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fix: add on-chain balance fallback for fill detection

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CLOB API (client.getOrder) can be stale — order filled on-chain but API
still shows unfilled. This caused the bot to miss fills and incorrectly
enter defensive mode or keep monitoring dead orders.

Now isOrderFilled does:
1. Check CLOB API (existing) with retry
2. Fallback: check on-chain token balance via CTF contract
   If balance < 5% of original shares → treat as filled

Fixes issue where Polymarket UI shows filled but bot doesn't detect it.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-03-27 13:24:33 +07:00
co-authored by Claude Opus 4.6
parent ba250572b9
commit b05fed9207
1 changed files with 22 additions and 7 deletions
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src/services/mmExecutor.js
+22 -7
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@@ -110,22 +110,37 @@ async function marketSell(tokenId, shares, tickSize, negRisk) {
// ── Order status check ────────────────────────────────────────────────────────
async function isOrderFilled(orderId, shares) {
async function isOrderFilled(orderId, shares, tokenId = null) {
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) break; // order gone — fall through to balance check
if (order.status === 'MATCHED') return true;
const matched = parseFloat(order.size_matched || '0');
return matched >= shares * 0.99;
if (matched >= shares * 0.99) return true;
// CLOB says not filled — trust it if we have no tokenId for balance check
if (!tokenId) return false;
// Otherwise fall through to balance check below
break;
} catch (err) {
logger.warn(`MM: isOrderFilled error (attempt ${attempt}/${MAX_FILL_RETRIES}): ${err.message}`);
logger.warn(`MM: isOrderFilled CLOB error (attempt ${attempt}/${MAX_FILL_RETRIES}): ${err.message}`);
if (attempt < MAX_FILL_RETRIES) await sleep(2000);
}
}
// Fallback: check on-chain token balance
// If we placed a SELL and our balance is now ~0, the order was filled
if (tokenId) {
const balance = await getTokenBalance(tokenId);
if (balance !== null && balance < shares * 0.05) {
logger.warn(`MM: CLOB API missed fill — on-chain balance ${balance.toFixed(3)} ≈ 0 (expected ${shares}) → treating as filled`);
return true;
}
}
return false;
}
@@ -187,7 +202,7 @@ async function monitorAndManage(pos) {
const hitPrice = await simPriceHitTarget(pos.yes.tokenId);
if (hitPrice) { filled = true; pos.yes.fillPrice = hitPrice; }
} else {
filled = await isOrderFilled(pos.yes.orderId, pos.yes.shares);
filled = await isOrderFilled(pos.yes.orderId, pos.yes.shares, pos.yes.tokenId);
if (filled) pos.yes.fillPrice = config.mmSellPrice;
}
if (filled) {
@@ -204,7 +219,7 @@ async function monitorAndManage(pos) {
const hitPrice = await simPriceHitTarget(pos.no.tokenId);
if (hitPrice) { filled = true; pos.no.fillPrice = hitPrice; }
} else {
filled = await isOrderFilled(pos.no.orderId, pos.no.shares);
filled = await isOrderFilled(pos.no.orderId, pos.no.shares, pos.no.tokenId);
if (filled) pos.no.fillPrice = config.mmSellPrice;
}
if (filled) {
@@ -579,7 +594,7 @@ async function adaptiveLegCL(pos, unfilledKey) {
const hitPrice = await simPriceHitTarget(s.tokenId);
if (hitPrice) { filled = true; s.fillPrice = hitPrice; }
} else {
filled = await isOrderFilled(activeOrderId, sellShares);
filled = await isOrderFilled(activeOrderId, sellShares, s.tokenId);
if (filled) s.fillPrice = activeLimitPrice;
}