Nawaz Haider
130 lines
3.7 KiB
Python
130 lines
3.7 KiB
Python
import os
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import gc
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import asyncio
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import requests
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from utils.logger import setup_logging
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from utils.tokens import fetch_tokens
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from utils.orderbook import OrderBook, SIGNALES
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from utils.clob_client import init_global_client
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from utils.market_time import is_in_trading_window
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from utils.clob_orders import (
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place_anchor_and_hedge,
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cache_tocken_trading_infos,
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)
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from utils.cpu_affinity import set_cpu_affinity
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from config import MAX_TRADES
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gc.disable()
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session = requests.Session()
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requests.get = session.get
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requests.post = session.post
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requests.put = session.put
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requests.patch = session.patch
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requests.delete = session.delete
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requests.head = session.head
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requests.options = session.options
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async def main():
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trades = 0
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logger = setup_logging()
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set_cpu_affinity()
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logger.info("Polymarket HFT Market Maker started")
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init_global_client()
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await asyncio.sleep(2)
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up_token, down_token, market_slug = await fetch_tokens()
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book = OrderBook(up_token, down_token, market_slug)
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await asyncio.create_task(cache_tocken_trading_infos(book))
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book.start()
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await asyncio.sleep(5) # Allow some time for initial order book data
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market_data = book.get_current_market_data()
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up_bid_price = market_data["best_bid_price"]
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up_ask_price = market_data["best_ask_price"]
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down_ask_price = 1 - up_bid_price
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down_bid_price = 1 - up_ask_price
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print(
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f"Initial Prices - UP: {up_bid_price:.2f}/{up_ask_price:.2f} | DOWN: {down_bid_price:.2f}/{down_ask_price:.2f}",
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flush=True,
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)
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while True:
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if not is_in_trading_window():
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book.stop()
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logger.info("Trading session ended. Starting new session.")
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gc.collect()
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await asyncio.sleep(10)
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trades = 0
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up_token, down_token, market_slug = await fetch_tokens()
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book = OrderBook(up_token, down_token, market_slug)
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asyncio.create_task(cache_tocken_trading_infos(book))
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book.start()
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market_data = book.get_current_market_data()
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if not market_data:
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continue
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up_bid_price = market_data["best_bid_price"]
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up_ask_price = market_data["best_ask_price"]
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if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)):
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continue
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down_ask_price = 1 - up_bid_price
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down_bid_price = 1 - up_ask_price
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up_trend = up_bid_price > down_bid_price
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if trades < MAX_TRADES:
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trading_side = book.last_signal
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if (trading_side == SIGNALES.UP) and not up_trend:
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await place_anchor_and_hedge(
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up_token,
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down_token,
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"UP",
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up_ask_price - 0.01,
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size=5,
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)
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trades += 1
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logger.info(
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f"Placed UP anchor and hedge orders. Total trades: {trades}"
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)
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elif (trading_side == SIGNALES.DOWN) and up_trend:
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await place_anchor_and_hedge(
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up_token,
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down_token,
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"DOWN",
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down_ask_price - 0.01,
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size=5,
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)
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trades += 1
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logger.info(
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f"Placed DOWN anchor and hedge orders. Total trades: {trades}"
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)
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await asyncio.sleep(0.01)
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if __name__ == "__main__":
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try:
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if os.name == "nt":
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asyncio.run(main())
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else:
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import uvloop
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uvloop.run(main())
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except KeyboardInterrupt:
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print("\nMarket maker stopped by user")
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except Exception as e:
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print(f"Fatal error: {e}")
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exit(1)
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