feat: implement 3-tier sniper strategy with weighted sizing
- Replace single price/shares with 3-tier system (3c/2c/1c) - Tier allocation: 20%/30%/50% (high→low price) - Min 5 shares per tier enforced - Update .env.example with new config vars - Update README.md with strategy documentation Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
00235dc850
commit
c524ed92ef
+11
-7
@@ -135,18 +135,22 @@ MM_ADAPTIVE_MONITOR_SEC=5
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# ─────────────────────────────────────────────
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# ORDERBOOK SNIPER (sniper.js / npm run sniper-sim)
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# Places tiny GTC BUY orders at a low price on both sides of
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# ETH/SOL/XRP 5-minute markets — catches panic dumps near $0.
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# 3-Tier Strategy: Places GTC BUY orders at 3 prices with weighted sizing
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# Tier 1 (3c): smallest size | Tier 2 (2c): medium | Tier 3 (1c): largest
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# Catches panic dumps at multiple price levels with optimal capital allocation
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# ─────────────────────────────────────────────
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# Comma-separated assets to snipe
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SNIPER_ASSETS=eth,sol,xrp
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# Buy price per share (1 cent = $0.01)
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SNIPER_PRICE=0.01
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# 3-Tier pricing (high to low)
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SNIPER_TIER1_PRICE=0.03 # Highest price, smallest allocation (20%)
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SNIPER_TIER2_PRICE=0.02 # Mid price, medium allocation (30%)
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SNIPER_TIER3_PRICE=0.01 # Lowest price, largest allocation (50%)
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# Shares per side — minimum Polymarket order size is 5 shares
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# At $0.01/share: 5 shares = $0.05 per side, $0.10 per market
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SNIPER_SHARES=5
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# Max total shares per side (min 5 shares per tier)
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# Example: 15 shares → 3@3c + 5@2c + 7@1c
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# Example: 30 shares → 6@3c + 9@2c + 15@1c
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SNIPER_MAX_SHARES=15
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# ── Sniper Session Schedule (all times UTC+8) ──────────────
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# Format: HH:MM-HH:MM,HH:MM-HH:MM (comma-separated sessions)
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@@ -42,9 +42,10 @@
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- **Simulation Mode** — Full dry-run with P&L tracking
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### Orderbook Sniper Bot
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- **Low-Price Orders** — Places tiny GTC BUY orders at a configurable price (e.g. $0.01) on both sides
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- **3-Tier Strategy** — Places GTC BUY orders at 3c, 2c, and 1c with weighted sizing (20%/30%/50%)
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- **Multi-Asset** — Targets ETH, SOL, XRP, and more simultaneously
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- **Simulation Mode** — Preview orders without spending funds
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- **Session Scheduling** — Per-asset time windows (UTC+8) for selective trading
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---
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@@ -139,11 +140,26 @@ Leave these blank to have the client auto-derive credentials from your private k
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### Orderbook Sniper Settings
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**3-Tier Strategy:** Places orders at 3 price levels with weighted sizing
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| Variable | Description | Default |
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|---|---|---|
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| `SNIPER_ASSETS` | Comma-separated assets to snipe (e.g. `eth,sol,xrp`) | `eth,sol,xrp` |
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| `SNIPER_PRICE` | Buy price per share (e.g. `0.01` = $0.01) | `0.01` |
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| `SNIPER_SHARES` | Shares per side (minimum 5 per Polymarket rules) | `5` |
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| `SNIPER_TIER1_PRICE` | Highest price tier (e.g. `0.03` = 3c) | `0.03` |
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| `SNIPER_TIER2_PRICE` | Mid price tier (e.g. `0.02` = 2c) | `0.02` |
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| `SNIPER_TIER3_PRICE` | Lowest price tier (e.g. `0.01` = 1c) | `0.01` |
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| `SNIPER_MAX_SHARES` | Max total shares per side (min 5 per tier) | `15` |
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**Allocation:**
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- Tier 1 (3c): 20% of max shares (min 5)
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- Tier 2 (2c): 30% of max shares (min 5)
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- Tier 3 (1c): 50% of max shares (min 5)
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**Example with `SNIPER_MAX_SHARES=15`:**
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- 3 shares @ 3c = $0.09
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- 5 shares @ 2c = $0.10
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- 7 shares @ 1c = $0.07
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- **Total per side:** 15 shares = $0.26
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---
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+10
-4
@@ -75,12 +75,18 @@ const config = {
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mmRecoverySize: parseFloat(process.env.MM_RECOVERY_SIZE || '0'), // 0 = use mmTradeSize
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// ── Orderbook Sniper ───────────────────────────────────────────
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// Places tiny GTC limit BUY orders at a very low price on each side
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// of ETH/SOL/XRP 5-minute markets — catches panic dumps near $0.
