feat: initial commit — polymarket-bot source + CI/CD pipeline

2026-04-13 16:05:45 +00:00
commit 4fda34df3b
23 changed files with 1436 additions and 0 deletions
@@ -0,0 +1,120 @@
+"""
+Polymarket Trading Bot — Main Entry Point
+"""
+import asyncio
+import logging
+import os
+from contextlib import asynccontextmanager
+
+from bot.data.polymarket import PolymarketClient
+from bot.data.external import ExternalDataClient
+from bot.strategy.bayesian import BayesianStrategy
+from bot.risk.manager import RiskManager
+from bot.executor.paper import PaperExecutor
+from bot.metrics.tracker import MetricsTracker
+from bot.data.db import Database
+
+logging.basicConfig(
+    level=logging.INFO,
+    format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
+)
+log = logging.getLogger("bot.main")
+
+PAPER_MODE = os.getenv("PAPER_MODE", "true").lower() == "true"
+PAPER_BANKROLL = float(os.getenv("PAPER_BANKROLL", "10000"))
+
+
+async def run_trading_loop(
+    poly: PolymarketClient,
+    external: ExternalDataClient,
+    strategy: BayesianStrategy,
+    risk: RiskManager,
+    executor: PaperExecutor,
+    metrics: MetricsTracker,
+) -> None:
+    """Main trading loop — runs every 60 seconds."""
+    log.info("Trading loop started. PAPER_MODE=%s", PAPER_MODE)
+
+    while True:
+        try:
+            # 1. Fetch active crypto/finance markets
+            markets = await poly.get_active_markets()
+            log.info("Found %d active markets", len(markets))
+            for _m in markets:
+                log.info("  [market] %s | ends: %s | yes_price: %.3f",
+                         _m.question, _m.end_date, _m.yes_price)
+
+            # 2. Get external signals
+            ext_data = await external.get_all_signals()
+
+            for market in markets:
+                # 3. Estimate true probability
+                signal = await strategy.evaluate(market, ext_data)
+                if signal is None:
+                    continue
+
+                log.info(
+                    "Signal: market=%s poly_price=%.3f our_estimate=%.3f confidence=%.2f",
+                    market.question[:50],
+                    signal.polymarket_price,
+                    signal.estimated_prob,
+                    signal.confidence,
+                )
+
+                # 4. Risk check + position sizing
+                order = risk.size_order(signal, executor.get_portfolio())
+                if order is None:
+                    log.debug("Risk manager rejected order for %s", market.id)
+                    continue
+
+                # 5. Execute (paper or real)
+                trade = await executor.execute(order)
+                if trade:
+                    await metrics.record_trade(trade)
+                    log.info("Trade executed: %s", trade)
+
+            # 6. Update daily metrics
+            await metrics.update_daily_summary()
+
+        except Exception as e:
+            log.error("Error in trading loop: %s", e, exc_info=True)
+
+        await asyncio.sleep(60)
+
+
+async def main() -> None:
+    if PAPER_MODE:
+        log.info("=" * 60)
+        log.info("  PAPER TRADING MODE — No real money at risk")
+        log.info("  Bankroll: $%.2f simulated", PAPER_BANKROLL)
+        log.info("=" * 60)
+    else:
+        log.warning("REAL TRADING MODE ACTIVE — Real money at risk!")
+
+    db = Database()
+    await db.connect()
+    await db.run_migrations()
+
+    poly = PolymarketClient()
+    external = ExternalDataClient()
+    strategy = BayesianStrategy()
+    risk = RiskManager(max_position_pct=0.05, max_exposure_pct=0.30)
+    executor = PaperExecutor(db=db, bankroll=PAPER_BANKROLL) if PAPER_MODE else None
+    metrics = MetricsTracker(db=db)
+
+    if executor is None:
+        # Import real executor only when explicitly needed
+        from bot.executor.real import RealExecutor  # noqa
+        executor = RealExecutor(db=db)
+
+    if PAPER_MODE:
+        await executor.initialize()
+
+    try:
+        await run_trading_loop(poly, external, strategy, risk, executor, metrics)
+    finally:
+        await db.disconnect()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())