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test_external_signals.py
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235 lines (198 loc) · 9.13 KB
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import json
import tempfile
import unittest
from pathlib import Path
from poly_strategy.external_signals import (
external_signal_report,
ingest_external_signals,
polymarket_market_ids_from_external_signals,
)
from poly_strategy.oddpool import OddpoolQuotaError, reserve_oddpool_quota
class ExternalSignalTests(unittest.TestCase):
def test_ingest_external_signals_normalizes_json_payloads(self):
payload = {
"signals": [
{
"id": "sig-1",
"strategy": "cross_platform",
"event": "Fed decision",
"edge": 0.05,
"roi": 0.08,
"legs": [
{"platform": "Polymarket", "marketId": "poly-1", "outcome": "YES", "ask": 0.45, "depth": 100},
{"platform": "Kalshi", "ticker": "kalshi-1", "outcome": "NO", "ask": 0.50, "depth": 90},
],
}
]
}
with tempfile.TemporaryDirectory() as tmp:
source = Path(tmp) / "signals.json"
out = Path(tmp) / "external.ndjson"
source.write_text(json.dumps(payload))
count = ingest_external_signals(out, "oddpool", input_path=source)
row = json.loads(out.read_text().splitlines()[0])
self.assertEqual(count, 1)
self.assertEqual(row["type"], "external_signal")
self.assertEqual(row["source"], "oddpool")
self.assertEqual(row["source_id"], "sig-1")
self.assertEqual(row["kind"], "cross_platform")
self.assertEqual(row["quoted_edge"], 0.05)
self.assertEqual(row["legs"][0]["venue"], "polymarket")
self.assertEqual(row["legs"][1]["market_id"], "kalshi-1")
def test_ingest_external_signals_supports_oddpool_current_shape(self):
payload = {
"arbitrages": [
{
"id": "arb-1",
"net_cents": 1.25,
"roi": 0.04,
"depth": 200,
"platforms": [
{"platform": "Polymarket", "market_id": "poly-1", "outcome": "YES", "best_ask": 0.48},
{"platform": "Kalshi", "ticker": "KXTEST", "outcome": "NO", "best_ask": 0.50},
],
}
]
}
with tempfile.TemporaryDirectory() as tmp:
source = Path(tmp) / "oddpool.json"
out = Path(tmp) / "external.ndjson"
source.write_text(json.dumps(payload))
count = ingest_external_signals(out, "oddpool", input_path=source)
row = json.loads(out.read_text().splitlines()[0])
self.assertEqual(count, 1)
self.assertEqual(row["source"], "oddpool")
self.assertEqual(row["source_id"], "arb-1")
self.assertEqual(row["quoted_edge"], 0.0125)
self.assertEqual(row["quoted_depth"], 200)
self.assertEqual([leg["venue"] for leg in row["legs"]], ["polymarket", "kalshi"])
def test_ingest_external_signals_supports_oddpool_free_search_market_shape(self):
payload = [
{
"exchange": "polymarket",
"market_id": "pm-1",
"question": "Will the Fed cut rates in June?",
"event_title": "Fed decision",
"liquidity": 123.45,
"last_yes_price": 0.42,
}
]
with tempfile.TemporaryDirectory() as tmp:
source = Path(tmp) / "oddpool-search.json"
out = Path(tmp) / "external.ndjson"
source.write_text(json.dumps(payload))
count = ingest_external_signals(out, "oddpool", input_path=source)
row = json.loads(out.read_text().splitlines()[0])
self.assertEqual(count, 1)
self.assertEqual(row["source_id"], "pm-1")
self.assertEqual(row["kind"], "oddpool_search_market")
self.assertEqual(row["event_title"], "Fed decision")
self.assertEqual(row["quoted_depth"], 123.45)
self.assertEqual(row["legs"][0]["venue"], "polymarket")
self.assertEqual(row["legs"][0]["market_id"], "pm-1")
self.assertEqual(row["legs"][0]["side"], "watch")
def test_ingest_external_signals_supports_oddpool_free_search_event_shape(self):
payload = {
"data": [
{
"exchange": "kalshi",
"event_id": "evt-1",
"title": "Fed decision",
