a *j3@sdZddlZddlZddlZddlZddlZddlZddlm Z ej ddddl Z ddlZddlZdZdZdadZd Zd Zed ejeZd Zd dZdZdZdZdZ dZ!dZ"dZ#ddZ$dmddZ%e dZ&da'e dZ(e dZ)gdZ*e dZ+gd Z,e d!Z-d"Z.d#d$Z/d%d&Z0d'd(Z1d)d*Z2da3da4da5da6d+Z7d,Z8d-Z9da:da;d.Ze?Z@d3d4ZAeejBeAd5d6ZCd7d8ZDdnd:d;ZEdd?ZGd@dAZHdBdCZIdDdEZJdFdGZKdHdIZLdJdKZMdLdMZNe dNZOgdOZPdaQdPdQZRdRdSZSd.ZTdTZUdUdddViZVdWdXeVWDZXtZYe dYZZe dZZ[ia\da]d[d\Z^dod^d_Z_d`daiZ`d.ZaebfdbdcZcebebfdddeZddfdgZedhdiZfdjdkZgehdlkreiegdS)pa< LIVE market maker: rest one contract per leg at the touch, and record fills. WHAT THIS IS FOR. Every fill number in this project is an inference. The optimistic model ("a print landed at our price") says 89% of legs fill at the touch; the queue-aware model ("enough traded to clear the size ahead of us") says 37%; accounting for the two thirds of the queue that cancels rather than trades puts it near 53%. Those bounds cannot be narrowed from the log, because queue position is not observable from outside the book. Only our own resting orders can measure it. That measurement -- not profit -- is the deliverable. SEPARATE PROCESS FROM mm_quoter.py ON PURPOSE. That one is the paper quoter and it feeds mm_settle, the dashboard, the forward test and the fill research. A bug in live order handling must not be able to take the research pipeline with it. This module imports mm_quoter for book SELECTION only and never mutates it. THE STRATEGY, and why it is this and not the paper one: * ONE rung, at the touch. The tape says a premium of +1c drops book completion from 71% to 6% and +2c to zero. The paper quoter's 0-5c decay ladder is walking down a curve whose only live rung is the bottom. * All three legs at the SAME price rung. The paper quoter's md5 per-leg offset puts legs of one book on different rungs, which is the mechanism that strands a book at 1-of-3. * NO repair. Crossing to complete costs ~1.5c of a ~3c book; flattening a stranded leg costs ~2.9c, and the measured alternative -- simply riding it to settlement -- lost less (-0.165 vs -0.291 $/book on Poly-US). At size 1 the exposure is at most $1 a leg, so repair cannot pay for itself here. SAFETY. Orders self-expire (kalshi_maker.MAKER_TTL_S) so a crash or a power cut cannot leave anything resting for more than 90s -- the failure that actually happened on 2026-08-10, when this machine was off for two and a half days unnoticed. On top of that: cancel-all at startup and at shutdown, a kill file checked every cycle, a hard book cap, and every cap in kalshi_maker. Usage: python main\mm_maker_live.py dry run, places nothing python main\mm_maker_live.py --once one cycle, dry python main\mm_maker_live.py --live ARMED touch E:\soccer\STOP_MAKER stops it and cancels everything N)PathzE:\soccer\maingR@ g@i@8c CsHzt|dptj}Wn ttfy8ttj}Yn0td|tS)aAge at which THIS leg's order must be re-posted, from its own TTL. A held book's order is issued with a much longer TTL than the default, so a single global threshold would cancel it at 58 minutes and hand back the queue position the long TTL exists to protect. Derive the threshold from the ttl actually used, keeping the same two-cycle margin: refresh_at <= ttl - 2*cycle (or the order can lapse unquoted) Falls back to the module default when a leg predates this field. ttl_sg>@)floatgetkm MAKER_TTL_S TypeError ValueErrormax_CYCLE_MARGIN_S)stateZttlrmm_maker_live.pyrefresh_at_fors