polynode 0.13.8

Rust SDK for the PolyNode API — real-time Polymarket data
Documentation
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//! Market discovery via the Gamma proxy API + price-to-beat enrichment.

use std::time::{SystemTime, UNIX_EPOCH};
use super::{Coin, ShortFormInterval};

const DISCOVERY_RETRIES: u32 = 3;
const DISCOVERY_RETRY_DELAY_MS: u64 = 2000;

/// A discovered short-form market with enrichments.
#[derive(Debug, Clone)]
pub struct ShortFormMarket {
    pub coin: Coin,
    pub slug: String,
    pub title: String,
    pub condition_id: String,
    pub window_start: i64,
    pub window_end: i64,
    pub outcomes: Vec<String>,
    pub outcome_prices: Vec<f64>,
    pub clob_token_ids: Vec<String>,

    // ── Zero-cost enrichments (parsed from Gamma response) ──

    /// Probability that "Up" wins (0.0-1.0).
    pub up_odds: f64,
    /// Probability that "Down" wins (0.0-1.0).
    pub down_odds: f64,
    /// Market liquidity in USD.
    pub liquidity: f64,
    /// 24h volume in USD.
    pub volume_24h: f64,

    // ── Price-to-beat (one HTTP call per coin per rotation) ──

    /// Chainlink opening price the market must beat for "Up" to win.
    pub price_to_beat: Option<f64>,
}

fn now_secs() -> i64 {
    SystemTime::now()
        .duration_since(UNIX_EPOCH)
        .unwrap_or_default()
        .as_secs() as i64
}

/// Compute the current window start timestamp for a given interval.
pub fn current_window_start(interval: ShortFormInterval) -> i64 {
    let now = now_secs();
    let w = interval.window_seconds();
    (now / w) * w
}

/// Compute the current window end timestamp.
pub fn current_window_end(interval: ShortFormInterval) -> i64 {
    current_window_start(interval) + interval.window_seconds()
}

/// Build the Gamma proxy URL for discovering a coin's current market.
fn build_url(base_url: &str, coin: Coin, interval: ShortFormInterval) -> String {
    if matches!(interval, ShortFormInterval::Hourly) {
        let slug = build_hourly_slug(coin);
        format!("{}/proxy/gamma/events?slug={}", base_url, slug)
    } else {
        let ts = current_window_start(interval);
        let slug = format!("{}-updown-{}-{}", coin.id(), interval.slug_suffix(), ts);
        format!("{}/proxy/gamma/events?slug={}", base_url, slug)
    }
}

/// Build a deterministic hourly slug like "bitcoin-up-or-down-march-21-2026-2am-et".
/// Converts current UTC time to Eastern Time (UTC-4 EDT / UTC-5 EST).
fn build_hourly_slug(coin: Coin) -> String {
    let now = now_secs();
    // Determine ET offset: EDT (UTC-4) from second Sunday in March to first Sunday in November
    let et_offset = et_utc_offset(now);
    let et_secs = now + et_offset;

    let months = [
        "january", "february", "march", "april", "may", "june",
        "july", "august", "september", "october", "november", "december",
    ];

    // Break ET timestamp into components
    let secs_per_day: i64 = 86400;
    let mut remaining = et_secs;
    let mut year = 1970i64;
    loop {
        let days_in_year = if is_leap(year) { 366 } else { 365 };
        let year_secs = days_in_year * secs_per_day;
        if remaining < year_secs { break; }
        remaining -= year_secs;
        year += 1;
    }

    let month_days_arr = [31, if is_leap(year) { 29 } else { 28 }, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31];
    let mut month_idx = 0usize;
    for &md in &month_days_arr {
        let month_secs = md as i64 * secs_per_day;
        if remaining < month_secs { break; }
        remaining -= month_secs;
        month_idx += 1;
    }

    let day = remaining / secs_per_day + 1;
    remaining %= secs_per_day;
    let hour_24 = remaining / 3600;

    // Convert to 12-hour format
    let (hour_12, ampm) = match hour_24 {
        0 => (12, "am"),
        1..=11 => (hour_24, "am"),
        12 => (12, "pm"),
        _ => (hour_24 - 12, "pm"),
    };

    format!(
        "{}-up-or-down-{}-{}-{}-{}{}-et",
        coin.full_name(),
        months[month_idx],
        day,
        year,
        hour_12,
        ampm,
    )
}

