395 lines
11 KiB
Python
395 lines
11 KiB
Python
"""
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Polymarket API 客户端
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用于与Polymarket CLOB API交互，支持：
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- 搜索BTC相关市场
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- 获取订单簿和价格
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- 下单交易
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"""
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import os
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import httpx
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from typing import Optional, Dict, List, Any
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from dataclasses import dataclass
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from dotenv import load_dotenv
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from utils.network_proxy import apply_global_proxy_from_env, get_proxy_url
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from utils.project_logger import get_project_logger
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# 加载环境变量
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load_dotenv()
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apply_global_proxy_from_env()
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logger = get_project_logger("api.polymarket_client")
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@dataclass
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class MarketInfo:
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"""市场信息"""
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condition_id: str
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question: str
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outcomes: List[str]
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outcome_prices: List[float]
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tokens: List[Dict]
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volume: float
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liquidity: float
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end_date: str
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class PolymarketClient:
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"""Polymarket API客户端"""
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GAMMA_API = "https://gamma-api.polymarket.com"
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CLOB_API = "https://clob.polymarket.com"
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def __init__(self, private_key: Optional[str] = None):
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"""
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初始化客户端
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Args:
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private_key: 钱包私钥(用于交易)，如不提供则只能读取数据
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"""
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self.private_key = private_key or os.getenv("POLYMARKET_PRIVATE_KEY")
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# 配置代理
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proxy = get_proxy_url()
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# HTTP客户端 - 禁用压缩避免brotli问题
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self.http = httpx.Client(
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timeout=30.0,
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proxy=proxy,
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headers={'Accept-Encoding': 'identity'} # 禁用压缩
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)
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# 如果有私钥，初始化CLOB客户端
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self.clob_client = None
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if self.private_key:
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self._init_clob_client()
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def _init_clob_client(self):
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"""初始化CLOB交易客户端"""
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try:
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from py_clob_client.client import ClobClient
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from py_clob_client.clob_types import ApiCreds
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# Polygon链ID
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chain_id = 137
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# 初始化客户端
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self.clob_client = ClobClient(
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host=self.CLOB_API,
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key=self.private_key,
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chain_id=chain_id,
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)
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# 获取或创建API凭证
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self.clob_client.set_api_creds(self.clob_client.create_or_derive_api_creds())
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logger.info("CLOB客户端初始化成功")
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except Exception as e:
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logger.warning("CLOB客户端初始化失败: %s", e)
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self.clob_client = None
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def search_markets(self, query: str = "BTC", limit: int = 20) -> List[Dict]:
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"""
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搜索市场
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Args:
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query: 搜索关键词
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limit: 返回数量限制
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Returns:
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市场列表
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"""
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try:
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response = self.http.get(
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f"{self.GAMMA_API}/markets",
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params={
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"active": "true",
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"closed": "false",
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"limit": limit,
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}
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)
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response.raise_for_status()
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markets = response.json()
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# 过滤包含关键词的市场
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filtered = [m for m in markets if query.lower() in m.get("question", "").lower()]
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return filtered
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except Exception as e:
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logger.error("搜索市场失败: %s", e)
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return []
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def search_btc_1h_markets(self) -> List[Dict]:
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"""
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搜索BTC 1小时价格预测市场
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Returns:
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BTC 1H相关市场列表
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"""
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try:
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response = self.http.get(
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f"{self.GAMMA_API}/markets",
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params={
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"active": "true",
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"closed": "false",
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"limit": 100,
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}
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)
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response.raise_for_status()
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markets = response.json()
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# 过滤BTC 1小时相关市场
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btc_1h_markets = []
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keywords = ["btc", "bitcoin"]
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time_keywords = ["1h", "1 hour", "hourly", "hour"]
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for m in markets:
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question = m.get("question", "").lower()
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# 检查是否包含BTC关键词
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has_btc = any(kw in question for kw in keywords)
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# 检查是否包含1小时关键词
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has_1h = any(kw in question for kw in time_keywords)
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if has_btc and has_1h:
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btc_1h_markets.append(m)
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return btc_1h_markets
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except Exception as e:
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logger.error("搜索BTC 1H市场失败: %s", e)
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return []
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def get_market_info(self, condition_id: str) -> Optional[MarketInfo]:
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"""
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获取市场详细信息
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Args:
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condition_id: 市场条件ID
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Returns:
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市场信息对象
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"""
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try:
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response = self.http.get(f"{self.GAMMA_API}/markets/{condition_id}")
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response.raise_for_status()
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data = response.json()
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return MarketInfo(
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condition_id=data.get("conditionId", ""),
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question=data.get("question", ""),
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outcomes=data.get("outcomes", []),
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outcome_prices=data.get("outcomePrices", []),
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tokens=data.get("tokens", []),
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volume=float(data.get("volume", 0)),
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liquidity=float(data.get("liquidity", 0)),
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end_date=data.get("endDate", ""),
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)
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except Exception as e:
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logger.error("获取市场信息失败: %s", e)
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return None
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def get_orderbook(self, token_id: str) -> Dict:
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"""
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获取订单簿
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Args:
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token_id: 代币ID