rgQ?g{Gzt?g{Gz?g?gQ?g{Gz?cCst|d|S)N?)MAKER_FEE_RATE)prrr maker_feesrevenFc stdurtn|dur tnt|dgi}D]\}}|pTi} t| dpdd} | d} | dur| drt| dp|dd} | d kr} | dur| d kr| d } | durt| d krt| 7nt| | 7| } | d kr@||| |<q@td d D}d|t}|}tfdd |D}|d krx||nd|rdkrt fdd |Dnd}d |dkrjdkrjt |dkrjdd|Dfdd|D}rj|rjtfdd |D}tfdd D}|d krj|||}t |d  t d d }|svd}n<d kr|||rt ndkrd}n|t krd}nd}rt fdddnd fdd}|||||||d S)!aDecide what a three-leg book still has to fetch, and whether to bother. Pure: `asks` is {ticker: yes_ask}, `st` the per-leg state. No I/O, no side effects -- this is the arithmetic that decides whether real money completes a book, so it is kept separately testable from the loop that acts on it. Everything is PER CONTRACT, because Kalshi fills fractionally (a live fill came back count_fp 0.50). A leg half-filled at 0.47 banked 0.235, not 0.47, and is still half open; counting it as closed at 0.47 would overstate the budget and underprice the rest of the book -- exactly how a book locks a loss. Returns a dict with `decision` in {'quote', 'gate', 'abandon'}: gate -- nothing filled yet and the touches do not clear target, so walking away is still free. Take it. abandon -- something HAS filled and finishing now needs more over the touch than the market will pay. Hold the partial. quote -- post the open legs at `floor_for(ticker)`. Nfill_qtyfill_px fill_logged price_centsdY@r fill_cash& .>css|]}t|VqdSNr.0arrr Szbook_budget..rc3s"|]}||VqdSr#rr&tasksopen_qtysizerrr(Vr)c3s|]}|dVqdS)rNrr*)r-scalerrr(Xr)ZtiecSs$g|]}|ddddkr|qS)-r1TIE)rsplitr*rrr `r)zbook_budget..csg|]}|vr|qSrrr*)_tiesrrr6ar)c3s"|]}||VqdSr#rr*r,rrr(cr)c3s|]}|VqdSr#rr*)r.r/rrr(dr)quotegateabandoncs|Sr#r)kr-rrr)zbook_budget..keycs|}|ur8|tkr8|vr8dkr8|t}|vr~dkr~durr|ddddkrhn|}n |}|pid}|durʈdkrt|t|}nt|tt||}|S)Nrrr2r1r3r4floor_px)FAVOURITE_MIN_PXFAVOURITE_PREMIUMr5r rr min)r+fZlatched)r-cap collecteddearestr.r0sttie_pxrr floor_fors" " 0zbook_budget..floor_for) decisionrFfeestargetneedr0 open_legsr.worst_over_touchrJ) r SIZE LATCH_CAPitemsr appendsumvalues TARGET_MARGINrlen EXIT_BANDMAX_ABOVE_TOUCH)r-rHr/ latch_capalloc incumbentrOr+r'sqtyfp_cashZremrLrMrNZ open_ask_sumZworstZ_teamZ _team_sumZ_tie_qtyZ_pxrKrJr) r7r-rErFrGr.r0r/rHrIr book_budgetst     "    FrbzE:\soccer\STOP_MAKERz%E:\soccer\research\mm_live_state.jsonz(E:\soccer\research\mm_live_realfills.csv tstickereventsidercountZqueue_ahead_at_post posted_atZseconds_to_fillz&E:\soccer\research\mm_flatten_snap.csvrdrfleaguererg hrs_to_koZlegs_filled_nowZsold_pxrrFZ filled_bidZ filled_askZ filled_spreadZsurvivor_tickersZ survivor_bidsZ survivor_asksZsurvivor_ask_sumz&E:\soccer\research\.mm_maker_live.lockxcCs^zDddl}|jj}|ddt|}|r8||WdS|dkWStyXYdS0dS)aIs this pid a running process? Windows, no psutil. ACCESS DENIED MEANS ALIVE. OpenProcess returns NULL both for a pid that is gone and for one owned by another user, and this treated both as dead. The maker normally runs as SYSTEM (the guard starts it), so a restart from an interactive shell saw the live holder as dead, took the lock, and ran a SECOND maker against the account -- the exact 2026-08-16 failure this lock exists to prevent. Observed again 2026-08-29 doing precisely that. GetLastError separates the two cases: ERROR_ACCESS_DENIED (5) means the process is there and is not ours; ERROR_INVALID_PARAMETER (87) means there is no such pid. Anything else is unknown, and unknown fails safe to