonce=nonce)
+                    self.clob_client.set_api_creds(derived_creds)
+                    logger.info(f"✓ 私钥派生 API Creds 成功! Derived Key: {derived_creds.api_key}")
+                    # 验证API Key是否有效
+                    self.clob_client.get_api_keys()
+                    # 打印账户信息
+                    self._print_account_info()
+                    
+                except Exception as e:
+                    logger.warning(f"⚠️ 环境变量API凭证鉴权失败: {e}")
+                    self._print_account_info()
+            else:
+                self._print_account_info()
+
         except Exception as e:
             logger.warning(f"⚠️ CLOB客户端初始化失败: {e}")
             self.clob_client = None
 
+    def _print_account_info(self):
+        """打印账户余额和Allowance信息"""
+        try:
+            logger.info("-" * 40)
+            logger.info("👤 账户信息检查:")
+            
+            # 1. 获取地址
+            address = self.clob_client.get_address()
+            logger.info(f"   钱包地址: {address}")
+            
+            # 2. 获取余额和Allowance
+            try:
+                from py_clob_client.clob_types import BalanceAllowanceParams, AssetType
+                
+                # 检查 USDC (Collateral) 的余额
+                # 在Polymarket中，USDC通常作为 COLLATERAL
+                params = BalanceAllowanceParams(asset_type=AssetType.COLLATERAL)
+                
+                balance_allowance = self.clob_client.get_balance_allowance(params)
+                logger.info(f"   USDC余额: ${float(balance_allowance.get('balance', 0)) / 10**6:.2f}") # USDC是6位小数
+                logger.info(f"   授权额度: {balance_allowance.get('allowance', 'N/A')}")
+                
+                # 检查是否足够下单
+                balance = float(balance_allowance.get('balance', 0)) / 10**6
+                if balance < self.max_bet:
+                    logger.warning(f"⚠️ 余额不足: ${balance:.2f} < 下单额 ${self.max_bet:.2f}")
+                    
+            except Exception as e:
+                logger.warning(f"   无法获取详细余额信息: {e}")
+                # 备用方法
+                try:
+                     logger.info(f"   尝试备用方法获取余额...")
+                     # 有些版本的 client 不需要 params
+                     ba = self.clob_client.get_balance_allowance()
+                     logger.info(f"   Balance Info: {ba}")
+                except:
+                     pass
+                
+            logger.info("-" * 40)
+        except Exception as e:
+            logger.error(f"❌ 获取账户信息失败: {e}")
+
     def _log_to_db(self, result: Dict, market: Optional[Dict]):
         """记录交易结果到数据库"""
         try:
@@ -191,6 +253,7 @@ class PolymarketBTCTrader:
                 'size': result.get('size'),
                 'status': status,
                 'error_message': result.get('error'),
+                'order_id': result.get('order_id'),
                 'raw_data': result
             }
             self.db.log_trade(log_data)
@@ -379,6 +442,87 @@ class PolymarketBTCTrader:
             logger.debug(f"获取实时价格失败: {e}")
             return None
     
