gavindiaz/py_polymarket_hft_mm
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Refactor main function and related methods to remove async/await, replacing with synchronous calls for improved performance and simplicity

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This commit is contained in:
Nawaz Haider
2026-01-12 21:43:00 +06:00
parent da9244eabd
commit 5a579d49c0
5 changed files with 81 additions and 66 deletions
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main.py
+16 -21
View File
@@ -1,6 +1,6 @@
import os
import gc
import asyncio
import time
from utils.logger import setup_logging
from utils.tokens import fetch_tokens
from utils.orderbook import OrderBook, SIGNALES
@@ -22,21 +22,21 @@ from config import (
gc.disable()
async def main():
def main():
logger = setup_logging()
set_cpu_affinity()
logger.info("Polymarket HFT Market Maker started")
init_global_client()
await asyncio.sleep(2)
time.sleep(2)
if not is_client_ready():
logger.error("ClobClient is not ready. Exiting.")
return
up_token, down_token, market_slug = await fetch_tokens()
up_token, down_token, market_slug = fetch_tokens()
book = OrderBook(up_token, down_token, market_slug)
book.start()
await asyncio.sleep(5) # Allow some time for initial order book data
time.sleep(5) # Allow some time for initial order book data
market_data = book.get_current_market_data()
@@ -56,11 +56,11 @@ async def main():
book.stop()
logger.info("Trading session ended. Starting new session.")
gc.collect()
await asyncio.sleep(10)
time.sleep(10)
reset_trades()
up_token, down_token, market_slug = await fetch_tokens()
up_token, down_token, market_slug = fetch_tokens()
book = OrderBook(up_token, down_token, market_slug)
asyncio.create_task(cache_token_trading_infos(book))
cache_token_trading_infos(book)
book.start()
market_data = book.get_current_market_data()
@@ -84,7 +84,7 @@ async def main():
trading_side = book.last_signal
if (trading_side == SIGNALES.UP) and not up_trend:
await place_anchor_and_hedge(
order_ids = place_anchor_and_hedge(
up_token,
down_token,
"UP",
@@ -94,12 +94,12 @@ async def main():
)
current_trades = increment_trades()
logger.info(
f"Placed UP anchor and hedge orders. Total trades: {current_trades}"
f"Placed UP anchor and hedge orders. Total trades: {current_trades}, Order IDs: {order_ids}"
)
await asyncio.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
time.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
elif (trading_side == SIGNALES.DOWN) and up_trend:
await place_anchor_and_hedge(
order_ids = place_anchor_and_hedge(
up_token,
down_token,
"DOWN",
@@ -109,21 +109,16 @@ async def main():
)
current_trades = increment_trades()
logger.info(
f"Placed DOWN anchor and hedge orders. Total trades: {current_trades}"
f"Placed DOWN anchor and hedge orders. Total trades: {current_trades}, Order IDs: {order_ids}"
)
await asyncio.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
time.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
await asyncio.sleep(0.01)
time.sleep(0.01)
if __name__ == "__main__":
try:
if os.name == "nt":
asyncio.run(main())
else:
import uvloop
uvloop.run(main())
main()
except KeyboardInterrupt:
print("\nMarket maker stopped by user")
except Exception as e:
test.py
+30
View File
@@ -0,0 +1,30 @@
import asyncio
from concurrent.futures import ThreadPoolExecutor
import time
async def test():
return
loop = asyncio.get_event_loop()
times = []
for _ in range(1000):
start = time.time()
with ThreadPoolExecutor(max_workers=2) as executor:
tasks = [
loop.run_in_executor(executor, test),
loop.run_in_executor(
executor,
test,
),
]
await asyncio.gather(*tasks)
end = time.time()
times.append(end - start)
sum(times)
utils/clob_orders.py
+21 -27
View File
@@ -12,7 +12,7 @@ from utils.trade_counter import decrement_trades
logger = logging.getLogger(__name__)
async def cache_token_trading_infos(
def cache_token_trading_infos(
order_book,
) -> None:
client = get_client()
@@ -26,7 +26,7 @@ async def cache_token_trading_infos(
