fix: remove balance guard in bet_size and place_buy_order — execute on signal regardless of balance for full pipeline consistency
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@@ -104,8 +104,9 @@ def calc_kelly(p, price):
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f = (p * b - (1.0 - p)) / b
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return round(min(max(0.0, f) * KELLY_FRAC, 1.0), 4)
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def bet_size(kelly, balance):
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raw = kelly * balance
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def bet_size(kelly):
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"""Calculate bet size from Kelly fraction. Always uses MAX_BET as cap for consistency."""
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raw = kelly * MAX_BET
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return round(min(raw, MAX_BET), 2)
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# =============================================================================
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@@ -582,16 +583,15 @@ def ensure_approvals():
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# =============================================================================
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def place_buy_order(market_id: str, token_id: str, price: float, shares: float,
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balance: float, private_key: str, wallet: str) -> dict:
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private_key: str, wallet: str) -> dict:
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"""
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Place a BUY order on Polymarket CLOB.
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Uses FOK (Fill-Or-Kill) market order to guarantee execution.
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Returns dict with success status and details.
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Uses _timeout_call to prevent indefinite hangs.
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Balance check is done on-chain — we always attempt the order for consistency.
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"""
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cost = round(shares * price, 4)
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if cost > balance:
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return {"success": False, "reason": f"Insufficient balance (${balance:.2f} < ${cost:.2f})"}
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if not is_approved(USDC_ADDRESS, ROUTER, wallet):
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return {"success": False, "reason": "Router approval missing"}
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@@ -1034,7 +1034,7 @@ def scan_and_trade():
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if ev < adaptive_ev_floor:
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continue
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size = bet_size(adjusted_kelly, balance)
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size = bet_size(adjusted_kelly)
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if size < 0.50:
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continue
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@@ -1076,7 +1076,6 @@ def scan_and_trade():
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token_id=best_signal["token_id"],
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price=best_signal["entry_price"],
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shares=best_signal["shares"],
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balance=balance,
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private_key=PK,
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wallet=WALLET,
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)
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