Harden it up

This commit is contained in:
Daniel Sapkota
2026-07-05 18:47:11 -04:00
parent 04179bc344
commit cb4438655c
15 changed files with 943 additions and 68 deletions
+3 -1
View File
@@ -18,7 +18,7 @@ signature_type = 3
clob_host = "https://clob.polymarket.com"
gamma_host = "https://gamma-api.polymarket.com"
data_api_host = "https://data-api.polymarket.com"
polygon_rpc = "https://polygon-rpc.com"
polygon_rpc = "https://polygon-bor-rpc.publicnode.com"
[engine]
debounce_ms = 200 # min gap between quote recomputes per market
@@ -35,6 +35,8 @@ 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
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
max_order_error_rate = 0.25 # rolling order-post error fraction -> halt
[execution]