Fix: Implement FixPlan part A9, A10, B
This commit is contained in:
@@ -46,6 +46,39 @@ public class PolymarketApiClient
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return await ExecuteWithRetryAsync<List<PolymarketTradeResponse>>(_client, url, "Data", ct) ?? [];
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}
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public async Task<List<PolymarketTradeResponse>> GetTradesPagedAsync(string walletAddress, int limit = 500, CancellationToken ct = default)
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{
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var allTrades = new List<PolymarketTradeResponse>();
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long? endTimestamp = null;
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while (true)
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{
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var url = $"/activity?user={walletAddress}&limit={limit}";
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if (endTimestamp.HasValue)
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{
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url += $"&end={endTimestamp.Value}";
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}
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var batch = await ExecuteWithRetryAsync<List<PolymarketTradeResponse>>(_client, url, "Data", ct);
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if (batch == null || batch.Count == 0)
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{
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break;
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}
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allTrades.AddRange(batch);
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if (batch.Count < limit)
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{
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break;
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}
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var oldestTimestamp = batch.Min(t => t.Timestamp);
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endTimestamp = oldestTimestamp - 1;
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}
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return allTrades;
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}
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public async Task<List<PolymarketTradeResponse>> GetMarketTradesAsync(string conditionId, int limit = 1000, int offset = 0, CancellationToken ct = default)
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{
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var url = $"/trades?condition_id={conditionId}&limit={limit}&offset={offset}";
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@@ -59,10 +59,20 @@ public class PolymarketTradeResponse
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[JsonConverter(typeof(FlexibleDoubleConverter))]
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public double Size { get; set; }
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[JsonPropertyName("usdcSize")]
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[JsonConverter(typeof(FlexibleDoubleConverter))]
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public double UsdcSize { get; set; }
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[JsonPropertyName("price")]
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[JsonConverter(typeof(FlexibleDoubleConverter))]
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public double Price { get; set; }
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[JsonPropertyName("outcomeIndex")]
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public int? OutcomeIndex { get; set; }
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[JsonPropertyName("name")] public string? Name { get; set; }
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[JsonPropertyName("pseudonym")] public string? Pseudonym { get; set; }
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[JsonPropertyName("outcome")] public string Outcome { get; set; } = "";
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[JsonPropertyName("timestamp")]
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@@ -137,7 +147,7 @@ public class GammaMarketResponse
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[JsonPropertyName("closed")] public bool Closed { get; set; }
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[JsonPropertyName("active")] public bool Active { get; set; }
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[JsonPropertyName("resolved")] public bool Resolved { get; set; }
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[JsonPropertyName("resolution_outcome")] public string? ResolutionOutcome { get; set; }
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[JsonPropertyName("umaResolutionStatus")] public string? UmaResolutionStatus { get; set; }
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[JsonPropertyName("negRisk")] public bool NegRisk { get; set; }
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[JsonPropertyName("closedTime")] public string? ClosedTime { get; set; }
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[JsonPropertyName("takerFee")] [JsonConverter(typeof(FlexibleDoubleConverter))] public double TakerFee { get; set; }
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@@ -56,13 +56,50 @@ public class PolymarketProvider : IPlatformProvider
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TransactionHash = r.TransactionHash?.ToLowerInvariant(),
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TraderId = 0,
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TransientWallet = wallet,
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym
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};
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}).ToList();
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return mappedTrades.GroupBy(t => t.PlatformTradeId, StringComparer.OrdinalIgnoreCase).Select(g => g.First()).ToList();
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}
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public async Task<IReadOnlyList<Trade>> GetTradesPagedAsync(string platformUserId, int limitPerRequest = 500, CancellationToken ct = default)
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{
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using var _ = PlatformLogContext.Push(PlatformName);
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_logger.LogDebug("Fetching all paged trades for {Wallet}", platformUserId);
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var raw = await _api.GetTradesPagedAsync(platformUserId, limitPerRequest, ct);
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_logger.LogInformation("Fetched {Count} trades total for {Wallet}", raw.Count, platformUserId);
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var mappedTrades = raw.Select(r =>
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{
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var wallet = !string.IsNullOrEmpty(r.User) ? r.User :
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!string.IsNullOrEmpty(r.ProxyWallet) ? r.ProxyWallet :
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platformUserId;
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var side = MapTradeSide(r);
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var sideStr = side.ToString().ToUpperInvariant();
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return new Trade
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{
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Platform = PlatformType.Polymarket,
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PlatformTradeId = string.IsNullOrEmpty(r.TransactionHash)
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? $"{r.Timestamp}_{wallet}_{r.Asset}_{sideStr}"
