[WIP]: Polymarket support #195
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,131 @@ | ||
| # -*- coding: utf-8 -*- | ||
| # ------------------------------------------------------------------------------ | ||
| # | ||
| # Copyright 2023-2024 Valory AG | ||
| # | ||
| # Licensed under the Apache License, Version 2.0 (the "License"); | ||
| # you may not use this file except in compliance with the License. | ||
| # You may obtain a copy of the License at | ||
| # | ||
| # http://www.apache.org/licenses/LICENSE-2.0 | ||
| # | ||
| # Unless required by applicable law or agreed to in writing, software | ||
| # distributed under the License is distributed on an "AS IS" BASIS, | ||
| # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| # See the License for the specific language governing permissions and | ||
| # limitations under the License. | ||
| # | ||
| # ------------------------------------------------------------------------------ | ||
|
|
||
| """Polymarket queries.""" | ||
|
|
||
| from string import Template | ||
|
|
||
|
|
||
| questions_polymarket_gamma = Template( | ||
| """ | ||
| { | ||
| markets( | ||
| where: "active=true AND closed=false AND outcomes='[\\\"Yes\\\", \\\"No\\\"]' AND NOT market_maker_address=''" | ||
| order: "start_date DESC" | ||
| limit: 100 | ||
| ) { | ||
| marketMakerAddress | ||
| question | ||
| denominationToken | ||
| submitted_by | ||
| fee | ||
| endDate | ||
| outcomes | ||
| outcomePrices | ||
| liquidity | ||
| } | ||
| } | ||
| """ | ||
| ) | ||
|
|
||
|
|
||
| questions_polymarket = Template( | ||
| """ | ||
| { | ||
| fixedProductMarketMakers( | ||
| where: { | ||
| outcomeSlotCount: ${slot_count}, | ||
| }, | ||
| orderBy: creationTimestamp | ||
| orderDirection: desc | ||
| first: 1000 | ||
| ){ | ||
| id | ||
| collateralToken { | ||
| id | ||
| name | ||
| symbol | ||
| } | ||
| creator | ||
| fee | ||
| outcomeSlotCount | ||
| outcomeTokenAmounts | ||
| outcomeTokenPrices | ||
| scaledLiquidityParameter | ||
| conditions { | ||
| id | ||
| questionId | ||
| } | ||
| } | ||
| } | ||
| """ | ||
| ) | ||
|
|
||
| # Missing fields: | ||
| # language_in: ${languages}, | ||
| # openingTimestamp | ||
| # outcomes | ||
|
|
||
|
|
||
| # Different fields: | ||
| # outcomeTokenMarginalPrices == outcomeTokenPrices ? | ||
| # scaledLiquidityParameter == scaledLiquidityMeasure ? | ||
|
|
||
|
|
||
| trades = Template( | ||
| """ | ||
| { | ||
| fpmmTrades ( | ||
| where: { | ||
| type: Buy, | ||
| creator: "${creator}", | ||
| fpmm_: { | ||
| creationTimestamp_gt: "${creationTimestamp_gt}", | ||
| answerFinalizedTimestamp_not: null, | ||
| isPendingArbitration: false | ||
| } | ||
| } | ||
| orderBy: fpmm__creationTimestamp | ||
| orderDirection: asc | ||
| first: ${first} | ||
| ){ | ||
| fpmm { | ||
| answerFinalizedTimestamp | ||
| collateralToken | ||
| condition { | ||
| id | ||
| outcomeSlotCount | ||
| } | ||
| creator | ||
| creationTimestamp | ||
| currentAnswer | ||
| question { | ||
| id | ||
| data | ||
| } | ||
| templateId | ||
| } | ||
| outcomeIndex | ||
| outcomeTokenMarginalPrice | ||
| outcomeTokensTraded | ||
| transactionHash | ||
| } | ||
| } | ||
| """ | ||
| ) |
Oops, something went wrong.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
The
sample_bets_closing_daysoverride can be set to a large value to test kelly for Polymarket.