direkturcryptoandClaude Sonnet 4.6
89a7803aa8
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>
199 lines
9.4 KiB
Bash
199 lines
9.4 KiB
Bash
# ─────────────────────────────────────────────
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# WALLET SETUP
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# ─────────────────────────────────────────────
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# EOA private key — used for SIGNING only, does NOT hold USDC
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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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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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POLYGON_RPC_URL=https://polygon.lava.build
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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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# ─────────────────────────────────────────────
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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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# ─────────────────────────────────────────────
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TRADER_ADDRESS=0xTRADER_PROXY_WALLET_ADDRESS
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# ─────────────────────────────────────────────
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# TRADE SIZING
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# ─────────────────────────────────────────────
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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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# "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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MAX_POSITION_SIZE=10
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# ─────────────────────────────────────────────
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# AUTO SELL
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# ─────────────────────────────────────────────
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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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# "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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REDEEM_INTERVAL=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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# 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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# ─────────────────────────────────────────────
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# ORDERBOOK SNIPER (sniper.js / npm run sniper-sim)
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# Places tiny GTC BUY orders at a low price on both sides of
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# ETH/SOL/XRP 5-minute markets — catches panic dumps near $0.
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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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# Buy price per share (1 cent = $0.01)
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SNIPER_PRICE=0.01
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# Shares per side — minimum Polymarket order size is 5 shares
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# At $0.01/share: 5 shares = $0.05 per side, $0.10 per market
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SNIPER_SHARES=5
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# ─────────────────────────────────────────────
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# ONESHOT ENGINE (oneshot.js / npm run oneshot-sim)
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# Dominant Side Hold strategy.
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# Enters ONLY the side that the market already prices as the probable
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# winner (mid >= ONESHOT_MIN_DOMINANT_MID), then holds the position
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# to market expiry for on-chain redemption at $1.00.
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# No take-profit sells. No momentum-based exits.
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# ALWAYS test with DRY_RUN=true before going live.
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# ─────────────────────────────────────────────
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# Comma-separated assets to monitor (e.g. btc,eth,sol)
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ONESHOT_ASSETS=btc
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# Market duration: "5m" (5-minute) or "15m" (15-minute)
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ONESHOT_DURATION=5m
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# Book poll interval in milliseconds (200–500ms recommended)
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ONESHOT_POLL_INTERVAL_MS=300
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# USDC risk per trade — size = floor(ONESHOT_BASE_RISK_USDC / entryPrice), min 5 shares
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ONESHOT_BASE_RISK_USDC=5
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# ── Entry filters ──────────────────────────────────────────────────────
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# Minimum mid price for the dominant side to qualify as an entry candidate.
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# Example: 0.60 means the token must be priced at ≥60% probability of winning.
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# Lower = more trades but more uncertain outcomes. Higher = fewer but more confident.
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ONESHOT_MIN_DOMINANT_MID=0.60
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# Minimum composite score to trigger entry (0–1).
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# Score is based on: mid price strength (45%), order-book imbalance (35%), spread (20%).
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ONESHOT_SCORE_THRESHOLD=0.55
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# TTE (time-to-expiry) window in seconds for entry.
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# Only enter when the market is between TTE_MIN and TTE_MAX seconds from closing.
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# Narrowing this window means entering later when direction is clearer.
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ONESHOT_TTE_MIN=20
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ONESHOT_TTE_MAX=90
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# Minimum shares at the best bid AND best ask for the depth hard gate
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ONESHOT_MIN_TOP_SIZE=10
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# ── Exit settings ──────────────────────────────────────────────────────
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# Emergency stop-loss: exit if the token's mid price drops below this absolute level.
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# Protects against a complete market reversal (e.g. entered UP at 0.70, price drops to 0.18).
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# Set to 0 to disable (pure hold-to-expiry — binary win/loss outcome).
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ONESHOT_STOP_LOSS_MID=0.20
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# ── Risk settings ──────────────────────────────────────────────────────
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# Number of consecutive emergency exits (losses) before entering cooldown
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ONESHOT_MAX_CONSEC_LOSSES=2
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# Number of market slots to skip during cooldown
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ONESHOT_COOLDOWN_ROUNDS=3
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# Maximum cumulative daily loss in USDC before halting all trading
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ONESHOT_DAILY_LOSS_CAP=20
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# Maximum milliseconds to wait for a FOK fill ack (timeout → cancel → IDLE)
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ONESHOT_FILL_TIMEOUT_MS=800
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# How often (ms) to poll for on-chain redemption after market expiry.
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# 5m markets typically settle on-chain within 2–5 minutes after close.
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ONESHOT_REDEEM_POLL_MS=30000
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# Enable verbose debug logging (discovery probes, gate results, scoring, heartbeat)
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# Can also be enabled with: npm run oneshot-debug
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# Or on the command line: ONESHOT_DEBUG=true npm run oneshot
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ONESHOT_DEBUG=false
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