feat: maker rebate MM — HFT market-making with spread capture on 15m markets
- Place simultaneous maker limit BUY on YES+NO sides (combined ≈ $0.98) - Merge filled pairs via CTF contract → capture spread as profit - WebSocket RTDS real-time fill detection + onchain balance as source of truth - No aggressive repricing when one side is filled (prevents double exposure) - Stop re-entry after one-sided stuck cycle (prevents directional accumulation) - Combined cap always enforced — profitable merge guaranteed - Auto-queue next market before current closes (zero idle time) - Remove loss-compensating martingale logic from reprice flow - Add .env.example with full documentation for all strategies - Update README with grant-ready project description
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direkturcrypto
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# ══════════════════════════════════════════════════════════════════
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# polymarket-terminal — Environment Configuration
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# Copy this file to .env and fill in your values
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# ══════════════════════════════════════════════════════════════════
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# ─────────────────────────────────────────────
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# WALLET SETUP
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# WALLET SETUP (required for all strategies)
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# ─────────────────────────────────────────────
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# EOA private key — used for SIGNING only, does NOT hold USDC
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# EOA private key — used for SIGNING only, does NOT hold funds
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# Never share this key or commit it to version control
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PRIVATE_KEY=0xYOUR_EOA_PRIVATE_KEY_HERE
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# Polymarket Proxy Wallet — the address shown when you click "Deposit" on Polymarket
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# This is where you deposit USDC.e, and where trades are funded from
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# How to find: Login to polymarket.com → Profile → Deposit → copy the address
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# This is where you deposit USDC.e and where all trades are funded from
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# How to find: polymarket.com → Profile → Deposit → copy the address
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PROXY_WALLET_ADDRESS=0xYOUR_PROXY_WALLET_ADDRESS_HERE
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# ─────────────────────────────────────────────
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# POLYGON RPC
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# ─────────────────────────────────────────────
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# Public RPC (default, no key required)
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POLYGON_RPC_URL=https://polygon.lava.build
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# Alternative RPCs:
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# POLYGON_RPC_URL=https://polygon-rpc.com
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# POLYGON_RPC_URL=https://rpc.ankr.com/polygon
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# ─────────────────────────────────────────────
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# POLYMARKET API CREDENTIALS (optional)
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# Leave blank to auto-derive from your private key
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# Leave blank to auto-derive from your private key on first run
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# ─────────────────────────────────────────────
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CLOB_API_KEY=
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CLOB_API_SECRET=
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CLOB_API_PASSPHRASE=
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# ─────────────────────────────────────────────
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# TRADER TO COPY
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# Use the proxy wallet address of the trader (visible on their Polymarket profile)
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# PROXY (optional — Polymarket API only, NOT Polygon RPC)
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# Supports HTTP, HTTPS, and SOCKS5 proxies
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# Leave empty to connect directly
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# Example: http://user:pass@proxy.example.com:8080
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# ─────────────────────────────────────────────
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TRADER_ADDRESS=0xTRADER_PROXY_WALLET_ADDRESS
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PROXY_URL=
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# ─────────────────────────────────────────────
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# TRADE SIZING
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# DRY RUN — simulate without placing real orders
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# Always test with DRY_RUN=true first!
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# ─────────────────────────────────────────────
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DRY_RUN=true
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# ══════════════════════════════════════════════════════════════════
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# MAKER REBATE MM (npm run maker-mm-bot)
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# High-frequency market-making on 15m BTC Up/Down markets.
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# Places maker limit orders on both YES and NO sides, merges filled
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# pairs back to USDC, and captures the bid-ask spread + maker rebate.