alive. rNiFTW)ctypesZwindllZkernel32Z OpenProcessintZ CloseHandleZ GetLastError Exception)pidror;hrrr _pid_alive s  rtc Csddl}t}zttjdd}|t|dp4d}|d}|rPt|nd}|t kr|| kr|rt d|dd |d d t |d d WdSWnt t tfyYn0td S)ajRefuse to start if another maker is alive. Returns True if we own it. On 2026-08-16 a relaunch happened before the previous process had exited, so two makers ran against the same account. Each posted its own orders, every leg went to two resting orders, and the duplicate guard could not win: it cancels BOTH orders on a leg, and the other process re-posted immediately. Resting orders climbed 54 -> 81. Every other safety in this file assumes a single writer -- the duplicate guard, the resting-over-cap abort, the post budget, the ratchet floors in state -- so that assumption has to be enforced rather than hoped for. Heartbeat rather than a plain PID file: a crashed process leaves a stale lock, and a lock that needs manual clearing after a crash is one that gets deleted reflexively. The heartbeat expires on its own. rNutf-8encoding heartbeatrrFz5refusing to start: another maker holds the lock (pid z , heartbeat .0fzs ago). Stop it first, or wait z s if it died.T)ostimejsonloads LOCK_FILE read_textr r rt LOCK_STALE_SgetpidprintOSErrorrr lock_beat)rznowprevageZholderaliverrr lock_acquire's(   rcCsFddl}z&tjt|tdddWnty@Yn0dS)Nr)rrrxrurv)rzr~ write_textr|dumpsrr{r)rzrrrrNs  rc CsVddl}z0ttjdd}|d|kr6tWntt t fyPYn0dS)Nrrurvrr) rzr|r}r~rr runlinkrrr )rzrrrr lock_releaseXs rgQ(V@g4@g@cCsz2tjdddidpi}t|ddp(dd}WntyFYdS0z t}WntyhYdS0|tdkrzdS||tS) aqFree cash in the MAKER's subaccount, minus what resting orders will consume, minus a small buffer. None if unreadable. Replaces the fixed MAX_RESTING_COLLATERAL (removed 2026-09-01, user: "the book cap should be enough to cover it"). MAX_BOOKS bounds normal operation; this exists only so a book is never posted half-in because the money ran out mid-post -- the SFEMIL failure, 1 leg of 3. Reads the exchange rather than a constant, so it cannot go stale as positions settle and cash comes back. Subaccount 0 explicitly: xlow's $50 lives in subaccount 1 and is not the maker's to spend. z/portfolio/balanceZ subaccountr)paramsbalancer Ninf)kt_getr r rqr Zresting_collateralCASH_BUFFER_USD)bcashrestrrr cash_headrooms     rcCsXz>tp i}t|ddd}t|ddd}||WStyRYdS0dS)aKalshi's own account value: cash + portfolio_value. None if unreadable. This used to mark each short at (1 - yes_ask) and add that to cash. That number is defensible as a liquidation estimate, but it is NOT what Kalshi says the account is worth, and the gap is large: on 2026-08-16 it read $114.14 while the exchange and the app both said $101.26. Reporting a twelve-dollar gain the venue does not recognise is worse than useless on a stop loss, which is the one place this number has to be right. /portfolio/balance returns portfolio_value in cents alongside the cash balance, and it agrees with the app to the penny. Use the venue's number. rrr Zportfolio_valueN)rZ get_balancer r rq)rrZpvrrraccount_equitys    rcCsdatddS)NTz+ [signal] stopping -- cancelling everything)_stopr)Z_sigZ_frmrrr_sigintsrcCstjtjjSr#)dtdatetimertimezoneZutcrrrr_nowsrcCs|d}|rt|SttS)aThe target size for THIS leg -- SIZE at the moment it was first posted, not necessarily the SIZE running now. Added 2026-09-22 when SIZE went 1 -> 10. Fill state (fill_qty, fill_cash) persists across