201 lines
9.1 KiB
C#
201 lines
9.1 KiB
C#
using System.Net.Http.Json;
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using System.Text.Json.Serialization;
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using Microsoft.Extensions.Logging;
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using Predictalytics.Application.Interfaces;
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using Predictalytics.Domain.Enums;
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namespace Predictalytics.Infrastructure.Providers.Polymarket;
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/// <summary>
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/// HTTP client for Polymarket Data API.
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/// All endpoints use https://data-api.polymarket.com
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/// </summary>
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public class PolymarketApiClient
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{
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private readonly HttpClient _client;
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private readonly HttpClient _gammaClient;
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private readonly HttpClient _clobClient;
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private readonly IRateLimiter _rateLimiter;
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private readonly ILogger<PolymarketApiClient> _logger;
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private const string DataApiBase = "https://data-api.polymarket.com";
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private const string GammaApiBase = "https://gamma-api.polymarket.com";
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private const string ClobApiBase = "https://clob.polymarket.com";
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public PolymarketApiClient(IHttpClientFactory httpFactory, IRateLimiter rateLimiter, ILogger<PolymarketApiClient> logger)
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{
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_client = httpFactory.CreateClient("PolymarketData");
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_client.BaseAddress = new Uri(DataApiBase);
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_client.DefaultRequestHeaders.Add("Accept", "application/json");
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_gammaClient = httpFactory.CreateClient("PolymarketGamma");
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_gammaClient.BaseAddress = new Uri(GammaApiBase);
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_gammaClient.DefaultRequestHeaders.Add("Accept", "application/json");
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_clobClient = httpFactory.CreateClient("PolymarketClob");
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_clobClient.BaseAddress = new Uri(ClobApiBase);
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_clobClient.DefaultRequestHeaders.Add("Accept", "application/json");
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_rateLimiter = rateLimiter;
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_logger = logger;
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}
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public async Task<List<PolymarketTradeResponse>> GetTradesAsync(string walletAddress, int limit = 1000, CancellationToken ct = default)
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{
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var url = $"/activity?user={walletAddress}&limit={limit}";
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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>> 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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return await ExecuteWithRetryAsync<List<PolymarketTradeResponse>>(_client, url, "Data", ct) ?? [];
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}
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public async Task<List<PolymarketPositionResponse>> GetPositionsAsync(string walletAddress, CancellationToken ct = default)
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{
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var url = $"/positions?user={walletAddress}&sizeThreshold=0.1&sortBy=CURRENT&sortOrder=DESC";
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return await ExecuteWithRetryAsync<List<PolymarketPositionResponse>>(_client, url, "Data", ct) ?? [];
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}
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public async Task<GammaMarketResponse?> GetMarketAsync(string conditionId, CancellationToken ct = default)
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{
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var url = $"/markets?condition_id={conditionId}";
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var results = await ExecuteWithRetryAsync<List<GammaMarketResponse>>(_gammaClient, url, "Gamma", ct);
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return results?.FirstOrDefault();
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}
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/// <summary>
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/// Fetch a batch of events (and their nested markets) from the Gamma API with pagination.
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/// Supports offset-based pagination via the offset parameter.
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/// </summary>
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public async Task<List<GammaEventResponse>> GetEventsAsync(int limit = 100, int offset = 0, bool includeClosed = false, CancellationToken ct = default)
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{
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var activeOnly = !includeClosed;
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var url = $"/events?limit={limit}&offset={offset}&active={activeOnly.ToString().ToLower()}&closed={includeClosed.ToString().ToLower()}";
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_logger.LogDebug("Fetching events: {Url}", url);
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var result = await ExecuteWithRetryAsync<List<GammaEventResponse>>(_gammaClient, url, "Gamma", ct);
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_logger.LogInformation("Fetched {Count} events (offset={Offset}, closed={Closed})", result?.Count ?? 0, offset, includeClosed);
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return result ?? [];
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}
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/// <summary>
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/// Fetch top holders for a specific market (conditionId) from the Data API.
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/// Returns holders grouped by token (outcome).
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/// </summary>
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public async Task<List<HoldersResponse>> GetHoldersAsync(string conditionId, int limit = 20, CancellationToken ct = default)
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{
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var url = $"/holders?market={conditionId}&limit={limit}";
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_logger.LogDebug("Fetching holders: {Url}", url);
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var result = await ExecuteWithRetryAsync<List<HoldersResponse>>(_client, url, "Data", ct);
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_logger.LogInformation("Fetched holders for {Market}: {Count} token groups",
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conditionId.Length > 12 ? conditionId[..12] + "..." : conditionId, result?.Count ?? 0);
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return result ?? [];
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}
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/// <summary>
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/// Get leaderboard from the official Polymarket Data API v1.
