a ϔj@s|dZddlZddlZddlZddlZddlZddlZddlZddl m Z ej ddddl ZddlZddlZddlZddlZe dZedZeddZedd Zd Zd Zd Zd adZdZ dZ!dZ"gdZ#d a$ddZ%eej&e%ddZ'dZ(e)dZ*d/ddZ+ddZ,ddZ-ddZ.d Z/d!Z0d"d#Z1d$d%Z2e3dd fd&d'Z4d(d)Z5d*d+Z6d,d-Z7e8d.krxe9e7dS)0a?Live three-leg maker for Poly-US. Minimal first run. SEPARATE PROCESS FROM mm_maker_live.py ON PURPOSE. That one holds real Kalshi positions and is completing at 76.7%; nothing here may be able to break it. WHAT IS PROVEN AND WHAT IS NOT (2026-08-22): PROVEN live, at $0.00 cost -- post-only refuses crosses; a 90s GTD expires the order without us; cancel works and verifies; three legs of one book rest at once; the reserved $100 is tradeable; BUY_SHORT prices YES-side. NOT PROVEN -- nothing has ever FILLED here. Fill detection, the maker rebate landing, and partial-fill handling are all untested. This run exists to exercise exactly those. Treat its output as an experiment, not a P&L. DELIBERATELY SMALLER THAN THE KALSHI MAKER. Poly-US books are 7-20 deep against Kalshi's ~3,400, so size and gates do not transfer. Caps live in poly_us_maker (5 contracts/leg, $15 resting, 15 orders) and are not raised here. A 200 IS NOT A RESTING ORDER. A post-only kill returns HTTP 200 with an order id. Every post is confirmed against open_orders() before it is treated as live; that mistake already cost an entire debugging cycle today. Usage: python main\mm_maker_live_polyus.py --minutes 60 dry python main\mm_maker_live_polyus.py --live --minutes 60 ARMED create E:\soccer\STOP_PUS_MAKER to stop it N)PathzE:\soccer\mainz E:\soccerZSTOP_PUS_MAKERZresearchzpus_live_state.jsonzpus_live_legs.csvg8@-?Fg@g{Gzt?gQ? ZtseventslugsideZ yes_priceZ touch_askZ touch_bidZ above_touch_cgross_c collectedneedrestedlivecCsdatddS)NTz+ [signal] stopping -- cancelling everything)_stopprint)Z_sZ_frmain/mm_maker_live_polyus.py_sig_srcsztjjdddt }tjddddB}tj|td}|rH|| fdd tDWdn1st0YWnt yYn0dS) NTparentsexist_okautf-8)newlineencoding)Z fieldnamescsi|]}||dqS)rget).0krowrr pzlog_leg..) LEG_LOGparentmkdirexistsopencsvZ DictWriter LEG_FIELDSZ writeheaderZwriterowOSError)r!newZfhwrr rlog_leghs : r.z(20\d\d)-(\d\d)-(\d\d)c Cs|p tj}|tjtd}g}|D]n}t|}|s:q&z0tt|dt|dt|d}Wnt yYq&Yn0||kr&| |q&|D]}| |dqt |S)aDrop legs whose match is more than STATE_KEEP_DAYS old. Nothing ever removed entries, so state grew without bound and -- worse -- `held_events` kept reporting every book ever part-filled as still committed. Those events fall outside the window so nothing was quoted, but the set grew forever and every settled book stayed "committed" in a file that is read and rewritten every cycle. The match date is in the slug (atc-bra-int-cam-2026-08-22-int), so no lookup is needed. Entries with no parseable date are KEPT -- deleting something we cannot date is the more dangerous mistake, since a wrongly dropped fill makes the maker re-quote a leg it already holds. )ZdaysrN) dtdatetodayZ timedeltaSTATE_KEEP_DAYS_DATE_REsearchintgroup ValueErrorappendpoplen)str3cutoffZdroprmdrrr prune_stateys  0   rAc Cs4zttjddWSttfy.iYS0dS)Nrr)jsonloadsSTATE_F