restarts keyed by ticker, and "done" means fill_qty >= target. Without this, a leg sold to completion under SIZE=1 -- fill_qty 1.0, already closed -- would be read as "10% filled" the moment SIZE=10 goes live, and the maker would try to sell 9 MORE contracts of a leg it already finished: real orders, deepening a real short position well past what that book's collateral and budget were priced for. `opened_size` is stamped once, on the FIRST touch of a leg's state (see the posting block), and never overwritten after -- so it survives every refresh and every TTL renewal for that leg's whole life. Falls back to the live SIZE for a leg that has never been posted, which is correct: a book opened AFTER a SIZE change should use the new one. opened_size)r r rQ)r^vrrrleg_sizes rrc Csd|v}|di}|d}|dur>|s>t|ttkr>|}|durt|ttkrt|}d}|D]L\}}|dksjt|tsqj|ddurjt|||vrjt||d<|d7}qj|rt d|dd tdd |d t|d<t |dS) aOn a SIZE change, freeze every PRE-EXISTING leg to the size it predates. Compares the SIZE this state file was last saved under (st['_meta']) to the live SIZE. If they differ, every ticker already in `st` that has a footprint (a fill or a post -- i.e. everything except a bare placeholder) and no `opened_size` yet is stamped with the OLD size, so leg_size() keeps reading it correctly right through the transition. Brand-new legs posted from here on stamp themselves with the new SIZE at first touch, same as always. Runs once at startup; a no-op when SIZE has not changed. COLD START. The very first time this runs, `_meta` does not exist -- this tracking mechanism has never written it, not "SIZE has never changed". A naive `last is None -> skip` here would silently leave every pre-existing leg (1,667 of them, verified 2026-09-22) unstamped, which is exactly the bug this function exists to prevent: they would fall through to leg_size()'s live-SIZE default and get topped up to the NEW size. So an entirely absent `_meta` is treated as "everything here predates this code" and backfilled against `bootstrap_size` -- the constant's actual value immediately before this mechanism was added (1, confirmed from the source at the time). This branch fires at most once, ever, on whichever machine boots this code first; every run after that reads a real `last_size` from `_meta`. _metaZ last_sizeNrrr1z [SIZE-CHANGE] gz -> z: froze z) leg(s) of books that already hold a fill) setdefaultr r rQ_filled_eventsrS isinstancedict _event_ofrrelease_unfilled_books) rHZbootstrap_sizeZhad_metametaZlast filled_evsntkrr^rrrbackfill_opened_sizes(      rcCs|dp|dddS)Nrfr2r1r)r r5)rr^rrrrsrcCsdd|DS)NcSsBh|]:\}}|dkrt|trt|dp,ddkrt||qS)rrrr")rrr r r)r&r+r^rrr s z!_filled_events..)rSrHrrrrsrcCst|}d}|D]`\}}|dkst|ts0q|ddurt|dttkrt|||vr|dd|d7}q|rt d|dtddS) aUn-freeze every book with NO leg filled, so it adopts the live SIZE. The freeze exists to stop a leg that has already SOLD being topped up to a bigger size than its book was committed at. A book where nothing has filled has no commitment: its resting orders can be cancelled and re-posted at any size at zero cost. Freezing it anyway -- which the first version of the 2026-09-22 backfill did, stamping everything with a post -- left SEARSL quoting 1 contract a leg after the switch to size 10, which is the opposite of what the switch was for. Per BOOK, not per leg: the three legs are priced against one payout, so they must share a