Refactor trading logic and client initialization; remove unused clob_client_and_order module

config.py

@@ -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

@@ -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 import init_global_client
-from utils.clob_client_and_order import (
+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

@@ -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_orders.py

@@ -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(anchor_token_id, price, size))
-    asyncio.create_task(
+    if PLACE_OPPOSITE_ORDER:
-        place_limit_order(client, hedge_token_id, 1 - price - PROFIT_MARGIN, size)
+        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

@@ -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,