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// 3-tier strategy: places GTC limit BUY orders at 3c, 2c, and 1c
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// Tier 1 (3c): smallest size | Tier 2 (2c): medium size | Tier 3 (1c): largest size
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// Min 5 shares per tier, total = SNIPER_MAX_SHARES_PER_SIDE
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sniperAssets: (process.env.SNIPER_ASSETS || 'eth,sol,xrp')
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.split(',').map((s) => s.trim().toLowerCase()).filter(Boolean),
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sniperPrice: parseFloat(process.env.SNIPER_PRICE || '0.01'), // $ per share
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sniperShares: parseFloat(process.env.SNIPER_SHARES || '5'), // shares per side
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sniperTierPrices: [
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parseFloat(process.env.SNIPER_TIER1_PRICE || '0.03'), // high price, small size
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parseFloat(process.env.SNIPER_TIER2_PRICE || '0.02'), // mid price, medium size
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parseFloat(process.env.SNIPER_TIER3_PRICE || '0.01'), // low price, large size
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],
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sniperMaxShares: parseFloat(process.env.SNIPER_MAX_SHARES || '15'), // max total per side
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sniperMinSharesPerTier: 5, // minimum shares for each tier
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// ── Sniper Schedule (UTC+8) ────────────────────────────────────
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// Per-asset session windows. Format: SNIPER_SCHEDULE_{ASSET}=HH:MM-HH:MM,HH:MM-HH:MM
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@@ -1,17 +1,10 @@
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/**
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* sniperExecutor.js
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* Places GTC limit BUY orders at a very low price on both sides of a market.
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*
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* Strategy:
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* - For each market detected by sniperDetector, place two GTC BUY orders:
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* UP token at $SNIPER_PRICE × SNIPER_SHARES shares
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* DOWN token at $SNIPER_PRICE × SNIPER_SHARES shares
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* - Orders sit in the orderbook. If someone panic-dumps below the price,
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* the order fills and becomes redeemable if that side wins.
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* - GTC orders expire automatically when the market closes — no cleanup needed.
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*
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* Cost per market: SNIPER_PRICE × SNIPER_SHARES × 2 sides
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* e.g. $0.01 × 5 × 2 = $0.10 per market, $0.30 for 3 assets per 5-min slot
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* 3-Tier Sniper Strategy:
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* - Tier 1: 3c price, smallest size (20% of max)
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* - Tier 2: 2c price, medium size (30% of max)
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* - Tier 3: 1c price, largest size (50% of max)
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* Min 5 shares per tier, total = SNIPER_MAX_SHARES
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*/
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import { Side, OrderType } from '@polymarket/clob-client';
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@@ -19,13 +12,37 @@ import config from '../config/index.js';
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import { getClient } from './client.js';
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import logger from '../utils/logger.js';
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// In-memory tracking of placed snipe orders (for TUI status panel)
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const activeSnipes = []; // { asset, side, question, orderId, price, shares, cost, potentialPayout }
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// In-memory tracking of placed snipe orders
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const activeSnipes = [];
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export function getActiveSnipes() {
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return [...activeSnipes];
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}
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/**
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* Calculate tier sizes based on max shares.
