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fix: improve mm-bot reliability - retry fills, parallel sells, smart small remainder handling

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- isOrderFilled: retry 2x with logging instead of silent error swallow
- Place YES/NO limit sells in parallel via Promise.all
- Market sell immediately when remaining shares < CLOB minimum (5 shares)
- Re-check on-chain balance before every limit/market sell in adaptive CL
- Separate redeemer Safe queue priority from strategy (split/merge) to reduce cross-market delays
- Cache USDC and exchange approvals in-memory to skip redundant on-chain reads

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-03-27 04:18:51 +07:00
co-authored by Claude Opus 4.6
parent d89b8ff54d
commit 0da77f78fd
2 changed files with 141 additions and 19 deletions
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src/services/mmExecutor.js
+89 -13
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@@ -20,6 +20,9 @@ import logger from '../utils/logger.js';
const CTF_ADDRESS = '0x4D97DCd97eC945f40cF65F87097ACe5EA0476045';
const CTF_BALANCE_ABI = ['function balanceOf(address account, uint256 id) view returns (uint256)'];
// Polymarket CLOB minimum order size (shares)
const CLOB_MIN_ORDER_SHARES = 5;
/**
* Get actual on-chain ERC1155 token balance for the proxy wallet.
* Used before market-sell to avoid 'not enough balance' errors from partial fills.
@@ -109,15 +112,37 @@ async function marketSell(tokenId, shares, tickSize, negRisk) {
async function isOrderFilled(orderId, shares) {
if (!orderId || orderId.startsWith('sim-')) return false;
const MAX_FILL_RETRIES = 2;
for (let attempt = 1; attempt <= MAX_FILL_RETRIES; attempt++) {
try {
const client = getClient();
const order = await client.getOrder(orderId);
if (!order) return false;
if (order.status === 'MATCHED') return true;
const matched = parseFloat(order.size_matched || '0');
return matched >= shares * 0.99;
} catch (err) {
logger.warn(`MM: isOrderFilled error (attempt ${attempt}/${MAX_FILL_RETRIES}): ${err.message}`);
if (attempt < MAX_FILL_RETRIES) await sleep(2000);
}
}
return false;
}
/**
* Get partial fill amount for an order (how many shares already matched).
* Returns 0 on error.
*/
async function getOrderMatched(orderId) {
if (!orderId || orderId.startsWith('sim-')) return 0;
try {
const client = getClient();
const order = await client.getOrder(orderId);
if (!order) return false;
if (order.status === 'MATCHED') return true;
const matched = parseFloat(order.size_matched || '0');
return matched >= shares * 0.99;
if (!order) return 0;
if (order.status === 'MATCHED') return parseFloat(order.original_size || order.size || '0');
return parseFloat(order.size_matched || '0');
} catch {
return false;
return 0;
}
}
@@ -329,6 +354,19 @@ async function adaptiveLegCL(pos, unfilledKey) {
return;
}
// If remaining shares below CLOB minimum, market sell immediately instead of trying limit
if (sellShares < CLOB_MIN_ORDER_SHARES) {
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} remaining ${sellShares.toFixed(3)} shares < ${CLOB_MIN_ORDER_SHARES} minimum — market selling immediately`);
const result = await marketSell(s.tokenId, sellShares, tickSize, negRisk);
s.fillPrice = result.fillPrice;
s.filled = true;
pos.status = 'done';
const pnl = (s.fillPrice - s.entryPrice) * sellShares;
const combined = filledLegPrice + s.fillPrice;
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} market-sold ${sellShares.toFixed(3)} sh @ $${s.fillPrice.toFixed(3)} | combined $${combined.toFixed(3)} | P&L $${pnl.toFixed(2)}`);
return;
}
logger.info(`MM adaptive CL: monitoring ${unfilledKey.toUpperCase()} — limit only when price ≥ $${minAdaptivePrice.toFixed(3)}, market-sell only at CL time`);
let activeOrderId = null;
@@ -410,9 +448,33 @@ async function adaptiveLegCL(pos, unfilledKey) {
// ── Place limit only above the profitable floor ─────────────────────
if (!activeOrderId) {
// Re-check actual balance — partial fills may have reduced it
