101 lines
12 KiB
Plaintext
101 lines
12 KiB
Plaintext
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Live Trading Engine for Polymarket
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Handles real-time order placement and position management.
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é )ÚDictÚOptionalÚList)ÚdatetimeNé )Ú BaseStrategyÚ MarketSignal)Ú GammaClient©Ú
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ClobClient)Ú
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DataClient)ÚConfigc ó — e Zd ZdZ ddedefd„Zd„ Zddee dee fd „Z
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fd„Zd„ Zd„ Zd„ Zd„ Zy)ÚLiveTradingEnginezz
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Live trading engine for Polymarket.
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Monitors markets, executes strategy signals, and manages positions.
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ÚstrategyÚ
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poll_intervalc óÄ — || _ || _ d| _ t « | _ t « | _ t t j ¬« | _
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g | _ d| _ y)z²
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Initialize live trading engine.
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Args:
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strategy: Strategy instance to trade
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poll_interval: Seconds between market checks
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F)Úapi_keyN)
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r r Ú
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is_runningr
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Ú gamma_clientr Ú clob_clientr
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r Ú DATA_API_KEYÚ data_clientÚmonitored_marketsÚlast_check_time)Úselfr r s ú9D:\profitable-expert-advisor\polymarket\trading\engine.pyÚ__init__zLiveTradingEngine.__init__ sU € ð !ˆŒ
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Ø *ˆÔØ ˆŒô (›MˆÔÜ%›<ˆÔÜ%¬f×.AÑ.AÔBˆÔð .0ˆÔ Ø37ˆÕ ó c ó — ddl m} ddlm} t j
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s t
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d« ‚d}t j } ||t j
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|¬« | _ | j j « } |||d |d |d t j t j |¬
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« t d« d| _ Y yt $ r }t d|› �« d| _ Y d}~yd}~ww xY w)zâ
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Setup authenticated CLOB client for order placement.
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Note: This requires py-clob-client package and proper authentication.
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For full implementation, install: pip install py-clob-client
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r r )Úcreate_or_derive_api_credsz(POLYMARKET_PRIVATE_KEY not set in configzhttps://clob.polymarket.com)ÚhostÚkeyÚchain_idÚapiKeyÚsecretÚ
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passphrase)r" r Ú
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api_secretÚapi_passphraseÚsignature_typeÚfunderr$ z&CLOB client authenticated successfullyTzOWarning: py-clob-client not installed. Install with: pip install py-clob-clientz$Live trading will be simulated only.NFz Error setting up CLOB client: )Úpy_clob_client.clientr Úpy_clob_client.utilitiesr! r Ú PRIVATE_KEYÚ
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ValueErrorÚCHAIN_IDÚtrading_clientÚSIGNATURE_TYPEÚFUNDER_ADDRESSÚprintÚ ImportErrorÚ Exception)r Ú PyClobClientr! r" r$ ÚcredsÚes r Úsetup_clob_clientz#LiveTradingEngine.setup_clob_client/ sÿ € ð* Ý HÝ Kä×%Ò%Ü Ð!KÓLÐLð 1ˆDÜ —‘ˆHá".ØÜ×&Ñ&Ø!ô#ˆDÔ ð ×'Ñ'×BÑBÓDˆEñ #/ØØ ˜h™Ø ™?Ø $ \Ñ 2Ü %× 4Ñ 4Ü ×,Ñ,Ø!ô#ˆDÔ ô
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Ð:Ô ;Øøäò Ü ÐcÔ dÜ Ð8Ô 9Ø"&ˆDÔ ÙÜò Ü Ð2°1°#Ð6Ô 7Ø"&ˆDÔ Üûð ús ‚B5B8 Â8&DÃ DÃ(DÄDNÚ
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event_slugÚ market_slugc ó" — |rM| j j |« }|r/| j j ||j dg « dœ« yy|r>| j j |« }|r | j j d|gdœ« yyy)z³
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Add a market to monitor.