read_textr+r9rrrr load_statesrGcCsXz@tjjdddtd}|jtj|dddd|tWntyRYn0dS)NTrz .json.tmpr/)indentrrB) rEr%r&Z with_suffixZ write_textrCdumpsreplacer+)r=tmprrr save_states  rLcCs|d|d}}|r|s"dSztjt|d}WntyTYdS0tj||}z(ddl m }|j |dd tj jWSty| tj jYS0dS) aKickoff as an aware UTC datetime, or None. The watchlist stores `game_date` (a date) and `kickoff` ('HH:MM', ET) as separate fields; there is no shared helper for this. An earlier version of this file called mm_quoter_polyus._ko_of / live_monitor._ko_of, NEITHER OF WHICH EXISTS -- so every match silently resolved to None, no book ever entered the window, and the dry run reported a tidy "posted 0 gated 0" that looked like a quiet market rather than a broken function. live_monitor.clock_elapsed_min treats kickoff as naive LOCAL time because this box runs on ET. Made explicit here instead: America/New_York -> UTC, so it stays correct if the machine's timezone ever changes. Z game_dateZkickoffNz%H:%Mr)ZoneInfozAmerica/New_York)Ztzinfo)rr1datetimestrptimestrstriptimer9ZcombineZzoneinforMrJZ astimezonetimezoneutc Exception)r?gdZkstZnaiverMrrr_ko_utcs   rXg@cCsFt}|D]2\}}t|tr|dr||dddq|S)zNEvent prefixes where at least one leg has filled -- books we are committed to.fill_px-r/r)setitems isinstancedictraddrsplit)r=outrvrrr held_eventss rdcCs:|pi|pi}|ds dSt|dp.dtdkS)z'Is this leg filled all the way to SIZE?rZFfill_qtyr& .>rfloatSIZE)r=rsvrrr_filled_to_sizes rkc st\}}g}|D]}|dp$d}|tjvr6qt|} | durHq| |d} d| kojtkn} t | kodkn} | s| sq| | ||| fq|j dddgd} }|D]\} }}} t | t ks|tkrqi}d D]8}t||d |d |}|s"q0|d ||<qt |d kst t|d krTqtt|ddd}||v}| r|sq|r|sq|d7}i}d D]b}t||}|r|ddus|ddurq||t|dt|df||<qt |d krq|r r#z!books_in_window..)key)homeZdrawawayrnrorrr[r/ZbestAskZbestBidc3s|]}t|dVqdS)rN)rkrrcst_refrr 8r#z"books_in_window..css|]}|dVqdS)r0Nrrprrrrs:r#rY@z vs )LMZload_watchlist_filerupperpricesZ LEAGUE_SLUGrXZ total_secondsWINDOW_H IN_PLAY_Hr:sortr< MAX_BOOKS MAX_PROBESZ find_marketr\valuesnextiterraZget_bborhallsum GROSS_GATE_C)nowheldrrcommitted_only_ZmatchesZcandr?divZkohrsZpreZ live_finishrbZprobesZslugsr ZmkZ ev_prefixZ committedlegsbr rrqrbooks_in_windowsd     "  &&"*rc Cs|sdSztpidpi}Wn4tyV}ztd|WYd}~dSd}~00d}|D]\}}ztt|dpd}Wntt fyYqdYn0|dkrqd||pi}|dr|dpd|dkrqdd} zBt|d pid } |dkr"| dkr"t d | |d } Wntt t fyBd} Yn0| dushd | krfd ksnt|dpxdpd} | durtd|d|dqdt| |d<||d<t j t jj|d<|dsd|d<|||<|d7}td|d|dt| dqd|S)aMark legs we now HOLD as filled, so the book stops re-quoting them. WITHOUT THIS the maker forgets its own fills: `collected` stays 0, the leg is no longer resting so it looks unquoted, and the next cycle posts it AGAIN -- stacking short position on one outcome instead of working the two that would complete the book. poly_us_maker's MAX_CONTRACTS would cap the damage at 5 contracts, not prevent it. A post-only order can only ever fill AT OUR OWN LIMIT, so the price we posted IS the fill price -- no separate trade lookup is needed, which matters because this venue publishes no per-market trade tape. rZ positionsz2 [warn] positions unreadable, not marking fills: