live retune (user 2026-07-10): caps off, 4% paper-parity, abs guard, pending registry
1. Caps retired: risk block mirrors the paper sentinels; sizing is the paper bot's 4%-of-equity (class_pct 0.04/0.12), floored at the venue's $1 min order (4% of a $22 book is $0.89 — sub-min stakes died at the gate). bankroll rebased to the real $22.28 equity; spend tracker reset (the confusing $35 is gone with the daily cap). 2. Price guard is now ABSOLUTE +0.05 (both books): 0.14→0.15 follows, 0.14→0.20 skips. The relative 5% blocked one-tick moves on cheap in-play books. 3. Pending-order registry: in-play 'delayed' holds are no longer cancelled at 20s — the executor hands them to state.pending_orders with full copy context; the heartbeat resolver adopts the fill whenever it lands (bets/my_pos/cash/ledger, TTL 600s → cancel + honest miss). Recovers Rune-Eaters-class holds (+$7.50 forfeited by the old cancel). 5 stub-client paths pass incl. adopt + expire. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
+50
-10
@@ -58,7 +58,10 @@ DEFAULT_CONFIG = {
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# past cap/bankroll_pct — surplus cash is SWEPT to
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# state["reserve"], a banked pot that never bets
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# (profit ratchet + keeps fills inside book depth)
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"price_guard_pct": 0.05, # skip if price moved >5% from their fill
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"price_guard_abs": 0.05, # skip if price moved >5 POINTS above their
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# fill (absolute, 2026-07-10: 0.14→0.15 must
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# follow; relative % blocked 1-tick moves on
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# cheap in-play books)
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"risk": {
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"max_trade_usd": 50.0, # hard ceiling on any single copy
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"max_position_usd": 40.0, # hard ceiling on total cost in one market
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@@ -307,7 +310,10 @@ class CopyTrader:
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stake = frac * eq
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if their and stake > their:
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stake = their
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return stake
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# venue floor: the CLOB rejects sub-$1 orders, so a small book's pct
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# stake must round UP to the minimum or every copy dies at the gate
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# (4% of the $22 live book = $0.89 — 2026-07-10 paper-parity retune)
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return max(stake, self.risk.get("min_order_usd", 1.0))
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def record_miss(self, wallet, token, cond, title, outcome, price, want, reason):
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"""A bet the strategy WOULD have copied but the book couldn't take —
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@@ -377,7 +383,8 @@ class CopyTrader:
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if side == "BUY":
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self._handle_their_buy(wallet, token, their_size, their_price,
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label, title, outcome, event=event_key(t),
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cond=t.get("conditionId"))
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cond=t.get("conditionId"),
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their_ts=t.get("timestamp"))
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their_book[token] = their_prev + their_size
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elif side == "SELL":
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self._handle_their_sell(token, their_size, their_prev, label)
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@@ -398,13 +405,18 @@ class CopyTrader:
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# ASYMMETRIC by rule: a better price than the sharp paid is never blocked
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# (paying less for the same outcome is strictly better odds — the guard
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# once skipped a 0.70→0.51 improvement that went on to win). Only adverse
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# drift — chasing the price UP — is gated by price_guard_pct.
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# drift — chasing the price UP — is gated, in ABSOLUTE points: the old
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# relative 5% blocked one-tick moves on cheap in-play books (0.14→0.15
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# is +7% relative but the same bet; 0.14→0.19 is where the edge is gone).