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Args:
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event_slug: Event slug (e.g., 'will-bitcoin-reach-100k-by-2025')
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market_slug: Market slug
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Úmarkets©Úeventr> N)r Úget_event_by_slugr ÚappendÚgetÚget_market_by_slug)r r; r< r@ Úmarkets r Ú
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add_marketz LiveTradingEngine.add_marketb s˜ € ñ Ø×%Ñ%×7Ñ7¸
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ÓCˆEÙØ×&Ñ&×-Ñ-Ø "Ø $Ÿy™y¨°BÓ 7ñ/õ ð ñ
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Ø×&Ñ&×9Ñ9¸+ÓFˆFÙØ×&Ñ&×-Ñ-Ø !Ø &˜xñ/õ ð ð r Útag_idÚlimitc ó¬ — | j j dd||¬« }|D ]0 }| j j ||j dg « dœ« Œ2 y)z©
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Monitor all active markets in a tag/category.
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Args:
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tag_id: Tag ID to monitor
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limit: Maximum number of markets
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TF)ÚactiveÚclosedrG rH r> r? N)r Ú
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get_eventsr rB rC )r rG rH Úeventsr@ s r Ú monitor_tagz LiveTradingEngine.monitor_tagy sf € ð ×"Ñ"×-Ñ-ØØØØð .ó
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ˆð ò ˆEØ × "Ñ "× )Ñ )Ø Ø Ÿ9™9 Y°Ó3ñ+õ
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ñ r ÚsignalÚ market_dataÚreturnc ó — | j s t d« | j ||« S |d }|j dg « }|sy|j dk( r|d n|d }|j
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| j j z } |j dk( rt d|d›d |› �« d
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d|d œS |j d k( r-|| j j v rt d
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|› �« dd |dœS yy# t $ r}t d|› �« Y d}~yd}~ww xY w)zÇ
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Execute a trading order.
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Args:
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signal: Trading signal
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market_data: Market data
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Returns:
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Order result dictionary
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z8Warning: Trading client not available. Simulating order.rE Ú clobTokenIdsNÚBUYr zPlacing BUY order: ú.2fz USDC at token Úplaced)ÚstatusÚactionÚsizeÚSELLzClosing position: rK )rW rX Útoken_idzError executing order: )
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r1 r4 Ú_simulate_orderrC rX rY r Úcurrent_balanceÚ positionsr6 )r rO rP rE Ú token_idsr[ Úposition_size_usdcr9 s r Ú
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execute_orderz LiveTradingEngine.execute_orderŽ s% € ð ×"Ò"Ü ÐLÔ MØ×'Ñ'¨° Ó<Ð <à ˜XÑ&ˆØ—J‘J˜~¨rÓ2ˆ áØà#)§=¡=°EÒ#9�9˜Q’<¸yȹ|ˆð $Ÿ[™[¨4¯=©=×+HÑ+HÑ HÐð Ø�}‰} Ò%ô Ð+Ð,>¸sÐ+CÀ?ÐS[ÐR\Ð]Ô^à"*°eÐEWÑXÐXà— ‘ &Ò(à˜tŸ}™}× 6Ñ 6Ñ6ÜÐ .¨x¨jÐ9Ô:à&.¸&ÈhÑWÐWð 7ð )øô ò Ü Ð+¨A¨3Ð/Ô 0Üûð ús Â&C% Â(:C% Ã% DÃ.DÄDc óH — d|j t j « |dœS )z$Simulate order execution for testingÚ simulated)rW rX Ú timestamprO )rX r Únow)r rO rP s r r\ z!LiveTradingEngine._simulate_order¼ s$ € ð "Ø —m‘mÜ!Ÿ ™ › Ø ñ
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ð
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r c ó0 — t | j j j « « D ]? \ }} | j j |d¬« }| j j
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||« ŒA y# t $ r}t d|› d|› �« Y d}~Œbd}~ww xY w)z-Update all open positions with current pricesÚbuy)ÚsidezError updating position z: N) Úlistr r^ Úitemsr Ú get_priceÚupdate_positionr6 r4 )r r[ ÚpositionÚ
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current_pricer9 s r Úupdate_positionsz"LiveTradingEngine.update_positionsÅ s’ € ä"& t§}¡}×'>Ñ'>×'DÑ'DÓ'FÓ"Gò BÑ ˆH�hð
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