""" V11 — Executor: taker orders para momentum. Live mode: - GTC aggressive limit (al ask o above) — FOK no siempre soportado - Verificación de fill vía positions API - Balance check antes de operar - Cancel de órdenes pendientes si no se llenan """ import os, time import requests as _requests from .config import Config, HOST, CHAIN_ID, MIN_SHARES, PAPER_SLIPPAGE, snap_price from py_clob_client_v2 import ClobClient, Side from py_clob_client_v2 import BalanceAllowanceParams, AssetType from py_clob_client_v2.clob_types import ApiCreds, OrderArgsV2 # pUSD token on Polygon (Polymarket's native stablecoin) PUSD_TOKEN = "0xc011a7e12a19f7b1f670d46f03b03f3342e82dfb" POLYGON_RPC = "https://polygon-bor-rpc.publicnode.com" def _pusd_balance(address: str) -> float: """Read pUSD balance on-chain via Polygon RPC (decimals=6).""" data = "0x70a08231" + address[2:].lower().zfill(64) try: r = _requests.post(POLYGON_RPC, json={ "jsonrpc": "2.0", "method": "eth_call", "params": [{"to": PUSD_TOKEN, "data": data}, "latest"], "id": 1, }, timeout=8) raw = r.json().get("result", "0x0") return int(raw, 16) / 1e6 if raw and raw != "0x" else 0.0 except Exception: return 0.0 class Executor: def __init__(self, cfg: Config): self.cfg = cfg self.client = None self._balance_cache = 0.0 self._balance_ts = 0.0 if cfg.live: pk = os.getenv("PK", "").strip().replace("0x", "") proxy = os.getenv("POLY_PROXY", "").strip() creds = ApiCreds( api_key=os.getenv("POLY_API_KEY"), api_secret=os.getenv("POLY_API_SECRET"), api_passphrase=os.getenv("POLY_API_PASSPHRASE"), ) self.client = ClobClient( host=HOST, chain_id=CHAIN_ID, key=pk, creds=creds, signature_type=2, funder=proxy, ) bal = self.get_balance() print(f"[*] Executor TAKER LIVE [{cfg.asset.upper()}] | " f"proxy={proxy} | balance=${bal:.4f}") else: print(f"[*] Executor TAKER PAPER [{cfg.asset.upper()}]") # -- Balance -------------------------------------------------------------- def get_balance(self, use_cache: bool = False) -> float: if not self.cfg.live or not self.client: return 9999.0 if use_cache and (time.time() - self._balance_ts) < 30: return self._balance_cache proxy = os.getenv("POLY_PROXY", "").strip() bal = _pusd_balance(proxy) if proxy else 0.0 self._balance_cache = bal self._balance_ts = time.time() return bal # -- Taker order ---------------------------------------------------------- def place_taker_order(self, token_id: str, price: float, size: float, label: str) -> tuple[bool, str, float]: """ Place a taker BUY order at the ask price. Returns (success, order_id, fill_price). Paper: simulates fill at ask + slippage. Live: GTC aggressive limit, then verify fill via positions. """ price = snap_price(price) size = max(round(size, 2), MIN_SHARES) if not self.cfg.live or not self.client: fill_price = snap_price(price + PAPER_SLIPPAGE) oid = f"paper_{int(time.time())}_{label}" print(f" [PAPER TAKE] {label} @ {fill_price:.2f} (ask={price:.2f}) " f"x {size:.1f} sh = ${fill_price * size:.2f}") return True, oid, fill_price # Live: check balance first cost = price * size bal = self.get_balance() if bal < cost * 1.05: # 5% margen print(f" [TAKE SKIP] {label}: balance ${bal:.2f} < " f"cost ${cost:.2f} + margen") return False, "", 0.0 # Precio agresivo: subir 2 ticks del ask para asegurar fill aggressive_price = snap_price(price + 0.02) try: args = OrderArgsV2( token_id=token_id, price=aggressive_price, size=size, side="BUY", ) resp = self.client.create_and_post_order( order_args=args, order_type="GTC", ) success = resp.get("success", False) oid = resp.get("orderID") or resp.get("order_id") or "" err_msg = resp.get("errorMsg") or resp.get("error_msg") or "" status = (resp.get("status") or "").lower() if success or status in ("live", "open", "matched", "filled"): print(f" [TAKE SENT] {label} @ {aggressive_price:.2f} " f"x {size:.1f} sh | oid={str(oid)[:14]}...") # Precio real del fill se confirma después via positions return True, str(oid), aggressive_price else: print(f" [TAKE FAIL] {label}: {err_msg or status or resp}") return False, "", 0.0 except Exception as e: print(f" [TAKE ERR] {label}: {str(e)[:80]}") return False, "", 0.0 # -- Fill verification ---------------------------------------------------- def verify_fill(self, session, token_id: str) -> dict | None: """Check if we have a position for this token via data API. Returns {"size": float, "avg_price": float} or None. """ if not self.cfg.live or not self.client: return None proxy = os.getenv("POLY_PROXY", "").strip() if not proxy: return None try: url = (f"https://data-api.polymarket.com/positions" f"?user={proxy}&sizeThreshold=0.01") r = session.get(url, timeout=8) r.raise_for_status() for p in r.json(): tid = str(p.get("asset") or p.get("tokenId") or "") if tid != token_id: continue sz = float(p.get("size") or 0) if sz <= 0: continue avg = float(p.get("avgPrice") or p.get("avg_price") or 0) if avg == 0 and sz > 0: initial = float(p.get("initialValue") or 0) if initial > 0: avg = round(initial / sz, 6) return {"size": sz, "avg_price": avg} except Exception as e: print(f" [verify] error: {e}") return None # -- Cancel --------------------------------------------------------------- def cancel_order(self, order_id: str) -> bool: if not self.cfg.live or not self.client: return True try: resp = self.client.cancel_order(order_id) if isinstance(resp, str): return "canceled" in resp.lower() or "not found" in resp.lower() if isinstance(resp, dict): cancelled = resp.get("canceled", False) or resp.get("success", False) if not cancelled: if "not found" in str(resp).lower(): return True return cancelled return True except Exception as e: err = str(e).lower() if "not found" in err or "already" in err: return True print(f" [CANCEL ERR] {order_id[:14]}: {str(e)[:60]}") return False def cancel_all(self) -> int: if not self.cfg.live or not self.client: return 0 try: resp = self.client.cancel_all() cancelled = resp.get("canceled", []) if isinstance(resp, dict) else [] n = len(cancelled) if isinstance(cancelled, list) else 0 if n: print(f" [CANCEL ALL] {n} ordenes canceladas") return n except Exception as e: print(f" [CANCEL ALL ERR] {str(e)[:60]}") return 0