Refactor trading logic and enhance ClobClient integration for improved market operations

main.py

@@ -1,31 +1,106 @@
 import time
 import asyncio
+import requests
 from utils.logger import setup_logging
 from utils.tokens import fetch_tokens
-from utils.clob_client import init_clob_client
+from utils.clob_client_and_order import init_clob_client
-from utils.orderbook import OrderBook
+from utils.orderbook import OrderBook, SIGNALES
-from utils.market_time import is_in_trading_window
+from utils.market_time import is_in_trading_window, get_period_elapsed_seconds
+from utils.clob_client_and_order import (
+    place_anchor_and_hedge,
+    cache_tocken_trading_infos,
+)
+
+
+session = requests.Session()
+requests.get = session.get
+requests.post = session.post
+requests.put = session.put
+requests.patch = session.patch
+requests.delete = session.delete
+requests.head = session.head
+requests.options = session.options
 
 
 async def main():
+    max_trades = 1
+    trades = 0
+
     logger = setup_logging()
     logger.info("Polymarket HFT Market Maker started")
 
     up_token, down_token, market_slug = await fetch_tokens()
-    client = await init_clob_client()
+    client = init_clob_client()
     book = OrderBook(up_token, down_token, market_slug)
+    await asyncio.create_task(cache_tocken_trading_infos(client, book))
     book.start()
 
+    await asyncio.sleep(5)  # Allow some time for initial order book data
+
+    market_data = book.get_current_market_data()
+
+    up_bid_price = market_data["best_bid_price"]
+    up_ask_price = market_data["best_ask_price"]
+    down_ask_price = 1 - up_bid_price
+    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}",
+        flush=True,
+    )
+
     while True:
         if not is_in_trading_window():
 
             book.stop()
             logger.info("Trading session ended. Starting new session.")
-
+            await asyncio.sleep(10)
             up_token, down_token, market_slug = await fetch_tokens()
             book = OrderBook(up_token, down_token, market_slug)
+            asyncio.create_task(cache_tocken_trading_infos(client, book))
             book.start()
 
+        market_data = book.get_current_market_data()
+        if not market_data:
+            continue
+
+        up_bid_price = market_data["best_bid_price"]
+        up_ask_price = market_data["best_ask_price"]
+
+        down_ask_price = 1 - up_bid_price
+        down_bid_price = 1 - up_ask_price
+
+        if trades < max_trades:
+            trading_side = book.last_signal
+
+            if trading_side == SIGNALES.UP:
+                await place_anchor_and_hedge(
+                    client,
+                    up_token,
+                    down_token,
+                    "UP",
+                    up_bid_price,
+                    size=5,
+                )
+                trades += 1
+                logger.info(
+                    f"Placed UP anchor and hedge orders. Total trades: {trades}"
+                )
+
+            elif trading_side == SIGNALES.DOWN:
+                await place_anchor_and_hedge(
+                    client,
+                    up_token,
+                    down_token,
+                    "DOWN",
+                    down_bid_price,
+                    size=5,
+                )
+                trades += 1
+                logger.info(
+                    f"Placed DOWN anchor and hedge orders. Total trades: {trades}"
+                )
+
         await asyncio.sleep(1)
 
 

utils/clob_client_and_order.py

@@ -16,13 +16,13 @@ SIGNATURE_TYPE = os.getenv("SIGNATURE_TYPE")
 logger = logging.getLogger(__name__)
 
 
-async def init_clob_client() -> ClobClient:
+def init_clob_client() -> ClobClient:
     try:
         client = ClobClient(
             POLYMARKET_HOST,
             key=PRIVATE_KEY,
             chain_id=CHAIN_ID,
-            signature_type=SIGNATURE_TYPE,
+            signature_type=int(SIGNATURE_TYPE),
             funder=POLYMARKET_PROXY_ADDRESS,
         )
         client.set_api_creds(client.create_or_derive_api_creds())
@@ -34,16 +34,17 @@ async def init_clob_client() -> ClobClient:
 
 
 async def cache_tocken_trading_infos(
-    client: ClobClient, up_token_id: str, down_token_id: str
+    client: ClobClient,
+    order_book,
 ) -> None:
-    while True:
+
-        client.get_tick_size(up_token_id)
+    up_token_id, down_token_id = order_book.up_token_id, order_book.down_token_id
-        client.get_tick_size(down_token_id)
+    client.get_tick_size(up_token_id)
-        client.get_neg_risk(up_token_id)
+    client.get_tick_size(down_token_id)
-        client.get_neg_risk(down_token_id)
+    client.get_neg_risk(up_token_id)
-        client.get_fee_rate_bps(up_token_id)
+    client.get_neg_risk(down_token_id)
-        client.get_fee_rate_bps(down_token_id)
+    client.get_fee_rate_bps(up_token_id)
-        await asyncio.sleep(10)
+    client.get_fee_rate_bps(down_token_id)
 
 
 async def place_anchor_and_hedge(

utils/market_time.py

@@ -10,4 +10,4 @@ def get_period_elapsed_seconds():
 
 def is_in_trading_window():
     elapsed_seconds = get_period_elapsed_seconds()
-    return elapsed_seconds > MARKET_SESSION_SECONDS
+    return elapsed_seconds < (MARKET_SESSION_SECONDS - 5)