From 0148b0bbefc3772843f6d07afe4627c2403321cb Mon Sep 17 00:00:00 2001
From: direkturcrypto <direkturcrypto.x@mail3.me>
Date: Wed, 25 Feb 2026 04:30:12 +0700
Subject: [PATCH] feat: GTC fallback when FAK finds no liquidity (next market
 copy trades)

When copying a trader who buys into the next periodic market before sellers
exist, FAK returns 0 fill each attempt. After exhausting FAK retries, the
bot now falls back to a GTC limit order at price*1.02 and polls getOrder()
every 3s until filled or GTC_FALLBACK_TIMEOUT (default 60s) expires.

If the GTC times out it is cancelled. GTC_FALLBACK_TIMEOUT=0 disables the
fallback entirely.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
---
 .env.example             |  5 +++
 src/config/index.js      |  4 +++
 src/services/executor.js | 71 ++++++++++++++++++++++++++++++++++++++++
 3 files changed, 80 insertions(+)

diff --git a/.env.example b/.env.example
index 10b5bce..dfaf184 100644
--- a/.env.example
+++ b/.env.example
@@ -68,6 +68,11 @@ REDEEM_INTERVAL=60
 # Default 300 = skip if market ends in less than 5 minutes
 MIN_MARKET_TIME_LEFT=300
 
+# When FAK finds no liquidity (e.g. copying into "next market" before it opens),
+# fall back to a GTC limit order and wait this many seconds for it to fill.
+# Set to 0 to disable the GTC fallback entirely.
+GTC_FALLBACK_TIMEOUT=60
+
 # ─────────────────────────────────────────────
 # DRY RUN (set true to simulate without real trades)
 # ─────────────────────────────────────────────
diff --git a/src/config/index.js b/src/config/index.js
index 75f247a..0149b50 100644
--- a/src/config/index.js
+++ b/src/config/index.js
@@ -49,6 +49,10 @@ const config = {
   // Skip buy if market closes within this many seconds (default 5 minutes)
   minMarketTimeLeft: parseInt(process.env.MIN_MARKET_TIME_LEFT || '300', 10),
 
+  // Seconds to wait for a GTC limit order to fill when FAK finds no liquidity
+  // (happens when copying trades into "next market" before sellers arrive)
+  gtcFallbackTimeout: parseInt(process.env.GTC_FALLBACK_TIMEOUT || '60', 10),
+
   // ── Market Maker ──────────────────────────────────────────────
   mmAssets:        (process.env.MM_ASSETS || 'btc')
                      .split(',').map((s) => s.trim().toLowerCase()).filter(Boolean),
diff --git a/src/services/executor.js b/src/services/executor.js
index 9868972..e552ea1 100644
--- a/src/services/executor.js
+++ b/src/services/executor.js
@@ -115,6 +115,67 @@ export function executeBuy(trade) {
     return queued;
 }
 
+/**
+ * GTC fallback for when FAK finds no liquidity (e.g. trader buys into "next market"
+ * before any sellers exist). Places a GTC limit order and polls until filled or timeout.
+ *
+ * Returns { sharesFilled, costFilled } on success, or null on failure/timeout.
+ */
+async function _tryGtcFallback(client, tokenId, tradeSize, price, marketOpts) {
+    const gtcPrice = parseFloat(Math.min(price * 1.02, 0.99).toFixed(4));
+    const shares   = parseFloat((tradeSize / gtcPrice).toFixed(4));
+
+    logger.info(`No liquidity via FAK — placing GTC limit buy: ${shares} shares @ $${gtcPrice}`);
+
+    let orderId;
+    try {
+        const resp = await client.createAndPostOrder(
+            { tokenID: tokenId, side: Side.BUY, price: gtcPrice, size: shares },
+            { tickSize: marketOpts.tickSize, negRisk: marketOpts.negRisk },
+            OrderType.GTC,
+        );
+        if (!resp?.success) {
+            logger.warn(`GTC fallback rejected: ${resp?.errorMsg || 'unknown'}`);
+            return null;
+        }
+        orderId = resp.orderID;
+        logger.info(`GTC order placed: ${orderId} — waiting for fill (up to ${config.gtcFallbackTimeout}s)...`);
+    } catch (err) {
+        logger.warn(`GTC fallback order failed: ${err.message}`);
+        return null;
+    }
+
+    const deadline    = Date.now() + config.gtcFallbackTimeout * 1000;
+    const pollMs      = 3000;
+
+    while (Date.now() < deadline) {
+        await new Promise((r) => setTimeout(r, pollMs));
+        try {
+            const order = await client.getOrder(orderId);
+            const matched = parseFloat(order?.size_matched ?? order?.matched_amount ?? '0');
+            const status  = (order?.status ?? order?.order_status ?? '').toLowerCase();
+
+            if (matched > 0 || status === 'matched' || status === 'filled') {
+                const sharesFilled = matched > 0 ? matched : shares;
+                const costFilled   = sharesFilled * gtcPrice;
+                logger.success(`GTC filled: ${sharesFilled.toFixed(4)} shares @ $${gtcPrice} | orderID: ${orderId}`);
+                return { sharesFilled, costFilled };
+            }
+
+            // Order gone from open orders also means it was matched
+            if (status === 'cancelled') {
+                logger.warn(`GTC order ${orderId} was cancelled externally`);
+                return null;
+            }
+        } catch { /* getOrder can 404 briefly — keep polling */ }
+    }
+
+    // Timed out — cancel the GTC
+    logger.warn(`GTC order ${orderId} not filled in ${config.gtcFallbackTimeout}s — cancelling`);
+    try { await client.cancelOrder({ orderID: orderId }); } catch { /* ignore */ }
+    return null;
+}
+
 /**
  * Internal: the actual buy logic, guaranteed to run serially per market.
  */
@@ -262,6 +323,16 @@ async function _doExecuteBuy(trade, marketOpts, effectiveConditionId) {
         }
     }
 
+    // FAK found no liquidity — fall back to GTC limit order and wait for fill
+    if (!filled && config.gtcFallbackTimeout > 0) {
+        const gtcResult = await _tryGtcFallback(client, tokenId, tradeSize, price, marketOpts);
+        if (gtcResult) {
+            totalSharesFilled = gtcResult.sharesFilled;
+            totalCostFilled   = gtcResult.costFilled;
+            filled = true;
+        }
+    }
+
     if (!filled || totalCostFilled === 0) {
         logger.error(`Failed to fill buy order for ${market || tokenId} after ${config.maxRetries} attempts`);
         return;