mirror of
https://github.com/jaxperro/winning-wallet-finder.git
synced 2026-07-27 15:57:47 +00:00
live executor ported to the unified SDK (polymarket-client)
py-clob-client is archived; the CLOB rejects its orders globally. New LedgerLiveExecutor: SecureClient.create(private_key) — deposit wallet auto-resolves, no api_key at runtime; place_market_order FAK/FOK with protected prices (quoted ±live.max_slippage_pct, default 5%, clamped to [0.01,0.99]); fills parsed from AcceptedOrder (BUY: making=USD given, taking=shares got; SELL reversed — semantics PROVEN by today's $5 round trip: buy matched 7.35294 @ 0.68, sell matched 7.35 @ 0.67). Still never raises into the trade loop. chain_cash_gap repointed at the deposit wallet's pUSD (was the emptied legacy proxy → CASH≠CHAIN +24.73 alarm). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
+66
-54
@@ -239,76 +239,86 @@ class LedgerPaperExecutor(PaperExecutor):
|
||||
return r
|
||||
|
||||
|
||||
class LedgerLiveExecutor(LiveExecutor):
|
||||
"""Live executor with two production fixes over the base GTC executor:
|
||||
class LedgerLiveExecutor:
|
||||
"""Live executor on the unified SDK (polymarket-client). py-clob-client was
|
||||
ARCHIVED May 2026 — the CLOB rejects its order format globally ('invalid
|
||||
order version'), which is why this no longer extends LiveExecutor.
|
||||
|
||||
* **Marketable Fill-Or-Kill orders** (gap 3) — a copy either fills
|
||||
immediately at a crossing price or is cleanly killed, never left resting
|
||||
on the book half-filled. Order type is configurable (live.order_type:
|
||||
FOK all-or-nothing, or FAK fill-what-you-can-then-kill).
|
||||
* **Fill recording** — same ledger as paper, so cash/lag/slippage tracking
|
||||
works live too. filled_shares comes from the match response when present.
|
||||
* **Marketable FAK/FOK** via place_market_order — the SDK owns tick
|
||||
conformity, neg-risk exchange routing, and fee handling internally
|
||||
(the hand-rolled tick rounding here crashed the bot twice on
|
||||
2026-07-09; all of that machinery is gone).
|
||||
* **Protected prices** — max_price (BUY) / min_price (SELL) bound the
|
||||
fill at the engine's quoted price ± live.max_slippage_pct (default
|
||||
5%), replacing the old round-to-tick limit. Clamped to [0.01, 0.99],
|
||||
valid on both 1c and 0.1c books, so the SDK's band check can't raise.
|
||||
* **Fill recording** — same ledger as paper. AcceptedOrder reports the
|
||||
matched amounts: BUY gives collateral (making) for shares (taking),
|
||||
SELL the reverse; avg fill price falls out of the ratio.
|
||||
* **Never raises into the trade loop** — any exception is an honest
|
||||
ok:False (the engine records a missed row).
|
||||
"""
|
||||
live = True
|
||||
|
||||
def __init__(self, cfg):
|
||||
super().__init__(cfg)
|
||||
try:
|
||||
from polymarket import SecureClient
|
||||
except ImportError:
|
||||
sys.exit("Live mode needs the unified SDK: "
|
||||
"pip install --pre polymarket-client")
|
||||
live = cfg.get("live", {})
|
||||
if not live.get("private_key"):
|
||||
sys.exit("Live mode needs live.private_key in the config.")
|
||||
# wallet auto-resolves to the signer's Deposit Wallet; no api_key at
|
||||
# runtime — trading approvals already exist (host/order_probe_v2.py).
|
||||
# create() is ready to use as-is (__enter__ is a no-op returning self).
|
||||
self.client = SecureClient.create(private_key=live["private_key"])
|
||||
self.fills = []
|
||||
name = cfg.get("live", {}).get("order_type", "FOK").upper()
|
||||
self._otype = getattr(self._OrderType, name, self._OrderType.FOK)
|
||||
|
||||
def _tick(self, token_id):
|
||||
"""Market tick size, cached — a 3dp price on a 1c-tick book raises
|
||||
PolyApiException, which (uncaught) crashed the bot at 21:21 and 21:53
|
||||
on 2026-07-09: the first two qualifying live signals. Fallback 0.01 is
|
||||
valid on every book (a 1c multiple is also a 0.1c multiple)."""
