zhutoutoutousan
100 lines
3.4 KiB
Markdown
100 lines
3.4 KiB
Markdown
# Polymarket Framework - Implementation Notes
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## What's Implemented
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✅ **Complete Framework Structure**
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- API clients (Gamma, CLOB, Data)
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- Base strategy class
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- Backtesting engine
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- Live trading engine
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- Performance analytics
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- Example strategy
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- Configuration management
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## Documentation Status
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✅ **Complete Documentation Added:**
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### 1. Rate Limits ✅
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- Documented in [API_REFERENCE.md](docs/API_REFERENCE.md)
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- Rate limits for all APIs (Gamma, CLOB, Data)
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- Automatic handling and retry logic
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- Error responses and headers
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### 2. API Endpoints Reference ✅
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- Complete API reference in [API_REFERENCE.md](docs/API_REFERENCE.md)
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- All methods documented with parameters and return types
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- Request/response formats
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- Error codes and handling
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### 3. Glossary ✅
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- Complete terminology in [GLOSSARY.md](docs/GLOSSARY.md)
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- All key terms defined
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- Trading concepts explained
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- Abbreviations and notation
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### 4. Market Makers Documentation (Optional)
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If you want market making functionality:
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- Market maker setup
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- Liquidity provision
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- Rebates and rewards
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- Inventory management
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- **Locations**:
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- https://docs.polymarket.com/developers/market-makers/introduction
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- https://docs.polymarket.com/developers/market-makers/setup
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- https://docs.polymarket.com/developers/market-makers/trading
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- https://docs.polymarket.com/developers/market-makers/liquidity-rewards
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- https://docs.polymarket.com/developers/market-makers/maker-rebates-program
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- https://docs.polymarket.com/developers/market-makers/data-feeds
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- https://docs.polymarket.com/developers/market-makers/inventory
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## Current Limitations
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1. **Historical Data**: The backtesting engine uses simulated price evolution. For production, you'd need to:
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- Store historical market snapshots
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- Use a data provider with historical Polymarket data
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- Implement your own historical data collection
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2. **Order Execution**: The live trading engine has a placeholder for order execution. To complete:
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- Install `py-clob-client`: `pip install py-clob-client`
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- Implement full order placement logic using the SDK
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- Add order status tracking
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- Implement order cancellation
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3. **WebSocket Integration**: Real-time updates are not yet implemented. To add:
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- Implement WebSocket client for orderbook updates
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- Add price update subscriptions
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- Handle reconnection logic
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4. **Market Resolution**: The framework doesn't handle market resolution. To add:
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- Monitor market resolution events
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- Automatically settle positions
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- Handle disputed resolutions
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## Next Steps
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1. **Get Missing Documentation**: Request the documentation links mentioned above
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2. **Implement Rate Limiting**: Add proper rate limit handling based on API docs
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3. **Complete Order Execution**: Integrate full `py-clob-client` functionality
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4. **Add Historical Data**: Implement historical data collection/storage
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5. **Add WebSocket Support**: Real-time market updates
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6. **Add More Strategies**: Implement additional example strategies
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7. **Add Visualization**: Charts and graphs for backtest results
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## Testing
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Before live trading:
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1. Test all API calls with small requests
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2. Verify authentication works
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3. Test order placement with minimal amounts
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4. Monitor for rate limit issues
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5. Test error handling
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## Security Notes
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- Never commit `.env` file with real private keys
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- Use separate accounts for testing
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- Start with small position sizes
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- Monitor API usage to avoid rate limits
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- Implement proper error handling and logging
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