size. One filled leg keeps the whole book at its original size. Runs every startup, and is idempotent. rrrNr1z [SIZE-RELEASE] z, leg(s) on books with no fill moved to size r) rrSrrr r rQrpopr)rHrrrr^rrrr!s     rcCs,zttWSty&iYS0dSr#)r|r}STATE_Frrqrrrr load_state?s rcCs0zttj|ddWnty*Yn0dS)Nr1)indent)rrr|rrqrrrr save_stateFs rc Cs|sdSztd|}Wnty0YdS0z@t|dtrN|dn|}t|dddvrjt|WSt t fyYdS0dS)aHow much a no-longer-resting order filled before it left the book. AN ORDER THAT VANISHED EITHER EXPIRED OR EXECUTED, and only the exchange knows which. The maker reads positions once per ~56s cycle, so a fill is invisible until the next read -- and the refresh in between sees an empty order list, concludes the order expired, and re-posts the FULL size on a leg that is already sold. Observed on GETDEP-GET, 2026-09-13: executed 16:41:04, a second sell order posted immediately after and cancelled at 16:42:00 once positions caught up. It rested ~56s; had it filled, the leg would have gone 2/1. Neither existing guard can see this -- [DUP] needs two orders resting at once and only one ever is, and the cancel SUCCEEDS so [CANCEL-FAIL] is silent. Fails OPEN (0.0) on any error: that restores the old behaviour of re-posting, which is the risk we already carry, whereas a false positive would silently stop quoting a leg we do not actually hold. rz/portfolio/orders/orderstatus)ZcanceledZ cancelledZexpiredN) rrrqrr rstrlower_cancel_filled_qtyAttributeErrorr )order_idresporrr_vanished_order_filledMs  rc Cszt|tsWdSt|dtr,|dn|}dD]*}||}|dur4tdt|WSq4|d|d|d}|d|d |d }|dur|durtdt|t|WSWntttfyYn0dS) a;How much of a just-cancelled order had already filled. 0.0 if unknown. Kalshi's DELETE returns the cancelled order, but the field carrying the filled amount is not guaranteed to keep one name, and this runs in the order path of a live maker -- so it reads every plausible spelling and NEVER raises. Unknown must read as 0.0: over-counting here would suppress a legitimate re-post and silently stop quoting the leg, which is a worse failure than the duplicate it prevents. Returns a float. See the [LATE-FILL] branch for why this exists. rr)Z fill_count_fpZfilled_count_fpZ filled_countZ fill_countZfilled_quantityfilledZ count_filledNZinitial_count_fpZ initial_countrhremaining_count_fpremaining_countZ remaining)rrr rr r rr)rrr;rZorigleftrrrrqs"   rcCsbt }tjdddd4}tj|td}|r6|||Wdn1sT0YdS)Nr'rrunewlinerw) fieldnames)FILL_LOGexistsopencsv DictWriter FILL_FIELDS writeheaderwriterowrownewfhwrrrlog_fills  rcCs|zdt }tjdddd6}tj|tdd}|r:|||Wdn1sX0YWntyvYn0dS)aBook state at the instant of a fill. See FLATTEN_LOG. Wrapped in its own try: this is a research capture, and a malformed row or a locked file must never take down a live trading cycle. Everything else in this function is already best-effort for the same reason. r'rrurignorerZ extrasactionN) FLATTEN_LOGrrrrFLATTEN_FIELDSrrrqrrrrlog_flatten_snaps , rz#E:\soccer\research\mm_live_legs.csvrdrerfrkrgrZ ask_at_postZ bid_at_postZ mid_at_postZpin_fairvolumeZ volume_24hZ book_volumeZ touch_askr@Z above_touch_c queue_aheadbid_size open_interestrlrFrMr0freshlivecsts dStjdddd<}t|}|jtkrBWddSt|}Wdn1s^0Ytd}t |tjddddJ}tj |tdd }| |D]| fd d tDqWdn1s0Yt d ttd t|d|jddS)aRewrite the leg log under the current header when columns are added. csv.DictWriter appends in LEG_FIELDS order regardless of what header is already on disk. Add a column and every