320 lines
11 KiB
JavaScript
320 lines
11 KiB
JavaScript
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import { Side, OrderType } from '@polymarket/clob-client';
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import config from '../config/index.js';
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import { getClient, getUsdcBalance } from './client.js';
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import { hasPosition, addPosition, getPosition, updatePosition, removePosition } from './position.js';
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import { fetchMarketByTokenId } from './watcher.js';
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import { placeAutoSell } from './autoSell.js';
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import logger from '../utils/logger.js';
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/**
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* Calculate trade size based on settings
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* @param {number} traderSize - Trader's trade size in USDC
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* @returns {number} Our trade size in USDC
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*/
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async function calculateTradeSize(traderSize) {
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if (config.sizeMode === 'percentage') {
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// % of trader's trade size
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return traderSize * (config.sizePercent / 100);
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} else if (config.sizeMode === 'balance') {
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// % of our own balance
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const balance = await getUsdcBalance();
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return balance * (config.sizePercent / 100);
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}
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return 0;
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}
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/**
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* Get market options (tick size and neg risk) for a token
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*/
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async function getMarketOptions(tokenId) {
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const client = getClient();
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try {
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// Try to get from market info
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const marketInfo = await fetchMarketByTokenId(tokenId);
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if (marketInfo) {
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return {
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tickSize: String(marketInfo.minimum_tick_size || '0.01'),
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negRisk: marketInfo.neg_risk || false,
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conditionId: marketInfo.condition_id || '',
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question: marketInfo.question || '',
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};
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}
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} catch (err) {
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logger.warn('Failed to get market info, using defaults:', err.message);
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}
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// Fallback: try SDK methods
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try {
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const tickSize = await client.getTickSize(tokenId);
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const negRisk = await client.getNegRisk(tokenId);
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return { tickSize: String(tickSize), negRisk, conditionId: '', question: '' };
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} catch (err) {
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logger.warn('Failed to get tick size from SDK, using default 0.01');
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return { tickSize: '0.01', negRisk: false, conditionId: '', question: '' };
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}
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}
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/**
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* Execute a BUY trade (copy trader's buy)
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* @param {Object} trade - Trade info from watcher
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*/
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export async function executeBuy(trade) {
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const { tokenId, conditionId, market, price, size } = trade;
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// Check if already have position for this market
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if (hasPosition(conditionId)) {
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logger.warn(`Already have position for: ${market || conditionId}. Skipping buy.`);
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return;
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}
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// Calculate our trade size
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const tradeSize = await calculateTradeSize(size * price); // trader's USDC amount
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if (tradeSize < config.minTradeSize) {
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logger.warn(`Trade size $${tradeSize.toFixed(2)} below minimum $${config.minTradeSize}. Skipping.`);
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return;
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}
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// Check balance
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const balance = await getUsdcBalance();
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if (balance < tradeSize) {
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logger.error(`Insufficient balance: $${balance.toFixed(2)} < $${tradeSize.toFixed(2)} needed`);
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return;
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}
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// Get market options
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const marketOpts = await getMarketOptions(tokenId);
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const effectiveConditionId = conditionId || marketOpts.conditionId;
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// Double check no position exists
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if (effectiveConditionId && hasPosition(effectiveConditionId)) {
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logger.warn(`Already have position for: ${market || effectiveConditionId}. Skipping buy.`);
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return;
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}
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logger.trade(`BUY ${market || tokenId} | Size: $${tradeSize.toFixed(2)} | Trader price: ${price}`);
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if (config.dryRun) {
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logger.info('[DRY RUN] Would place market buy order');
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// Still record position in dry run for testing
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addPosition({
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conditionId: effectiveConditionId,
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tokenId,
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market: market || marketOpts.question || tokenId,
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shares: tradeSize / price,
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avgBuyPrice: price,
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totalCost: tradeSize,
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outcome: trade.outcome,
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});
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return;
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}
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// Place market order with retries
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const client = getClient();
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let filled = false;
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let totalSharesFilled = 0;
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let totalCostFilled = 0;
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for (let attempt = 1; attempt <= config.maxRetries; attempt++) {
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try {
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const remainingAmount = tradeSize - totalCostFilled;
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if (remainingAmount < config.minTradeSize) break;
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logger.info(`Buy attempt ${attempt}/${config.maxRetries} | Amount: $${remainingAmount.toFixed(2)}`);
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// Use FAK (fill-and-kill) to get what's available, then retry remainder
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const response = await client.createAndPostMarketOrder(
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{
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tokenID: tokenId,
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side: Side.BUY,
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amount: remainingAmount,
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price: Math.min(price * 1.05, 0.99), // 5% slippage allowance, max 0.99
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},
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{
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tickSize: marketOpts.tickSize,
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negRisk: marketOpts.negRisk,
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},
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OrderType.FOK,
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);
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if (response && response.success) {
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logger.success(`Order placed: ${response.orderID} | Status: ${response.status}`);
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// Check if fully filled by trying to get trade info
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const takingAmount = parseFloat(response.takingAmount || '0');
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const makingAmount = parseFloat(response.makingAmount || '0');
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if (takingAmount > 0 || makingAmount > 0) {
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totalSharesFilled += takingAmount || (remainingAmount / price);
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totalCostFilled += makingAmount || remainingAmount;
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filled = true;
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break; // FOK either fills fully or cancels
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} else {
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filled = true;
