a ߝj K @sdZddlZddlZddlZddlmZddlZddlm Z m Z dZ dZ dZ dZd ZzTddlZddlZejdejejejejed dd lmZmZWneyd Zd ZYn0d2eeeeeee e!dddZ"eeedddZ#e$dddZ%eee!dddZ&d3e e$ddd Z'ddl(Z(ddlZdd!lmZm)Z)dd"l*m+Z+d#Z,d$Z-d%Z.d&Z/d'd(Z0d)d*Z1d+d,Z2d-d.Z3e!ee!d/d0d1Z4dS)4uh Polymarket US API client — order placement (Phase 2). Mirrors kalshi_trader.py's shape: hard safety caps enforced BEFORE any HTTP request, minimal surface (place + cancel + read fills). Uses poly_us_auth's Ed25519-signed request helpers. Order model (docs.polymarket.us/concepts/orders): price is always the YES side (0 < price < 1, tick 0.01); quantity is in CONTRACTS, not dollars — notional = quantity * price. To bet a side's "YES" (matches xlow's bet convention exactly): marketSlug = that side's specific market slug (per-team market, from the event's `markets[].slug`), intent = ORDER_INTENT_BUY_LONG. N)Optional) _auth_headersAPI_BASEgGz?g{Gz?2g??Zresearch)XLOW_PRICE_FLOORBANDg?)g?gQ?ORDER_INTENT_BUY_LONGTIME_IN_FORCE_DAYF) market_slugpricequantityintenttif post_onlyttl_secsreturnc CsBt|krtks0ntdtdtd|d|krDtksZntdtd|||}|tkrtd|ddtd|d |dd d t|d ||d }|rd|d<|r|dkrtjtj j tj |d} d|d<| d|d<t dd} d| d<tjtd| |dd} | jdvr:td| jd| j| S)a Place a LIMIT order. Hard caps enforced BEFORE any HTTP request. price: 0 < price < 1 (YES-side price) quantity: contracts (notional = quantity * price) post_only -- sends `participateDontInitiate`, which the venue documents as "order must rest on the book prior to matching (maker only). Order will be rejected if it would immediately match." REQUIRED for the maker: the entire economic case is receiving the 0.0125*p(1-p) maker rebate instead of paying the 0.06*p(1-p) taker fee, a ~5x swing, and a single crossing order flips the sign on that book. Kalshi's maker has always run post_only for the same reason. ttl_secs -- when >0, sends TIME_IN_FORCE_GOOD_TILL_DATE with `goodTillTime` that many seconds out, so the exchange expires the order by itself. This is the safety net the Kalshi maker relies on (MAKER_TTL_S=90): a crash or a power cut cannot leave anything resting. That failure is not hypothetical here -- this machine sat off for 2.5 days unnoticed on 2026-08-10 and had a 15-hour silent outage on 2026-08-18. Default DAY orders would rest until the session closes. NOTE both fields are documented but UNVERIFIED on this account. Verify with research/polyus_capability_probe.py before trusting them. Docs and reality have diverged here before: cancel_order below called an endpoint that simply did not exist, and nothing noticed for the whole period it was auto-trading. zprice must be in [,z], got rzquantity must be in (0,zdollar exposure $.2fz exceeds cap $ZORDER_TYPE_LIMITZUSD)valueZcurrency) marketSlugtyper r rrTZparticipateDontInitiate)secondsZTIME_IN_FORCE_GOOD_TILL_DATErz%Y-%m-%dT%H:%M:%SZZ goodTillTimePOSTz /v1/ordersapplication/json Content-Typeheadersjsontimeout)zPOST /v1/orders -> : ) MIN_PRICE MAX_PRICE ValueErrorMAX_QUANTITY_PER_ORDERMAX_DOLLARS_PER_ORDERround_dtdatetimenowtimezoneutcZ timedeltastrftimerrequestspostr status_code RuntimeErrortextr ) r r r rrrrZdollar_exposurebodyZexpiresrrr8main/poly_us_trader.pyplace_limit_order0s4    r:)dollarsr rcCsNt|krtks$ntd|t|t}t||dd}t|tS)aContracts to hit a target dollar notional at this price, capped, floored at 1 tick worth. Rounds DOWN (not to-nearest) -- round-to-nearest could push cost slightly OVER the dollar cap (e.g. 1.00/0.18=5.5555 -> round()=5.56 -> 5.56*0.18= $1.0008 > $1.00 cap), tripping place_limit_order's own safety check and rejecting the order entirely. Found 2026-07-24 on a real $1.00-cap order.zprice out of range: d)r%r&r'minr)mathZfloorr()r;r qtyr8r8r9size_for_dollarsos  r@)rcCsdtdd}tjtd|dd}|jdkr@td|jd|j|pJi}|dpb|d pbgS) zGEvery resting order on the account. GET /v1/orders is 501; /open works.GETz/v1/orders/openr)rr!r"zGET /v1/orders/open -> r$ordersdatarr1getrr3r4r5r )rr7dr8r8r9 open_orders|s    rG)order_idr rcsd}d|dgi}td|}d|d<tjt|||dd}|jd krdtd d |jd |j|jrr|ni}fd dtD}|rtdd|d|S)aXCancel a resting order, then VERIFY it is actually gone. FIXED 2026-07-29. The previous implementation called `DELETE /v1/orders/{id}`, which does not exist and returns 404 -- so this account had NO working cancel for the entire period