/// Get the UTC offset for Eastern Time in seconds.
/// Returns -14400 for EDT (UTC-4) or -18000 for EST (UTC-5).
fn et_utc_offset(utc_secs: i64) -> i64 {
    // DST: second Sunday of March 2:00 AM ET to first Sunday of November 2:00 AM ET
    let secs_per_day: i64 = 86400;
    let mut remaining = utc_secs;
    let mut year = 1970i64;
    loop {
        let days_in_year = if is_leap(year) { 366 } else { 365 };
        let year_secs = days_in_year * secs_per_day;
        if remaining < year_secs { break; }
        remaining -= year_secs;
        year += 1;
    }

    // Day of year (0-indexed)
    let month_days_arr = [31, if is_leap(year) { 29 } else { 28 }, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31];
    let day_of_year: i64 = remaining / secs_per_day;
    let time_of_day = remaining % secs_per_day;

    // Find month/day
    let mut _month = 0usize;
    let mut day_in_month = day_of_year;
    for &md in &month_days_arr {
        if day_in_month < md as i64 { break; }
        day_in_month -= md as i64;
        _month += 1;
    }
    let _mday = day_in_month + 1; // 1-indexed

    // Day of week for Jan 1 of this year (0=Sunday)
    // Using Tomohiko Sakamoto's algorithm
    let _jan1_dow = day_of_week(year, 1, 1);

    // Second Sunday of March (month=2)
    let march1_dow = day_of_week(year, 3, 1);
    let second_sunday_march = if march1_dow == 0 { 8 } else { 15 - march1_dow as i64 };
    // DST starts: March second_sunday_march at 2:00 AM EST = 7:00 AM UTC
    let dst_start_doy = 31 + (if is_leap(year) { 29 } else { 28 }) + second_sunday_march - 1;
    let dst_start_utc = dst_start_doy * secs_per_day + 7 * 3600; // 2 AM EST = 7 AM UTC

    // First Sunday of November (month=10)
    let nov1_dow = day_of_week(year, 11, 1);
    let first_sunday_nov = if nov1_dow == 0 { 1 } else { 8 - nov1_dow as i64 };
    let dst_end_doy = 31+28+31+30+31+30+31+31+30+31 + first_sunday_nov - 1
        + if is_leap(year) { 1 } else { 0 };
    let dst_end_utc = dst_end_doy * secs_per_day + 6 * 3600; // 2 AM EDT = 6 AM UTC

    let utc_day_secs = day_of_year * secs_per_day + time_of_day;
    if utc_day_secs >= dst_start_utc && utc_day_secs < dst_end_utc {
        -14400 // EDT (UTC-4)
    } else {
        -18000 // EST (UTC-5)
    }
}

/// Day of week (0=Sunday) using Tomohiko Sakamoto's algorithm.
fn day_of_week(year: i64, month: i64, day: i64) -> i64 {
    let t = [0, 3, 2, 5, 0, 3, 5, 1, 4, 6, 2, 4];
    let y = if month < 3 { year - 1 } else { year };
    ((y + y/4 - y/100 + y/400 + t[(month - 1) as usize] + day) % 7).abs()
}

/// Discover all markets for the given coins and interval, including price-to-beat.
pub async fn discover_markets(
    http: &reqwest::Client,
    base_url: &str,
    interval: ShortFormInterval,
    coins: &[Coin],
) -> Vec<ShortFormMarket> {
    // Phase 1: discover all coins in parallel
    let futs: Vec<_> = coins
        .iter()
        .map(|&coin| discover_coin(http, base_url, interval, coin))
        .collect();
    let mut markets: Vec<ShortFormMarket> = futures_util::future::join_all(futs)
        .await
        .into_iter()
        .flatten()
        .collect();