const currentBalance = await getTokenBalance(s.tokenId);
const remainingShares = currentBalance !== null ? currentBalance : sellShares;
if (remainingShares < 0.001) {
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} balance is 0 — fully sold via partial fills`);
s.fillPrice = config.mmSellPrice;
s.filled = true;
pos.status = 'done';
return;
}
if (remainingShares < CLOB_MIN_ORDER_SHARES) {
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} remaining ${remainingShares.toFixed(3)} shares < ${CLOB_MIN_ORDER_SHARES} minimum — market selling`);
const result = await marketSell(s.tokenId, remainingShares, tickSize, negRisk);
s.fillPrice = result.fillPrice;
s.filled = true;
pos.status = 'done';
const pnl = (s.fillPrice - s.entryPrice) * remainingShares;
const combined = filledLegPrice + s.fillPrice;
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} market-sold ${remainingShares.toFixed(3)} sh @ $${s.fillPrice.toFixed(3)} | combined $${combined.toFixed(3)} | P&L $${pnl.toFixed(2)}`);
return;
}
if (currentPrice >= minAdaptivePrice) {
logger.info(`MM adaptive CL: placing limit sell @ $${targetPrice.toFixed(3)} (mid: $${currentPrice.toFixed(3)}, combined: $${(filledLegPrice + targetPrice).toFixed(3)}, ${Math.round(msLeft / 1000)}s left)`);
const result = await placeLimitSell(s.tokenId, sellShares, targetPrice, tickSize, negRisk);
const result = await placeLimitSell(s.tokenId, remainingShares, targetPrice, tickSize, negRisk);
if (result.success) {
activeOrderId = result.orderId;
activeLimitPrice = targetPrice;
@@ -426,12 +488,24 @@ async function adaptiveLegCL(pos, unfilledKey) {
}
// ── Fallback: market sell at CL time ───────────────────────────────────────
logger.warn(`MM adaptive CL: CL time reached — market-selling ${sellShares.toFixed(3)} ${unfilledKey.toUpperCase()} shares`);
const result = await marketSell(s.tokenId, sellShares, tickSize, negRisk);
// Re-check actual balance before market sell (partial fills may have occurred)
const finalBalance = await getTokenBalance(s.tokenId);
const finalShares = finalBalance !== null ? finalBalance : sellShares;
if (finalShares < 0.001) {
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} balance is 0 at CL time — already fully sold`);
s.fillPrice = config.mmSellPrice;
s.filled = true;
pos.status = 'done';
return;
}
logger.warn(`MM adaptive CL: CL time reached — market-selling ${finalShares.toFixed(3)} ${unfilledKey.toUpperCase()} shares`);
const result = await marketSell(s.tokenId, finalShares, tickSize, negRisk);
s.fillPrice = result.fillPrice;
const pnl = (s.fillPrice - s.entryPrice) * sellShares;
const pnl = (s.fillPrice - s.entryPrice) * finalShares;
const combined = filledLegPrice + s.fillPrice;
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} market-sold @ $${s.fillPrice.toFixed(3)} | combined $${combined.toFixed(3)} | sold ${sellShares.toFixed(3)} sh | P&L $${pnl.toFixed(2)}`);
logger.warn(`MM adaptive CL: ${unfilledKey.toUpperCase()} market-sold @ $${s.fillPrice.toFixed(3)} | combined $${combined.toFixed(3)} | sold ${finalShares.toFixed(3)} sh | P&L $${pnl.toFixed(2)}`);
s.filled = true;
pos.status = 'done';
@@ -626,10 +700,12 @@ export async function executeMMStrategy(market) {
const entryPrice = 0.50;
logger.info(`MM${tag}: split done — ${shares} YES + ${shares} NO @ $${entryPrice}`);
// ── Place limit sells ───────────────────────────────────────
// ── Place limit sells (parallel) ────────────────────────────
logger.info(`MM${tag}: ${sim}placing limit sells @ $${config.mmSellPrice}`);
const yesSell = await placeLimitSell(yesTokenId, shares, config.mmSellPrice, tickSize, negRisk);
const noSell = await placeLimitSell(noTokenId, shares, config.mmSellPrice, tickSize, negRisk);
const [yesSell, noSell] = await Promise.all([
placeLimitSell(yesTokenId, shares, config.mmSellPrice, tickSize, negRisk),
placeLimitSell(noTokenId, shares, config.mmSellPrice, tickSize, negRisk),
]);
if (!yesSell.success || !noSell.success) {
logger.error(`MM${tag}: failed to place limit sells — cutting immediately`);