it was auto-trading. Nothing surfaced it because nothing had ever needed to cancel until a capability probe left a resting sell that could not be pulled. Uses the BATCHED endpoint rather than the documented single-order path (`POST /v1/order/{id}/cancel`) because batched is the one we have actually observed working end-to-end here: it returned 200 and the order verifiably left the book. Prefer the path with evidence over the path with docs. The response CANNOT be trusted on its own -- Polymarket's own docs say `canceledOrderIds` is "an echo of the request, not a confirmation", and the exchange may silently ignore unknown ids. So this re-reads open orders and raises if the order is still resting. A cancel that reports success while leaving an order live is the worst possible failure for a market maker. z/v1/orders/batched/cancelrB)ZorderIdrrrrrrr"zcancel  -> r$csg|]}|dkr|qS)idrE).0orHr8r9 z cancel_order..zCANCEL NOT EFFECTIVE: z( is still resting after a 200 response (z). Cancel it manually.) rr1r2rr3r4r5r rG)rHr pathr6rr7respZstillr8rNr9 cancel_orders   rSr<)limitrcCsfd}td|}tjt||d|ddd}|jdkrRtd|d |jd |j|p\id gS) aOur fills. FIXED 2026-07-29: `GET /v1/trades` does not exist (404) -- trades live on the portfolio activities feed. `isAggressor` is the taker flag, which is what a maker strategy needs to confirm it was passive (and therefore earned the rebate rather than paying the fee).z/v1/portfolio/activitiesrAZACTIVITY_TYPE_TRADE)typesrTr)rparamsr!r"zGET rIr$Z activitiesrD)rTrQrr7r8r8r9 get_tradess   rW)r,r.)PathTz%E:\soccer\data\AUTO_TRADE_POLYUS_KILLz)E:\soccer\data\auto_trade_polyus_log.jsonz+E:\soccer\logs\auto_trade_polyus_errors.logc Cs4ztttWSttfy.gYS0dS)N)r loadsrXAUTO_TRADE_LOG read_textFileNotFoundErrorr'r8r8r8r9_load_auto_logsr]cCstttj|dddS)Nr)indent)rXrZZ write_textr dumps)logr8r8r9_save_auto_logsracstfddtDS)Nc3s|]}|dkVqdS)client_order_idNrK)rLerbr8r9 rPz"_already_placed..)anyr]rdr8rdr9_already_placedsrgcCszlttjjdddttddd6}|ttj j ddd|d Wdn1s`0YWnt y~Yn0t d |dS) NT)parentsexist_okazutf-8)encodingrZtimespecz  z [AUTO-POLYUS] ERROR: ) rXAUTO_TRADE_ERR_LOGparentmkdiropenwriter,r-r.r/ isoformat Exceptionprint)msgfr8r8r9 _log_errorsH rx)signalrcCsXddl}tsdStjtr(tddS|d}zddlm }m }Wn6t y|}ztd|dWYd}~dSd}~00|dur||vrtd|d dS||vrtd|d dSzdd lm }||sWdSWnt yYn0d |d dvr dnd}|d|d}} d|dd|} t| rXtd| ddS|||| |} | srdS|| d} | r| dsdS| d} t| krtksntd| dd| ddS| tkrtd| dd| ddtdddSd}z8t|dpd}d|kr:dkrBnn|}Wnttfy\Yn0|durz\t|d pzd}t|d!pdd"}|d#|}d|krdkrnn|}WnttfyYn0|dur>t| ||tkr>td| dd$|dd%| dd&t| ||d'd(d) dStt| }|dkrVdSt|| d*}zt| d| |}WnLt y}z2td+| dd,|d-| d.|WYd}~dSd}~00t t!j"j#d/d0|d1| | d|| ||d|| ||d d2 }t$}|%|t&|td3| dd,|d-| d4|dd5|d1 |S)6a Auto-place a Polymarket US limit-at-ask order for an xlow signal. Returns dict with order details on success, None on skip/failure. Mirrors daily_signals.place_auto_order's gate order: 1. AUTO_TRADE_ENABLED 2. kill-switch 3. league WHITELIST then exclude 4. find matching market 5. idempotent client_order_id 6. live BBO fetch + drift check 7. sanity 8. place 9. log + email rNz+ [AUTO-POLYUS] kill-switch engaged -> skipdiv)AUTO_TRADE_LEAGUESAUTO_TRADE_EXCLUDE_LEAGUESz* [AUTO-POLYUS] cannot read league scope (z) -> refusing to tradez [AUTO-POLYUS] z( not in AUTO_TRADE_LEAGUES -> paper onlyz( excluded from real orders -> paper only) pin_fair_okZAWAYbetawayhomezpolyus- fixture_id-z$ already in log -> skip (idempotent)ZslugZbestAskz live_ask=z out of range -> skipz ask=z.3fz below the f10 floor rz -> paper onlyZ entry_p_midZpin_fairZclv_polygY@rz drifted: signal z -> live z (r<z.0fz %) -> skipzplace_limit_order failed  @r$rrlrJ) Z placed_atrHrbr r r dollar_committedrrrrzr~z [AUTO-POLYUS] PLACED z ($z) id=)'Zpoly_us_pricesAUTO_TRADE_ENABLEDosrQexistsAUTO_TRADE_KILL_FILErurEZ daily_signalsr{r|rtr} ImportErrorupperrgZ find_marketZget_bbor%r&rfloat TypeErrorr'absMAX_PRICE_DRIFTr@r)r*r:rxr,r-r.r/rsr]appendra)ryZpricesrzr{r|rcr}ZsiderrrbZmarketZbboZlive_askZ_refZ_mZ_f2Z_c2Z_p2r?rrRrecordr`r8r8r9place_auto_orders               $  2r)r r Fr)r<)5__doc__rr>r,r+typingrr1Z poly_us_authrrr&r%r(rr)sys_sys_osrQinsertjoindirnameabspath__file__Zforward_test_unique_bookrrrtstrrboolintdictr:r@listrGrSrWr r.pathlibrXrrrZrnr]rargrxrr8r8r8r9sb      ?  %