a nމjA@sdZddlZddlZddlZddlZddlZddlZddlm Z ddl m Z ej ddddlZddlZdZdZdZd Zd Zd Zd Ze d Zgd ZdaiZeddddZedddZddZ ddZ!dddZ"dZ#e#fe$dddZ%dd Z&d!d"Z'e$dd#d$Z(e)dd%d&Z*e+e$d'd(d)Z,efe+e$e$e)e-d*d+d,Z.d7e+e)d.d/d0Z/e+e$e-d1d2d3Z0d4d5Z1e2d6kr~e1dS)8asPoly-US order layer for the live three-leg maker. Mirror of kalshi_maker.py. SEPARATE MODULE ON PURPOSE. mm_maker_live.py is holding real Kalshi positions and completing at 76.7% right now; a second venue must not be able to break it. Same reasoning mm_quoter_polyus.py already applies to the paper side. WHAT A "MAKER ASK" IS HERE. On Kalshi the maker posts `side: 'ask'` -- sell YES. Poly-US has no naked sell-YES; the equivalent is BUYING NO, which is the same economics (buy NO at q == sell YES at 1-q) and opens a position without holding anything first. So `place_maker_ask(slug, qty, yes_price)` sends ORDER_INTENT_BUY_SHORT at (1 - yes_price). *** THE SIDE MECHANICS ARE NOT YET VERIFIED ON A REAL FILL. *** Everything else here was proven live on 2026-08-22 at $0.00 cost: post-only refuses crosses, GTD self-expiry fires at 90s, cancel works and verifies, and three legs of one book rest simultaneously. The BUY_SHORT price convention is read from docs.polymarket.us and has NOT been confirmed against a fill. Run verify_side_convention() before arming. Docs and this venue have disagreed before -- cancel_order once called an endpoint that did not exist and 404'd silently for the entire period the account was auto-trading. TWO THINGS DIFFER FROM KALSHI AND BOTH BITE: buyingPower DOES NOT DECREMENT for resting orders. Measured: $3.00 of orders resting, buyingPower unchanged at $101.1668. So the venue's own number is useless as a collateral check and resting_notional() computes it here. A POST-ONLY KILL LOOKS LIKE SUCCESS. A crossing post-only order returns HTTP 200 with {"id": ..., "executions": []} and is then silently discarded. "Received" and "resting" are indistinguishable in the response, so nothing may treat a 200 as a resting order -- verify against open_orders(). LIVE IS OFF BY DEFAULT. set_live(True) must be called explicitly. N)Path)OptionalzE:\soccer\mainZ@gGz?g{Gz?g.@z'E:\soccer\research\pus_maker_orders.csv tsactionslug yes_priceno_pricecount expires_atZliveorder_idstatusdetailF)flagreturncCs t|adSN)bool_LIVE)rrmain\poly_us_maker.pyset_liveHsr)rcCstSr)rrrrris_liveMsrc Csztjjdddt } tjdddd`} tj| td} | rH| | t j t j j||||||t|prd||d Wdn1s0YWntyYn0dS) NT)parentsexist_okazutf-8)newlineencoding)Z fieldnamesr) ORDER_LOGparentmkdirexistsopencsvZ DictWriter LOG_FIELDSZ writeheaderZwriterowdtdatetimenowtimezoneutc isoformatrOSError) r r r r r rrrrnewZfhwrrr_logQs  * r1cCs|rt|tstd|||kr,|tkr@tdtd||tkr\td|dtt|krptksntd|dtdtdS) Nz bad slug zcount must be >= z, got zcount z exceeds MAX_CONTRACTS=z yes_price z outside z..) isinstancestr ValueError MIN_COUNT MAX_CONTRACTS MIN_PRICE MAX_PRICE)r r r rrr _validatedsr9)rrowsg@)max_agec Cst}|dkr4tddur4|td|kr4tdSd}tdD]x\}}|rVt|z*tpbg}|td<ttd<|WSty}z|}dt|vrWYd}~q@d}~00q@|dS)a=Resting orders, from the EXCHANGE, cached for a few seconds. RATE LIMITED WITHOUT THIS. Poly-US sits behind Cloudflare and returns 429 / error 1015 under load. One place_maker_ask call reads this list TWICE (order count, then notional), the driver reads it again to see what is already working, and again to confirm each post -- so a nine-leg cycle made ~40 requests every 25s and the endpoint started refusing. The caps then fail closed, so the maker went silent and posted nothing: safe, but indistinguishable from a dead market. A 3-second cache collapses that to roughly one request per cycle. Pass max_age=0 where freshness genuinely matters -- confirming a specific order actually rested is the one case that does. Raises on failure; callers fail closed on the exception. rr;Nr)rg@rZ429)time _ORDERS_CACHE enumeratesleepputZ open_orders Exceptionr3)r<r*ZlastZattemptZpauser;errr_ordersss&     rDcCsdtd<dtd<dS)z3Drop the cache -- call after placing or cancelling.Nr;r:r)r>rrrrinvalidate_orders_cachesrEc Cs|d}z(t|tr$t|dn t|p,d}WnttfyJYdS0zt|dp\d}WnttfyzYdS0t|d||S)avCash a resting order can consume. CONSERVATIVE BY CONSTRUCTION. The book quotes every order YES-side, so the same price means different commitments depending on the intent behind it: BUY_LONG (bid YES at