"volume": 500,
}
]
}
with tempfile.TemporaryDirectory() as tmp:
source = Path(tmp) / "oddpool-events.json"
out = Path(tmp) / "external.ndjson"
source.write_text(json.dumps(payload))
count = ingest_external_signals(out, "oddpool", input_path=source)
row = json.loads(out.read_text().splitlines()[0])
self.assertEqual(count, 1)
self.assertEqual(row["source_id"], "evt-1")
self.assertEqual(row["kind"], "oddpool_search_event")
self.assertEqual(row["legs"][0]["venue"], "kalshi")
self.assertEqual(row["legs"][0]["market_id"], "evt-1")
def test_oddpool_quota_ledger_tracks_monthly_limit(self):
from datetime import datetime, timezone
with tempfile.TemporaryDirectory() as tmp:
state = Path(tmp) / "quota.json"
first = reserve_oddpool_quota(
state,
"https://api.oddpool.com/search/recent/markets?limit=1",
monthly_limit=1,
min_interval_seconds=0,
now=datetime(2026, 5, 9, 0, 0, tzinfo=timezone.utc),
sleep_for_rate_limit=False,
)
with self.assertRaises(OddpoolQuotaError):
reserve_oddpool_quota(
state,
"https://api.oddpool.com/search/recent/markets?limit=1",
monthly_limit=1,
min_interval_seconds=0,
now=datetime(2026, 5, 9, 0, 1, tzinfo=timezone.utc),
sleep_for_rate_limit=False,
)
self.assertEqual(first["used"], 1)
self.assertEqual(first["remaining"], 0)
def test_external_signal_report_summarizes_sources_and_venues(self):
rows = [
{
"type": "external_signal",
"source": "oddpool",
"source_id": "a",
"kind": "cross_platform",
"quoted_edge": 0.04,
"quoted_roi": 0.05,
"legs": [{"venue": "polymarket"}, {"venue": "kalshi"}],
},
{
"type": "external_signal",
"source": "custom",
"source_id": "b",
"kind": "basket",
"quoted_edge": 0.10,
"legs": [{"venue": "polymarket"}],
},
]
with tempfile.TemporaryDirectory() as tmp:
path = Path(tmp) / "external.ndjson"
path.write_text("\n".join(json.dumps(row) for row in rows) + "\n")
report = external_signal_report(path)
self.assertEqual(report["signal_count"], 2)
self.assertEqual(report["by_source"][0]["source"], "custom")
self.assertEqual(report["top"][0]["source_id"], "b")
self.assertIn({"venue_pair": "kalshi+polymarket", "count": 1}, report["by_venue_pair"])
def test_polymarket_market_ids_from_external_signals_dedupes_in_order(self):
rows = [
{
"type": "external_signal",
"legs": [
{"venue": "polymarket", "market_id": "pm-1"},
{"venue": "kalshi", "market_id": "kx-1"},
],
},
{"type": "external_signal", "legs": [{"venue": "polymarket", "market_id": "pm-1"}]},
{"type": "external_signal", "legs": [{"venue": "Polymarket", "market_id": "pm-2"}]},
]
with tempfile.TemporaryDirectory() as tmp:
path = Path(tmp) / "external.ndjson"
path.write_text("\n".join(json.dumps(row) for row in rows) + "\n")
market_ids = polymarket_market_ids_from_external_signals(path)
self.assertEqual(market_ids, ["pm-1", "pm-2"])
def test_polymarket_market_ids_from_external_signals_limit_prefers_latest_unique_ids(self):
rows = [
{"type": "external_signal", "legs": [{"venue": "polymarket", "market_id": "old-1"}]},
{"type": "external_signal", "legs": [{"venue": "polymarket", "market_id": "old-2"}]},
{"type": "external_signal", "legs": [{"venue": "polymarket", "market_id": "new-1"}]},
{"type": "external_signal", "legs": [{"venue": "polymarket", "market_id": "old-1"}]},
{"type": "external_signal", "legs": [{"venue": "polymarket", "market_id": "new-2"}]},
]
with tempfile.TemporaryDirectory() as tmp:
path = Path(tmp) / "external.ndjson"
path.write_text("\n".join(json.dumps(row) for row in rows) + "\n")
market_ids = polymarket_market_ids_from_external_signals(path, limit=3)
self.assertEqual(market_ids, ["new-2", "old-1", "new-1"])
if __name__ == "__main__":
unittest.main()