gavindiaz/py_polymarket_hft_mm
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Refactor trading logic and client initialization; remove unused clob_client_and_order module

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This commit is contained in:
Nawaz Haider
2026-01-02 12:40:25 +06:00
parent 73f1a2e249
commit d3b3a2fdb4
5 changed files with 87 additions and 46 deletions
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config.py
+2
View File
@@ -2,6 +2,7 @@ LOG_FOLDER = "logs/"
GAMMA_API_URL = "https://gamma-api.polymarket.com"
POLYMARKET_HOST = "https://clob.polymarket.com"
POLYMARKET_WS_MARKET_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
POLYMARKET_WS_USER_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/user"
CHAIN_ID = 137
REQUEST_TIMEOUT = 5
PROFIT_MARGIN = 0.02
@@ -9,3 +10,4 @@ TRADING_BPS_THRESHOLD = 50
MARKET_SESSION_SECONDS = 900
TIMEZONE = "US/Eastern"
MAX_TRADES = 1
PLACE_OPPOSITE_ORDER = True # Hedge orders
main.py
+12 -12
View File
@@ -1,12 +1,13 @@
import os
import gc
import asyncio
import requests
from utils.logger import setup_logging
from utils.tokens import fetch_tokens
from utils.clob_client_and_order import init_clob_client
from utils.orderbook import OrderBook, SIGNALES
from utils.market_time import is_in_trading_window, get_period_elapsed_seconds
from utils.clob_client_and_order import (
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,
)
@@ -26,16 +27,17 @@ requests.options = session.options
async def main():
trades = 0
logger = setup_logging()
set_cpu_affinity()
logger.info("Polymarket HFT Market Maker started")
init_global_client()
up_token, down_token, market_slug = await fetch_tokens()
client = init_clob_client()
book = OrderBook(up_token, down_token, market_slug)
await asyncio.create_task(cache_tocken_trading_infos(client, book))
await asyncio.create_task(cache_tocken_trading_infos(book))
book.start()
await asyncio.sleep(5) # Allow some time for initial order book data
@@ -62,7 +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(client, book))
asyncio.create_task(cache_tocken_trading_infos(book))
book.start()
market_data = book.get_current_market_data()
@@ -83,7 +85,6 @@ async def main():
if trading_side == SIGNALES.UP:
await place_anchor_and_hedge(
client,
up_token,
down_token,
"UP",
@@ -97,7 +98,6 @@ async def main():
elif trading_side == SIGNALES.DOWN:
await place_anchor_and_hedge(
client,
up_token,
down_token,
"DOWN",
@@ -114,12 +114,12 @@ async def main():
if __name__ == "__main__":
try:
try:
if os.name == "nt":
asyncio.run(main())
else:
import uvloop
uvloop.run(main())
except ImportError:
asyncio.run(main())
except KeyboardInterrupt:
print("\nMarket maker stopped by user")
except Exception as e:
utils/clob_client.py
+56
View File
@@ -0,0 +1,56 @@
import os
import logging
from dotenv import load_dotenv
from py_clob_client.client import ClobClient
from config import POLYMARKET_HOST, CHAIN_ID
load_dotenv()
PRIVATE_KEY = os.getenv("PRIVATE_KEY")
POLYMARKET_PROXY_ADDRESS = os.getenv("POLYMARKET_PROXY_ADDRESS")
SIGNATURE_TYPE = os.getenv("SIGNATURE_TYPE")
logger = logging.getLogger(__name__)
_client = None
_client_creds = None
def init_clob_client() -> ClobClient:
try:
client = ClobClient(
POLYMARKET_HOST,
key=PRIVATE_KEY,
chain_id=CHAIN_ID,
signature_type=int(SIGNATURE_TYPE),
funder=POLYMARKET_PROXY_ADDRESS,
)
creds = client.create_or_derive_api_creds()
client.set_api_creds(creds)
logger.info("ClobClient initialized successfully")
return client, creds
except Exception as e:
