mirror of
https://github.com/jaxperro/winning-wallet-finder.git
synced 2026-07-27 15:57:47 +00:00
jaxperro
82f62124e7
The execution engine was load-bearing from archive/ — the one thing in there that wasn't retired. Now at repo root next to copybot.py; the two archived scripts that imported it as a sibling get a parent-path shim. fly.toml gains an http /health check so Fly restarts a dark machine (self-heal); the notify half is the GH Actions watchdog (next commit). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
646 lines
29 KiB
Python
646 lines
29 KiB
Python
#!/usr/bin/env python3
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"""Polymarket copy-trade engine.
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Watches a list of wallets and mirrors their trades onto your own account:
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- sizing: a fixed % of your configured bankroll per new entry
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- mirror: entries AND exits (sells are mirrored proportionally)
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- guard: skip a copy if the market has moved >5% from their fill price
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SAFETY
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------
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Runs in PAPER mode by default — it logs exactly what it would do and places
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nothing. Live trading requires ALL of:
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1. "mode": "live" in the config,
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2. the --live command-line flag,
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3. typing the confirmation phrase when prompted,
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4. py-clob-client installed and valid credentials in the config.
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Hard risk caps (per-trade, daily spend, total exposure, open positions, price
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bounds) apply in both modes. This is real money in live mode — you are
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responsible for the configuration and the outcomes.
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Usage
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-----
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python3 copytrade.py --init # write config.example.json
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python3 copytrade.py # paper mode (safe)
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python3 copytrade.py --once # one polling pass, then exit
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python3 copytrade.py --live # live mode (requires config + confirm)
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python3 copytrade.py --config my.json # custom config path
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"""
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import argparse
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import json
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import os
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import re
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import sys
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import time
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import urllib.error
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import urllib.parse
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import urllib.request
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# reuse the scanner's hardened HTTP helper (SSL fallback, retries)
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from smart_money import get_json, SSL_CTX # noqa: E402
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DATA_API = "https://data-api.polymarket.com"
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CLOB_API = "https://clob.polymarket.com"
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POLYGON_CHAIN_ID = 137
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CONFIRM_PHRASE = "TRADE LIVE"
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DEFAULT_CONFIG = {
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"mode": "paper", # "paper" or "live"
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"poll_seconds": 12, # how often to check each wallet
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"discord_webhook": "", # paste a Discord webhook URL to get pings
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"watchlist": [], # ["0xwallet1", "0xwallet2", ...]
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"bankroll_usd": 1000.0, # starting stake pool
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"bankroll_pct": 0.02, # fraction of CURRENT equity per new entry
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# (compounds up and down; falls back to a flat
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# fraction of bankroll_usd when cash isn't tracked)
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"stake_cap_usd": 0, # >0: pin stakes at this size once the book grows
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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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"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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"daily_spend_cap_usd": 250.0,
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"max_total_exposure_usd": 500.0,
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"max_open_positions": 20,
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"max_per_event": 0, # >0 caps concurrent positions on one real-world
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# event (a game's markets are one correlated bet);
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# 0 = off — follow every conviction trade
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"min_price": 0.05, # don't open longshots/near-certainties
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"max_price": 0.95,
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"min_order_usd": 5.0, # Polymarket min order size
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},
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# live credentials — only read in live mode
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"live": {
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"private_key": "", # EOA key that controls the funds
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"funder_address": "", # proxy wallet holding USDC (sig type 1/2)
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"signature_type": 1, # 0 EOA · 1 email/magic proxy · 2 browser proxy
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},
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}
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STATE_PATH_DEFAULT = "copytrade_state.json"
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def post_discord(webhook, content):
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"""POST a message to a Discord webhook. Best-effort; never raises."""
