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live bot: record + settle missed bets, publish in feed

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Engine records every blocked OPEN (no free cash, event cap, price guard) with
its would-be stake; settle_resolved marks them won/lost at CLOB resolution with
hypothetical P&L (fee-inclusive) - the live counterpart of the backtest's
Missed table. Feed gains missed[] + missed_pnl.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-02 11:03:32 -04:00
parent c4709df425
commit b398e5d682
2 changed files with 49 additions and 2 deletions
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archive/copytrade.py
+26 -2
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@@ -278,6 +278,21 @@ class CopyTrader:
frac *= self.DD_FACTOR
return frac * eq
def record_miss(self, wallet, token, cond, title, outcome, price, want, reason):
"""A bet the strategy WOULD have copied but the book couldn't take —
free cash gone, event cap, price drifted past the guard. Kept in state so
the live feed can show missed bets and (once the market resolves) their
would-be P&L — the live counterpart of the backtest's Missed table."""
missed = self.state.setdefault("missed", [])
if any(m["token"] == token and m["status"] == "open" for m in missed):
return # already recorded while open
missed.append({"ts": int(time.time()), "wallet": wallet, "token": token,
"cond": cond, "title": title, "outcome": outcome,
"price": round(price or 0, 4), "stake": round(want, 2),
"reason": reason, "status": "open", "pnl": None,
"settled": None})
del missed[:-200] # keep the recent 200
def persist(self):
self.state["seen_tx"] = list(self.seen)[-5000:]
save_json(self.state_path, self.state)
@@ -330,7 +345,8 @@ class CopyTrader:
if side == "BUY":
self._handle_their_buy(wallet, token, their_size, their_price,
label, title, outcome, event=event_key(t))
label, title, outcome, event=event_key(t),
cond=t.get("conditionId"))
their_book[token] = their_prev + their_size
elif side == "SELL":
self._handle_their_sell(token, their_size, their_prev, label)
@@ -352,7 +368,7 @@ class CopyTrader:
return drift <= self.cfg["price_guard_pct"]
def _handle_their_buy(self, wallet, token, their_size, their_price,
label, title, outcome, event=None):
label, title, outcome, event=None, cond=None):
mine = self.state["my_pos"].get(token)
is_add = mine is not None
# don't backfill: never open a position they already held when we
@@ -371,6 +387,8 @@ class CopyTrader:
if held >= cap:
self.log(f"BUY {label} — skip (already {held} positions on this "
f"event, cap {cap})")
self.record_miss(wallet, token, cond, title, outcome, their_price,
self.stake_usd(), f"event cap ({held} held)")
return
price = self._live_price(token, "buy")
@@ -379,6 +397,9 @@ class CopyTrader:
if not self._price_guard_ok(price, their_price):
self.log(f"BUY {label} — skip (price {price:.3f} vs their "
f"{their_price:.3f}, >{self.cfg['price_guard_pct']:.0%})")
self.record_miss(wallet, token, cond, title, outcome, price,
self.stake_usd(),
f"price moved {their_price:.2f}→{price:.2f}")
return
if is_add:
@@ -396,6 +417,9 @@ class CopyTrader:
allowed, reason = self.gate_buy(want_usd, price, pos_cost)
if reason:
self.log(f"{kind} {label} — skip ({reason})")
if not is_add: # a blocked OPEN is a missed bet
self.record_miss(wallet, token, cond, title, outcome, price,
want_usd, reason)
return
shares = allowed / price
res = self.ex.buy(token, shares, price, {"title": title})