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* Distribution: 20% | 30% | 50% (high→low price)
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* Minimum 5 shares per tier.
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*/
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function calculateTierSizes(maxShares, minPerTier) {
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// Distribution percentages
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const ratios = [0.20, 0.30, 0.50]; // Tier 1, 2, 3
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const sizes = ratios.map(ratio => {
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const size = Math.floor(maxShares * ratio);
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return Math.max(size, minPerTier);
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});
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// Ensure we don't exceed maxShares after rounding up to minimums
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const total = sizes.reduce((a, b) => a + b, 0);
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if (total > maxShares) {
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// Adjust tier 3 (largest) down if needed
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sizes[2] = Math.max(minPerTier, sizes[2] - (total - maxShares));
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}
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return sizes;
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}
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export async function executeSnipe(market) {
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const { asset, conditionId, question, yesTokenId, noTokenId, tickSize, negRisk } = market;
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const label = question.slice(0, 40);
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@@ -36,56 +53,67 @@ export async function executeSnipe(market) {
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{ name: 'DOWN', tokenId: noTokenId },
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];
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logger.info(`SNIPER: ${sim}${asset.toUpperCase()} — "${label}" | $${config.sniperPrice} × ${config.sniperShares}sh each side`);
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const prices = config.sniperTierPrices;
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const sizes = calculateTierSizes(config.sniperMaxShares, config.sniperMinSharesPerTier);
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logger.info(`SNIPER: ${sim}${asset.toUpperCase()} — "${label}" | 3-tier: 3c×${sizes[0]} | 2c×${sizes[1]} | 1c×${sizes[2]}`);
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for (const { name, tokenId } of sides) {
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if (config.dryRun) {
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const cost = config.sniperPrice * config.sniperShares;
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logger.trade(`SNIPER[SIM]: ${asset.toUpperCase()} ${name} @ $${config.sniperPrice} × ${config.sniperShares}sh | cost $${cost.toFixed(3)} | payout $${config.sniperShares} if wins`);
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activeSnipes.push({
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asset: asset.toUpperCase(),
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side: name,
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question: label,
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orderId: `sim-${Date.now()}-${tokenId.slice(-6)}`,
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price: config.sniperPrice,
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shares: config.sniperShares,
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cost,
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potentialPayout: config.sniperShares,
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});
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continue;
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}
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// Place 3 orders per side
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for (let tier = 0; tier < 3; tier++) {
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const price = prices[tier];
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const size = sizes[tier];
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const client = getClient();
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try {
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const res = await client.createAndPostOrder(
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{
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tokenID: tokenId,
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side: Side.BUY,
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price: config.sniperPrice,
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size: config.sniperShares,
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},
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{ tickSize, negRisk },
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OrderType.GTC,
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);
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if (res?.success) {
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const cost = config.sniperPrice * config.sniperShares;
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logger.trade(`SNIPER: ${asset.toUpperCase()} ${name} @ $${config.sniperPrice} × ${config.sniperShares}sh | cost $${cost.toFixed(3)} | order ${res.orderID}`);
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if (config.dryRun) {
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const cost = price * size;
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logger.trade(`SNIPER[SIM]: ${asset.toUpperCase()} ${name} T${tier+1} @ $${price.toFixed(2)} × ${size}sh | cost $${cost.toFixed(3)}`);
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activeSnipes.push({
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asset: asset.toUpperCase(),
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side: name,
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tier: tier + 1,
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question: label,
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orderId: res.orderID,
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price: config.sniperPrice,
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shares: config.sniperShares,
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orderId: `sim-${Date.now()}-${tier}-${tokenId.slice(-6)}`,
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price,
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shares: size,