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if not webhook:
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return False
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try:
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body = json.dumps({"content": content}).encode()
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req = urllib.request.Request(
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webhook, data=body, method="POST",
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headers={"Content-Type": "application/json",
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"User-Agent": "Mozilla/5.0"})
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urllib.request.urlopen(req, timeout=10, context=SSL_CTX).read()
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return True
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except (urllib.error.URLError, TimeoutError):
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return False
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# ── state ─────────────────────────────────────────────────────────────────
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def load_json(path, default):
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if os.path.exists(path):
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with open(path) as f:
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return json.load(f)
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return default
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def save_json(path, data):
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tmp = path + ".tmp"
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with open(tmp, "w") as f:
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json.dump(data, f, indent=2)
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os.replace(tmp, path)
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def new_state():
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return {
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"started_at": time.time(),
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"seen_tx": [], # transactionHashes already processed
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"their_pos": {}, # wallet -> {token_id: shares}, live-tracked
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"seed_tokens": {}, # wallet -> [token_id] held when we started
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"my_pos": {}, # token_id -> {"shares", "cost", "title", "outcome"}
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"spend": {"date": "", "usd": 0.0},
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"seeded": [], # wallets whose starting positions we loaded
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}
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# ── market data ─────────────────────────────────────────────────────────────
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def clob_price(token_id, side):
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"""Best price to trade `side` ('buy'/'sell') on this token, or None."""
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try:
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url = f"{CLOB_API}/price?token_id={token_id}&side={side}"
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req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
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with urllib.request.urlopen(req, timeout=10, context=SSL_CTX) as r:
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return float(json.loads(r.read().decode())["price"])
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except (urllib.error.URLError, KeyError, ValueError, TimeoutError):
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return None
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def their_positions(wallet):
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"""Current open positions -> {token_id: shares}, for exit-fraction math.
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Cap is generous: a whale can hold >500 open positions, and a position
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missing from the seed both breaks no-backfill (their ADD to an old
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position looks like a fresh OPEN) and the sell-fraction math."""
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pos = {}
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offset = 0
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while offset < 2000:
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page = get_json("/positions",
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{"user": wallet, "limit": 50, "offset": offset,
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"sizeThreshold": 0.1})
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if not page:
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break
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for p in page:
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if p.get("asset"):
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pos[p["asset"]] = pos.get(p["asset"], 0) + p.get("size", 0)
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offset += 50
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if len(page) < 50:
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break
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return pos
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def recent_trades(wallet, limit=100):
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"""Newest-first TRADE activity for a wallet."""
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return get_json("/activity",
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{"user": wallet, "type": "TRADE", "limit": limit}) or []
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def event_key(t):
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"""Correlation-group id for a trade: the real-world event its market belongs
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to. Polymarket sub-splits one game across several eventSlugs
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(`…-2026-07-01-more-markets`, `…-2026-07-01-second-half-result`), so dated
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slugs collapse to their `…-YYYY-MM-DD` prefix; undated slugs stand as-is."""
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ev = t.get("eventSlug") or t.get("slug") or ""
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m = re.match(r"(.*?\d{4}-\d{2}-\d{2})", ev)
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return m.group(1) if m else (ev or None)
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# ── execution ────────────────────────────────────────────────────────────────
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class PaperExecutor:
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"""Simulates fills at the current best price. Places nothing."""
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live = False
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def buy(self, token_id, shares, price, meta):
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return {"ok": True, "filled_shares": shares, "price": price, "paper": True}
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def sell(self, token_id, shares, price, meta):
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return {"ok": True, "filled_shares": shares, "price": price, "paper": True}
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class LiveExecutor:
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"""Places real orders via py-clob-client. Imported lazily."""
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live = True
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def __init__(self, cfg):
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try:
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from py_clob_client.client import ClobClient
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from py_clob_client.clob_types import OrderArgs, OrderType
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from py_clob_client.order_builder.constants import BUY, SELL
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except ImportError:
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sys.exit("Live mode needs py-clob-client: pip install py-clob-client")
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self._OrderArgs, self._OrderType = OrderArgs, OrderType
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self._BUY, self._SELL = BUY, SELL
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live = cfg["live"]
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if not live.get("private_key"):
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sys.exit("Live mode needs live.private_key in the config.")
