zhutoutoutousan
174 lines
4.4 KiB
Markdown
174 lines
4.4 KiB
Markdown
# Polymarket Trading Framework - Quick Start Guide
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## Installation
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```bash
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cd polymarket
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pip install -r requirements.txt
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# For live trading, also install:
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pip install py-clob-client ethers
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```
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## Configuration
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Create a `.env` file in the `polymarket` directory:
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```env
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# Required for live trading
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POLYMARKET_PRIVATE_KEY=your_private_key_here
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POLYMARKET_CHAIN_ID=137
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POLYMARKET_SIGNATURE_TYPE=0
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POLYMARKET_FUNDER_ADDRESS=your_wallet_address
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# Optional
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POLYMARKET_INITIAL_BALANCE=1000.0
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POLYMARKET_MAX_POSITION_SIZE=0.5
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POLYMARKET_REQUEST_DELAY=0.1
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```
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## Quick Examples
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### 1. Discover Markets
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```python
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from polymarket import GammaClient
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gamma = GammaClient()
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events = gamma.get_events(active=True, closed=False, limit=10)
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for event in events:
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print(f"{event['title']}: {event['slug']}")
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```
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### 2. Get Market Prices
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```python
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from polymarket import GammaClient, ClobClient
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gamma = GammaClient()
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clob = ClobClient()
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# Get market
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market = gamma.get_market_by_slug('will-bitcoin-reach-100k-by-2025')
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prices = gamma.get_market_prices(market)
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# Get orderbook
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token_id = market['clobTokenIds'][0]
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best_bid_ask = clob.get_best_bid_ask(token_id)
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print(f"Best Bid: {best_bid_ask['bid']}, Best Ask: {best_bid_ask['ask']}")
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```
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### 3. Run a Backtest
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```python
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from datetime import datetime, timedelta
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from polymarket import BacktestEngine
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from polymarket.strategies.examples import SimpleProbabilityStrategy
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# Create strategy
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strategy = SimpleProbabilityStrategy(
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threshold=0.15, # Trade when probability deviates 15% from 0.5
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min_confidence=0.7
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)
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# Set period
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end_date = datetime.now()
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start_date = end_date - timedelta(days=30)
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# Run backtest
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engine = BacktestEngine(strategy, start_date, end_date, initial_balance=1000.0)
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results = engine.run()
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engine.generate_report()
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```
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### 4. Live Trading
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```python
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from polymarket import LiveTradingEngine
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from polymarket.strategies.examples import SimpleProbabilityStrategy
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# Create strategy
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strategy = SimpleProbabilityStrategy()
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# Create engine
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engine = LiveTradingEngine(strategy, poll_interval=60)
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# Add markets to monitor
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engine.monitor_tag(tag_id=21, limit=10) # Monitor crypto markets
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# Start trading
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engine.start()
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```
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## Creating Your Own Strategy
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```python
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from polymarket.strategies import BaseStrategy, MarketSignal
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class MyStrategy(BaseStrategy):
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def __init__(self):
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super().__init__(name="MyStrategy", initial_balance=1000.0)
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self.my_parameter = 0.2
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def analyze_market(self, market_data):
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prices = market_data.get('prices', {})
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yes_price = prices.get('Yes', 0.5)
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# Your trading logic here
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if yes_price < 0.3: # Undervalued
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return MarketSignal(
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action='BUY',
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token_id=market_data['market']['clobTokenIds'][0],
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size=0.2, # 20% of balance
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confidence=0.8,
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reason="Yes probability is undervalued",
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metadata={}
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)
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return None
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def get_parameters(self):
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return {'my_parameter': self.my_parameter}
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```
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## API Reference
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### GammaClient (Market Discovery)
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- `get_events()` - Fetch active events
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- `get_event_by_slug()` - Get event by slug
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- `get_market_by_slug()` - Get market by slug
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- `get_tags()` - Get all categories
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- `get_sports()` - Get sports leagues
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- `search_events()` - Search events
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### ClobClient (Trading Data)
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- `get_price()` - Get current price
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- `get_orderbook()` - Get full orderbook
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- `get_best_bid_ask()` - Get best bid/ask
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- `get_market_depth()` - Get market depth
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- `calculate_impact()` - Calculate price impact
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### DataClient (Portfolio)
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- `get_positions()` - Get user positions
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- `get_trades()` - Get trade history
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- `get_portfolio()` - Get portfolio summary
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## Notes
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1. **Historical Data**: Polymarket API may not provide full historical data. The backtesting engine uses simulated price evolution. For production, you'd need to store historical snapshots.
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2. **Rate Limits**: Be mindful of API rate limits. The framework includes request delays, but check Polymarket documentation for current limits.
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3. **Authentication**: Live trading requires proper authentication with `py-clob-client`. See Polymarket documentation for setup.
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4. **Testing**: Always test strategies thoroughly in backtesting before live trading.
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## Next Steps
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- Read [Strategy Development Guide](STRATEGIES.md)
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- Read [Backtesting Guide](BACKTESTING.md)
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- Read [Live Trading Guide](LIVE_TRADING.md)
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