logger.error(f"Failed to initialize ClobClient: {e}")
return None, None
def init_global_client():
global _client, _client_creds
_client, _client_creds = init_clob_client()
def is_client_ready():
return _client is not None
def get_client():
if _client is None:
init_clob_client()
return _client
def get_client_creds():
if _client_creds is None:
init_clob_client()
return _client_creds
utils/clob_client_and_order.py → utils/clob_orders.py
+15 -33
View File
@@ -1,42 +1,19 @@
import os
import asyncio
import logging
from dotenv import load_dotenv
from py_clob_client.client import ClobClient
from py_clob_client.clob_types import OrderArgs
from py_clob_client.order_builder.constants import BUY
from config import POLYMARKET_HOST, CHAIN_ID, PROFIT_MARGIN
from config import PROFIT_MARGIN, PLACE_OPPOSITE_ORDER
from utils.clob_client import get_client
load_dotenv()
PRIVATE_KEY = os.getenv("PRIVATE_KEY")
POLYMARKET_PROXY_ADDRESS = os.getenv("POLYMARKET_PROXY_ADDRESS")
SIGNATURE_TYPE = os.getenv("SIGNATURE_TYPE")
logger = logging.getLogger(__name__)
def init_clob_client() -> ClobClient:
try:
client = ClobClient(
POLYMARKET_HOST,
key=PRIVATE_KEY,
chain_id=CHAIN_ID,
signature_type=int(SIGNATURE_TYPE),
funder=POLYMARKET_PROXY_ADDRESS,
)
client.set_api_creds(client.create_or_derive_api_creds())
logger.info("ClobClient initialized successfully")
return client
except Exception as e:
logger.error(f"Failed to initialize ClobClient: {e}")
return None
async def cache_tocken_trading_infos(
client: ClobClient,
order_book,
) -> None:
client = get_client()
up_token_id, down_token_id = order_book.up_token_id, order_book.down_token_id
client.get_tick_size(up_token_id)
@@ -48,7 +25,7 @@ async def cache_tocken_trading_infos(
async def place_anchor_and_hedge(
client, up_token_id, down_token_id, anchor_side, price, size=5
up_token_id, down_token_id, anchor_side, price, size=5
):
if anchor_side == "UP":
anchor_token_id = up_token_id
@@ -57,15 +34,19 @@ async def place_anchor_and_hedge(
anchor_token_id = down_token_id
hedge_token_id = up_token_id
asyncio.create_task(place_limit_order(client, anchor_token_id, price, size))
asyncio.create_task(
place_limit_order(client, hedge_token_id, 1 - price - PROFIT_MARGIN, size)
)
asyncio.create_task(place_limit_order(anchor_token_id, price, size))
if PLACE_OPPOSITE_ORDER:
asyncio.create_task(
place_limit_order(hedge_token_id, 1 - price - PROFIT_MARGIN, size)
)
logger.info(f"Order prices: {price} and {1 - price - PROFIT_MARGIN}")
logger.info(f"Order prices: {price} and {1 - price - PROFIT_MARGIN}")
else:
logger.info(f"Order price: {price}")
async def place_limit_order(client: ClobClient, token_id: str, price: float, size: int):
async def place_limit_order(token_id: str, price: float, size: int):
client = get_client()
start_time = asyncio.get_event_loop().time()
try:
response = client.create_and_post_order(
@@ -83,3 +64,4 @@ async def place_limit_order(client: ClobClient, token_id: str, price: float, siz
logger.info(
f"Order placed! ID: {response['orderID']} in {end_time - start_time:.2f} sec"
)
return response["orderID"]
utils/orderbook.py
+2 -1
View File
@@ -8,6 +8,7 @@ import threading
import websocket
from enum import Enum
from config import POLYMARKET_WS_MARKET_URL, TRADING_BPS_THRESHOLD
from utils.clob_client import get_client
logger = logging.getLogger(__name__)
@@ -24,7 +25,7 @@ class OrderBook:
self.down_token_id = down_token_id
self.slug = slug
self.ws_url = POLYMARKET_WS_MARKET_URL
self.client = None
self.client = get_client()
self.orderbook = {
"best_bid": 0.0,