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self.client = ClobClient(
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host=CLOB_API,
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key=live["private_key"],
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chain_id=POLYGON_CHAIN_ID,
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signature_type=live.get("signature_type", 1),
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funder=live.get("funder_address") or None,
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)
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self.client.set_api_creds(self.client.create_or_derive_api_creds())
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def _order(self, token_id, shares, price, side):
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args = self._OrderArgs(price=round(price, 3), size=round(shares, 2),
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side=side, token_id=token_id)
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signed = self.client.create_order(args)
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resp = self.client.post_order(signed, self._OrderType.GTC)
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ok = bool(resp and resp.get("success", True))
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return {"ok": ok, "filled_shares": shares, "price": price,
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"resp": resp, "paper": False}
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def buy(self, token_id, shares, price, meta):
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return self._order(token_id, shares, price, self._BUY)
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def sell(self, token_id, shares, price, meta):
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return self._order(token_id, shares, price, self._SELL)
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# ── engine ────────────────────────────────────────────────────────────────
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class CopyTrader:
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def __init__(self, cfg, state, executor, state_path):
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self.cfg = cfg
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self.state = state
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self.ex = executor
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self.state_path = state_path
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self.risk = cfg["risk"]
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self.seen = set(state["seen_tx"])
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self.webhook = cfg.get("discord_webhook", "")
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self._discord_warned = False
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# -- helpers --
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def log(self, msg):
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print(f"{time.strftime('%H:%M:%S')} {msg}", flush=True)
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def alert(self, msg, discord_text=None):
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"""Log to console AND push to Discord (used for actual placements)."""
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self.log(msg)
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if self.webhook:
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ok = post_discord(self.webhook, discord_text or msg)
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if not ok and not self._discord_warned:
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self.log(" ⚠ Discord webhook post failed (check the URL)")
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self._discord_warned = True
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def reset_daily_if_needed(self):
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today = time.strftime("%Y-%m-%d")
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if self.state["spend"]["date"] != today:
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self.state["spend"] = {"date": today, "usd": 0.0}
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def open_exposure(self):
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return sum(p["cost"] for p in self.state["my_pos"].values())
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# ---- dynamic sizing: fraction of CURRENT equity, with a drawdown brake ----
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DD_THRESHOLD = 0.80 # below 80% of the high-water mark…
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DD_FACTOR = 0.5 # …bet half size until equity recovers
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def wallet_class(self, wallet=None):
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"""'volume' (default) or 'whale', from follow.wallet_class ({address: class})."""
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classes = (self.cfg.get("follow") or {}).get("wallet_class") or {}
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return classes.get((wallet or "").lower(), "volume")
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def stake_frac(self, wallet=None):
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"""Equity fraction for this wallet's signals, by class:
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follow.class_pct maps class -> fraction (e.g. volume 0.04, whale 0.12).
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A class missing from class_pct falls back to bankroll_pct."""
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pcts = (self.cfg.get("follow") or {}).get("class_pct") or {}
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pct = pcts.get(self.wallet_class(wallet))
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return self.cfg["bankroll_pct"] if pct is None else float(pct)
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def stake_usd(self, wallet=None, their=None):
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"""Next bet size = the wallet's class fraction (stake_frac) × current
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WORKING equity (cash + open cost basis), halved in a >20% drawdown from
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the high-water mark — and NEVER larger than the followed wallet's own
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stake (`their` = the signal's position size so far): when the
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percentage works out to more than they actually bet, mirror their
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exact amount. The stake cap and banked-reserve sweep are retired
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(2026-07-06, with the backtest's banking logic) — the their-bet
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ceiling is the liquidity bound now: fills stay within size the market
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demonstrably absorbed from the signal itself. Falls back to the flat
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static stake when cash isn't tracked (legacy poll CLI)."""