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totalSharesFilled = tradeSize / price;
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totalCostFilled = tradeSize;
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break;
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}
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} else {
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logger.warn(`Order not filled. Error: ${response?.errorMsg || 'Unknown'}`);
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}
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} catch (err) {
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logger.error(`Buy attempt ${attempt} failed:`, err.message);
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}
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// Wait before retry
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if (attempt < config.maxRetries) {
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await new Promise((r) => setTimeout(r, config.retryDelay));
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}
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}
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if (!filled || totalCostFilled === 0) {
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logger.error(`Failed to fill buy order for ${market || tokenId} after ${config.maxRetries} attempts`);
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return;
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}
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// Calculate avg buy price
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const avgBuyPrice = totalSharesFilled > 0 ? totalCostFilled / totalSharesFilled : price;
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// Record position
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addPosition({
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conditionId: effectiveConditionId,
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tokenId,
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market: market || marketOpts.question || tokenId,
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shares: totalSharesFilled,
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avgBuyPrice,
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totalCost: totalCostFilled,
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outcome: trade.outcome,
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});
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// Auto-sell if enabled
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if (config.autoSellEnabled) {
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await placeAutoSell(effectiveConditionId, tokenId, totalSharesFilled, avgBuyPrice, marketOpts);
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}
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}
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/**
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* Execute a SELL trade (copy trader's sell)
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* @param {Object} trade - Trade info from watcher
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*/
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export async function executeSell(trade) {
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const { tokenId, conditionId, market, price } = trade;
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// Get market options to resolve conditionId
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let effectiveConditionId = conditionId;
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let marketOpts;
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if (!effectiveConditionId) {
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marketOpts = await getMarketOptions(tokenId);
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effectiveConditionId = marketOpts.conditionId;
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}
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// Check if we have a position
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const position = getPosition(effectiveConditionId);
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if (!position) {
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logger.warn(`No position found for: ${market || effectiveConditionId}. Skipping sell.`);
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return;
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}
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if (position.status === 'selling' || position.status === 'sold') {
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logger.warn(`Position already ${position.status}: ${market || effectiveConditionId}. Skipping.`);
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return;
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}
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logger.trade(`SELL ${position.market} | Shares: ${position.shares} | Trader price: ${price}`);
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if (config.dryRun) {
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logger.info('[DRY RUN] Would place sell order');
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removePosition(effectiveConditionId);
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return;
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}
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// Cancel existing auto-sell order if any
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if (position.sellOrderId) {
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try {
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const client = getClient();
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await client.cancelOrder(position.sellOrderId);
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logger.info(`Cancelled auto-sell order: ${position.sellOrderId}`);
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} catch (err) {
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logger.warn(`Failed to cancel auto-sell: ${err.message}`);
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}
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}
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updatePosition(effectiveConditionId, { status: 'selling' });
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if (!marketOpts) {
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marketOpts = await getMarketOptions(tokenId);
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}
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const client = getClient();
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let filled = false;
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for (let attempt = 1; attempt <= config.maxRetries; attempt++) {
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try {
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if (config.sellMode === 'market') {
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// Market sell (FOK)
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logger.info(`Sell attempt ${attempt}/${config.maxRetries} (market) | Shares: ${position.shares}`);
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const response = await client.createAndPostMarketOrder(
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{
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tokenID: tokenId,
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side: Side.SELL,
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amount: position.shares,
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price: Math.max(price * 0.95, 0.01), // 5% slippage, min 0.01
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},
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{
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tickSize: marketOpts.tickSize,
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negRisk: marketOpts.negRisk,
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},
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OrderType.FOK,
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);
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if (response && response.success) {
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logger.success(`Sell order placed: ${response.orderID}`);
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filled = true;
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break;
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} else {
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logger.warn(`Sell not filled: ${response?.errorMsg || 'Unknown'}`);
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}
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} else {
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// Limit sell at trader's sell price
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logger.info(`Sell attempt ${attempt}/${config.maxRetries} (limit) | Price: ${price}`);
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const response = await client.createAndPostOrder(
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{
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tokenID: tokenId,
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price: price,
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size: position.shares,
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side: Side.SELL,
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},
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{
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tickSize: marketOpts.tickSize,
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negRisk: marketOpts.negRisk,
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},
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OrderType.GTC,
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);
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if (response && response.success) {
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logger.success(`Limit sell placed: ${response.orderID} @ $${price}`);
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filled = true;
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break;
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} else {
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logger.warn(`Limit sell failed: ${response?.errorMsg || 'Unknown'}`);
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}
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}
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} catch (err) {
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logger.error(`Sell attempt ${attempt} failed:`, err.message);
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}
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if (attempt < config.maxRetries) {
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await new Promise((r) => setTimeout(r, config.retryDelay));
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}
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}
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if (filled) {
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removePosition(effectiveConditionId);
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logger.money(`Position sold: ${position.market}`);
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} else {
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updatePosition(effectiveConditionId, { status: 'open' });
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logger.error(`Failed to sell ${position.market} after ${config.maxRetries} attempts`);
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}
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}
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