P) commits P * qty BUY_SHORT (offer YES at P = buy NO at 1-P) commits (1-P) * qty The listing does not reliably say which, and this account can carry both (the xlow trader places BUY_LONG). Taking the larger of the two can only over-state exposure, which makes the cap bind early rather than late -- the right direction for a venue that has never been run live. pricevaluerr:quantity?)getr2dictfloat TypeErrorr4max)opxvqrrr_order_notionals (rScCs6ztddtDWSty0tdYS0dS)aNDollars committed to resting orders. Computed here rather than read from the venue: buyingPower does NOT move when orders rest (verified 2026-08-22, $3.00 resting and buyingPower unchanged), so it cannot serve as the cap this is protecting. Fails CLOSED -- if the book cannot be read, report the cap as reached. css|]}t|VqdSr)rS.0rOrrr z#resting_notional..infN)sumrDrBrLrrrrresting_notionals  rZcCs(z ttWSty"tYS0dSr)lenrDrBMAX_CONCURRENT_ORDERSrrrropen_order_counts  r])r rcCsfzFtp i}|dpi}||}|dur4WdSt|dpBdWSty`tdYS0dS)zNet contracts held in this market. NaN when positions are unreadable, which callers must treat as 'refuse to post' rather than as zero.Z positionsNr:ZnetPositionDecimalrnan)paZ get_positionsrJrLrB)r pposrQrrrcurrent_positions   rb)r r r ttl_src Csvt|||td|d}tjtjjtj|d}t }|t krxt d|||||dd|d t |dt t |}||krt d|||||ddd t d t||td krt d|||||ddd |d |dt t d|d|dtd|t||}|tkrXt d|||||ddd|d t d|ddtdtst d|||||ddtd||d|d d||||dSztj|||dd|d} WnPty} z6t d|||||ddt| jd|  WYd} ~ n d} ~ 00t| pid p*| p$id!} | p4id"p@g} | rP|t| <t d#|||||| dd$t|  | S)%aTRest a maker order equivalent to selling YES at `yes_price`. Implemented as BUY NO at (1 - yes_price): Poly-US has no naked sell-YES, and buying NO opens the same economic position without holding anything first. Post-only, so it can never cross and can never be the taker -- the entire case for this venue is earning the 0.0125*p(1-p) maker rebate instead of paying the 0.06*p(1-p) taker fee, and one crossed order inverts that. Returns the API response, or {'dry_run': True} when not armed. Every cap is checked against the EXCHANGE before any network write. rI)ZsecondsZrejectNZcapz orders already restingz resting orders >= cap zpositions unreadablez)cannot read positions -- refusing to post& .>zheld z + z exceeds z position z plus z would exceed MAX_CONTRACTS=z on z notional $z.2fzresting notional $z exceeds cap $dry_runokZORDER_INTENT_BUY_SHORTT)intentrFrH post_onlyrc)rfr r r r )rhriZttl_secserror: idorderIdZ executionsZplacedz executions=)r9roundr(r)r*r+r,Z timedeltar-r]r\r1 RuntimeErrorrbabsr6rZMAX_RESTING_NOTIONALrjsondumpsrAZplace_limit_orderrBtype__name__rErJ_PLACEDr[) r r r rcr Zexp_isoZn_openZheldZnotionalrrCoidZexecsrrrplace_maker_asks~        "ryr)reasonrcCsxtt}z:tD].}|dp&|d}|r|dp8d||<qWnXty}z@tdddddddddt|d t|jd | WYd}~n d}~00d }t | D]\}}t std |dddd|d | |d7}qz      r|)r r rc sVt}td|td|dd}z zttd|}||d<tdfdd tD}g}|D]N}|d }t |t r|d n|} | | |d |d p|ddqf||d<t ||d<Wn>t y } z$t| jd| |d<WYd} ~ n d} ~ 00WztdWt|n t|0n"ztdWt|n t|00|S)aProve BUY_SHORT rests where we think it does. RUN BEFORE ARMING. Places one deep, unfillable post-only order and reports what actually appears on the book, so the price convention is confirmed against the venue rather than against the docs. Cancels itself. TrIrd)r Zsent_yes_priceZ sent_no_pricedZresponsecsg|]}|dkr|qS)r{)rJrTr rr `rWz*verify_side_convention..rFrGrHrlrm)Z price_on_bookZqtyrlZrestingZrestedrkrjNverify_side_convention)rrrnryr5r=r@rDrJr2rKappendrrBrtrur|) r r ZwasoutrwZminer;rOrPrQrCrrrrQs8    0  rc Cstdtdtdus JddD]6}z t|WnttfyJYq$0td|q$tddd }|d d us~Jd |d d ksJd|d tt ddiddddksJtt ddiddddksJtdtdt dt dt dt d dS)z%Guards only -- no network, no orders.zLIVE = z (must be False here)Fzmodule must not start armed))Nr}?)srr)rir)rr}r:)rr}g?z_validate accepted z fake-slugrIg333333?rfTzunarmed place must be a dry runr zexpected yes_price 0.30, got rGz0.79r})rFrHgHzG?rez0.21zGcaps, YES-side pricing and conservative notional OK; dry run is offlinezMAX_CONTRACTS=z MAX_RESTING_NOTIONAL=$z MAX_CONCURRENT_ORDERS=z TTL=rN)printrr9r4rMAssertionErrorryrJrprSr6rqr\ MAKER_TTL_S)Zbadrwrrr _selftestss*  "" r__main__)r)3__doc__r&r)r(rrZmathsysr=pathlibrtypingrpathinsertZpoly_us_traderrAZ poly_us_authr_rr6r8r7r5rqr\r!r'rrvrrrr1r9r>ZORDERS_CACHE_SrLrDrErSrZintr]r3rbrKryr|rrrurrrrsV"   ) P#"