|
||||
cache = getattr(self, "_ticks", None)
|
||||
if cache is None:
|
||||
cache = self._ticks = {}
|
||||
if token_id not in cache:
|
||||
try:
|
||||
cache[token_id] = float(self.client.get_tick_size(token_id))
|
||||
except Exception:
|
||||
cache[token_id] = 0.01
|
||||
return cache[token_id]
|
||||
ot = str(live.get("order_type", "FAK")).upper()
|
||||
self._otype = ot if ot in ("FAK", "FOK") else "FAK"
|
||||
self._slip = float(live.get("max_slippage_pct", 0.05))
|
||||
|
||||
def _order(self, token_id, shares, price, side):
|
||||
import math
|
||||
tick = self._tick(token_id)
|
||||
# buys round UP to the tick (stay marketable/crossing), sells DOWN;
|
||||
# size floors to 2dp so cost never exceeds the gated stake
|
||||
steps = price / tick
|
||||
px = round((math.ceil(steps) if side == self._BUY else math.floor(steps)) * tick, 4)
|
||||
px = min(max(px, tick), 1 - tick)
|
||||
sz = math.floor(shares * 100) / 100.0
|
||||
sz = math.floor(shares * 100) / 100.0 # cost never exceeds the gated stake
|
||||
try:
|
||||
args = self._OrderArgs(price=px, size=sz, side=side, token_id=token_id)
|
||||
signed = self.client.create_order(args)
|
||||
resp = self.client.post_order(signed, self._otype) # marketable FOK/FAK
|
||||
if side == "BUY":
|
||||
r = self.client.place_market_order(
|
||||
token_id=token_id, side="BUY",
|
||||
amount=round(sz * price, 2),
|
||||
max_price=min(round(price * (1 + self._slip), 2), 0.99),
|
||||
order_type=self._otype)
|
||||
else:
|
||||
r = self.client.place_market_order(
|
||||
token_id=token_id, side="SELL", shares=sz,
|
||||
min_price=max(round(price * (1 - self._slip), 2), 0.01),
|
||||
order_type=self._otype)
|
||||
except Exception as e: # NEVER raise into the trade loop
|
||||
return {"ok": False, "filled_shares": 0.0, "price": px,
|
||||
return {"ok": False, "filled_shares": 0.0, "price": price,
|
||||
"resp": f"exception: {e}", "paper": False}
|
||||
price = px
|
||||
shares = sz
|
||||
ok = bool(resp and resp.get("success", True))
|
||||
filled = shares if ok else 0.0
|
||||
for k in ("sizeMatched", "size_matched", "makingAmount"): # use real fill if reported
|
||||
if resp and resp.get(k):
|
||||
try:
|
||||
filled = float(resp[k]); break
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return {"ok": ok and filled > 0, "filled_shares": filled, "price": price,
|
||||
"resp": resp, "paper": False}
|
||||
if not getattr(r, "ok", False): # RejectedOrder: typed code + message
|
||||
return {"ok": False, "filled_shares": 0.0, "price": price,
|
||||
"resp": f"{getattr(r, 'code', '?')}: {getattr(r, 'message', r)}",
|
||||
"paper": False}
|
||||
making = float(r.making_amount or 0) # what we gave (matched)
|
||||
taking = float(r.taking_amount or 0) # what we got (matched)
|
||||
filled, usd = (taking, making) if side == "BUY" else (making, taking)
|
||||
return {"ok": filled > 0, "filled_shares": filled,
|
||||
"price": usd / filled if filled else price,
|
||||
"resp": {"order_id": r.order_id, "status": r.status,
|
||||
"making": making, "taking": taking,
|
||||
"trades": len(r.trade_ids)},
|
||||
"paper": False}
|
||||
|
||||
def buy(self, token_id, shares, price, meta):
|
||||
r = self._order(token_id, shares, price, self._BUY)
|
||||
r = self._order(token_id, shares, price, "BUY")
|
||||
if r["ok"]:
|
||||
self.fills.append({"side": "BUY", "token": token_id,
|
||||
"shares": r["filled_shares"], "price": r["price"]})
|
||||
return r
|
||||
|
||||
def sell(self, token_id, shares, price, meta):
|
||||
r = self._order(token_id, shares, price, self._SELL)
|
||||
r = self._order(token_id, shares, price, "SELL")
|
||||
if r["ok"]:
|
||||
self.fills.append({"side": "SELL", "token": token_id,
|
||||
"shares": r["filled_shares"], "price": r["price"]})
|
||||
@@ -960,10 +970,12 @@ class Copybot:
|
||||
ts, bal = self._chain_bal
|
||||
if now - ts > 60:
|
||||
try:
|
||||
from py_clob_client.clob_types import BalanceAllowanceParams, AssetType
|
||||
# unified SDK: the deposit wallet's pUSD as the exchange counts
|
||||
# it (LIVE_ROLLOUT 1.4 anchor — was the emptied legacy proxy
|
||||
# via py-clob-client, which alarmed CASH≠CHAIN +24.73)
|
||||
r = self.engine.ex.client.get_balance_allowance(
|
||||
BalanceAllowanceParams(asset_type=AssetType.COLLATERAL))
|
||||
bal = int(r.get("balance", 0)) / 1e6
|
||||
asset_type="COLLATERAL")
|
||||
bal = r.balance / 1e6
|
||||
self._chain_bal = (now, bal)
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
Reference in New Issue
Block a user