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
+5 -1
View File
@@ -26,7 +26,7 @@ class WalletConfig(BaseModel):
clob_host: str = "https://clob.polymarket.com"
gamma_host: str = "https://gamma-api.polymarket.com"
data_api_host: str = "https://data-api.polymarket.com"
polygon_rpc: str = "https://polygon-rpc.com"
polygon_rpc: str = "https://polygon-bor-rpc.publicnode.com"
class EngineConfig(BaseModel):
@@ -45,6 +45,10 @@ class RiskConfig(BaseModel):
max_market_notional_usdc: float = 800.0
daily_loss_kill_usdc: float = 250.0
ws_stale_halt_s: float = 10.0
# user WS down this long -> we can't see our fills -> pull all quotes
user_ws_blind_halt_s: float = 15.0
# consecutive heartbeat failures -> exchange is auto-cancelling us -> halt
heartbeat_halt_failures: int = 3
max_order_error_rate: float = 0.25