Refactor trading logic and client initialization; remove unused clob_client_and_order module

utils/clob_orders.py

@@ -0,0 +1,67 @@
+import asyncio
+import logging
+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 PROFIT_MARGIN, PLACE_OPPOSITE_ORDER
+from utils.clob_client import get_client
+
+
+logger = logging.getLogger(__name__)
+
+
+async def cache_tocken_trading_infos(
+    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)
+    client.get_tick_size(down_token_id)
+    client.get_neg_risk(up_token_id)
+    client.get_neg_risk(down_token_id)
+    client.get_fee_rate_bps(up_token_id)
+    client.get_fee_rate_bps(down_token_id)
+
+
+async def place_anchor_and_hedge(
+    up_token_id, down_token_id, anchor_side, price, size=5
+):
+    if anchor_side == "UP":
+        anchor_token_id = up_token_id
+        hedge_token_id = down_token_id
+    else:
+        anchor_token_id = down_token_id
+        hedge_token_id = up_token_id
+
+    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}")
+    else:
+        logger.info(f"Order price: {price}")
+
+
+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(
+            OrderArgs(
+                token_id=token_id,
+                price=price,
+                size=size,
+                side=BUY,
+            )
+        )
+    except Exception as e:
+        logger.error(f"Error placing order for token {token_id}: {e}")
+        return
+    end_time = asyncio.get_event_loop().time()
+    logger.info(
+        f"Order placed! ID: {response['orderID']} in {end_time - start_time:.2f} sec"
+    )
+    return response["orderID"]