Add inventory management with configurable limits and updater thread

config.py

@@ -10,6 +10,7 @@ TRADING_BPS_THRESHOLD = 50
 MAX_TRADING_BPS_THRESHOLD = 100
 MARKET_SESSION_SECONDS = 900
 TIMEZONE = "US/Eastern"
-MAX_TRADES = 1
+MAX_TRADES = 30
+MAX_INVENTORY = 1
 MIN_DELAY_BETWEEN_TRADES_SECONDS = 1
 PLACE_OPPOSITE_ORDER = True  # Hedge orders

main.py

@@ -16,6 +16,7 @@ from config import (
     MAX_TRADES,
     MAX_TRADING_BPS_THRESHOLD,
     MIN_DELAY_BETWEEN_TRADES_SECONDS,
+    MAX_INVENTORY
 )
 
 
@@ -46,7 +47,7 @@ def main():
     down_bid_price = 1 - up_ask_price
 
     print(
-        f"Initial Prices - UP: {up_bid_price:.2f}/{up_ask_price:.2f} | DOWN: {down_bid_price:.2f}/{down_ask_price:.2f}",
+        f"Initial Prices - UP: {up_bid_price:.2f}/{up_ask_price:.2f} | DOWN: {down_bid_price:.2f}/{down_ask_price:.2f} | Inventory: {book.inventory} / {MAX_INVENTORY}",
         flush=True,
     )
 
@@ -78,7 +79,7 @@ def main():
         down_ask_price = 1 - up_bid_price
         down_bid_price = 1 - up_ask_price
 
-        if (get_trades_count() < MAX_TRADES) and (get_period_elapsed_seconds() < 500):
+        if (get_trades_count() < MAX_TRADES) and (get_period_elapsed_seconds() < 500) and (book.inventory < MAX_INVENTORY):
             trading_side = book.last_signal
 
             if trading_side == SIGNALES.UP:

utils/inventory.py

@@ -0,0 +1,15 @@
+import requests
+import os
+
+
+def get_inventory(slug=None):
+
+    url = f"https://data-api.polymarket.com/positions?sizeThreshold=1&user={os.getenv('POLYMARKET_PROXY_ADDRESS')}&mergeable=false"
+
+    response = requests.get(url).json()
+    size = 0
+    for pos in response:
+        if pos and pos.get("slug") == slug:
+            size += pos.get("size")
+            print(pos)
+    return round(size / 5)

utils/orderbook.py

@@ -10,6 +10,7 @@ from config import POLYMARKET_WS_MARKET_URL, TRADING_BPS_THRESHOLD
 from py_clob_client import OrderArgs
 from py_clob_client.order_builder.constants import BUY
 from utils.clob_client import get_client
+from utils.inventory import get_inventory
 
 logger = logging.getLogger(__name__)
 
@@ -46,6 +47,9 @@ class OrderBook:
         self.monitoring_running = False
 
         self.last_signal = SIGNALES.NEUTRAL
+        self.inventory = 0
+        self.inventory_thread = None
+        self.inventory_running = False
         self.create_signed_orders_cache()
 
     def _on_message(self, ws, message):
@@ -104,6 +108,7 @@ class OrderBook:
 
         self.running = True
         self.monitoring_running = True
+        self.inventory_running = True
 
         self.thread = threading.Thread(target=self._connect, daemon=True)
         self.thread.start()
@@ -113,16 +118,36 @@ class OrderBook:
         )
         self.monitoring_thread.start()
 
-        logger.info("WebSocket price stream and trading monitor started")
+        self.inventory_thread = threading.Thread(
+            target=self._inventory_updater, daemon=True
+        )
+        self.inventory_thread.start()
+
+        logger.info(
+            "WebSocket price stream, trading monitor, and inventory updater started"
+        )
 
     def stop(self):
         self.running = False
         self.monitoring_running = False
+        self.inventory_running = False
 
         if self.ws:
             self.ws.close()
 
-        logger.info("🛑 WebSocket price stream and trading monitor stopped")
+        logger.info(
+            "🛑 WebSocket price stream, trading monitor, and inventory updater stopped"
+        )
+
+    def _inventory_updater(self):
+        logger.info("Started inventory updater thread")
+        while self.inventory_running:
+            try:
+                self.inventory = get_inventory(self.slug)
+            except Exception as e:
+                logger.error(f"Error updating inventory: {e}")
+            time.sleep(2)
+        logger.info("Stopped inventory updater thread")
 
     def is_connected(self):
         with self.lock: