Good enough to hand to the public

This commit is contained in:
Daniel Sapkota
2026-07-06 14:48:18 -04:00
parent a18e1ac7fb
commit b96d9e94b4
16 changed files with 610 additions and 153 deletions
+8 -7
View File
@@ -21,19 +21,20 @@ data_api_host = "https://data-api.polymarket.com"
polygon_rpc = "https://polygon-bor-rpc.publicnode.com"
[engine]
debounce_ms = 200 # min gap between quote recomputes per market
reconcile_interval_s = 30 # REST drift reconciliation cadence
catalog_refresh_s = 900 # market catalog rescan cadence (15 min)
debounce_ms = 250 # min gap between quote recomputes per market
quoter_tick_s = 60 # slow baseline refresh (reactions are event-driven); cool-off re-entry is precise
reconcile_interval_s = 20 # REST drift reconciliation cadence
catalog_refresh_s = 300 # market catalog rescan cadence (15 min)
heartbeat = true # exchange dead-man switch
heartbeat_interval_s = 5
journal = true # append raw WS/orders to journal/ for backtest
loop = "uvloop" # "uvloop" | "asyncio"
[risk]
max_total_exposure_usdc = 5000.0 # sum of |position notional| + open buy notional
max_event_group_loss_usdc = 1000.0 # neg-risk group worst-case loss cap
max_market_notional_usdc = 800.0 # per-market position+orders notional cap
daily_loss_kill_usdc = 250.0 # realized daily loss -> halt new quotes
max_total_exposure_usdc = 450.0 # sum of |position notional| + open buy notional
max_event_group_loss_usdc = 400.0 # neg-risk group worst-case loss cap
max_market_notional_usdc = 400.0 # per-market position+orders notional cap
daily_loss_kill_usdc = 40.0 # realized daily loss -> halt new quotes
ws_stale_halt_s = 10.0 # no book updates for this long -> halt market
user_ws_blind_halt_s = 15.0 # user WS down this long -> pull all quotes (can't see fills)
heartbeat_halt_failures = 3 # consecutive heartbeat misses -> halt + resync