+    def monitor_order_status(self, order_id: str, timeout_seconds: Optional[int] = None) -> str:
+        """
+        监控订单状态直到成交或超时
+        timeout_seconds: 超时秒数。如果为None，默认监控直到当前小时结束前1分钟。
+        """
+        if timeout_seconds is None:
+             now = datetime.now()
+             next_hour = now.replace(minute=0, second=0, microsecond=0) + timedelta(hours=1)
+             end_time = next_hour - timedelta(minutes=1)
+             timeout_seconds = int((end_time - now).total_seconds())
+             if timeout_seconds < 10: 
+                 timeout_seconds = 10 # 至少监控10秒
+
+        logger.info(f"🕵️ 开始监控订单状态: {order_id} (超时: {timeout_seconds}s)")
+        start_monitor = datetime.now()
+        last_status = 'UNKNOWN'
+        
+        while (datetime.now() - start_monitor).total_seconds() < timeout_seconds:
+            try:
+                order_data = self.clob_client.get_order(order_id)
+                status = order_data.get('status')
+                last_status = status
+                
+                if status in ['MATCHED', 'FILLED']:
+                    logger.info(f"🎉 订单已成交! 状态: {status}")
+                    return status
+                elif status == 'CANCELED':
+                    logger.warning(f"🚫 订单已取消")
+                    return status
+                elif status == 'LIVE':
+                    logger.info(f"   订单挂单中 (LIVE)...")
+                    time.sleep(30)
+                else:
+                    logger.info(f"   订单状态: {status} (等待成交...)")
+                    time.sleep(30) # 轮询间隔
+            except Exception as e:
+                logger.warning(f"⚠️ 查询订单状态失败: {e}")
+                time.sleep(30)
+        
+        logger.info(f"⚠️ 监控超时，当前状态: {last_status}")
+        return last_status
+
+    def _log_to_db(self, result: Dict, market: Optional[Dict]):
+        """记录交易结果到数据库"""
+        try:
+            # 确定状态
+            status = 'UNKNOWN'
+            
+            if self.dry_run:
+                status = 'test'
+            else:
+                # 真实交易：优先使用 Poly 订单状态
+                # 如果没有 order_id，说明下单未成功发起，标记为 FAILED
+                if not result.get('order_id'):
+                    status = 'FAILED'
+                elif result.get('status'):
+                    status = result.get('status')
+                else:
+                    status = 'SUBMITTED' # 有ID但无状态，暂时标记为已提交
+            
+            log_data = {
+                'timestamp': result.get('timestamp'),
+                'market_title': result.get('market'),
+                'market_slug': market.get('slug') if market else result.get('market_slug'),
+                'model_name': 'Ensemble', # 记录为集成策略
+                'prediction': result.get('prediction'),
+                'probability': result.get('probability'),
+                'action': result.get('side'),
+                'price': result.get('price'),
+                'amount': result.get('amount'),
+                'size': result.get('size'),
+                'status': status,
+                'error_message': result.get('error'),
+                'order_id': result.get('order_id'),
+                'raw_data': result
+            }
+            self.db.log_trade(log_data)
+            logger.info(f"💾 交易记录已保存到数据库 (Status: {status})")
+        except Exception as e:
+            logger.error(f"❌ 保存数据库失败: {e}")
+
     def execute_trade(self, prediction: int, market: Dict) -> Dict:
         """执行交易"""
         result = {
@@ -388,25 +532,27 @@ class PolymarketBTCTrader:
             'success': False,
             'order': None,
             'error': None,
+            'order_id': None,
+            'status': None
         }
         
         if prediction == 1:  # 预测涨 -> 买UP
             token_id = market['tokens'][0]
-            price = market['outcome_prices'][0]
+            price = 0.5 # 暂时固定价格
             side = "UP"
         else:  # 预测跌 -> 买DOWN
             token_id = market['tokens'][1]
-            price = market['outcome_prices'][1]
+            price = 0.5 # 暂时固定价格
             side = "DOWN"
         
         result['side'] = side
         result['price'] = price
         
         # 检查价格限制
-        if price > self.max_price:
-            result['error'] = f"价格${price:.2f}超过限制${self.max_price:.2f}"
-            logger.error(f"❌ {result['error']}")
-            return result
+        # if price > self.max_price:
+        #     result['error'] = f"价格${price:.2f}超过限制${self.max_price:.2f}"
+        #     logger.error(f"❌ {result['error']}")
+        #     return result
         
         # 计算数量
         size = self.max_bet / price
@@ -423,6 +569,7 @@ class PolymarketBTCTrader:
             logger.info("🔸 [模拟模式] 未实际下单")
             result['success'] = True
             result['order'] = 'DRY_RUN'
+            result['status'] = 'simulated'
             return result
         
         # 实际下单
@@ -433,21 +580,60 @@ class PolymarketBTCTrader:
         
         try:
             from py_clob_client.order_builder.constants import BUY
+            from py_clob_client.clob_types import OrderArgs, OpenOrderParams
             
