Commit Graph
6 Commits
Author SHA1 Message Date
direkturcryptoandClaude Sonnet 4.6 89a7803aa8 feat(oneshot): add auto-redemption via RedeemEngine
When a position's market expires, RedeemEngine automatically polls the
CTF contract and redeems the winning position on-chain — no manual redeem needed.

Flow:
  1. expirePosition() queues the expired position into RedeemEngine
  2. RedeemEngine polls every 30s (ONESHOT_REDEEM_POLL_MS)
  3. Checks Gamma API first, then CTF.payoutDenominator() on-chain
  4. When settled: emits redemption:complete event with final P&L
  5. Orchestrator passes P&L to RiskEngine

DRY_RUN=true: simulates by reading on-chain payouts and logging win/loss
DRY_RUN=false: submits real redeemPositions() tx on Polygon (gasLimit 300k)

Also stores conditionId and negRisk in PositionEngine state so the
expired position has all data needed for redemption without extra lookups.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 14:20:57 +07:00
direkturcryptoandClaude Sonnet 4.6 bf09d30376 refactor(oneshot): switch from scalper to Dominant Side Hold strategy
Previous behaviour: enter any side with positive momentum, exit at TP (+1 tick),
cycle back to IDLE — causing rapid buy-sell-buy loops on low-probability tokens.

New strategy:
- Enter ONLY the side the market already prices as probable winner (mid >= MIN_DOMINANT_MID)
- Hold position to market expiry; on-chain redeemer settles at $1.00 win / $0.00 loss
- Emergency stop-loss only (absolute mid floor, e.g. 0.20) for catastrophic reversals
- One entry per market slot — no re-entry while POSITION_OPEN

Key changes:
- SignalEngine: detect dominant side (up.mid vs down.mid), require MIN_DOMINANT_MID
  threshold, new scoring weights (mid 45% / imbalance 35% / spread 20%)
- PositionEngine: remove TP, slope-drop, time-reduce exits; add expired handler;
  stop-loss is now an absolute mid floor instead of relative-to-entry ticks
- oneshot.js: expirePosition() clears state without submitting sell orders;
  flattenPosition() only called for emergency stops; update cfg vars
- constants.js: add SIG_NO_DOMINANT, SIG_LOW_DOMINANT, EXIT_EXPIRED reason codes
- .env.example: replace ONESHOT_TP_TICKS with MIN_DOMINANT_MID, STOP_LOSS_MID,
  TTE_MIN, TTE_MAX

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 14:05:44 +07:00
direkturcrypto 202bf98fe7 feat(oneshot): add ONESHOT_DEBUG verbose logging mode
Adds a debug flag (ONESHOT_DEBUG=true / --debug / npm run oneshot-debug)
that surfaces the engine's internal decision process at every key step.

Debug output tags
─────────────────
  [DBG:FEED]   — Market discovery: every slug probed, API response status,
                 token IDs extracted, tick size fetched.
                 Throttled poll summary every 10 ticks per market showing
                 bid/ask/spread/mid/depth for both UP and DOWN sides.

  [DBG:GATE]   — Hard gate result every 5 evaluations per market:
                 TTE range, spread width, depth thinness, stale flag.
                 Shows exact gate fail reason or PASS confirmation.

  [DBG:FEAT]   — Feature breakdown for each side every 5 evals:
                 slope, imbalance, spread, retrace raw values plus
                 per-component scores and weighted total.

  [DBG:SCORE]  — Per-side qualify check: score vs threshold,
                 trend confirm flag, and QUALIFY / skip verdict.

  [DBG:SIGNAL] — Always logged (no throttle) when an ENTER signal fires.

  [DBG:HEART]  — 5-second heartbeat: active markets, per-market SM state,
                 dailyPnl, consecLosses, cooldownLeft, halted flag.

New script
──────────
  npm run oneshot-debug  →  DRY_RUN=true ONESHOT_DEBUG=true node src/oneshot.js

Co-Authored-By: direkturcrypto <direkturcrypto.x@mail3.me>
2026-02-24 13:29:26 +07:00
direkturcrypto f074ca9ecb feat(oneshot): add Anti-Flip 5m microstructure execution engine
Introduces a complete, event-driven execution engine for 5-minute
Polymarket UP/DOWN markets, implementing the Anti-Flip strategy spec.

