# Polymarket Framework - Implementation Notes

## What's Implemented

✅ **Complete Framework Structure**
- API clients (Gamma, CLOB, Data)
- Base strategy class
- Backtesting engine
- Live trading engine
- Performance analytics
- Example strategy
- Configuration management

## Documentation Status

✅ **Complete Documentation Added:**

### 1. Rate Limits ✅
- Documented in [API_REFERENCE.md](docs/API_REFERENCE.md)
- Rate limits for all APIs (Gamma, CLOB, Data)
- Automatic handling and retry logic
- Error responses and headers

### 2. API Endpoints Reference ✅
- Complete API reference in [API_REFERENCE.md](docs/API_REFERENCE.md)
- All methods documented with parameters and return types
- Request/response formats
- Error codes and handling

### 3. Glossary ✅
- Complete terminology in [GLOSSARY.md](docs/GLOSSARY.md)
- All key terms defined
- Trading concepts explained
- Abbreviations and notation

### 4. Market Makers Documentation (Optional)
If you want market making functionality:
- Market maker setup
- Liquidity provision
- Rebates and rewards
- Inventory management
- **Locations**: 
  - https://docs.polymarket.com/developers/market-makers/introduction
  - https://docs.polymarket.com/developers/market-makers/setup
  - https://docs.polymarket.com/developers/market-makers/trading
  - https://docs.polymarket.com/developers/market-makers/liquidity-rewards
  - https://docs.polymarket.com/developers/market-makers/maker-rebates-program
  - https://docs.polymarket.com/developers/market-makers/data-feeds
  - https://docs.polymarket.com/developers/market-makers/inventory

## Current Limitations

1. **Historical Data**: The backtesting engine uses simulated price evolution. For production, you'd need to:
   - Store historical market snapshots
   - Use a data provider with historical Polymarket data
   - Implement your own historical data collection

2. **Order Execution**: The live trading engine has a placeholder for order execution. To complete:
   - Install `py-clob-client`: `pip install py-clob-client`
   - Implement full order placement logic using the SDK
   - Add order status tracking
   - Implement order cancellation

3. **WebSocket Integration**: Real-time updates are not yet implemented. To add:
   - Implement WebSocket client for orderbook updates
   - Add price update subscriptions
   - Handle reconnection logic

4. **Market Resolution**: The framework doesn't handle market resolution. To add:
   - Monitor market resolution events
   - Automatically settle positions
   - Handle disputed resolutions

## Next Steps

1. **Get Missing Documentation**: Request the documentation links mentioned above
2. **Implement Rate Limiting**: Add proper rate limit handling based on API docs
3. **Complete Order Execution**: Integrate full `py-clob-client` functionality
4. **Add Historical Data**: Implement historical data collection/storage
5. **Add WebSocket Support**: Real-time market updates
6. **Add More Strategies**: Implement additional example strategies
7. **Add Visualization**: Charts and graphs for backtest results

## Testing

Before live trading:
1. Test all API calls with small requests
2. Verify authentication works
3. Test order placement with minimal amounts
4. Monitor for rate limit issues
5. Test error handling

## Security Notes

- Never commit `.env` file with real private keys
- Use separate accounts for testing
- Start with small position sizes
- Monitor API usage to avoid rate limits
- Implement proper error handling and logging
