Handle the polymarket changes
This commit is contained in:
warproxxx
@@ -58,6 +58,8 @@ cp .env.example .env
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- `PK`: Your private key for Polymarket
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- `BROWSER_ADDRESS`: Your wallet address
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Make sure your wallet has done at least one trade thru the UI so that the permissions are proper.
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6. **Set up Google Sheets integration**:
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- Create a Google Service Account and download credentials to the main directory
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- Copy the [sample Google Sheet](https://docs.google.com/spreadsheets/d/1Kt6yGY7CZpB75cLJJAdWo7LSp9Oz7pjqfuVWwgtn7Ns/edit?gid=1884499063#gid=1884499063)
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@@ -9,6 +9,9 @@ from poly_data.data_utils import update_markets, update_positions, update_orders
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from poly_data.websocket_handlers import connect_market_websocket, connect_user_websocket
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import poly_data.global_state as global_state
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from poly_data.data_processing import remove_from_performing
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from dotenv import load_dotenv
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load_dotenv()
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def update_once():
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"""
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@@ -29,27 +29,30 @@ def process_price_change(asset, side, price_level, new_size):
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else:
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book[price_level] = new_size
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def process_data(json_data, trade=True):
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event_type = json_data['event_type']
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asset = json_data['market']
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def process_data(json_datas, trade=True):
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if event_type == 'book':
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process_book_data(asset, json_data)
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for json_data in json_datas:
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event_type = json_data['event_type']
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asset = json_data['market']
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if trade:
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asyncio.create_task(perform_trade(asset))
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elif event_type == 'price_change':
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side = 'bids' if json_data['side'] == 'BUY' else 'asks'
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price_level = float(json_data['price'])
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new_size = float(json_data['size'])
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process_price_change(asset, side, price_level, new_size)
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if event_type == 'book':
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process_book_data(asset, json_data)
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if trade:
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asyncio.create_task(perform_trade(asset))
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if trade:
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asyncio.create_task(perform_trade(asset))
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elif event_type == 'price_change':
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for data in json_data['changes']:
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side = 'bids' if data['side'] == 'BUY' else 'asks'
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price_level = float(data['price'])
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new_size = float(data['size'])
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process_price_change(asset, side, price_level, new_size)
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# pretty_print(f'Received book update for {asset}:', global_state.all_data[asset])
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if trade:
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asyncio.create_task(perform_trade(asset))
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# pretty_print(f'Received book update for {asset}:', global_state.all_data[asset])
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def add_to_performing(col, id):
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if col not in global_state.performing:
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@@ -69,76 +72,78 @@ def remove_from_performing(col, id):
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if col in global_state.performing_timestamps:
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global_state.performing_timestamps[col].pop(id, None)
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def process_user_data(row):
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market = row['market']
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def process_user_data(rows):
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side = row['side'].lower()
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token = row['asset_id']
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if token in global_state.REVERSE_TOKENS:
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col = token + "_" + side
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for row in rows:
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market = row['market']
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if row['event_type'] == 'trade':
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size = 0
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price = 0
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maker_outcome = ""
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taker_outcome = row['outcome']
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is_user_maker = False
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for maker_order in row['maker_orders']:
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if maker_order['maker_address'].lower() == global_state.client.browser_wallet.lower():
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print("User is maker")
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size = float(maker_order['matched_amount'])
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price = float(maker_order['price'])
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is_user_maker = True
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maker_outcome = maker_order['outcome'] #this is curious
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if maker_outcome == taker_outcome:
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side = 'buy' if side == 'sell' else 'sell' #need to reverse as we reverse token too
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else:
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token = global_state.REVERSE_TOKENS[token]
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side = row['side'].lower()
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token = row['asset_id']
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if not is_user_maker:
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size = float(row['size'])
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price = float(row['price'])
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print("User is taker")
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if token in global_state.REVERSE_TOKENS:
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col = token + "_" + side
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print("TRADE EVENT FOR: ", row['market'], "ID: ", row['id'], "STATUS: ", row['status'], " SIDE: ", row['side'], " MAKER OUTCOME: ", maker_outcome, " TAKER OUTCOME: ", taker_outcome, " PROCESSED SIDE: ", side, " SIZE: ", size)
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if row['event_type'] == 'trade':
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size = 0
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price = 0
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maker_outcome = ""
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taker_outcome = row['outcome']
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is_user_maker = False
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for maker_order in row['maker_orders']:
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if maker_order['maker_address'].lower() == global_state.client.browser_wallet.lower():
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print("User is maker")