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frac = self.stake_frac(wallet)
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cash = self.state.get("cash")
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if cash is None:
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stake = self.cfg["bankroll_usd"] * frac
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else:
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eq = cash + self.open_exposure()
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hwm = max(self.state.get("hwm", 0.0), eq)
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self.state["hwm"] = hwm
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if eq < self.DD_THRESHOLD * hwm:
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frac *= self.DD_FACTOR
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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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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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free cash gone, event cap, price drifted past the guard. Kept in state so
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the live feed can show missed bets and (once the market resolves) their
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would-be P&L — the live counterpart of the backtest's Missed table."""
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missed = self.state.setdefault("missed", [])
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if any(m["token"] == token and m["status"] == "open" for m in missed):
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return # already recorded while open
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missed.append({"ts": int(time.time()), "wallet": wallet, "token": token,
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"cond": cond, "title": title, "outcome": outcome,
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"price": round(price or 0, 4), "stake": round(want, 2),
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"reason": reason, "status": "open", "pnl": None,
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"settled": None})
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del missed[:-200] # keep the recent 200
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def persist(self):
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self.state["seen_tx"] = list(self.seen)[-5000:]
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save_json(self.state_path, self.state)
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# -- risk gate: returns (allowed_usd, reason_if_blocked) --
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def gate_buy(self, want_usd, price, pos_cost=0.0):
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r = self.risk
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if not (r["min_price"] <= price <= r["max_price"]):
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return 0.0, f"price {price:.3f} outside [{r['min_price']},{r['max_price']}]"
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if len(self.state["my_pos"]) >= r["max_open_positions"]:
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return 0.0, f"max open positions ({r['max_open_positions']}) reached"
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self.reset_daily_if_needed()
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# free cash, when tracked (copybot maintains state["cash"], recycled on
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# sell + resolution). All-or-nothing like the dashboard's `if(cash>=stake)`:
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# a bet we can't fully fund from free cash is a MISS, not a partial fill.
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cash = self.state.get("cash")
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if cash is not None and cash < want_usd:
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return 0.0, (f"capital fully deployed (free ${cash:.2f} < "
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f"stake ${want_usd:.2f})")
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caps = [
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want_usd,
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r["max_trade_usd"],
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r.get("max_position_usd", float("inf")) - pos_cost,
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r["daily_spend_cap_usd"] - self.state["spend"]["usd"],
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r["max_total_exposure_usd"] - self.open_exposure(),
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]
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if cash is not None:
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caps.append(cash) # never deploy more than free cash
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allowed = min(caps)
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if allowed < r["min_order_usd"]:
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return 0.0, (f"capped to ${allowed:.2f} < min order "
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f"${r['min_order_usd']:.2f} (caps)")
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return allowed, None
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# -- process one of their trades --
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def handle_trade(self, wallet, t):
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tx = t.get("transactionHash")
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if not tx or tx in self.seen:
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return
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token = t.get("asset")
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side = t.get("side") # BUY / SELL
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their_size = t.get("size", 0)
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their_price = t.get("price", 0)
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title = t.get("title", "?")
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outcome = t.get("outcome", "?")
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label = f"{outcome} · {title[:42]}"
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their_book = self.state["their_pos"].setdefault(wallet, {})
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their_prev = their_book.get(token, 0)
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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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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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their_book[token] = max(0.0, their_prev - their_size)
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self.seen.add(tx)
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self.persist()
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def _live_price(self, token, side):
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p = clob_price(token, side)
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if p is None:
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self.log(f" ⚠ no live price for token, skipping")
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return p
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def _price_guard_ok(self, current, their_price):
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if their_price <= 0:
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return True
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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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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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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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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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# ceiling needs it in BOTH branches (their_prev + their_size = their
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# total stake). Defining it only inside the is_add branch made every
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# fresh OPEN crash with UnboundLocalError since the ceiling landed
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# 2026-07-06 — swallowed as a webhook "handler error", so the bot
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# silently placed NO new positions (last fill 2026-07-05, found 07-07).
