Refactor trading logic and client initialization; remove unused clob_client_and_order module
This commit is contained in:
@@ -0,0 +1,56 @@
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import os
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import logging
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from dotenv import load_dotenv
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from py_clob_client.client import ClobClient
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from config import POLYMARKET_HOST, CHAIN_ID
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load_dotenv()
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PRIVATE_KEY = os.getenv("PRIVATE_KEY")
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POLYMARKET_PROXY_ADDRESS = os.getenv("POLYMARKET_PROXY_ADDRESS")
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SIGNATURE_TYPE = os.getenv("SIGNATURE_TYPE")
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logger = logging.getLogger(__name__)
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_client = None
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_client_creds = None
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def init_clob_client() -> ClobClient:
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try:
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client = ClobClient(
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POLYMARKET_HOST,
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key=PRIVATE_KEY,
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chain_id=CHAIN_ID,
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signature_type=int(SIGNATURE_TYPE),
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funder=POLYMARKET_PROXY_ADDRESS,
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)
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creds = client.create_or_derive_api_creds()
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client.set_api_creds(creds)
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logger.info("ClobClient initialized successfully")
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return client, creds
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except Exception as e:
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logger.error(f"Failed to initialize ClobClient: {e}")
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return None, None
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def init_global_client():
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global _client, _client_creds
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_client, _client_creds = init_clob_client()
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def is_client_ready():
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return _client is not None
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def get_client():
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if _client is None:
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init_clob_client()
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return _client
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def get_client_creds():
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if _client_creds is None:
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init_clob_client()
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return _client_creds
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@@ -1,42 +1,19 @@
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import os
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import asyncio
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import logging
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from dotenv import load_dotenv
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from py_clob_client.client import ClobClient
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from py_clob_client.clob_types import OrderArgs
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from py_clob_client.order_builder.constants import BUY
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from config import POLYMARKET_HOST, CHAIN_ID, PROFIT_MARGIN
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from config import PROFIT_MARGIN, PLACE_OPPOSITE_ORDER
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from utils.clob_client import get_client
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load_dotenv()
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PRIVATE_KEY = os.getenv("PRIVATE_KEY")
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POLYMARKET_PROXY_ADDRESS = os.getenv("POLYMARKET_PROXY_ADDRESS")
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SIGNATURE_TYPE = os.getenv("SIGNATURE_TYPE")
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logger = logging.getLogger(__name__)
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def init_clob_client() -> ClobClient:
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try:
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client = ClobClient(
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POLYMARKET_HOST,
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key=PRIVATE_KEY,
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chain_id=CHAIN_ID,
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signature_type=int(SIGNATURE_TYPE),
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funder=POLYMARKET_PROXY_ADDRESS,
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)
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client.set_api_creds(client.create_or_derive_api_creds())
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logger.info("ClobClient initialized successfully")
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return client
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except Exception as e:
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logger.error(f"Failed to initialize ClobClient: {e}")
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return None
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async def cache_tocken_trading_infos(
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client: ClobClient,
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order_book,
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) -> None:
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client = get_client()
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up_token_id, down_token_id = order_book.up_token_id, order_book.down_token_id
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client.get_tick_size(up_token_id)
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@@ -48,7 +25,7 @@ async def cache_tocken_trading_infos(
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async def place_anchor_and_hedge(
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client, up_token_id, down_token_id, anchor_side, price, size=5
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up_token_id, down_token_id, anchor_side, price, size=5
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):
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if anchor_side == "UP":
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anchor_token_id = up_token_id
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@@ -57,15 +34,19 @@ async def place_anchor_and_hedge(
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anchor_token_id = down_token_id
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hedge_token_id = up_token_id
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asyncio.create_task(place_limit_order(client, anchor_token_id, price, size))
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asyncio.create_task(
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place_limit_order(client, hedge_token_id, 1 - price - PROFIT_MARGIN, size)
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)
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asyncio.create_task(place_limit_order(anchor_token_id, price, size))
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if PLACE_OPPOSITE_ORDER:
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asyncio.create_task(
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place_limit_order(hedge_token_id, 1 - price - PROFIT_MARGIN, size)
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)
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logger.info(f"Order prices: {price} and {1 - price - PROFIT_MARGIN}")
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logger.info(f"Order prices: {price} and {1 - price - PROFIT_MARGIN}")
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else:
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logger.info(f"Order price: {price}")
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async def place_limit_order(client: ClobClient, token_id: str, price: float, size: int):
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async def place_limit_order(token_id: str, price: float, size: int):
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client = get_client()
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start_time = asyncio.get_event_loop().time()
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try:
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response = client.create_and_post_order(
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@@ -83,3 +64,4 @@ async def place_limit_order(client: ClobClient, token_id: str, price: float, siz
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logger.info(
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f"Order placed! ID: {response['orderID']} in {end_time - start_time:.2f} sec"
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)
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return response["orderID"]
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+2
-1
@@ -8,6 +8,7 @@ import threading
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import websocket
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from enum import Enum
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from config import POLYMARKET_WS_MARKET_URL, TRADING_BPS_THRESHOLD
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from utils.clob_client import get_client
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logger = logging.getLogger(__name__)
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@@ -24,7 +25,7 @@ class OrderBook:
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self.down_token_id = down_token_id
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self.slug = slug
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self.ws_url = POLYMARKET_WS_MARKET_URL
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self.client = None
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self.client = get_client()
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self.orderbook = {
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"best_bid": 0.0,
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