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lp_paper: rotate markets on re-screen, bank rotated-out P&L

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The loop screened once and quoted the same markets forever; short-lived
prop markets would resolve and silently stop earning. Now it re-screens every
--refresh seconds, drops markets that fell out of the fresh set (banking their
rewards+inventory into a retired accumulator), and adds fresh ones — so
cumulative net survives rotation over multi-day runs.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-06-13 11:29:48 -04:00
parent a410845fd5
commit e1b6e2f2ae
1 changed files with 41 additions and 8 deletions
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lp_paper.py
+41 -8
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@@ -138,9 +138,9 @@ def net_pnl(s):
return s["rewards"] + s["cash"] + s["inv"] * s["mid"]
def summary(states, started, capital):
rew = sum(s["rewards"] for s in states)
trading = sum(s["cash"] + s["inv"] * s["mid"] for s in states)
def summary(states, started, capital, retired):
rew = retired["rewards"] + sum(s["rewards"] for s in states)
trading = retired["trading"] + sum(s["cash"] + s["inv"] * s["mid"] for s in states)
net = rew + trading
hrs = (time.time() - started) / 3600 or 1e-9
apr = net / capital / (hrs / 24) * 365 * 100 if capital else 0
@@ -175,16 +175,48 @@ def run(args):
f"${args.capital:,.0f} capital. Tracking net = rewards − bleed.")
max_inv_shares = (per_market / 2) / 0.5 * args.max_inv # rough share cap per market
# P&L from markets that have rotated out (resolved/expired) is banked here
# so cumulative net survives rotation.
retired = {"rewards": 0.0, "trading": 0.0}
def retire(s):
retired["rewards"] += s["rewards"]
retired["trading"] += s["cash"] + s["inv"] * s["mid"]
last_report = started
next_rescreen = started + args.refresh
try:
while True:
for s in states:
poll_market(s, max_inv_shares)
save_state(states, started, args.capital)
now = time.time()
# rotate: drop markets that fell out of the fresh screen (resolved /
# vol spiked / out-competed), bank their P&L, add fresh ones.
if now >= next_rescreen:
fresh = screen_targets(args.markets, args.min_rate, args.capital, args.max_vol)
fresh_toks = {t["token"] for t in fresh}
kept = []
for s in states:
if s["token"] in fresh_toks:
kept.append(s)
else:
retire(s)
states = kept
held = {s["token"] for s in states}
for t in fresh:
if len(states) >= args.markets:
break
if t["token"] not in held:
states.append(fresh_market_state(t, per_market))
next_rescreen = now + args.refresh
print(f"[{time.strftime('%H:%M:%S')}] re-screened · {len(states)} active "
f"· banked net so far ${retired['rewards'] + retired['trading']:,.2f}",
flush=True)
save_state(states, started, args.capital, retired)
if now - last_report >= args.report:
net, txt = summary(states, started, args.capital)
net, txt = summary(states, started, args.capital, retired)
print(f"\n[{time.strftime('%H:%M:%S')}]\n{txt}", flush=True)
if webhook:
post_discord(webhook, "📊 **Paper LP update**\n" + txt)
@@ -194,7 +226,7 @@ def run(args):
time.sleep(args.poll)
except KeyboardInterrupt:
pass
net, txt = summary(states, started, args.capital)
net, txt = summary(states, started, args.capital, retired)
print(f"\n=== FINAL ===\n{txt}")
print("\nPer-market:")
for s in sorted(states, key=net_pnl, reverse=True):
@@ -202,15 +234,16 @@ def run(args):
f"fills {s['fills']:3d} | inv {s['inv']:+8.1f} | {s['question']}")
def save_state(states, started, capital):
def save_state(states, started, capital, retired):
slim = [{"question": s["question"], "pool": s["pool"],
"rewards": round(s["rewards"], 2), "trading": round(s["cash"] + s["inv"] * s["mid"], 2),
"inv": round(s["inv"], 1), "fills": s["fills"],
"net": round(net_pnl(s), 2)} for s in states]
net, _ = summary(states, started, capital)
net, _ = summary(states, started, capital, retired)
tmp = STATE_PATH + ".tmp"
with open(tmp, "w") as f:
json.dump({"started": started, "capital": capital, "net": round(net, 2),
"retired": {k: round(v, 2) for k, v in retired.items()},
"markets": slim}, f, indent=2)
os.replace(tmp, STATE_PATH)