69d8d1401d
Market expiry guard (executor.js): - getMarketOptions() now returns endDateIso, active, acceptingOrders from Gamma API response - executeBuy() skips immediately if market is closed / not accepting orders - executeBuy() skips if market closes within MIN_MARKET_TIME_LEFT seconds (default 300 s = 5 min), logging exact time remaining - Add MIN_MARKET_TIME_LEFT to config and .env.example FAK + 2% slippage (executor.js): - Replace OrderType.FOK with OrderType.FAK for both BUY and SELL market orders — eliminates "FOK fully filled or killed" failures - Reduce slippage from 5% to 2% (price * 1.02 / price * 0.98) - Fix zero-fill detection: FAK success with 0 shares logs "no liquidity" and retries instead of recording a phantom fill CLOB log sanitization (logger.js + index.js): - Add sanitizeClobMessage(): strips axios config object (auth headers) from [CLOB Client] dumps, keeps only HTTP status + error string - Add interceptConsole(): overrides console.error/warn globally - Call interceptConsole() at startup in index.js Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
131 lines
6.2 KiB
Bash
131 lines
6.2 KiB
Bash
# ─────────────────────────────────────────────
|
|
# WALLET SETUP
|
|
# ─────────────────────────────────────────────
|
|
# EOA private key — used for SIGNING only, does NOT hold USDC
|
|
PRIVATE_KEY=0xYOUR_EOA_PRIVATE_KEY_HERE
|
|
|
|
# Polymarket Proxy Wallet — the address shown when you click "Deposit" on Polymarket
|
|
# This is where you deposit USDC.e, and where trades are funded from
|
|
# How to find: Login to polymarket.com → Profile → Deposit → copy the address
|
|
PROXY_WALLET_ADDRESS=0xYOUR_PROXY_WALLET_ADDRESS_HERE
|
|
|
|
# ─────────────────────────────────────────────
|
|
# POLYGON RPC
|
|
# ─────────────────────────────────────────────
|
|
POLYGON_RPC_URL=https://polygon.lava.build
|
|
|
|
# ─────────────────────────────────────────────
|
|
# POLYMARKET API CREDENTIALS (optional)
|
|
# Leave blank to auto-derive from your private key
|
|
# ─────────────────────────────────────────────
|
|
CLOB_API_KEY=
|
|
CLOB_API_SECRET=
|
|
CLOB_API_PASSPHRASE=
|
|
|
|
# ─────────────────────────────────────────────
|
|
# TRADER TO COPY
|
|
# Use the proxy wallet address of the trader (visible on their Polymarket profile)
|
|
# ─────────────────────────────────────────────
|
|
TRADER_ADDRESS=0xTRADER_PROXY_WALLET_ADDRESS
|
|
|
|
# ─────────────────────────────────────────────
|
|
# TRADE SIZING
|
|
# ─────────────────────────────────────────────
|
|
# SIZE_MODE:
|
|
# "percentage" = SIZE_PERCENT% of MAX_POSITION_SIZE per market entry
|
|
# (e.g. MAX_POSITION_SIZE=$10, SIZE_PERCENT=50 → buy $5 per entry)
|
|
# "balance" = SIZE_PERCENT% of your current USDC.e balance per entry
|
|
# (e.g. balance=$100, SIZE_PERCENT=10 → buy $10 per entry)
|
|
# Note: sizing is independent of the trader's individual fill size.
|
|
# Limit orders can fill in many small chunks — we always use our own sizing.
|
|
SIZE_MODE=balance
|
|
SIZE_PERCENT=10
|
|
|
|
# Minimum trade size in USDC (skip if calculated size is below this)
|
|
MIN_TRADE_SIZE=1
|
|
|
|
# Maximum total position per market in USDC (won't buy more once this is reached)
|
|
MAX_POSITION_SIZE=10
|
|
|
|
# ─────────────────────────────────────────────
|
|
# AUTO SELL
|
|
# ─────────────────────────────────────────────
|
|
AUTO_SELL_ENABLED=true
|
|
AUTO_SELL_PROFIT_PERCENT=10
|
|
|
|
# Sell mode when copying trader's sell
|
|
# "market" = sell at market price immediately
|
|
# "limit" = place limit order at trader's sell price
|
|
SELL_MODE=market
|
|
|
|
# ─────────────────────────────────────────────
|
|
# INTERVALS
|
|
# ─────────────────────────────────────────────
|
|
# How often (seconds) to check for resolved markets to redeem
|
|
REDEEM_INTERVAL=60
|
|
|
|
# Skip BUY if the market closes within this many seconds from now
|
|
# Default 300 = skip if market ends in less than 5 minutes
|
|
MIN_MARKET_TIME_LEFT=300
|
|
|
|
# ─────────────────────────────────────────────
|
|
# DRY RUN (set true to simulate without real trades)
|
|
# ─────────────────────────────────────────────
|
|
DRY_RUN=true
|
|
|
|
# ─────────────────────────────────────────────
|
|
# MARKET MAKER (mm.js / npm run mm-sim)
|
|
# ─────────────────────────────────────────────
|
|
# Comma-separated assets to market-make (same slug format as sniper)
|
|
MM_ASSETS=btc
|
|
|
|
# Market duration: "5m" (5-minute) or "15m" (15-minute)
|
|
MM_DURATION=5m
|
|
|
|
# USDC amount per side (total exposure = 2x this)
|
|
MM_TRADE_SIZE=5
|
|
|
|
# Limit sell price target (e.g. 0.60 = sell at $0.60)
|
|
MM_SELL_PRICE=0.60
|
|
|
|
# Seconds before market close to trigger cut-loss
|
|
MM_CUT_LOSS_TIME=60
|
|
|
|
# Keyword to match market question (case-insensitive)
|
|
MM_MARKET_KEYWORD=Bitcoin Up or Down
|
|
|
|
# Max seconds after market open to enter (0 = at open only)
|
|
MM_ENTRY_WINDOW=45
|
|
|
|
# How often to poll for new markets (seconds)
|
|
MM_POLL_INTERVAL=10
|
|
|
|
# ── Recovery Buy (after cut-loss) ───────────────────────────
|
|
# After cut-loss triggers, monitor prices for 10s and market-buy
|
|
# the dominant side if criteria are met. Does not affect the main
|
|
# MM flow — purely an opt-in add-on.
|
|
#
|
|
# Enable recovery buy
|
|
MM_RECOVERY_BUY=false
|
|
|
|
# Minimum price the dominant side must be at (and rising/stable) to qualify
|
|
MM_RECOVERY_THRESHOLD=0.70
|
|
|
|
# USDC size for the recovery buy (0 = use MM_TRADE_SIZE)
|
|
MM_RECOVERY_SIZE=0
|
|
|
|
# ─────────────────────────────────────────────
|
|
# ORDERBOOK SNIPER (sniper.js / npm run sniper-sim)
|
|
# Places tiny GTC BUY orders at a low price on both sides of
|
|
# ETH/SOL/XRP 5-minute markets — catches panic dumps near $0.
|
|
# ─────────────────────────────────────────────
|
|
# Comma-separated assets to snipe
|
|
SNIPER_ASSETS=eth,sol,xrp
|
|
|
|
# Buy price per share (1 cent = $0.01)
|
|
SNIPER_PRICE=0.01
|
|
|
|
# Shares per side — minimum Polymarket order size is 5 shares
|
|
# At $0.01/share: 5 shares = $0.05 per side, $0.10 per market
|
|
SNIPER_SHARES=5
|