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fix: auto-scale shares to meet $1 minimum notional for cheap-side orders

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When cheap side price is very low (e.g. NO at 5c), MAKER_MM_TRADE_SIZE=5
produces $0.25 notional which fails Polymarket's $1 minimum for marketable
BUY orders. Auto-scale both sides to ceil($1/price) to meet the minimum,
keeping YES+NO pair counts equal for clean merge.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-04-01 10:52:17 +07:00
co-authored by Claude Sonnet 4.6
parent 03d3f25d09
commit fdb613e966
1 changed files with 21 additions and 10 deletions
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src/services/makerRebateExecutor.js
+21 -10
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@@ -692,8 +692,19 @@ export async function executeMakerRebateStrategy(market) {
return; return;
} }
const yesCost = targetShares * yesBid; // Auto-scale shares to meet Polymarket's $1 minimum notional per side.
const noCost = targetShares * noBid; // When cheap side price is very low (e.g. 5c), 5 shares × $0.05 = $0.25 < $1 minimum.
// Both sides scale to the same count to keep YES+NO pairs balanced for merge.
const MIN_NOTIONAL = 1.0;
const yesMinShares = Math.ceil(MIN_NOTIONAL / yesBid);
const noMinShares = Math.ceil(MIN_NOTIONAL / noBid);
const actualShares = Math.max(targetShares, yesMinShares, noMinShares);
if (actualShares > targetShares) {
logger.info(`MakerMM${tag}: auto-scaled shares ${targetShares} → ${actualShares} to meet $${MIN_NOTIONAL} notional (YES $${yesBid} × ${yesMinShares}, NO $${noBid} × ${noMinShares})`);
}
const yesCost = actualShares * yesBid;
const noCost = actualShares * noBid;
const totalCost = yesCost + noCost; const totalCost = yesCost + noCost;
if (!config.dryRun) { if (!config.dryRun) {
@@ -718,11 +729,11 @@ export async function executeMakerRebateStrategy(market) {
} }
// ── Place orders ONCE (NO repricing) ────────────────────── // ── Place orders ONCE (NO repricing) ──────────────────────
logger.trade(`MakerMM${tag}: placing BUY — YES $${yesBid} × ${targetShares} + NO $${noBid} × ${targetShares} = $${totalCost.toFixed(2)}`); logger.trade(`MakerMM${tag}: placing BUY — YES $${yesBid} × ${actualShares} + NO $${noBid} × ${actualShares} = $${totalCost.toFixed(2)}`);
const [yesBuy, noBuy] = await Promise.all([ const [yesBuy, noBuy] = await Promise.all([
placeLimitBuy(yesTokenId, targetShares, yesBid, tickSize, negRisk), placeLimitBuy(yesTokenId, actualShares, yesBid, tickSize, negRisk),
placeLimitBuy(noTokenId, targetShares, noBid, tickSize, negRisk), placeLimitBuy(noTokenId, actualShares, noBid, tickSize, negRisk),
]); ]);
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'})`); 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'})`);
@@ -753,7 +764,7 @@ export async function executeMakerRebateStrategy(market) {
// Use net (new) balance to determine if actually filled — not total balance // Use net (new) balance to determine if actually filled — not total balance
if (!finalYesBuy.success && ( if (!finalYesBuy.success && (
yesNet >= targetShares * 0.5 || yesNet >= actualShares * 0.5 ||
yesOrderStatus === 'filled' || yesOrderStatus === 'filled' ||
yesOrderStatus === 'partial' yesOrderStatus === 'partial'
)) { )) {
@@ -762,7 +773,7 @@ export async function executeMakerRebateStrategy(market) {
} }
if (!finalNoBuy.success && ( if (!finalNoBuy.success && (
noNet >= targetShares * 0.5 || noNet >= actualShares * 0.5 ||
noOrderStatus === 'filled' || noOrderStatus === 'filled' ||
noOrderStatus === 'partial' noOrderStatus === 'partial'
)) { )) {
@@ -777,7 +788,7 @@ export async function executeMakerRebateStrategy(market) {
logger.warn(`MakerMM${tag}: retrying YES order (attempt ${attempt}/${maxRetries})...`); logger.warn(`MakerMM${tag}: retrying YES order (attempt ${attempt}/${maxRetries})...`);
await cancelOrder(yesBuy.orderId); await cancelOrder(yesBuy.orderId);
await sleep(500); await sleep(500);
finalYesBuy = await placeLimitBuy(yesTokenId, targetShares, yesBid, tickSize, negRisk); finalYesBuy = await placeLimitBuy(yesTokenId, actualShares, yesBid, tickSize, negRisk);
if (finalYesBuy.success) { if (finalYesBuy.success) {
logger.success(`MakerMM${tag}: YES order succeeded on retry ${attempt}`); logger.success(`MakerMM${tag}: YES order succeeded on retry ${attempt}`);
} }
@@ -786,7 +797,7 @@ export async function executeMakerRebateStrategy(market) {
logger.warn(`MakerMM${tag}: retrying NO order (attempt ${attempt}/${maxRetries})...`); logger.warn(`MakerMM${tag}: retrying NO order (attempt ${attempt}/${maxRetries})...`);
await cancelOrder(noBuy.orderId); await cancelOrder(noBuy.orderId);
await sleep(500); await sleep(500);
finalNoBuy = await placeLimitBuy(noTokenId, targetShares, noBid, tickSize, negRisk); finalNoBuy = await placeLimitBuy(noTokenId, actualShares, noBid, tickSize, negRisk);
if (finalNoBuy.success) { if (finalNoBuy.success) {
logger.success(`MakerMM${tag}: NO order succeeded on retry ${attempt}`); logger.success(`MakerMM${tag}: NO order succeeded on retry ${attempt}`);
} }
@@ -812,7 +823,7 @@ export async function executeMakerRebateStrategy(market) {
tickSize, tickSize,
negRisk, negRisk,
status: 'monitoring', status: 'monitoring',
targetShares, targetShares: actualShares,
yes: { yes: {
tokenId: yesTokenId, tokenId: yesTokenId,
buyPrice: yesBid, buyPrice: yesBid,