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fix: enforce minimum 5 shares per order (Polymarket minimum)

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- Add MIN_ORDER_SIZE=5 constant, apply Math.max + Math.floor to buy/sell sizes
- Skip sell placement if unsold shares < 5 (wait for more fills)
- Config validation: MAKER_TRADE_SIZE must be >= 5

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-03-07 01:10:04 +07:00
co-authored by Claude Opus 4.6
parent 5f4aa04d13
commit c156a68fdc
2 changed files with 36 additions and 25 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/config/index.js
+2 -2
View File
@@ -160,8 +160,8 @@ export function validateMakerConfig() {
throw new Error('MAKER_BUY_PRICE must be between 0 and 1');
if (config.makerSellPrice <= config.makerBuyPrice)
throw new Error('MAKER_SELL_PRICE must be greater than MAKER_BUY_PRICE');
if (config.makerTradeSize <= 0)
throw new Error('MAKER_TRADE_SIZE must be > 0');
if (config.makerTradeSize < 5)
throw new Error('MAKER_TRADE_SIZE must be >= 5 (Polymarket minimum order size)');
}
export default config;
src/services/makerExecutor.js
+34 -23
View File
@@ -27,6 +27,7 @@ const sleep = (ms) => new Promise((r) => setTimeout(r, ms));
const CL_SECONDS = 10; // cancel unfilled sells 10s before market close
const SELL_DELAY_MS = 2000; // wait for on-chain settlement before placing sell
const MAX_SELL_RETRIES = 3;
const MIN_ORDER_SIZE = 5; // Polymarket minimum order size
// In-memory store of active maker positions
const activePositions = new Map();
@@ -89,18 +90,19 @@ async function ensureApproval(negRisk) {
// ── Order helpers ─────────────────────────────────────────────────────────────
async function placeLimitBuy(tokenId, shares, price, tickSize, negRisk) {
const size = Math.max(MIN_ORDER_SIZE, Math.floor(shares));
if (config.dryRun) {
return { success: true, orderId: `sim-buy-${Date.now()}-${tokenId.slice(-6)}` };
return { success: true, orderId: `sim-buy-${Date.now()}-${tokenId.slice(-6)}`, size };
}
const client = getClient();
try {
const res = await client.createAndPostOrder(
{ tokenID: tokenId, side: Side.BUY, price, size: shares },
{ tokenID: tokenId, side: Side.BUY, price, size },
{ tickSize, negRisk },
OrderType.GTC,
);
if (!res?.success) return { success: false };
return { success: true, orderId: res.orderID };
return { success: true, orderId: res.orderID, size };
} catch (err) {
logger.error('MAKER limit buy error:', err.message);
return { success: false };
@@ -108,6 +110,7 @@ async function placeLimitBuy(tokenId, shares, price, tickSize, negRisk) {
}
async function placeLimitSellWithRetry(tokenId, shares, price, tickSize, negRisk, tag) {
const size = Math.max(MIN_ORDER_SIZE, Math.floor(shares));
if (config.dryRun) {
return { success: true, orderId: `sim-sell-${Date.now()}-${tokenId.slice(-6)}` };
}
@@ -117,7 +120,7 @@ async function placeLimitSellWithRetry(tokenId, shares, price, tickSize, negRisk
for (let attempt = 1; attempt <= MAX_SELL_RETRIES; attempt++) {
try {
const res = await client.createAndPostOrder(
{ tokenID: tokenId, side: Side.SELL, price, size: shares },
{ tokenID: tokenId, side: Side.SELL, price, size },
{ tickSize, negRisk },
OrderType.GTC,
);
@@ -339,26 +342,34 @@ async function monitorBuyPhase(pos, tag, sim) {
logger.money(`MAKER${tag}: ${sim}${sideName} BUY filled ${newFill.toFixed(2)} shares @ $${makerBuyPrice} (total: ${side.buyFilled.toFixed(2)}/${config.makerTradeSize})`);
// Wait for on-chain token settlement before placing sell
if (!config.dryRun) {
logger.info(`MAKER${tag}: waiting ${SELL_DELAY_MS / 1000}s for on-chain settlement...`);
await sleep(SELL_DELAY_MS);
}
// Check total unsold shares — only place sell if >= MIN_ORDER_SIZE
const soldShares = side.sellOrders.reduce((sum, so) => sum + so.shares, 0);
const unsold = side.buyFilled - soldShares;
const sellResult = await placeLimitSellWithRetry(
side.tokenId, newFill, makerSellPrice,
pos.tickSize, pos.negRisk, tag,
);
if (sellResult.success) {
side.sellOrders.push({
orderId: sellResult.orderId,
shares: newFill,
filled: false,
fillPrice: null,
});
logger.trade(`MAKER${tag}: ${sim}${sideName} SELL placed ${newFill.toFixed(2)} shares @ $${makerSellPrice}`);
if (unsold >= MIN_ORDER_SIZE) {
// Wait for on-chain token settlement before placing sell
if (!config.dryRun) {
logger.info(`MAKER${tag}: waiting ${SELL_DELAY_MS / 1000}s for on-chain settlement...`);
await sleep(SELL_DELAY_MS);
}
const sellResult = await placeLimitSellWithRetry(
side.tokenId, unsold, makerSellPrice,
pos.tickSize, pos.negRisk, tag,
);
if (sellResult.success) {
side.sellOrders.push({
orderId: sellResult.orderId,
shares: unsold,
filled: false,
fillPrice: null,
});
logger.trade(`MAKER${tag}: ${sim}${sideName} SELL placed ${unsold.toFixed(2)} shares @ $${makerSellPrice}`);
} else {
logger.error(`MAKER${tag}: ${sideName} SELL failed after ${MAX_SELL_RETRIES} retries — tokens held to resolution`);
}
} else {
logger.error(`MAKER${tag}: ${sideName} SELL failed after ${MAX_SELL_RETRIES} retries — tokens held to resolution`);
logger.info(`MAKER${tag}: ${sideName} unsold ${unsold.toFixed(2)} shares < ${MIN_ORDER_SIZE} min — waiting for more fills`);
}
}
@@ -401,7 +412,7 @@ async function monitorBuyPhase(pos, tag, sim) {
const s = pos[key];
const soldShares = s.sellOrders.reduce((sum, so) => sum + so.shares, 0);
const unsold = s.buyFilled - soldShares;
if (unsold > 0) {
if (unsold >= MIN_ORDER_SIZE) {
logger.info(`MAKER${tag}: placing sell for ${key.toUpperCase()} ${unsold.toFixed(2)} unsold shares`);
if (!config.dryRun) {
logger.info(`MAKER${tag}: waiting ${SELL_DELAY_MS / 1000}s for on-chain settlement...`);