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Returns:
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订单簿数据
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"""
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try:
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response = self.http.get(
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f"{self.CLOB_API}/book",
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params={"token_id": token_id}
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)
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response.raise_for_status()
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return response.json()
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except Exception as e:
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logger.error("获取订单簿失败: %s", e)
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return {}
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def get_price(self, token_id: str) -> Optional[float]:
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"""
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获取代币当前价格
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Args:
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token_id: 代币ID
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Returns:
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当前价格(0-1之间)
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"""
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try:
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response = self.http.get(
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f"{self.CLOB_API}/price",
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params={"token_id": token_id, "side": "buy"}
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)
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response.raise_for_status()
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data = response.json()
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return float(data.get("price", 0))
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except Exception as e:
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logger.error("获取价格失败: %s", e)
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return None
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def place_market_order(
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self,
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token_id: str,
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side: str, # "BUY" or "SELL"
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amount: float, # USDC金额
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) -> Optional[Dict]:
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"""
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下市价单
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Args:
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token_id: 代币ID
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side: 买卖方向 "BUY" 或 "SELL"
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amount: 下注金额(USDC)
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Returns:
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订单响应
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"""
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if not self.clob_client:
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logger.error("CLOB客户端未初始化，无法下单")
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return None
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try:
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from py_clob_client.order_builder.constants import BUY, SELL
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order_side = BUY if side.upper() == "BUY" else SELL
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# 创建市价单
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order = self.clob_client.create_market_order(
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token_id=token_id,
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amount=amount,
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side=order_side,
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)
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# 提交订单
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response = self.clob_client.post_order(order)
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logger.info("订单已提交: %s", response)
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return response
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except Exception as e:
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logger.error("下单失败: %s", e)
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return None
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def place_limit_order(
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self,
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token_id: str,
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side: str, # "BUY" or "SELL"
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price: float, # 价格(0-1)
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size: float, # 数量
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) -> Optional[Dict]:
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"""
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下限价单
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Args:
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token_id: 代币ID
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side: 买卖方向 "BUY" 或 "SELL"
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price: 价格(0-1之间)
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size: 购买数量
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Returns:
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订单响应
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"""
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if not self.clob_client:
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logger.error("CLOB客户端未初始化，无法下单")
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return None
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try:
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from py_clob_client.order_builder.constants import BUY, SELL
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order_side = BUY if side.upper() == "BUY" else SELL
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# 创建限价单
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order = self.clob_client.create_limit_order(
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token_id=token_id,
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price=price,
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size=size,
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side=order_side,
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)
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# 提交订单
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response = self.clob_client.post_order(order)
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logger.info("限价单已提交: %s", response)
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return response
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except Exception as e:
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logger.error("下单失败: %s", e)
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return None
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def get_positions(self) -> List[Dict]:
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"""
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获取当前仓位
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Returns:
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仓位列表
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"""
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if not self.clob_client:
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logger.error("CLOB客户端未初始化")
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return []
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try:
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positions = self.clob_client.get_positions()
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return positions
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except Exception as e:
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logger.error("获取仓位失败: %s", e)
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return []
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def cancel_order(self, order_id: str) -> bool:
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"""
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取消订单
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Args:
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order_id: 订单ID
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Returns:
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是否成功
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"""
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if not self.clob_client:
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logger.error("CLOB客户端未初始化")
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return False
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try:
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self.clob_client.cancel(order_id)
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logger.info("订单已取消: %s", order_id)
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return True
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except Exception as e:
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logger.error("取消订单失败: %s", e)
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return False
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def close(self):
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"""关闭客户端"""
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self.http.close()
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# 测试函数
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def test_search_markets():
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"""测试搜索市场功能"""
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client = PolymarketClient()
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print("搜索BTC相关市场...")
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markets = client.search_markets("BTC", limit=10)
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if markets:
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print(f"\n找到 {len(markets)} 个BTC相关市场:\n")
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for m in markets[:5]:
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print(f" 问题: {m.get('question', 'N/A')}")
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print(f" 条件ID: {m.get('conditionId', 'N/A')}")
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print(f" 结果: {m.get('outcomes', [])}")
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print(f" 价格: {m.get('outcomePrices', [])}")
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print("-" * 50)
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else:
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print("未找到BTC相关市场")
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print("\n搜索BTC 1H市场...")
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btc_1h = client.search_btc_1h_markets()
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if btc_1h:
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print(f"找到 {len(btc_1h)} 个BTC 1H市场")
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for m in btc_1h:
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print(f" {m.get('question', 'N/A')}")
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else:
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print("未找到BTC 1H市场")
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client.close()
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if __name__ == "__main__":
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test_search_markets()
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