-            order = self.clob_client.create_limit_order(
-                token_id=token_id,
-                price=price,
-                size=size,
-                side=BUY,
-            )
-            
-            response = self.clob_client.post_order(order)
-            logger.info(f"✓ 订单已提交: {response}")
-            result['success'] = True
-            result['order'] = response
+            # 2. 检查现有挂单
+            order_id = None
+            try:
+                open_order_params = OpenOrderParams(asset_id=token_id)
+                existing_orders = self.clob_client.get_orders(open_order_params)
+                if existing_orders:
+                    existing_order = existing_orders[0]
+                    order_id = existing_order.get('orderID')
+                    logger.warning(f"⚠️ 检测到已有挂单: {order_id}，跳过下单")
+                    result['order_id'] = order_id
+                    result['success'] = True
+            except Exception as e:
+                logger.warning(f"⚠️ 检查挂单失败 (不影响下单): {e}")
+
+            if not order_id:
+                # 创建订单参数
+                order_args = OrderArgs(
+                    price=price,
+                    size=size,
+                    side=BUY,
+                    token_id=token_id,
+                )
+                
+                # 3. 原子化下单 (Create & Post)
+                logger.info(f"正在下单... (Price: {price}, Size: {size})")
+                response = self.clob_client.create_and_post_order(order_args)
+                
+                if response and response.get('success'):
+                    order_id = response.get('orderID')
+                    result['order_id'] = order_id
+                    result['success'] = True
+                    result['order'] = response
+                    logger.info(f"✓ 订单已提交, Order ID: {order_id}")
+                else:
+                    error_msg = response.get('errorMsg') if response else "未知错误"
+                    result['error'] = f"下单失败: {error_msg}"
+                    logger.error(f"❌ {result['error']}")
+                    logger.error(f"   Response: {response}")
+
+            # 4. 立即查询状态 (无论是新单还是旧单)
+            if order_id:
+                try:
+                    order_status = self.clob_client.get_order(order_id)
+                    status = order_status.get('status')
+                    result['status'] = status
+                    logger.info(f"   订单状态: {status}")
+                except Exception as e:
+                    logger.warning(f"⚠️ 无法获取订单状态: {e}")
+
         except Exception as e:
             result['error'] = str(e)
-            logger.error(f"❌ 下单失败: {e}")
+            logger.error(f"❌ 下单异常: {e}")
         
         return result
     
@@ -662,60 +848,108 @@ class PolymarketBTCTrader:
             return result
             
         # 检查是否已交易过该市场
-        check_status = 'test' if self.dry_run else 'success'
-        if self.db.check_existing_trade(market['slug'], status=check_status):
-            result['error'] = '该市场已存在成功交易记录'
-            logger.warning(f"⚠️ {result['error']}, 跳过交易")
-            return result
+        existing_trade = self.db.get_existing_trade(market['slug'])
+        
+        if existing_trade:
+            status = existing_trade.get('status')
+            order_id = existing_trade.get('order_id')
+            
+            # 如果是成功状态或模拟测试，且不需要进一步同步，则直接跳过
+            if status in ['test', 'MATCHED', 'FILLED']:
+                # 但如果是 dry_run 模式，且 existing_trade 也是 test，则认为是已完成
+                if self.dry_run and status == 'test':
+                    result['error'] = '该市场已存在模拟交易记录'
+                    logger.warning(f"⚠️ {result['error']}, 跳过交易")
+                    return result
+                elif not self.dry_run and status in ['MATCHED', 'FILLED']:
+                    result['error'] = '该市场已存在成功交易记录'
+                    logger.warning(f"⚠️ {result['error']}, 跳过交易")
+                    return result
+            
+            # 如果存在未完成的订单 (且不是 dry_run)，尝试同步状态
+            # FAILED 和 CANCELED 可以重试
+            if not self.dry_run and order_id and status not in ['FAILED', 'CANCELED', 'test']:
+                logger.info(f"🔄 发现已有订单 ({status}), 正在同步状态... OrderID: {order_id}")
+                try:
+                    # 使用较短的超时时间进行一次快速检查
+                    new_status = self.monitor_order_status(order_id, timeout_seconds=10)
+                    
+                    if new_status != status:
+                        self.db.update_trade_status(existing_trade['id'], new_status)
+                        logger.info(f"📝 数据库状态已更新: {status} -> {new_status}")
+                    
+                    if new_status in ['MATCHED', 'FILLED']:
+                        result['status'] = new_status
+                        result['error'] = '该市场已存在成功交易记录 (已同步)'
+                        return result
+                    elif new_status == 'CANCELED':
+                        logger.warning("⚠️ 原订单已取消，将尝试重新下单...")
+                        # 允许后续逻辑继续执行，尝试重新下单
+                        pass
+                    else:
+                        logger.info(f"⏳ 订单状态仍为 {new_status}，继续等待或根据策略处理...")
+                        # 如果还在 OPEN/LIVE，可能需要取消重下或者继续等待？
+                        # 这里简单处理：如果还在挂单中，暂不重复下单
+                        if new_status in ['OPEN', 'LIVE', 'pending']:
+                             result['error'] = f'该市场已存在挂单 ({new_status})'
+                             result['order_id'] = order_id
+                             return result
+                except Exception as e:
+                    logger.warning(f"⚠️ 同步订单状态失败: {e}")
 
         # 3. 循环检查价格并交易
-        start_time = datetime.now()
-        end_time = start_time + timedelta(minutes=timeout_minutes)
+        # start_time = datetime.now()
+        # end_time = start_time + timedelta(minutes=timeout_minutes)
         
-        logger.info(f"🔄 开始价格监控 (预测: {'UP' if prediction == 1 else 'DOWN'})...")
+        # logger.info(f"🔄 开始价格监控 (预测: {'UP' if prediction == 1 else 'DOWN'})...")
         