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their_prev = self.state["their_pos"].get(wallet, {}).get(token, 0)
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# don't backfill: never open a position they already held when we
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# started watching. (A position we built during the run is an ADD;
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# a brand-new position they opened after start is a fresh OPEN.)
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if not is_add and token in self.state["seed_tokens"].get(wallet, []):
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self.log(f"BUY {label} — skip (held before we started, no backfill)")
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return
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# correlation cap: a game's markets settle together — N bets on one event
|
||
# are one big bet, not N diversified ones (LSB1 once stacked 6 markets on
|
||
# a single match). Cap concurrent positions per real-world event.
|
||
cap = self.risk.get("max_per_event")
|
||
if not is_add and event and cap:
|
||
held = sum(1 for p in self.state["my_pos"].values()
|
||
if p.get("event") == event)
|
||
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(wallet), f"event cap ({held} held)")
|
||
return
|
||
|
||
price = self._live_price(token, "buy")
|
||
if price is None:
|
||
return
|
||
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(wallet),
|
||
f"price moved {their_price:.2f}→{price:.2f}")
|
||
return
|
||
|
||
if is_add:
|
||
# proportional add: grow my position by the same fraction they did —
|
||
# but SIZING DISCIPLINE binds per market: total position cost never
|
||
# exceeds the current stake rule. Unbounded mirroring once took one
|
||
# game to 2.15 stakes ($90 on a $42-stake book) when fortuneking
|
||
# doubled into his own bet; the backtest is one-market-one-stake,
|
||
# so the bot must be too.
|
||
frac = their_size / their_prev if their_prev > 0 else 0
|
||
want_shares = mine["shares"] * frac
|
||
room = self.stake_usd(wallet, their_prev + their_size) - mine["cost"]
|
||
if room < self.risk["min_order_usd"]:
|
||
self.log(f"ADD {label} — skip (position ${mine['cost']:.0f} already "
|
||
f"at the stake size)")
|
||
return
|
||
want_usd = min(want_shares * price, room)
|
||
kind = "ADD "
|
||
else:
|
||
want_usd = self.stake_usd(wallet, their_prev + their_size) # class % of equity, capped at their bet
|
||
kind = "OPEN"
|
||
|
||
pos_cost = mine["cost"] if is_add else 0.0
|
||
allowed, reason = self.gate_buy(want_usd, price, pos_cost)
|
||
if reason:
|
||
self.log(f"{kind} {label} — skip ({reason})")
|
||
if not is_add: # a blocked OPEN is a missed bet
|
||
self.record_miss(wallet, token, cond, title, outcome, price,
|
||
want_usd, reason)
|
||
return
|
||
shares = allowed / price
|
||
res = self.ex.buy(token, shares, price, {"title": title})
|
||
if not res["ok"]:
|
||
self.log(f"{kind} {label} — ORDER FAILED: {res.get('resp')}")
|
||
return
|
||
spent = res["filled_shares"] * res["price"]
|
||
self.state["spend"]["usd"] += spent
|
||
if is_add:
|
||
mine["shares"] += res["filled_shares"]
|
||
mine["cost"] += spent
|
||
if cond:
|
||
mine.setdefault("cond", cond)
|
||
else:
|
||
# wallet/cond ride on the position so the book can always self-repair:
|
||
# wallet for the feed's my_pos->bets safety net, cond so check_book can
|
||
# rebuild the conds map (an orphan without it can never settle)
|
||
self.state["my_pos"][token] = {
|
||
"shares": res["filled_shares"], "cost": spent,
