diff --git a/config.py b/config.py index 1892f52..37d4860 100644 --- a/config.py +++ b/config.py @@ -6,7 +6,8 @@ POLYMARKET_WS_USER_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/user" CHAIN_ID = 137 REQUEST_TIMEOUT = 5 PROFIT_MARGIN = 0.02 -TRADING_BPS_THRESHOLD = 50 +TRADING_BPS_THRESHOLD = 10 +MAX_TRADING_BPS_THRESHOLD = 30 MARKET_SESSION_SECONDS = 900 TIMEZONE = "US/Eastern" MAX_TRADES = 2 diff --git a/main.py b/main.py index a06a4c7..ba0bbfd 100644 --- a/main.py +++ b/main.py @@ -13,7 +13,7 @@ from utils.clob_orders import ( cache_token_trading_infos, ) from utils.cpu_affinity import set_cpu_affinity -from config import MAX_TRADES +from config import MAX_TRADES, MAX_TRADING_BPS_THRESHOLD gc.disable() @@ -76,7 +76,9 @@ async def main(): up_bid_price = market_data["best_bid_price"] up_ask_price = market_data["best_ask_price"] - if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)): + if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)) or ( + market_data["micro_vs_mid_bps"] > MAX_TRADING_BPS_THRESHOLD + ): continue down_ask_price = 1 - up_bid_price diff --git a/utils/orderbook.py b/utils/orderbook.py index 7a5b29f..3efd18a 100644 --- a/utils/orderbook.py +++ b/utils/orderbook.py @@ -165,7 +165,7 @@ class OrderBook: micro_price = (best_bid_price + best_ask_price) / 2 mid_price = (best_bid_price + best_ask_price) / 2 - micro_vs_mid_bps = (micro_price - mid_price) * 10000 + imcro_vs_mid_bps = (micro_price - mid_price) * 10000 return { "best_bid_price": best_bid_price,