    // Phase 2: fetch price-to-beat for all markets in parallel
    let price_futs: Vec<_> = markets
        .iter()
        .map(|m| fetch_price_to_beat(http, base_url, m.coin, interval, m.window_start, m.window_end))
        .collect();
    let prices = futures_util::future::join_all(price_futs).await;
    for (market, price) in markets.iter_mut().zip(prices) {
        market.price_to_beat = price;
    }

    markets
}

/// Fetch the Chainlink opening price for a market's window.
async fn fetch_price_to_beat(
    http: &reqwest::Client,
    base_url: &str,
    coin: Coin,
    interval: ShortFormInterval,
    window_start: i64,
    window_end: i64,
) -> Option<f64> {
    let start_iso = unix_to_iso(window_start);
    let end_iso = unix_to_iso(window_end);
    let url = format!(
        "{}/proxy/polymarket/api/crypto/crypto-price?symbol={}&eventStartTime={}&variant={}&endDate={}",
        base_url,
        coin.symbol(),
        urlencoded(&start_iso),
        interval.price_variant(),
        urlencoded(&end_iso),
    );

    let resp = http
        .get(&url)
        .timeout(std::time::Duration::from_secs(5))
        .send()
        .await
        .ok()?;

    if !resp.status().is_success() {
        return None;
    }

    let data: serde_json::Value = resp.json().await.ok()?;
    data.get("openPrice").and_then(|v| v.as_f64())
}

async fn discover_coin(
    http: &reqwest::Client,
    base_url: &str,
    interval: ShortFormInterval,
    coin: Coin,
) -> Option<ShortFormMarket> {
    let url = build_url(base_url, coin, interval);

    for attempt in 0..DISCOVERY_RETRIES {
        match try_fetch(http, &url, coin, interval).await {
            Ok(Some(market)) => return Some(market),
            Ok(None) | Err(_) => {
                if attempt < DISCOVERY_RETRIES - 1 {
                    tokio::time::sleep(tokio::time::Duration::from_millis(DISCOVERY_RETRY_DELAY_MS)).await;
                }
            }
        }
    }
    None
}

async fn try_fetch(
    http: &reqwest::Client,
    url: &str,
    coin: Coin,
    interval: ShortFormInterval,
) -> Result<Option<ShortFormMarket>, reqwest::Error> {
    let resp = http
        .get(url)
        .timeout(std::time::Duration::from_secs(5))
        .send()
        .await?;

    if !resp.status().is_success() {
        return Ok(None);
    }

    let data: Vec<serde_json::Value> = resp.json().await?;
    if data.is_empty() {
        return Ok(None);
    }

    Ok(parse_gamma_event(coin, interval, &data[0]))
}

fn parse_gamma_event(
    coin: Coin,
    interval: ShortFormInterval,
    event: &serde_json::Value,
) -> Option<ShortFormMarket> {
    let market = event.get("markets")?.as_array()?.first()?;

    let slug = event.get("slug")?.as_str().unwrap_or_default().to_string();
    let title = event.get("title").and_then(|v| v.as_str()).unwrap_or_default().to_string();
    let condition_id = market.get("conditionId").and_then(|v| v.as_str()).unwrap_or_default().to_string();

    let outcomes = parse_string_or_array(market.get("outcomes"));
    let outcome_prices: Vec<f64> = parse_string_or_array(market.get("outcomePrices"))
        .iter()
        .filter_map(|s| s.parse().ok())
        .collect();
    let clob_token_ids = parse_string_or_array(market.get("clobTokenIds"));

    // Derive up/down odds from outcome labels + prices
    let mut up_odds = 0.5;
    let mut down_odds = 0.5;
    for (i, label) in outcomes.iter().enumerate() {
        let price = outcome_prices.get(i).copied().unwrap_or(0.0);
        let lower = label.to_lowercase();
        if lower.contains("up") {
            up_odds = price;
        }
        if lower.contains("down") {
            down_odds = price;
        }
    }

    // Parse liquidity and volume from Gamma response
    let liquidity = parse_float_field(market, "liquidity");
    let volume_24h = parse_float_field(market, "volume24hr")
        .or_else(|| parse_float_field(market, "volume"))
        .unwrap_or(0.0);