client.get_fee_rate_bps(down_token_id)
async def place_anchor_and_hedge(
def place_anchor_and_hedge(
up_token_id, down_token_id, anchor_side, price, size=5, signed_orders_cache=None
):
if anchor_side == "UP":
@@ -36,31 +36,29 @@ async def place_anchor_and_hedge(
anchor_token_id = down_token_id
hedge_token_id = up_token_id
loop = asyncio.get_event_loop()
with ThreadPoolExecutor(max_workers=2) as executor:
tasks = [
loop.run_in_executor(
executor,
place_limit_order_sync,
anchor_token_id,
price,
size,
signed_orders_cache,
),
loop.run_in_executor(
executor,
place_limit_order_sync,
hedge_token_id,
round(1 - price - PROFIT_MARGIN, 2),
size,
signed_orders_cache,
),
]
order_ids = await asyncio.gather(*tasks)
future1 = executor.submit(
place_limit_order_sync,
anchor_token_id,
price,
size,
signed_orders_cache,
)
future2 = executor.submit(
place_limit_order_sync,
hedge_token_id,
round(1 - price - PROFIT_MARGIN, 2),
size,
signed_orders_cache,
)
# Wait for both to complete
order_ids = [future1.result(), future2.result()]
logger.info(
f"Placed anchor and hedge orders: Anchor Token ID={anchor_token_id}, Hedge Token ID={hedge_token_id}, Order IDs={order_ids}"
)
return order_ids
def place_limit_order_sync(
@@ -93,8 +91,4 @@ def place_limit_order_sync(
return None
async def place_limit_order(
token_id: str, price: float, size: int = 5, signed_orders_cache=None
) -> str:
"""Async wrapper for backwards compatibility"""
return place_limit_order_sync(token_id, price, size, signed_orders_cache)
utils/orderbook.py
+5 -6
View File
@@ -1,5 +1,4 @@
import os
import asyncio
import bisect
import time
import json
@@ -110,7 +109,7 @@ class OrderBook:
self.thread.start()
self.monitoring_thread = threading.Thread(
target=lambda: asyncio.run(self._continuous_trading_monitor()), daemon=True
target=self._continuous_trading_monitor, daemon=True
)
self.monitoring_thread.start()
@@ -182,14 +181,14 @@ class OrderBook:
"asks": asks,
}
async def _continuous_trading_monitor(self):
def _continuous_trading_monitor(self):
logger.info("Started continuous trading monitor")
while self.monitoring_running:
try:
market_data = self.get_current_market_data()
if not market_data:
await asyncio.sleep(0.1)
time.sleep(0.1)
continue
micro_vs_mid_bps = market_data["micro_vs_mid_bps"]
@@ -205,11 +204,11 @@ class OrderBook:
if current_signal and current_signal != self.last_signal:
self.last_signal = current_signal
await asyncio.sleep(0.005)
time.sleep(0.005)
except Exception as e:
logger.error(f"Error in continuous trading monitor: {e}")
await asyncio.sleep(1)
time.sleep(1)
logger.info("Stopped continuous trading monitor")
utils/tokens.py
+9 -12
View File
@@ -2,7 +2,7 @@ import json
import logging
from multiprocessing.util import get_logger
from typing import Optional, Tuple
import aiohttp
import requests
from .slug import get_market_slug
from config import GAMMA_API_URL, REQUEST_TIMEOUT
@@ -10,7 +10,7 @@ from config import GAMMA_API_URL, REQUEST_TIMEOUT
logger = logging.getLogger(__name__)
async def fetch_tokens(
def fetch_tokens(
coin: str = "btc",
) -> Tuple[Optional[str], Optional[str], Optional[str]]:
@@ -21,17 +21,14 @@ async def fetch_tokens(
slug = get_market_slug(coin)
url = f"{GAMMA_API_URL}/events/slug/{slug}"
async with aiohttp.ClientSession() as session:
async with session.get(
url, timeout=aiohttp.ClientTimeout(total=REQUEST_TIMEOUT)
) as response:
if response.status == 200:
data = await response.json()
return _extract_tokens(data, slug)
else:
logger.warning(f"API request failed with status {response.status}")
response = requests.get(url, timeout=REQUEST_TIMEOUT)
if response.status_code == 200:
data = response.json()
return _extract_tokens(data, slug)
else:
logger.warning(f"API request failed with status {response.status_code}")
except aiohttp.ClientError as e:
except requests.exceptions.RequestException as e:
logger.error(f"Network error fetching tokens: {e}")
except json.JSONDecodeError as e:
logger.error(f"Invalid JSON response: {e}")