new row silently lands under the wrong old heading -- the file still parses, so nothing complains, and the corruption is only visible when the numbers stop making sense. Old rows keep blanks in the new columns, which is honest: we did not record them. Nrrrurz.csv.bakrrrcsi|]}||dqS)rr r&r;rrr r)z$_migrate_leg_log..z leg log migrated to z columns (z rows kept; backup ))LEG_LOGrrrZ DictReaderr LEG_FIELDSlistZ with_suffixreplacerrrrrXname)rZrdZrowsZbakrrrr_migrate_leg_logs&   &  8rcCsrtstdat }tjdddd6}tj|tdd}|rF|| |Wdn1sd0YdS)NTr'rrurrr) _LEG_MIGRATEDrrrrrrrrrrrrrlog_legs rg@latch3)r[r\cCsi|]\}}||dqS)r[rr&r;rrrrrOr)rzE:/soccer/research/.mm_arm.jsonz!E:/soccer/research/mm_arm_log.csvc CsDzttjdd}Wnttfy0iYS0dd|DS)aXWhich arm owns each book. Kept OUT of the maker's state file. state is keyed by ticker and every loop over it assumes that shape, so a per-EVENT mapping does not belong there. A book must also keep its arm across restarts, or a restart would re-attribute part-filled books and the comparison would quietly measure nothing. rurvcSsi|]\}}|tvr||qSr)ARM_CAPrrrrrfr)zload_arms..)r|r}ARM_FILErrrrSr'rrr load_armsYs  rrcCsztjt|ddWnty*Yn0|s4dSz~t }tjddddP}t |}|rn| gd|D]\}}| t ||gqrWdn1s0YWntyYn0dS)aPersist the mapping, and append-only log each book's FIRST assignment. ARM_FILE is pruned to live books every cycle, so it cannot answer 'which arm owned this book' once the book settles -- which is the only question the test exists to answer. The log is a separate small file on purpose: the obvious alternative, a column on mm_live_legs.csv, triggers a migration that reads all 374k rows of an 81MB file into memory at startup. rurvNr'rr)rdrfarm) rrr|rrARM_LOGrrrwriterrr isoformat)armsZ new_eventsrrrevrrrr save_armsis     : rZ KXUEFANLGAMEZUNLc Cs*g}tD]\}}gd}}zdtdD]V}|dddd} |rH|| d<td| pVi} || d pfg7}| dpvd}|s*qq*WnPty} z8td |d t| j d | WYd} ~ q WYd} ~ n d} ~ 00|D]F} | d } | dpg} | r| |vst | dkrqt dd| Dd}|s0qz$t j |ddt jtd}WntylYqYn0||d}d|kotkn}t |kodkn}|s|sq|r| |vrq|r|tkr| |vrqt| | sq|| | | dp| ||dfqq |S)Nrrrtrue)Z series_tickerrlimitZwith_nested_marketsZcursorz/eventsevents [skip] z discovery: : Z event_tickerZmarketsrcss"|]}|dr|dVqdS)Zoccurrence_datetimeNrr&Lrrrr(s z$_maker_only_books..Zz+00:00)Zhours @rtitle)MAKER_ONLY_SERIESrSrangerrr rqrtype__name__rXnextrrZ fromisoformatrZ timedelta_KO_FROM_OCCURRENCE_Hr total_secondsWINDOW_H IN_PLAY_H MIN_OPEN_HQkalshi_playablerT)r held_eventsalreadyoutZseriesZlabelrZcur_rrerlegsZocckohrsprerrrr_maker_only_bookss^    "     &rc stj\}}g}|D]}t|\}}|dur4q||d} d| koVtkn} t | kopdkn} | s| sq|dpd} zzt | ||d|d} | sWq| r| vrWq| r| t kr| vrWqt | }t |dkst || s WqWn^tyj}zDtd | d |dd t|jd |WYd}~qWYd}~n d}~00|| ||dd |d| |dpd|d fq|t|dd|Dddddd}d$fdd fddt|fddd}tgtg}|D]f}|dvr,|dvr,|d||dvr,||ddfd|d<q,fddtDd}|D]}|d} | vrʐq||d}|dur|tkr|d7}q| pttfddd}|tvs|tkr2q| vrJ|| |f|| <|d7<| |tfd d!tDrqqtfd"dD|t a!|a"t#t$t%fd#d!D}d|S)%a[(event, [legs], match, hrs)] for playable books inside the window. Reuses mm_quoter's resolution so the live maker and the paper maker are always looking at the same universe -- a divergence there would make the measured fill rate uncomparable to everything already logged. IN-PLAY, BUT ONLY TO FINISH WHAT WE STARTED. The window used to be `0 < hrs`, so the maker went silent at kickoff and every resting order expired 90s later. Any book still short of three legs at kickoff was stranded