Fix typo in cache_token_trading_infos function and update order placement logic for bid prices

main.py

@@ -9,7 +9,7 @@ from utils.clob_client import init_global_client
 from utils.market_time import is_in_trading_window
 from utils.clob_orders import (
     place_anchor_and_hedge,
-    cache_tocken_trading_infos,
+    cache_token_trading_infos,
 )
 from utils.cpu_affinity import set_cpu_affinity
 from config import MAX_TRADES
@@ -37,7 +37,7 @@ async def main():
     await asyncio.sleep(2)
     up_token, down_token, market_slug = await fetch_tokens()
     book = OrderBook(up_token, down_token, market_slug)
-    await asyncio.create_task(cache_tocken_trading_infos(book))
+    await asyncio.create_task(cache_token_trading_infos(book))
     book.start()
 
     await asyncio.sleep(5)  # Allow some time for initial order book data
@@ -64,7 +64,7 @@ async def main():
             trades = 0
             up_token, down_token, market_slug = await fetch_tokens()
             book = OrderBook(up_token, down_token, market_slug)
-            asyncio.create_task(cache_tocken_trading_infos(book))
+            asyncio.create_task(cache_token_trading_infos(book))
             book.start()
 
         market_data = book.get_current_market_data()
@@ -90,7 +90,7 @@ async def main():
                     up_token,
                     down_token,
                     "UP",
-                    up_ask_price,
+                    up_bid_price,
                     size=5,
                 )
                 trades += 1
@@ -103,7 +103,7 @@ async def main():
                     up_token,
                     down_token,
                     "DOWN",
-                    down_ask_price,
+                    down_bid_price,
                     size=5,
                 )
                 trades += 1

utils/clob_orders.py

@@ -1,7 +1,7 @@
 import asyncio
 import logging
-from py_clob_client.client import ClobClient
-from py_clob_client.clob_types import OrderArgs
+import time
+from py_clob_client.clob_types import OrderArgs, OrderType
 from py_clob_client.order_builder.constants import BUY
 from config import PROFIT_MARGIN, PLACE_OPPOSITE_ORDER
 from utils.clob_client import get_client
@@ -11,7 +11,7 @@ from in_memory_db.utils import contains_item as in_memory_db_contains_item
 logger = logging.getLogger(__name__)
 
 
-async def cache_tocken_trading_infos(
+async def cache_token_trading_infos(
     order_book,
 ) -> None:
     client = get_client()
@@ -35,9 +35,9 @@ async def place_anchor_and_hedge(
         anchor_token_id = down_token_id
         hedge_token_id = up_token_id
 
-    anchor_order_id = await place_limit_order(anchor_token_id, price, size)
-    if PLACE_OPPOSITE_ORDER and anchor_token_id:
-        for _ in range(900 * 100):
+    anchor_order_id = await place_limit_order(anchor_token_id, price, size, expire=True)
+    if PLACE_OPPOSITE_ORDER and anchor_order_id:
+        for _ in range(10 * 100):
             if in_memory_db_contains_item(anchor_order_id):
                 hedge_order_id = await place_limit_order(
                     hedge_token_id, 1 - price - PROFIT_MARGIN, size
@@ -50,16 +50,25 @@ async def place_anchor_and_hedge(
         logger.info(f"Order price: {price}")
 
 
-async def place_limit_order(token_id: str, price: float, size: int):
+async def place_limit_order(token_id: str, price: float, size: int, expire=False):
     client = get_client()
+    expiration = 0
+    if expire:
+        one_minute = 60
+        desired_seconds = 5
+        expiration = int(time.time()) + one_minute + desired_seconds
     try:
-        response = client.create_and_post_order(
-            OrderArgs(
-                token_id=token_id,
-                price=price,
-                size=size,
-                side=BUY,
-            )
+
+        order_args = OrderArgs(
+            token_id=token_id,
+            price=price,
+            size=size,
+            side=BUY,
+            expiration=expiration,
+        )
+        signed_order = client.create_order(order_args)
+        response = client.post_order(
+            signed_order, OrderType.GTD if expire else OrderType.GTC
         )
         logger.info(
             f"Placed limit order: Token ID={token_id}, Price={price}, Size={size}, ID={response['orderID']}"