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
This commit is contained in:
direkturcrypto
2026-03-30 21:00:43 +07:00
parent 455f265ed0
commit ef249ad971
11 changed files with 1773 additions and 454 deletions
+4
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@@ -22,6 +22,10 @@
"sniper-tui": "DRY_RUN=false node src/sniper-tui.js",
"sniper-tui-sim": "DRY_RUN=true node src/sniper-tui.js",
"sniper-tui-dev": "DRY_RUN=true nodemon --ignore 'data/*.json' src/sniper-tui.js",
"maker-mm": "DRY_RUN=false node src/maker-mm.js",
"maker-mm-sim": "DRY_RUN=true node src/maker-mm.js",
"maker-mm-bot": "node src/maker-mm-bot.js",
"maker-mm-bot-sim": "DRY_RUN=true node src/maker-mm-bot.js",
"postinstall": "node scripts/patch-clob-client.cjs"
},
"keywords": [