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cost,
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potentialPayout: config.sniperShares,
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potentialPayout: size,
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});
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} else {
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logger.warn(`SNIPER: ${asset.toUpperCase()} ${name} order failed — ${res?.errorMsg || 'unknown'}`);
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continue;
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}
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const client = getClient();
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try {
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const res = await client.createAndPostOrder(
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{
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tokenID: tokenId,
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side: Side.BUY,
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price: price,
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size: size,
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},
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{ tickSize, negRisk },
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OrderType.GTC,
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);
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if (res?.success) {
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const cost = price * size;
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logger.trade(`SNIPER: ${asset.toUpperCase()} ${name} T${tier+1} @ $${price.toFixed(2)} × ${size}sh | cost $${cost.toFixed(3)} | order ${res.orderID}`);
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activeSnipes.push({
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asset: asset.toUpperCase(),
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side: name,
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tier: tier + 1,
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question: label,
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orderId: res.orderID,
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price,
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shares: size,
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cost,
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potentialPayout: size,
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});
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} else {
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logger.warn(`SNIPER: ${asset.toUpperCase()} ${name} T${tier+1} failed — ${res?.errorMsg || 'unknown'}`);
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}
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} catch (err) {
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logger.error(`SNIPER: ${asset.toUpperCase()} ${name} T${tier+1} error — ${err.message}`);
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}
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} catch (err) {
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logger.error(`SNIPER: ${asset.toUpperCase()} ${name} error — ${err.message}`);
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}
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}
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}
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+5
-2
@@ -159,9 +159,12 @@ process.on('SIGTERM', shutdown);
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// ── Start ─────────────────────────────────────────────────────────────────────
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const costPerSlot = (config.sniperPrice * config.sniperShares * 2 * config.sniperAssets.length).toFixed(3);
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const prices = config.sniperTierPrices;
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const sizes = [Math.floor(config.sniperMaxShares * 0.20), Math.floor(config.sniperMaxShares * 0.30), Math.floor(config.sniperMaxShares * 0.50)];
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const costPerSide = (sizes[0] * prices[0]) + (sizes[1] * prices[1]) + (sizes[2] * prices[2]);
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const costPerSlot = (costPerSide * 2 * config.sniperAssets.length).toFixed(3);
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logger.info(`SNIPER starting — ${config.dryRun ? 'SIMULATION' : 'LIVE'}`);
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logger.info(`Assets: ${config.sniperAssets.join(', ').toUpperCase()} | $${config.sniperPrice} × ${config.sniperShares}sh = $${costPerSlot}/slot`);
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logger.info(`Assets: ${config.sniperAssets.join(', ').toUpperCase()} | 3-tier: 3c×${sizes[0]}+2c×${sizes[1]}+1c×${sizes[2]} = $${costPerSlot}/slot`);
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startRefresh();
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startRedeemer();
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+6
-2
@@ -102,9 +102,13 @@ process.on('SIGTERM', shutdown);
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// ── Start ─────────────────────────────────────────────────────────────────────
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const costPerSlot = (config.sniperPrice * config.sniperShares * 2 * config.sniperAssets.length).toFixed(3);
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// Calculate cost for 3-tier strategy
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const prices = config.sniperTierPrices;
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const sizes = [Math.floor(config.sniperMaxShares * 0.20), Math.floor(config.sniperMaxShares * 0.30), Math.floor(config.sniperMaxShares * 0.50)];
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const costPerSide = (sizes[0] * prices[0]) + (sizes[1] * prices[1]) + (sizes[2] * prices[2]);
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const costPerSlot = (costPerSide * 2 * config.sniperAssets.length).toFixed(3);
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logger.info(`SNIPER starting — ${config.dryRun ? 'SIMULATION' : 'LIVE'}`);
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logger.info(`Assets: ${config.sniperAssets.join(', ').toUpperCase()} | $${config.sniperPrice} × ${config.sniperShares}sh = $${costPerSlot}/slot`);
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logger.info(`Assets: ${config.sniperAssets.join(', ').toUpperCase()} | 3-tier: 3c×${sizes[0]}+2c×${sizes[1]}+1c×${sizes[2]} = $${costPerSlot}/slot`);
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logSchedule();
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startRedeemer();
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