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# ══════════════════════════════════════════════════════════════════
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# Assets to market-make (comma-separated slugs: btc, eth, sol, xrp)
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MAKER_MM_ASSETS=btc
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# Market duration to target: "5m" or "15m"
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MAKER_MM_DURATION=15m
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# Number of shares per side per cycle (minimum 5)
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# Total USDC deployed per cycle ≈ MAKER_MM_TRADE_SIZE × combined_price
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MAKER_MM_TRADE_SIZE=5
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# Maximum combined bid (YES + NO) — controls spread profit
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# $0.98 combined = $0.02 profit per share when both fill
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# Lower = more profit per pair but lower fill rate (e.g. 0.95 = $0.05/share)
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MAKER_MM_MAX_COMBINED=0.98
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# Reprice check interval (seconds) — how often to check for bid drift
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MAKER_MM_REPRICE_SEC=10
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# Minimum bid drift (in dollars) before repricing — prevents over-trading
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# Default 0.02 = only reprice if best bid moved more than 2 cents
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MAKER_MM_REPRICE_THRESHOLD=0.02
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# Seconds before market close to force-exit open positions (cut-loss)
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MAKER_MM_CUT_LOSS_TIME=60
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# Max seconds after market open to enter (entry window)
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# After this window, bot waits for the next market
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MAKER_MM_ENTRY_WINDOW=45
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# How often to poll for new markets (seconds)
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MAKER_MM_POLL_INTERVAL=5
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# Delay between re-entry cycles within the same market (seconds)
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MAKER_MM_REENTRY_DELAY=30
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# Price range for maker rebate eligibility (both sides must be in range)
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# Polymarket rebates are earned on orders within ~30-70% range
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MAKER_MM_MIN_PRICE=0.30
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MAKER_MM_MAX_PRICE=0.69
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# ── Current Market Entry (optional) ─────────────────────────────
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# Allow entering markets that are already in progress
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# Useful for catching mid-market opportunities
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CURRENT_MARKET_ENABLED=true
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# Maximum odds (% as decimal) to allow entry into a running market
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# 0.70 = skip if either YES or NO is above 70%
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CURRENT_MARKET_MAX_ODDS=0.70
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# ══════════════════════════════════════════════════════════════════
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# COPY TRADER (npm run bot)
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# Mirrors trades from a target trader's Polymarket wallet.
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# ══════════════════════════════════════════════════════════════════
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# Proxy wallet address of the trader to copy
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# Visible on their Polymarket profile URL
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TRADER_ADDRESS=0xTRADER_PROXY_WALLET_ADDRESS
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# ── Trade Sizing ─────────────────────────────────────────────────
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# SIZE_MODE:
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# "percentage" = SIZE_PERCENT% of MAX_POSITION_SIZE per market entry
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# (e.g. MAX_POSITION_SIZE=$10, SIZE_PERCENT=50 → buy $5 per entry)
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# "percentage" = SIZE_PERCENT% of MAX_POSITION_SIZE per entry
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# "balance" = SIZE_PERCENT% of your current USDC.e balance per entry
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# (e.g. balance=$100, SIZE_PERCENT=10 → buy $10 per entry)
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# Note: sizing is independent of the trader's individual fill size.
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# Limit orders can fill in many small chunks — we always use our own sizing.
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SIZE_MODE=balance
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SIZE_PERCENT=10
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# Minimum trade size in USDC (skip if calculated size is below this)
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MIN_TRADE_SIZE=1
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# Maximum total position per market in USDC (won't buy more once this is reached)
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# Maximum total USDC position per market
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MAX_POSITION_SIZE=10
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# ─────────────────────────────────────────────
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# AUTO SELL
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# ─────────────────────────────────────────────
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# ── Auto Sell ────────────────────────────────────────────────────
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AUTO_SELL_ENABLED=true
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AUTO_SELL_PROFIT_PERCENT=10
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# Sell mode when copying trader's sell
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# "market" = sell at market price immediately
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# "market" = sell immediately at market price
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# "limit" = place limit order at trader's sell price
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SELL_MODE=market
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# ─────────────────────────────────────────────
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# INTERVALS
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# ─────────────────────────────────────────────
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# How often (seconds) to check for resolved markets to redeem
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# ── Intervals ────────────────────────────────────────────────────
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REDEEM_INTERVAL=60
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# Skip BUY if the market closes within this many seconds from now
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# Default 300 = skip if market ends in less than 5 minutes
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MIN_MARKET_TIME_LEFT=300
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# When FAK finds no liquidity (e.g. copying into "next market" before it opens),
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# fall back to a GTC limit order and wait this many seconds for it to fill.
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# Set to 0 to disable the GTC fallback entirely.
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GTC_FALLBACK_TIMEOUT=60
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# ─────────────────────────────────────────────
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# DRY RUN (set true to simulate without real trades)
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# ─────────────────────────────────────────────
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DRY_RUN=true
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# ─────────────────────────────────────────────
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# MARKET MAKER (mm.js / npm run mm-sim)
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# ─────────────────────────────────────────────
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# Comma-separated assets to market-make (same slug format as sniper)
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MM_ASSETS=btc
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# ══════════════════════════════════════════════════════════════════
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# ORDERBOOK SNIPER (npm run sniper)
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# Places 3-tier GTC limit buy orders at panic-dump price levels.
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# ══════════════════════════════════════════════════════════════════
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# Market duration: "5m" (5-minute) or "15m" (15-minute)
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MM_DURATION=5m
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# USDC amount per side (total exposure = 2x this)
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MM_TRADE_SIZE=5
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# Limit sell price target (e.g. 0.60 = sell at $0.60)
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MM_SELL_PRICE=0.60
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# Seconds before market close to trigger cut-loss
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MM_CUT_LOSS_TIME=60
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# Keyword to match market question (case-insensitive)
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MM_MARKET_KEYWORD=Bitcoin Up or Down
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# Max seconds after market open to enter (0 = at open only)
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MM_ENTRY_WINDOW=45
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# How often to poll for new markets (seconds)
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MM_POLL_INTERVAL=10
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# ── Recovery Buy (after cut-loss) ───────────────────────────
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# After cut-loss triggers, monitor prices for 10s and market-buy
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# the dominant side if criteria are met. Does not affect the main
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# MM flow — purely an opt-in add-on.