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if current <= their_price:
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return True
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return (current - their_price) / their_price <= self.cfg["price_guard_pct"]
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guard = self.cfg.get("price_guard_abs",
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self.cfg.get("price_guard_pct", 0.05))
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return (current - their_price) <= guard
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def _handle_their_buy(self, wallet, token, their_size, their_price,
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label, title, outcome, event=None, cond=None):
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label, title, outcome, event=None, cond=None,
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their_ts=None):
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mine = self.state["my_pos"].get(token)
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is_add = mine is not None
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# the signal's position in this token BEFORE this trade — the their-bet
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@@ -447,7 +459,8 @@ class CopyTrader:
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return
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if not self._price_guard_ok(price, their_price):
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self.log(f"BUY {label} — skip (price {price:.3f} vs their "
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f"{their_price:.3f}, >{self.cfg['price_guard_pct']:.0%})")
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f"{their_price:.3f}, moved >"
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f"{self.cfg.get('price_guard_abs', 0.05):.2f} abs)")
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self.record_miss(wallet, token, cond, title, outcome, price,
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self.stake_usd(wallet),
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f"price moved {their_price:.2f}→{price:.2f}")
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@@ -484,6 +497,21 @@ class CopyTrader:
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shares = allowed / price
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res = self.ex.buy(token, shares, price, {"title": title})
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if not res["ok"]:
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# in-play books ACCEPT orders with a delayed hold — the executor
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# reports those as pending (order id + pre-order balance) instead
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# of failed. Park the full copy context; the heartbeat resolver
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# adopts the fill when it lands or converts to a miss at TTL.
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if res.get("pending"):
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self.state.setdefault("pending_orders", []).append({
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**res["pending"], "token": token, "side": "BUY",
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"wallet": wallet, "title": title, "outcome": outcome,
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"event": event, "cond": cond, "their_price": their_price,
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"their_ts": their_ts, "price": price, "is_add": is_add,
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"stake": allowed, "ts": time.time(), "ttl_s": 600})
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self.log(f"{kind} {label} — PENDING (in-play hold, "
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f"order {str(res['pending'].get('order_id'))[:14]}…)")
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self.persist()
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return
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self.log(f"{kind} {label} — ORDER FAILED: {res.get('resp')}")
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if not is_add: # a rejected OPEN is a missed bet
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self.record_miss(wallet, token, cond, title, outcome, price,
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@@ -525,6 +553,17 @@ class CopyTrader:
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return
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res = self.ex.sell(token, sell_shares, price, {})
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if not res["ok"]:
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if res.get("pending"): # in-play hold — resolver adopts
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self.state.setdefault("pending_orders", []).append({
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**res["pending"], "token": token, "side": "SELL",
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"wallet": mine.get("wallet", ""), "title": mine.get("title", ""),
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"outcome": mine.get("outcome", ""), "event": mine.get("event"),
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"cond": mine.get("cond"), "their_price": price,
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"their_ts": None, "price": price, "is_add": False,
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"stake": sell_shares * price, "ts": time.time(), "ttl_s": 600})
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self.log(f"EXIT {label} — PENDING (in-play hold)")
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self.persist()
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return
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self.log(f"EXIT {label} — ORDER FAILED: {res.get('resp')}")
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return
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proceeds = res["filled_shares"] * res["price"]
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@@ -605,9 +644,10 @@ class CopyTrader:
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def confirm_live(cfg):
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print("\n" + "=" * 64)
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print(" LIVE MODE — this will place REAL orders with REAL money.")
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print(f" Bankroll ${cfg['bankroll_usd']:.0f} · {cfg['bankroll_pct']:.1%}/entry"
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f" · max ${cfg['risk']['max_trade_usd']:.0f}/trade"
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f" · daily cap ${cfg['risk']['daily_spend_cap_usd']:.0f}")
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mt, dc = cfg['risk']['max_trade_usd'], cfg['risk']['daily_spend_cap_usd']
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print(f" Bankroll ${cfg['bankroll_usd']:.2f} · {cfg['bankroll_pct']:.1%}/entry"
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f" · max {'off' if mt >= 1e5 else '$%.0f' % mt}/trade"
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f" · daily cap {'off' if dc >= 1e5 else '$%.0f' % dc}")
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print(f" Watching {len(cfg['watchlist'])} wallets.")
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print("=" * 64)
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# Headless arm (Fly live worker): the USER types the exact phrase into
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