    // Compute window times
    let (window_start, window_end) = if matches!(interval, ShortFormInterval::Hourly) {
        if let Some(end_date) = event.get("endDate").and_then(|v| v.as_str()) {
            if let Ok(dt) = chrono_parse_rfc3339(end_date) {
                (dt - 3600, dt)
            } else {
                let ws = current_window_start(interval);
                (ws, ws + 3600)
            }
        } else {
            let ws = current_window_start(interval);
            (ws, ws + 3600)
        }
    } else {
        let ts = slug
            .rsplit('-')
            .next()
            .and_then(|s| s.parse::<i64>().ok())
            .unwrap_or_else(|| current_window_start(interval));
        (ts, ts + interval.window_seconds())
    };

    Some(ShortFormMarket {
        coin,
        slug,
        title,
        condition_id,
        window_start,
        window_end,
        outcomes,
        outcome_prices,
        clob_token_ids,
        up_odds,
        down_odds,
        liquidity: liquidity.unwrap_or(0.0),
        volume_24h,
        price_to_beat: None, // filled in by discover_markets
    })
}

fn parse_float_field(obj: &serde_json::Value, key: &str) -> Option<f64> {
    match obj.get(key) {
        Some(serde_json::Value::Number(n)) => n.as_f64(),
        Some(serde_json::Value::String(s)) => s.parse().ok(),
        _ => None,
    }
}

/// Parse a JSON value that can be either a JSON-encoded string array or an actual array.
fn parse_string_or_array(value: Option<&serde_json::Value>) -> Vec<String> {
    match value {
        Some(serde_json::Value::String(s)) => {
            serde_json::from_str(s).unwrap_or_default()
        }
        Some(serde_json::Value::Array(arr)) => {
            arr.iter()
                .filter_map(|v| v.as_str().map(String::from))
                .collect()
        }
        _ => Vec::new(),
    }
}

/// Simple RFC3339 timestamp to unix seconds parser.
fn chrono_parse_rfc3339(s: &str) -> Result<i64, ()> {
    let s = s.trim_end_matches('Z');
    let (date, time) = s.split_once('T').ok_or(())?;
    let parts: Vec<&str> = date.split('-').collect();
    if parts.len() != 3 { return Err(()); }
    let year: i64 = parts[0].parse().map_err(|_| ())?;
    let month: i64 = parts[1].parse().map_err(|_| ())?;
    let day: i64 = parts[2].parse().map_err(|_| ())?;

    let time_main = time.split('.').next().ok_or(())?;
    let tparts: Vec<&str> = time_main.split(':').collect();
    if tparts.len() != 3 { return Err(()); }
    let hour: i64 = tparts[0].parse().map_err(|_| ())?;
    let min: i64 = tparts[1].parse().map_err(|_| ())?;
    let sec: i64 = tparts[2].parse().map_err(|_| ())?;

    let mut days: i64 = 0;
    for y in 1970..year {
        days += if is_leap(y) { 366 } else { 365 };
    }
    let month_days = [31, if is_leap(year) { 29 } else { 28 }, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31];
    for m in 0..(month - 1) as usize {
        days += month_days[m] as i64;
    }
    days += day - 1;

    Ok(days * 86400 + hour * 3600 + min * 60 + sec)
}

fn is_leap(y: i64) -> bool {
    (y % 4 == 0 && y % 100 != 0) || y % 400 == 0
}

fn unix_to_iso(ts: i64) -> String {
    let secs_per_day: i64 = 86400;
    let mut remaining = ts;
    let mut year = 1970i64;

    loop {
        let days_in_year = if is_leap(year) { 366 } else { 365 };
        let year_secs = days_in_year * secs_per_day;
        if remaining < year_secs { break; }
        remaining -= year_secs;
        year += 1;
    }

    let month_days = [31, if is_leap(year) { 29 } else { 28 }, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31];
    let mut month = 1;
    for &md in &month_days {
        let month_secs = md as i64 * secs_per_day;
        if remaining < month_secs { break; }
        remaining -= month_secs;
        month += 1;
    }

    let day = remaining / secs_per_day + 1;
    remaining %= secs_per_day;
    let hour = remaining / 3600;
    remaining %= 3600;
    let min = remaining / 60;
    let sec = remaining % 60;

    format!("{:04}-{:02}-{:02}T{:02}:{:02}:{:02}Z", year, month, day, hour, min, sec)
}

fn urlencoded(s: &str) -> String {
    s.replace(':', "%3A")
}