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: $"{r.TransactionHash.ToLowerInvariant()}_{wallet}_{r.Asset}_{sideStr}",
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MarketId = r.ConditionId ?? "",
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AssetId = r.Asset ?? "",
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Outcome = r.Outcome ?? "",
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Side = side,
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Price = (decimal)r.Price,
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Size = (decimal)r.Size,
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Amount = (decimal)(r.Price * r.Size),
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ExecutedAt = DateTimeOffset.FromUnixTimeSeconds(r.Timestamp).UtcDateTime,
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TransactionHash = r.TransactionHash?.ToLowerInvariant(),
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TraderId = 0,
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TransientWallet = wallet,
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym
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};
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}).ToList();
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return mappedTrades.GroupBy(t => t.PlatformTradeId, StringComparer.OrdinalIgnoreCase).Select(g => g.First()).ToList();
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}
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public async Task<IReadOnlyList<Trade>> GetMarketTradesAsync(string platformMarketId, int limit = 1000, CancellationToken ct = default)
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{
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var raw = await _api.GetMarketTradesAsync(platformMarketId, limit, 0, ct);
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@@ -90,6 +127,7 @@ public class PolymarketProvider : IPlatformProvider
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TransactionHash = r.TransactionHash,
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TraderId = 0,
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TransientWallet = wallet,
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym
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};
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}).ToList();
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@@ -106,7 +144,8 @@ public class PolymarketProvider : IPlatformProvider
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return raw.Select(r => new TraderPositionInfo(
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platformUserId, r.Market, r.Question, r.Outcome,
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(decimal)r.Size, (decimal)r.AvgPrice,
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(decimal)r.CurrentValue, (decimal)r.PercentPnl
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(decimal)r.CurrentValue, (decimal)r.PercentPnl,
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r.AssetId
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)).ToList();
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}
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@@ -300,8 +339,6 @@ public class PolymarketProvider : IPlatformProvider
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EndDate = DateTime.TryParse(raw.EndDate ?? raw.EndDateIso, out var med) ? med : null,
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CreatedAt = DateTime.TryParse(raw.CreatedAt, out var mcd) ? mcd : DateTime.UtcNow,
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DbCreatedAt = DateTime.UtcNow,
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IsResolved = raw.Resolved || raw.Closed,
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ResolutionOutcome = raw.ResolutionOutcome,
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LastUpdatedAt = DateTime.UtcNow,
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FeeRateBps = (decimal)(raw.TakerFee * 10000),
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IsNegRisk = raw.NegRisk,
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@@ -313,6 +350,11 @@ public class PolymarketProvider : IPlatformProvider
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var outcomePrices = ParseJsonStringArray(raw.OutcomePrices);
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var tokenIds = ParseJsonStringArray(raw.ClobTokenIds);
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bool pricesSnapped = false;
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bool hasHighPrice = false;
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bool allSnapped = outcomePrices.Count > 0;
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string? snappedWinnerLabel = null;
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for (int i = 0; i < outcomeLabels.Count; i++)
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{
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decimal price = 0;
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@@ -320,8 +362,6 @@ public class PolymarketProvider : IPlatformProvider
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decimal.TryParse(outcomePrices[i], System.Globalization.NumberStyles.Any,
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System.Globalization.CultureInfo.InvariantCulture, out price);
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string tokenId = i < tokenIds.Count ? tokenIds[i] : "";
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var label = outcomeLabels[i];
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if ((label.Equals("Yes", StringComparison.OrdinalIgnoreCase) || label.Equals("No", StringComparison.OrdinalIgnoreCase))
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&& !string.IsNullOrEmpty(raw.GroupItemTitle))
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@@ -329,6 +369,21 @@ public class PolymarketProvider : IPlatformProvider
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label = $"{raw.GroupItemTitle} - {label}";
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}
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if (price <= 0.02m || price >= 0.98m)
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{
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if (price >= 0.98m)
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{
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hasHighPrice = true;
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snappedWinnerLabel = label;
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}
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}
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else
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{
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allSnapped = false;
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}
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string tokenId = i < tokenIds.Count ? tokenIds[i] : "";
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market.Outcomes.Add(new MarketOutcome
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{
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Label = label,
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@@ -338,6 +393,11 @@ public class PolymarketProvider : IPlatformProvider
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});
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}
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pricesSnapped = allSnapped && hasHighPrice;
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market.IsResolved = raw.UmaResolutionStatus == "resolved" || (raw.Closed && pricesSnapped);
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market.ResolutionOutcome = market.IsResolved ? snappedWinnerLabel : null;
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return market;
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}
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