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/// Endpoint: GET https://data-api.polymarket.com/v1/leaderboard
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/// </summary>
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public async Task<List<LeaderboardEntry>> GetLeaderboardAsync(
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int limit = 50,
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string timePeriod = "ALL",
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string orderBy = "PNL",
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string category = "OVERALL",
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CancellationToken ct = default)
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{
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var url = $"/v1/leaderboard?limit={Math.Min(limit, 50)}&time_period={timePeriod}&order_by={orderBy}&category={category}";
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_logger.LogDebug("Fetching leaderboard: {Url}", url);
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var result = await ExecuteWithRetryAsync<List<LeaderboardEntry>>(_client, url, "Data", ct);
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_logger.LogInformation("Leaderboard returned {Count} entries", result?.Count ?? 0);
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return result ?? [];
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}
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/// <summary>
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/// Fetch CLOB orderbook for a given token ID.
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/// </summary>
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public async Task<OrderBookResponse?> GetOrderBookAsync(string tokenId, CancellationToken ct = default)
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{
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var url = $"/book?token_id={tokenId}";
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_logger.LogDebug("Fetching orderbook for token: {TokenId}", tokenId);
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return await ExecuteWithRetryAsync<OrderBookResponse>(_clobClient, url, "CLOB", ct);
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}
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private async Task<T?> ExecuteWithRetryAsync<T>(HttpClient client, string url, string endpointGroup, CancellationToken ct, int attempt = 1)
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{
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await _rateLimiter.WaitAsync(PlatformType.Polymarket, ct, endpointGroup);
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try
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{
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var response = await client.GetAsync(url, ct);
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if (response.StatusCode == System.Net.HttpStatusCode.TooManyRequests)
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{
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TimeSpan? retryAfter = null;
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if (response.Headers.RetryAfter != null)
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{
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retryAfter = response.Headers.RetryAfter.Delta ??
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(response.Headers.RetryAfter.Date.HasValue
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? response.Headers.RetryAfter.Date.Value - DateTimeOffset.UtcNow
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: null);
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}
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var waitTime = retryAfter ?? TimeSpan.FromSeconds(30);
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if (waitTime.TotalSeconds < 5)
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{
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_logger.LogWarning("Got 429 but Retry-After was {RawWait}s. Enforcing 30s minimum.", waitTime.TotalSeconds);
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waitTime = TimeSpan.FromSeconds(30);
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}
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_logger.LogWarning("⚠️ Rate limit exceeded (429) for Polymarket {Group}. Pausing for {WaitTime}s...", endpointGroup, (int)waitTime.TotalSeconds);
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_rateLimiter.ReportRateLimitExceeded(PlatformType.Polymarket, waitTime, endpointGroup);
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if (attempt < 3)
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{
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_logger.LogWarning("Retrying {Url} (attempt {NextAttempt})...", url, attempt + 1);
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return await ExecuteWithRetryAsync<T>(client, url, endpointGroup, ct, attempt + 1);
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}
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return default;
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}
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if ((int)response.StatusCode == 422)
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{
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_logger.LogInformation("End of data reached (422) for {Url}. Stopping pagination.", url);
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return default;
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}
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response.EnsureSuccessStatusCode();
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return await response.Content.ReadFromJsonAsync<T>(cancellationToken: ct);
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}
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catch (Exception ex)
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{
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if (ex is HttpRequestException hex && hex.StatusCode == System.Net.HttpStatusCode.TooManyRequests)
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{
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_logger.LogCritical("Unhandled 429 in PolymarketApiClient for {Url}. This should have been caught by the status code check.", url);
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}
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_logger.LogError(ex, "Failed to fetch from {Url} (attempt {Attempt})", url, attempt);
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return default;
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}
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}
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public async Task<List<PriceHistoryEntry>> GetPricesHistoryAsync(string clobTokenId, string interval = "6h", CancellationToken ct = default)
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{
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var url = $"/prices-history?market={clobTokenId}&interval={interval}";
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var result = await ExecuteWithRetryAsync<PolymarketPriceHistoryResponse>(_clobClient, url, "Clob", ct);
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return result?.History ?? [];
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}
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}
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public class PolymarketPriceHistoryResponse
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{
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[JsonPropertyName("history")] public List<PriceHistoryEntry> History { get; set; } = [];
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}
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public class PriceHistoryEntry
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{
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[JsonPropertyName("t")] public long Timestamp { get; set; }
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[JsonPropertyName("p")] public double Price { get; set; }
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}
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