HK Weather Prediction Market Pipeline: WeatherNext + HKO + Polymarket
- Open-Meteo WeatherNext API client for HK forecasts - HKO public data client (current conditions, 9-day forecast, typhoon warnings) - HK-specific weather extraction and calibration - Polymarket market scanning, price discovery, and market creation proposals - Trading strategy engine: edge detection, Kelly criterion sizing, probability calibration - End-to-end pipeline with dry-run mode and scheduled runner - Interactive dashboard with live HK weather + forecasts + trading signals Dependencies: Python 3.10+, openmeteo-requests, pandas No API keys needed for dry-run mode. Polymarket trading requires private key in .env.
This commit is contained in:
ramseshk
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"""Polymarket API client for market data and trading.
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Uses the Gamma Markets API for market discovery and CLOB for order execution.
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"""
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import json
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import time
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import hashlib
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from datetime import datetime
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from typing import Optional, Dict, List
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from urllib.parse import urlencode
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import requests
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from config import (
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POLYMARKET_GAMMA_API,
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POLYMARKET_CLOB_API,
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MIN_LIQUIDITY_USDC,
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)
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class PolymarketClient:
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"""Client for Polymarket prediction markets."""
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def __init__(self):
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self.gamma_url = POLYMARKET_GAMMA_API
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self.clob_url = POLYMARKET_CLOB_API
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self.session = requests.Session()
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self.session.headers.update({
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"User-Agent": "HK-Weather-Market/1.0",
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"Accept": "application/json",
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})
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def search_markets(
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self,
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query: str = "hong kong weather",
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active: bool = True,
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limit: int = 20,
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) -> List[Dict]:
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"""Search for weather-related markets on Polymarket."""
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params = {
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"query": query,
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"active": str(active).lower(),
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"closed": "false",
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"limit": limit,
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"archived": "false",
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"order": "liquidity",
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}
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try:
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url = f"{self.gamma_url}/markets?{urlencode(params)}"
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resp = self.session.get(url, timeout=15)
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resp.raise_for_status()
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markets = resp.json()
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return [
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{
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"id": m.get("id"),
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"question": m.get("question"),
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"condition_id": m.get("conditionId"),
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"slug": m.get("slug"),
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"volume": float(m.get("volume", 0)),
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"liquidity": float(m.get("liquidity", 0)),
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"volume_24hr": float(m.get("volume24hr", 0)),
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"end_date": m.get("endDateIso"),
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"start_date": m.get("startDateIso"),
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"active": m.get("active"),
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"closed": m.get("closed"),
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"outcome_prices": json.loads(m.get("outcomePrices", "[]")),
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"outcomes": json.loads(m.get("outcomes", "[]")),
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"description": m.get("description", ""),
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"category": m.get("category", ""),
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"tags": m.get("tags", []),
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}
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for m in markets
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]
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except Exception as e:
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print(f"Polymarket search error: {e}")
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return []
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def get_market(self, condition_id: str) -> Optional[Dict]:
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"""Get a single market by condition ID."""
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try:
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url = f"{self.gamma_url}/markets/{condition_id}"
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resp = self.session.get(url, timeout=15)
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resp.raise_for_status()
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m = resp.json()
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return {
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"id": m.get("id"),
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"question": m.get("question"),
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"condition_id": m.get("conditionId"),
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"slug": m.get("slug"),
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"volume": float(m.get("volume", 0)),
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"liquidity": float(m.get("liquidity", 0)),
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"end_date": m.get("endDateIso"),
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"active": m.get("active"),
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"closed": m.get("closed"),
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"outcome_prices": json.loads(m.get("outcomePrices", "[]")),
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"outcomes": json.loads(m.get("outcomes", "[]")),
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"description": m.get("description", ""),
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}
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except Exception as e:
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print(f"Polymarket get_market error: {e}")
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return None
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def get_market_price(self, token_id: str) -> Optional[float]:
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"""Get current price for a specific outcome token."""
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try:
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url = f"{self.clob_url}/price?token_id={token_id}&side=buy"
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resp = self.session.get(url, timeout=10)
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if resp.status_code == 200:
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data = resp.json()
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return float(data.get("price", 0))
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except Exception as e:
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print(f"Polymarket price error: {e}")
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return None
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def get_order_book(self, token_id: str) -> Dict:
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"""Get order book for a token."""
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try:
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url = f"{self.clob_url}/book?token_id={token_id}"
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resp = self.session.get(url, timeout=10)
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resp.raise_for_status()
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return resp.json()
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except Exception as e:
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print(f"Polymarket orderbook error: {e}")
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return {}
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def find_relevant_weather_markets(self) -> List[Dict]:
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"""Find all weather-related markets relevant to Hong Kong."""
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queries = [
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"hong kong weather",
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"hong kong temperature",
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"hong kong typhoon",
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"hong kong rain",
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"asia typhoon",
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"south china sea",
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]
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all_markets = []
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seen_ids = set()
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for query in queries:
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markets = self.search_markets(query=query)
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for m in markets:
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if m["id"] not in seen_ids and m.get("active") and not m.get("closed"):
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seen_ids.add(m["id"])
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all_markets.append(m)
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all_markets.sort(key=lambda m: m.get("liquidity", 0), reverse=True)
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return all_markets
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def get_market_implied_probability(
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self, condition_id: str, outcome_index: int = 0
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) -> Optional[float]:
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"""Get market-implied probability for a specific outcome.
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Uses midpoint of best bid/ask when available, otherwise last price.
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"""
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market = self.get_market(condition_id)
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if not market or "outcome_prices" not in market:
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return None
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if outcome_index < len(market["outcome_prices"]):
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return float(market["outcome_prices"][outcome_index])
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return None
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def get_clob_token_id(self, condition_id: str, outcome_index: int = 0) -> Optional[str]:
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"""Get CLOB token ID for a market outcome.
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Token IDs are derived deterministically from condition ID + outcome index.
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"""
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try:
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url = f"{self.clob_url}/markets/{condition_id}"
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resp = self.session.get(url, timeout=10)
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resp.raise_for_status()
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data = resp.json()
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tokens = data.get("tokens", [])
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if outcome_index < len(tokens):
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return tokens[outcome_index].get("token_id")
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except Exception as e:
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print(f"CLOB token ID error: {e}")
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return None
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def create_market(
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self,
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question: str,
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outcomes: List[str],
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end_date: str,
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description: str = "",
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) -> Optional[Dict]:
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"""
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Create a new market on Polymarket.
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NOTE: Requires whitelisted API key and Polygonscan approval.
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Markets go through curation before going live.
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"""
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print("Market creation requires curation approval from Polymarket.")
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print(f"Would create: {question}")
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print(f"Outcomes: {outcomes}")
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print(f"End date: {end_date}")
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return {
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"status": "proposed",
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"question": question,
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"outcomes": outcomes,
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"end_date": end_date,
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"note": "Submit via Polymarket UI or contact partnerships@polymarket.com",
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}
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