Update

2026-02-13 08:03:25 +01:00
parent 09c2f54c71
commit 98a87a69ca
134 changed files with 20003 additions and 253 deletions
@@ -0,0 +1,99 @@
+# 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