permanently -- five of today's six open legs are sitting in markets that are still active and tradeable, abandoned by a cutoff rather than by the market. Opening a NEW book in play is a bad idea and stays forbidden: the three legs sum to one, so a goal that lifts one leg pushes the other two away, and the fill arrives exactly when the book can no longer be completed. FINISHING an existing partial is the opposite -- a completed book pays the same whoever scores, so a fill that completes it cannot lose. `held_events` is what separates the two, and the entry gate refuses anything with nothing banked, so an unheld book cannot be opened here even by accident. NrrZlcrhomeawayrr rz vs fidcSsh|] }|dqSrrr*rrrrr)z"books_in_window..)rc SsNd}|D]@}z$|t|dp(|dp(d7}WqttfyFYq0q|S)Nr volume_fprr)r r r r)rtotrrrr _book_vol"s$z"books_in_window.._book_volc Sspd\}}|D]V}|d}|dur,|d}|dvr6q z|t|7}d}Wq ttfy`Yq 0q |rl|SdS)aSummed open interest across the three legs. See MIN_BOOK_OI. Mirrors _book_vol's field fallback: the *_fp names are what the fill pipeline writes and the bare names are what 31,613 older rows carry. Returns None when no leg reports it at all, which is NOT the same as zero -- a book we cannot measure must not be silently treated as thin (that would gate out every book on any feed hiccup). )rFopen_interest_fpNr)NrT)r r r r)rr%Zseen_anyrrrrr_book_oi+s    z!books_in_window.._book_oic s|vr tnd}g}|D]j}|d}|dur4dSz t|}WnttfyZYdS0d|krpdksxndS||qt|dkrdSt|dtdd|Dt|kS)Nryes_ask_dollarsFrrcss|]}t|VqdSr#r$r%rrrr(r)z5books_in_window.._entry_ok..) rYr r r rrTrXrUrW)rrZbandr-rr')resting_eventsrr _entry_ok{s(     z"books_in_window.._entry_okcs.|dvrdnd|d|dr(dndfS)Nrr1rr+)r+rrrr=sz!books_in_window..cs||d |dfS)Nr1rrr,)r&prefixrrr=r)r>rcs&i|]tfddDqS)c3s$|]}|dkrdVqdSrr1Nrr*)r'rrrr(r)z-books_in_window...)rU)r&)rpickedrrrr)z#books_in_window..r1cs|Sr#rrcountsrrr=r)c3s|]}|tkVqdSr#) ARM_BOOKSr%r0rrr(r)z"books_in_window..csi|]\}}|vr||qSrr)r&rr'seenrrrr)c3s|]}|dvrdVqdSr.rr*)rrrr(r))N)&rLMZload_watchlist_fileZ_ko_ofrrrr upperZ resolve_eventrZlegs_forrXrrqrr r rTextendrsortedrsetaddr MIN_BOOK_OIrCr2allrrSr_ARM_OF _THIN_GATEDr MAX_BOOKSrU)rrr*rZmatchesrmrgdrrrZdivrrrr(ZrankedZnewlyr+Z _gated_thinZ_oirrEr) r&r+rr1rr/r-r*r4rbooks_in_windows   ,""  ! 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Pass --live to arm.zstartup cancel-all: ZstartupTrCcss.|]&\}}t|tr|ddur|VqdS)r@N)rrr )r&r+rrrrr( s zmain..z resuming z legs already offeredz -- z of z remainingz deadline reached (z min) -- stoppingz [cycle error] rzshutdown cancel-all: ZshutdownFrrDz# could not verify resting orders: cs0g|](}t|dddddvr|qS)rerr2r1r)rr r5rn)_hrrr6E s zmain..csg|]}|vr|qSrrrn)_keptrrr6G r)zkept z+ held-book leg(s) resting for the restart: cSsg|]}|dqSrfrrnrrrr6J r)z&resting orders remaining: 0 (verified)rFz!! z) ORDERS STILL RESTING after cancel + 9s: cSsg|]}|dqSrfrrnrrrr6P r)z$!! they expire by themselves within z s of posting)-rrrr?r{r}r{rwrrrr Zset_liverQr POLL_SECSrrZ fromtimestamprvrrrQrrSrXr~rrrrrqr r rCsleepryrrr rrzr rr9) ronceZminutesZdeadlinerHrZnapZattemptrr)rrrmain s            0    &       &   r__main__)NNrF)r)r)j__doc__rrrr|signalrr{pathlibrpathinsertZ kalshi_traderrZ kalshi_makerr Z mm_quoterrrrr?rQr;rrr Z REFRESH_AT_SrrrrWrBrArZrYrRrrbrwryrrrrrr~rrtrrrrr}r~r{rtrurrrqrsrrrr9rQrSIGINTrrrrrrrrrrrrrrrrrrrr|rSrr2rrr=r>rrr r frozensetrrBrrrr exitrrrrs'  M- K'   0$&  Y  02c