Revert "fix: auto-scale shares to meet $1 minimum notional for cheap-side orders"
This reverts commit fdb613e966.
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@@ -692,19 +692,8 @@ export async function executeMakerRebateStrategy(market) {
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return;
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}
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// Auto-scale shares to meet Polymarket's $1 minimum notional per side.
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// When cheap side price is very low (e.g. 5c), 5 shares × $0.05 = $0.25 < $1 minimum.
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// Both sides scale to the same count to keep YES+NO pairs balanced for merge.
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const MIN_NOTIONAL = 1.0;
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const yesMinShares = Math.ceil(MIN_NOTIONAL / yesBid);
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const noMinShares = Math.ceil(MIN_NOTIONAL / noBid);
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const actualShares = Math.max(targetShares, yesMinShares, noMinShares);
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if (actualShares > targetShares) {
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logger.info(`MakerMM${tag}: auto-scaled shares ${targetShares} → ${actualShares} to meet $${MIN_NOTIONAL} notional (YES $${yesBid} × ${yesMinShares}, NO $${noBid} × ${noMinShares})`);
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}
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const yesCost = actualShares * yesBid;
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const noCost = actualShares * noBid;
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const yesCost = targetShares * yesBid;
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const noCost = targetShares * noBid;
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const totalCost = yesCost + noCost;
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if (!config.dryRun) {
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@@ -729,11 +718,11 @@ export async function executeMakerRebateStrategy(market) {
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}
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// ── Place orders ONCE (NO repricing) ──────────────────────
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logger.trade(`MakerMM${tag}: placing BUY — YES $${yesBid} × ${actualShares} + NO $${noBid} × ${actualShares} = $${totalCost.toFixed(2)}`);
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logger.trade(`MakerMM${tag}: placing BUY — YES $${yesBid} × ${targetShares} + NO $${noBid} × ${targetShares} = $${totalCost.toFixed(2)}`);
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const [yesBuy, noBuy] = await Promise.all([
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placeLimitBuy(yesTokenId, actualShares, yesBid, tickSize, negRisk),
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placeLimitBuy(noTokenId, actualShares, noBid, tickSize, negRisk),
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placeLimitBuy(yesTokenId, targetShares, yesBid, tickSize, negRisk),
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placeLimitBuy(noTokenId, targetShares, noBid, tickSize, negRisk),
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]);
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logger.info(`MakerMM${tag}: order results — YES: ${yesBuy.success ? 'OK' : 'FAIL'} (id=${yesBuy.orderId?.slice(-8) || 'none'}), NO: ${noBuy.success ? 'OK' : 'FAIL'} (id=${noBuy.orderId?.slice(-8) || 'none'})`);
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@@ -764,7 +753,7 @@ export async function executeMakerRebateStrategy(market) {
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// Use net (new) balance to determine if actually filled — not total balance
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if (!finalYesBuy.success && (
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yesNet >= actualShares * 0.5 ||
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yesNet >= targetShares * 0.5 ||
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yesOrderStatus === 'filled' ||
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yesOrderStatus === 'partial'
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)) {
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@@ -773,7 +762,7 @@ export async function executeMakerRebateStrategy(market) {
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}
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if (!finalNoBuy.success && (
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noNet >= actualShares * 0.5 ||
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noNet >= targetShares * 0.5 ||
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noOrderStatus === 'filled' ||
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noOrderStatus === 'partial'
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)) {
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@@ -788,7 +777,7 @@ export async function executeMakerRebateStrategy(market) {
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logger.warn(`MakerMM${tag}: retrying YES order (attempt ${attempt}/${maxRetries})...`);
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await cancelOrder(yesBuy.orderId);
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await sleep(500);
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finalYesBuy = await placeLimitBuy(yesTokenId, actualShares, yesBid, tickSize, negRisk);
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finalYesBuy = await placeLimitBuy(yesTokenId, targetShares, yesBid, tickSize, negRisk);
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if (finalYesBuy.success) {
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logger.success(`MakerMM${tag}: YES order succeeded on retry ${attempt}`);
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}
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@@ -797,7 +786,7 @@ export async function executeMakerRebateStrategy(market) {
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logger.warn(`MakerMM${tag}: retrying NO order (attempt ${attempt}/${maxRetries})...`);
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await cancelOrder(noBuy.orderId);
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await sleep(500);
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finalNoBuy = await placeLimitBuy(noTokenId, actualShares, noBid, tickSize, negRisk);
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finalNoBuy = await placeLimitBuy(noTokenId, targetShares, noBid, tickSize, negRisk);
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if (finalNoBuy.success) {
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logger.success(`MakerMM${tag}: NO order succeeded on retry ${attempt}`);
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}
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@@ -823,7 +812,7 @@ export async function executeMakerRebateStrategy(market) {
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tickSize,
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negRisk,
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status: 'monitoring',
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targetShares: actualShares,
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targetShares,
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yes: {
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tokenId: yesTokenId,
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buyPrice: yesBid,
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