NZnetPositionDecimalrZrerfcostvaluerr0floor_pxz [WARN] position in z (z3) but no price could be derived; NOT marking filledZ filled_atrz (recovered)r/z [FILL]  z @ .2f)paZ get_positionsrrUrr]absrh TypeErrorr9roundZeroDivisionErrorr1rNrrSrT isoformat) r=rposenrrcrrjpxrrrr detect_fillsEsN     $   "rc#st|t}z.tD]}|dr||dqd}Wnzty}zbd}ttddtfdd D}t dt |dd d t |d WYd}~n d}~00ttddt|fd d DO}d }}t } t|| |p tdD]\} } } dd Dtdd} d} D]h\}\}}pli}|d}|rPt|dpd }|t|trt|ttnd7}qP| tkr|d kr|d7}qdt}fddfddD}||}tfdd|Dp$d}||}|D]}|\}}|vrTq2|dkrf||n|}pxid}|r|d krt|t|}t|d}||d}|tdkr|d krАq2d |krd!ksnq2d} |r"tpidpd}!tt|!d"}"|"d#kr4q2zt|"|WnTty}z:t d$d%t|jd%|WYd}~q2WYd}~n d}~00td&z"tfd'dtjd d(D} WnLty}z2d} t d)d*t |dd+d,WYd}~n d}~00td-nd} | r|d7}|pLi}tt|dp`d ||d<| |d.<t|d/<|<t| | ||d0|d0|d0|d1| d1|d0|d0| |d2 q2q||fS)3N marketSlugFT MAKER_TTL_SZcs<h|]4\}}t|tr|drt|dkr|qS posted_tsr^r_rrhrZslrc)_now_ts_ttlrr s zcycle..z! [warn] open orders unreadable (Pz) -- DEGRADED: zH legs assumed resting from our own posts, finishing committed books onlycs<h|]4\}}t|tr|drt|dkr|qSrrr)_now_all_ttl_allrrrs r)rcSsi|]\}}||dqS)r0r)rsrcrrrr"r#zcycle..rrtrrZrer/cs6|p i}|dsdSt|dp*dtdkS)NrZTrerrfrg)rrj)r=rr_opens zcycle.._opencs g|]}|dr|qS)rrrr)rrrr r#zcycle..c3s|]}|VqdSNrr)asksrrrsr#zcycle..rr0dg{Gz?g ףp= ?rfz [skip] : g?c3s|]}|dkVqdS)rNrro)rrrrs>s)Zmax_agez [warn] z: posted but cannot confirm (<z) -- assuming restedg333333?rrrz.1fr)!rr\pm_ordersrr`rUgetattrrRr]rrPr<rdr FINISH_ONLYrr}rhriminr TARGET_MARGINmaxrMAX_ABOVE_TOUCHZplace_maker_asktype__name__sleepanyr.r)#rr=rZ resting_slugsrZdegradedrpostedgatedrZlabelrrr r rZ_bZ_arjfqtargetZ open_legsr Z open_ask_sumZscaleZbidZaskZfloorZlatchedrZabove_cr Z_doneZwantr) rrrrrrrrr=rcycles       (         $           rcCsdtjv}dtjvad}dtjvrRtjd}|dttjkrRttj|d}trntdtddS|dk}trtd td |d t d t d t dt j d|rdn t|d |stdt ||rtdt dt}t|}|rtd|dtdt|d}tj}zts|sPt|krtrntdtdqtj|krtj}t|}|rtd|dtdtjtjj} zt| ||\} } WnHty} z.tdt| j d| d} } WYd} ~ n d} ~ 00t!|z&t "} t| }t#dd| D}Wn"tyjdt$d}}Yn0t| %d d!| d"| d#|d$|d% d&d't&t'q6W|rtd(t d)t d*t!|n.|rtd(t d)t d*t!|0td+dS),Nz--livez --finish-onlyrz --minutesr/zrefusing to start: z existsrz? FINISH-ONLY: no new books; working held ones until they closezpoly-us maker starting LIVE=z size=z books<=z window=zh ttl=z s runtime=Z UNBOUNDEDr?z6DRY RUN -- no orders will be sent. Pass --live to arm.zstartup cancel-all: Zstartupzpruned z state entries older than r@z[KILL] z present -- stoppingz [warn] cycle failed: rcss|]}t|VqdSr)rZ_order_notionalrrrrrsr#zmain..nanz%H:%M:%Sz posted z gated z resting z notional $rT)flushzshutdown cancel-all: ZshutdownFZdone)(sysargvrindexr<r7 KILL_FILEr'rrir{rxrrrPZset_liveZ cancel_allrGrAr4rRr1r2r3rrNrrSrTrrUrrrLrrrhstrftimer POLL_SECS)rZminsiZforeverr=Zn_prunedZdeadlineZ last_prunerrrrrZrowsZn_restZnotionalrrrmaines           r__main__)N):__doc__r)rNr1rCresignalrrRpathlibrpathinsertZpoly_us_pricesrwZ poly_us_makerrZpoly_us_traderZputZ poly_us_authrZ live_monitorruZROOTrrEr$rxrrirr{rrrr*rrSIGINTr.r4compiler5rArGrLrXr|ryrdrk frozensetrrrrrexitrrrrs`         gC^Q