|
||
"title": title, "outcome": outcome, "event": event,
|
||
"wallet": wallet, "cond": cond}
|
||
tag = "[PAPER]" if not self.ex.live else "[LIVE]"
|
||
self.alert(
|
||
f"{kind} {label} — {tag} buy {res['filled_shares']:.1f} "
|
||
f"@ {res['price']:.3f} (${spent:.2f})",
|
||
discord_text=(f"🟢 **{kind.strip()}** {tag}\n{label}\n"
|
||
f"buy {res['filled_shares']:.0f} @ {res['price']:.3f} "
|
||
f"= **${spent:.2f}**"))
|
||
|
||
def _handle_their_sell(self, token, their_size, their_prev, label):
|
||
mine = self.state["my_pos"].get(token)
|
||
if not mine:
|
||
return # we don't hold it
|
||
frac = 1.0 if their_prev <= 0 else min(1.0, their_size / their_prev)
|
||
sell_shares = min(mine["shares"], mine["shares"] * frac)
|
||
if sell_shares <= 0:
|
||
return
|
||
price = self._live_price(token, "sell")
|
||
if price is None:
|
||
return
|
||
res = self.ex.sell(token, sell_shares, price, {})
|
||
if not res["ok"]:
|
||
self.log(f"EXIT {label} — ORDER FAILED: {res.get('resp')}")
|
||
return
|
||
proceeds = res["filled_shares"] * res["price"]
|
||
# reduce position; release cost proportionally
|
||
sold_frac = res["filled_shares"] / mine["shares"] if mine["shares"] else 1
|
||
mine["cost"] *= (1 - sold_frac)
|
||
mine["shares"] -= res["filled_shares"]
|
||
tag = "[PAPER]" if not self.ex.live else "[LIVE]"
|
||
verb = "EXIT" if frac >= 0.999 else "TRIM"
|
||
self.alert(
|
||
f"{verb} {label} — {tag} sell {res['filled_shares']:.1f} "
|
||
f"@ {res['price']:.3f} (${proceeds:.2f})",
|
||
discord_text=(f"🔴 **{verb}** {tag}\n{label}\n"
|
||
f"sell {res['filled_shares']:.0f} @ {res['price']:.3f} "
|
||
f"= **${proceeds:.2f}**"))
|
||
if mine["shares"] <= 0.01:
|
||
del self.state["my_pos"][token]
|
||
|
||
# -- seed their current positions so exits mirror proportionally --
|
||
def seed_wallet(self, wallet):
|
||
if wallet in self.state["seeded"]:
|
||
return
|
||
self.state["their_pos"][wallet] = their_positions(wallet)
|
||
self.state["seed_tokens"][wallet] = list(self.state["their_pos"][wallet])
|
||
self.state["seeded"].append(wallet)
|
||
n = len(self.state["their_pos"][wallet])
|
||
self.log(f"seeded {wallet[:10]}… with {n} existing positions "
|
||
f"(won't be copied as new entries)")
|
||
|
||
# -- one polling pass over every watched wallet --
|
||
def poll_once(self, first_pass):
|
||
started = self.state["started_at"]
|
||
for wallet in self.cfg["watchlist"]:
|
||
self.seed_wallet(wallet)
|
||
trades = recent_trades(wallet)
|
||
# oldest-first so position math is causal
|
||
for t in sorted(trades, key=lambda x: x.get("timestamp", 0)):
|
||
# on the very first pass, ignore anything from before we started
|
||
if first_pass and t.get("timestamp", 0) < started:
|
||
self.seen.add(t.get("transactionHash"))
|
||
continue
|
||
self.handle_trade(wallet, t)
|
||
self.persist()
|
||
|
||
def run(self, once):
|
||
mode = "LIVE — REAL MONEY" if self.ex.live else "PAPER (no orders placed)"
|
||
self.log(f"copy-trader started · mode: {mode}")
|
||
self.log(f"watching {len(self.cfg['watchlist'])} wallets · "
|
||
f"bankroll ${self.cfg['bankroll_usd']:.0f} @ "
|
||
f"{self.cfg['bankroll_pct']:.1%}/entry · "
|
||
f"guard {self.cfg['price_guard_pct']:.0%}")
|
||
if self.webhook:
|
||
post_discord(self.webhook,
|
||
f"✅ **Copy-trade tracker connected** ({mode})\n"
|
||
f"watching {len(self.cfg['watchlist'])} wallets · "
|
||
f"${self.cfg['bankroll_usd']:.0f} bankroll @ "
|
||
f"{self.cfg['bankroll_pct']:.1%}/entry · "
|
||
f"guard {self.cfg['price_guard_pct']:.0%}\n"
|
||
f"You'll get a ping on every trade it would place.")
