Add .env.sample, update .gitignore, and implement ClobClient initialization

.env.sample

@@ -0,0 +1,3 @@
+PRIVATE_KEY = "0xXXX"
+POLYMARKET_PROXY_ADDRESS = "0xXXX"
+SIGNATURE_TYPE = 1

.gitignore

@@ -1,2 +1,3 @@
 logs/
 __pycache__/
+.env

config.py

@@ -1,3 +1,6 @@
 LOG_FOLDER = "logs/"
 GAMMA_API_URL = "https://gamma-api.polymarket.com"
-REQUEST_TIMEOUT = 5 
+POLYMARKET_HOST = "https://clob.polymarket.com"
+CHAIN_ID = 137
+REQUEST_TIMEOUT = 5
+PROFIT_MARGIN = 0.02

main.py

@@ -1,6 +1,7 @@
 import asyncio
 from utils.logger import setup_logging
 from utils.tokens import fetch_tokens
+from utils.clob_client import init_clob_client
 
 
 async def main():
@@ -8,6 +9,7 @@ async def main():
     logger.info("Polymarket HFT Market Maker started")
 
     up_token, down_token, market_slug = await fetch_tokens()
+    client = await init_clob_client()
 
 
 if __name__ == "__main__":

utils/clob_client.py

@@ -0,0 +1,84 @@
+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
+
+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__)
+
+
+async def init_clob_client() -> ClobClient:
+    try:
+        client = ClobClient(
+            POLYMARKET_HOST,
+            key=PRIVATE_KEY,
+            chain_id=CHAIN_ID,
+            signature_type=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, up_token_id: str, down_token_id: str
+) -> None:
+    while True:
+        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)
+        await asyncio.sleep(10)
+
+
+async def place_anchor_and_hedge(
+    client, 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(client, anchor_token_id, price, size))
+    asyncio.create_task(
+        place_limit_order(client, hedge_token_id, 1 - price - PROFIT_MARGIN, size)
+    )
+
+    logger.info(f"Order prices: {price} and {1 - price - PROFIT_MARGIN}")
+
+
+async def place_limit_order(client: ClobClient, token_id: str, price: float, size: int):
+    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"
+    )