Architecture
────────────
• EventBus          — central pub/sub bus connecting all services
• MarketFeedService — discovers 5m/15m markets via Gamma API, polls
                      CLOB orderbooks every 200–500ms, emits snapshots
• FeatureEngine     — maintains a 15s rolling buffer per market and
                      computes midSlope6s, retrace3s, imbalance, spread,
                      depthTop3 for both UP and DOWN sides
• SignalEngine      — hard gate checks (TTE, spread, depth, stale) then
                      weighted score (imbalance 35%, slope 35%,
                      spread 20%, retrace 10%) + trend confirmation
• ExecutionEngine   — limit-marketable FOK buy, market-sell FOK exit,
                      GTC limit-sell for TP; dry-run short-circuits
• RiskEngine        — consecutive loss cooldown, daily USDC loss cap,
                      session halt; all via explicit canTrade() gate
• PositionEngine    — per-market position state, TP/adverse/slope/time
                      exit evaluation on every snapshot tick
• StateMachine      — explicit state graph with guarded transitions:
                      IDLE → SETUP_READY → ORDER_PENDING → POSITION_OPEN
                      → REDUCE_ONLY → IDLE | COOLDOWN | HALTED
• Telemetry         — structured JSONL logger (data/oneshot_telemetry.jsonl)
                      recording decisions, orders, exits, and transitions

Runtime sequence (per market, per tick)
────────────────────────────────────────
A  Ingest snapshot (MarketFeedService)
B  Build features — rolling slope, retrace, imbalance (FeatureEngine)
C  Hard gate check — TTE [25,120]s, spread ≤ 0.02, depth ≥ minTopSize
D  Score + trend confirm → emit ENTER_LONG / ENTER_SHORT / NO_TRADE
E  Submit FOK limit-marketable at bestAsk
F  Fill handling — full fill / partial (reduce if TTE ≤ 25s) / timeout
G  Position management — TP, adverse (2-tick), slope drop (4s), time exits
H  Risk enforcement — P&L accounting, cooldown, daily halt

New scripts
───────────
  npm run oneshot      — live trading  (DRY_RUN=false)
  npm run oneshot-sim  — simulation    (DRY_RUN=true)
  npm run oneshot-dev  — sim + nodemon

New .env variables
──────────────────
  ONESHOT_ASSETS, ONESHOT_DURATION, ONESHOT_POLL_INTERVAL_MS,
  ONESHOT_BASE_RISK_USDC, ONESHOT_TP_TICKS, ONESHOT_SCORE_THRESHOLD,
  ONESHOT_MIN_TOP_SIZE, ONESHOT_MAX_CONSEC_LOSSES,
  ONESHOT_COOLDOWN_ROUNDS, ONESHOT_DAILY_LOSS_CAP, ONESHOT_FILL_TIMEOUT_MS

Co-Authored-By: direkturcrypto <direkturcrypto.x@mail3.me>
2026-02-24 13:00:19 +07:00
direkturcrypto 526076fe6e feat: full project overhaul — market maker, sniper, WebSocket watcher, terminal UI
- Rename project to polymarket-terminal
- Add Market Maker bot (src/mm.js) with on-chain CTF split/merge/redeem via Gnosis Safe
- Add Orderbook Sniper bot (src/sniper.js) with multi-asset GTC low-price orders
- Add WebSocket watcher (src/services/wsWatcher.js) for real-time RTDS trade events
- Add terminal dashboard UI (src/ui/dashboard.js) using blessed
- Add CTF contract helpers (src/services/ctf.js) for splitPosition, mergePositions, redeemPositions
- Add mmDetector, mmExecutor, sniperDetector, sniperExecutor services
- Add simStats utility for dry-run P&L tracking
- Translate all Indonesian-language strings to professional English across all files
- Rewrite README.md in English with full setup guide, configuration reference, and architecture overview
- Rewrite AGENT.MD in English as comprehensive AI agent and developer reference
- Update package.json name, description, scripts, and keywords

Co-Authored-By: direkturcrypto <direkturcrypto.x@mail3.me>
2026-02-23 23:03:06 +07:00
direkturcrypto 7c7fad45f3 feat: initial polymarket copy trade tool
- Watcher: polls Data API for trader activity
- Executor: buy/sell with market orders + retry logic
- Position manager: JSON-based state tracking
- Auto-sell: limit orders at profit target
- Redeemer: check & redeem winning positions on-chain
- Config: env-based settings with validation
- DRY_RUN mode for safe testing
2026-02-22 15:38:13 +07:00