Update trading thresholds in config and main logic for improved order placement
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@@ -6,7 +6,8 @@ POLYMARKET_WS_USER_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/user"
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CHAIN_ID = 137
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CHAIN_ID = 137
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REQUEST_TIMEOUT = 5
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REQUEST_TIMEOUT = 5
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PROFIT_MARGIN = 0.02
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PROFIT_MARGIN = 0.02
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TRADING_BPS_THRESHOLD = 50
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TRADING_BPS_THRESHOLD = 10
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MAX_TRADING_BPS_THRESHOLD = 30
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MARKET_SESSION_SECONDS = 900
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MARKET_SESSION_SECONDS = 900
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TIMEZONE = "US/Eastern"
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TIMEZONE = "US/Eastern"
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MAX_TRADES = 2
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MAX_TRADES = 2
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@@ -13,7 +13,7 @@ from utils.clob_orders import (
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cache_token_trading_infos,
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cache_token_trading_infos,
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)
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)
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from utils.cpu_affinity import set_cpu_affinity
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from utils.cpu_affinity import set_cpu_affinity
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from config import MAX_TRADES
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from config import MAX_TRADES, MAX_TRADING_BPS_THRESHOLD
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gc.disable()
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gc.disable()
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@@ -76,7 +76,9 @@ async def main():
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up_bid_price = market_data["best_bid_price"]
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up_bid_price = market_data["best_bid_price"]
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up_ask_price = market_data["best_ask_price"]
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up_ask_price = market_data["best_ask_price"]
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if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)):
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if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)) or (
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market_data["micro_vs_mid_bps"] > MAX_TRADING_BPS_THRESHOLD
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):
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continue
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continue
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down_ask_price = 1 - up_bid_price
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down_ask_price = 1 - up_bid_price
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+1
-1
@@ -165,7 +165,7 @@ class OrderBook:
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micro_price = (best_bid_price + best_ask_price) / 2
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micro_price = (best_bid_price + best_ask_price) / 2
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mid_price = (best_bid_price + best_ask_price) / 2
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mid_price = (best_bid_price + best_ask_price) / 2
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micro_vs_mid_bps = (micro_price - mid_price) * 10000
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imcro_vs_mid_bps = (micro_price - mid_price) * 10000
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return {
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return {
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"best_bid_price": best_bid_price,
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"best_bid_price": best_bid_price,
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