|
||
if not self.cfg["watchlist"]:
|
||
self.log("watchlist is empty — add wallets to the config. "
|
||
"(Run smart_money.py to find them.)")
|
||
return
|
||
first = True
|
||
try:
|
||
while True:
|
||
self.poll_once(first_pass=first)
|
||
first = False
|
||
if once:
|
||
break
|
||
time.sleep(self.cfg["poll_seconds"])
|
||
except KeyboardInterrupt:
|
||
self.log("stopped.")
|
||
|
||
|
||
# ── cli ──────────────────────────────────────────────────────────────────
|
||
|
||
def confirm_live(cfg):
|
||
print("\n" + "=" * 64)
|
||
print(" LIVE MODE — this will place REAL orders with REAL money.")
|
||
print(f" Bankroll ${cfg['bankroll_usd']:.0f} · {cfg['bankroll_pct']:.1%}/entry"
|
||
f" · max ${cfg['risk']['max_trade_usd']:.0f}/trade"
|
||
f" · daily cap ${cfg['risk']['daily_spend_cap_usd']:.0f}")
|
||
print(f" Watching {len(cfg['watchlist'])} wallets.")
|
||
print("=" * 64)
|
||
typed = input(f'Type "{CONFIRM_PHRASE}" to proceed (anything else aborts): ')
|
||
if typed.strip() != CONFIRM_PHRASE:
|
||
sys.exit("Aborted — not confirmed.")
|
||
|
||
|
||
def main():
|
||
ap = argparse.ArgumentParser(description=__doc__,
|
||
formatter_class=argparse.RawDescriptionHelpFormatter)
|
||
ap.add_argument("--config", default="config.json")
|
||
ap.add_argument("--state", default=STATE_PATH_DEFAULT)
|
||
ap.add_argument("--live", action="store_true",
|
||
help="enable live trading (also needs mode:live in config)")
|
||
ap.add_argument("--once", action="store_true", help="one pass, then exit")
|
||
ap.add_argument("--init", action="store_true",
|
||
help="write config.example.json and exit")
|
||
args = ap.parse_args()
|
||
|
||
if args.init:
|
||
save_json("config.example.json", DEFAULT_CONFIG)
|
||
print("Wrote config.example.json — copy to config.json and edit.")
|
||
return
|
||
|
||
if not os.path.exists(args.config):
|
||
sys.exit(f"No config at {args.config}. Run --init to create a template.")
|
||
cfg = {**DEFAULT_CONFIG, **load_json(args.config, {})}
|
||
cfg["risk"] = {**DEFAULT_CONFIG["risk"], **cfg.get("risk", {})}
|
||
cfg["live"] = {**DEFAULT_CONFIG["live"], **cfg.get("live", {})}
|
||
|
||
want_live = args.live and cfg.get("mode") == "live"
|
||
if args.live and cfg.get("mode") != "live":
|
||
sys.exit('--live given but config "mode" is not "live". Refusing to trade.')
|
||
|
||
state = load_json(args.state, new_state())
|
||
if want_live:
|
||
confirm_live(cfg)
|
||
executor = LiveExecutor(cfg)
|
||
else:
|
||
executor = PaperExecutor()
|
||
|
||
CopyTrader(cfg, state, executor, args.state).run(once=args.once)
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|