-        while datetime.now() < end_time:
+        # while datetime.now() < end_time:
             # 刷新价格
-            market = self.refresh_prices()
-            if not market:
-                logger.warning("无法获取市场价格，重试中...")
-                time.sleep(10)
-                continue
+            # market = self.refresh_prices()
+            # if not market:
+            #     logger.warning("无法获取市场价格，重试中...")
+            #     time.sleep(10)
+            #     continue
             
             # 检查价格
-            price_idx = 0 if prediction == 1 else 1
-            current_price = market['outcome_prices'][price_idx]
+            # price_idx = 0 if prediction == 1 else 1
+            # current_price = market['outcome_prices'][price_idx]
             
-            logger.info(f"   当前价格: ${current_price:.3f} (目标: <= ${self.max_price:.2f})")
+            # logger.info(f"   当前价格: ${current_price:.3f} (目标: <= ${self.max_price:.2f})")
             
-            if current_price <= self.max_price:
+            # if current_price <= self.max_price:
                 # 价格符合，执行交易
-                logger.info("✅ 价格满足条件，正在下单...")
-                trade_result = self.execute_trade(prediction, market)
-                result.update(trade_result)
-                
-                # 记录数据库
-                self._log_to_db(result, market)
-                
-                logger.info("=" * 60)
-                return result
-            else:
-                # 价格过高，等待
-                wait_time = 30  # 等待30秒
-                elapsed = int((datetime.now() - start_time).total_seconds())
-                logger.info(f"⏳ 价格过高，继续等待... (已耗时: {elapsed}s)")
-                time.sleep(wait_time)
+        logger.info("✅ 预测完成，正在下单(限价 0.5)...")
+        trade_result = self.execute_trade(prediction, market)
+        result.update(trade_result)
+        
+        # 如果下单成功且有order_id，进入状态监控
+        if result.get('success') and result.get('order_id'):
+            final_status = self.monitor_order_status(result['order_id'])
+            result['status'] = final_status
+        
+        # 记录数据库
+        self._log_to_db(result, market)
+        
+        logger.info("=" * 60)
+        return result
+            # else:
+            #     # 价格过高，等待
+            #     wait_time = 30  # 等待30秒
+            #     elapsed = int((datetime.now() - start_time).total_seconds())
+            #     logger.info(f"⏳ 价格过高，继续等待... (已耗时: {elapsed}s)")
+            #     time.sleep(wait_time)
         
         # 超时
-        result['error'] = f'等待价格超时 ({timeout_minutes}分钟)'
-        result['price'] = market['outcome_prices'][0] if prediction == 1 else market['outcome_prices'][1]
-        result['side'] = 'UP' if prediction == 1 else 'DOWN'
-        logger.error(f"❌ {result['error']}")
+        # result['error'] = f'等待价格超时 ({timeout_minutes}分钟)'
+        # result['price'] = market['outcome_prices'][0] if prediction == 1 else market['outcome_prices'][1]
+        # result['side'] = 'UP' if prediction == 1 else 'DOWN'
+        # logger.error(f"❌ {result['error']}")
         
-        self._log_to_db(result, market)
-        logger.info("=" * 60)
+        # self._log_to_db(result, market)
+        # logger.info("=" * 60)
         
-        return result
+        # return result
     
     def _show_initial_prediction(self):
         """
@@ -790,9 +1024,9 @@ def main():
                        help='模拟模式(不实际下单)')
     parser.add_argument('--real', action='store_true',
                        help='真实交易模式')
-    parser.add_argument('--max-bet', type=float, default=1.0,
+    parser.add_argument('--max-bet', type=float, default=2.5,
                        help='最大下注金额(USDC)')
-    parser.add_argument('--max-price', type=float, default=0.50,
+    parser.add_argument('--max-price', type=float, default=0.5,
                        help='最高可接受价格')
     parser.add_argument('--once', action='store_true',
                        help='只执行一次(不启动定时器)')