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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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John Doe
2026-04-18 20:44:55 +08:00
parent c0ff2b5d76
commit 418d56aafa
1 changed files with 6 additions and 7 deletions
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bot_v3.py
+6 -7
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@@ -104,8 +104,9 @@ def calc_kelly(p, price):
f = (p * b - (1.0 - p)) / b f = (p * b - (1.0 - p)) / b
return round(min(max(0.0, f) * KELLY_FRAC, 1.0), 4) return round(min(max(0.0, f) * KELLY_FRAC, 1.0), 4)
def bet_size(kelly, balance): def bet_size(kelly):
raw = kelly * balance """Calculate bet size from Kelly fraction. Always uses MAX_BET as cap for consistency."""
raw = kelly * MAX_BET
return round(min(raw, MAX_BET), 2) return round(min(raw, MAX_BET), 2)
# ============================================================================= # =============================================================================
@@ -582,16 +583,15 @@ def ensure_approvals():
# ============================================================================= # =============================================================================
def place_buy_order(market_id: str, token_id: str, price: float, shares: float, def place_buy_order(market_id: str, token_id: str, price: float, shares: float,
balance: float, private_key: str, wallet: str) -> dict: private_key: str, wallet: str) -> dict:
""" """
Place a BUY order on Polymarket CLOB. Place a BUY order on Polymarket CLOB.
Uses FOK (Fill-Or-Kill) market order to guarantee execution. Uses FOK (Fill-Or-Kill) market order to guarantee execution.
Returns dict with success status and details. Returns dict with success status and details.
Uses _timeout_call to prevent indefinite hangs. Uses _timeout_call to prevent indefinite hangs.
Balance check is done on-chain — we always attempt the order for consistency.
""" """
cost = round(shares * price, 4) cost = round(shares * price, 4)
if cost > balance:
return {"success": False, "reason": f"Insufficient balance (${balance:.2f} < ${cost:.2f})"}
if not is_approved(USDC_ADDRESS, ROUTER, wallet): if not is_approved(USDC_ADDRESS, ROUTER, wallet):
return {"success": False, "reason": "Router approval missing"} return {"success": False, "reason": "Router approval missing"}
@@ -1034,7 +1034,7 @@ def scan_and_trade():
if ev < adaptive_ev_floor: if ev < adaptive_ev_floor:
continue continue
size = bet_size(adjusted_kelly, balance) size = bet_size(adjusted_kelly)
if size < 0.50: if size < 0.50:
continue continue
@@ -1076,7 +1076,6 @@ def scan_and_trade():
token_id=best_signal["token_id"], token_id=best_signal["token_id"],
price=best_signal["entry_price"], price=best_signal["entry_price"],
shares=best_signal["shares"], shares=best_signal["shares"],
balance=balance,
private_key=PK, private_key=PK,
wallet=WALLET, wallet=WALLET,
) )