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#
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# Enable recovery buy
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MM_RECOVERY_BUY=false
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# Minimum price the dominant side must be at (and rising/stable) to qualify
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MM_RECOVERY_THRESHOLD=0.70
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# USDC size for the recovery buy (0 = use MM_TRADE_SIZE)
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MM_RECOVERY_SIZE=0
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# Enable adaptive CL when one leg fills (true = patient limit orders, false = immediate market sell)
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MM_ADAPTIVE_CL=true
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# Minimum combined sell price (both legs) required to place a limit order.
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# Formula: filledLegPrice + unfilledLegPrice >= MM_ADAPTIVE_MIN_COMBINED
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# Example: filledLeg=0.60, MM_ADAPTIVE_MIN_COMBINED=1.20 → floor=0.60 (won't limit-sell below $0.60)
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# filledLeg=0.55, MM_ADAPTIVE_MIN_COMBINED=1.20 → floor=0.65
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# If price is below floor, bot waits for recovery. Market-sell only at CL time as last resort.
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MM_ADAPTIVE_MIN_COMBINED=1.20
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# Poll interval (seconds) for the adaptive CL loop after one leg fills.
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# Smaller = more responsive to price changes, more API calls.
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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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# 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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# 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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# 3-Tier pricing (descending) — orders placed at these prices
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SNIPER_TIER1_PRICE=0.03
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SNIPER_TIER2_PRICE=0.02
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SNIPER_TIER3_PRICE=0.01
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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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# Max total shares to deploy (split across tiers: 20% / 30% / 50%)
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SNIPER_MAX_SHARES=15
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# ── Sniper Sizing Multiplier (UTC+8) ───────────────────────
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# Time-based bet sizing multiplier. Format: HH:MM-HH:MM:factor,...
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# Multiplies SNIPER_MAX_SHARES during the specified time windows.
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# Default = 1.0x outside any window.
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# Example: US afternoon bump + Asia morning discount
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# Time-based sizing multiplier (UTC+8). Format: HH:MM-HH:MM:factor,...
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SNIPER_MULTIPLIERS=21:00-00:00:1.41,06:00-12:00:0.85
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# ── Sniper Pause After Win ─────────────────────────────────
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# Number of 5-min rounds to pause an asset after a win is detected.
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# Set to 0 to disable.
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# Rounds to pause an asset after detecting a win (5-min intervals)
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SNIPER_PAUSE_ROUNDS_AFTER_WIN=3
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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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# Assets without a schedule entry are always active.
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# Active session schedules per asset (UTC+8). Format: HH:MM-HH:MM,...
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SNIPER_SCHEDULE_BTC=19:40-22:40,03:40-06:10
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SNIPER_SCHEDULE_ETH=11:40-15:40,16:40-19:40
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SNIPER_SCHEDULE_SOL=09:40-12:40,21:40-23:40
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SNIPER_SCHEDULE_XRP=18:40-20:40,08:40-09:50
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# ─────────────────────────────────────────────
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# PROXY (Polymarket API only, NOT Polygon RPC)
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# Supports HTTP/HTTPS/SOCKS5 proxies
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# Leave empty to connect directly (no proxy)
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# Example: http://user:pass@proxy.example.com:8080
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# ─────────────────────────────────────────────
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PROXY_URL=
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# ══════════════════════════════════════════════════════════════════
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# CLASSIC MARKET MAKER (npm run mm-bot)
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# Legacy MM strategy using limit sell orders after one leg fills.
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# ══════════════════════════════════════════════════════════════════
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MM_ASSETS=btc
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MM_DURATION=5m
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MM_TRADE_SIZE=5
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MM_SELL_PRICE=0.60
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MM_CUT_LOSS_TIME=60
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MM_MARKET_KEYWORD=Bitcoin Up or Down
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MM_ENTRY_WINDOW=45
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MM_POLL_INTERVAL=10
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MM_RECOVERY_BUY=false
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MM_RECOVERY_THRESHOLD=0.70
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MM_RECOVERY_SIZE=0
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MM_ADAPTIVE_CL=true
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MM_ADAPTIVE_MIN_COMBINED=1.20
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MM_ADAPTIVE_MONITOR_SEC=5
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Reference in New Issue
Block a user