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size = float(maker_order['matched_amount'])
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price = float(maker_order['price'])
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is_user_maker = True
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maker_outcome = maker_order['outcome'] #this is curious
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if maker_outcome == taker_outcome:
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side = 'buy' if side == 'sell' else 'sell' #need to reverse as we reverse token too
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else:
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token = global_state.REVERSE_TOKENS[token]
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if not is_user_maker:
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size = float(row['size'])
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price = float(row['price'])
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print("User is taker")
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print("TRADE EVENT FOR: ", row['market'], "ID: ", row['id'], "STATUS: ", row['status'], " SIDE: ", row['side'], " MAKER OUTCOME: ", maker_outcome, " TAKER OUTCOME: ", taker_outcome, " PROCESSED SIDE: ", side, " SIZE: ", size)
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if row['status'] == 'CONFIRMED' or row['status'] == 'FAILED' :
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if row['status'] == 'FAILED':
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print(f"Trade failed for {token}, decreasing")
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asyncio.create_task(asyncio.sleep(2))
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update_positions()
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else:
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remove_from_performing(col, row['id'])
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print("Confirmed. Performing is ", len(global_state.performing[col]))
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if row['status'] == 'CONFIRMED' or row['status'] == 'FAILED' :
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if row['status'] == 'FAILED':
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print(f"Trade failed for {token}, decreasing")
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asyncio.create_task(asyncio.sleep(2))
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update_positions()
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else:
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remove_from_performing(col, row['id'])
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print("Confirmed. Performing is ", len(global_state.performing[col]))
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print("Last trade update is ", global_state.last_trade_update)
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print("Performing is ", global_state.performing)
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print("Performing timestamps is ", global_state.performing_timestamps)
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asyncio.create_task(perform_trade(market))
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elif row['status'] == 'MATCHED':
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add_to_performing(col, row['id'])
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print("Matched. Performing is ", len(global_state.performing[col]))
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set_position(token, side, size, price)
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print("Position after matching is ", global_state.positions[str(token)])
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print("Last trade update is ", global_state.last_trade_update)
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print("Performing is ", global_state.performing)
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print("Performing timestamps is ", global_state.performing_timestamps)
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asyncio.create_task(perform_trade(market))
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elif row['status'] == 'MINED':
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remove_from_performing(col, row['id'])
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elif row['status'] == 'MATCHED':
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add_to_performing(col, row['id'])
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print("Matched. Performing is ", len(global_state.performing[col]))
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set_position(token, side, size, price)
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print("Position after matching is ", global_state.positions[str(token)])
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print("Last trade update is ", global_state.last_trade_update)
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print("Performing is ", global_state.performing)
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print("Performing timestamps is ", global_state.performing_timestamps)
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elif row['event_type'] == 'order':
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print("ORDER EVENT FOR: ", row['market'], " STATUS: ", row['status'], " TYPE: ", row['type'], " SIDE: ", side, " ORIGINAL SIZE: ", row['original_size'], " SIZE MATCHED: ", row['size_matched'])
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set_order(token, side, float(row['original_size']) - float(row['size_matched']), row['price'])
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asyncio.create_task(perform_trade(market))
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elif row['status'] == 'MINED':
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remove_from_performing(col, row['id'])
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elif row['event_type'] == 'order':
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print("ORDER EVENT FOR: ", row['market'], " STATUS: ", row['status'], " TYPE: ", row['type'], " SIDE: ", side, " ORIGINAL SIZE: ", row['original_size'], " SIZE MATCHED: ", row['size_matched'])
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set_order(token, side, float(row['original_size']) - float(row['size_matched']), row['price'])
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asyncio.create_task(perform_trade(market))
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else:
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print(f"User date received for {market} but its not in")
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Generated
+3
-3
@@ -1,13 +1,13 @@
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{
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"name": "poly_live",
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"name": "poly-merger",
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"version": "1.0.0",
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"lockfileVersion": 2,
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"requires": true,
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"packages": {
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"": {
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"name": "poly_live",
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"name": "poly-merger",
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"version": "1.0.0",
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"license": "ISC",
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"license": "MIT",
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"dependencies": {
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"dotenv": "^16.4.5",
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"ethers": "^5.6.3"
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@@ -1,7 +1,9 @@
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from google.oauth2.service_account import Credentials
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import gspread
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import os
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from dotenv import load_dotenv
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load_dotenv()
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def get_spreadsheet():
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scope = ["https://spreadsheets.google.com/feeds", "https://www.googleapis.com/auth/drive"]
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@@ -12,5 +14,8 @@ def get_spreadsheet():
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spreadsheet_url = os.getenv("SPREADSHEET_URL")
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if not spreadsheet_url:
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raise ValueError("SPREADSHEET_URL environment variable is not set")
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spreadsheet = client.open_by_url(spreadsheet_url)
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return spreadsheet
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