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main.py
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618 lines (519 loc) · 22.2 KB
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"""
PolySpike Hunter - Main Trading Bot
Paper trading mode for Polymarket volatility scalping.
"""
import asyncio
import signal
import sys
import os
import time
from typing import Dict, Optional
import structlog
from config.settings import get_settings
from src.core.client import PolymarketClient
from src.core.market_monitor import MarketMonitor, PriceUpdate
from src.core.market_selector import MarketSelector, SelectionStrategy
from src.core.paper_trading import PaperTradingEngine, OrderSide
from src.core.risk_manager import RiskManager
from src.strategy.spike_hunter import SpikeHunterStrategy, SignalType
from src.utils.reporting import SessionReporter, RealTimeStatsTracker
from src.utils.market_name_resolver import MarketNameResolver
from src.utils.mqtt_publisher import MQTTPublisher
# Configure structured logging
structlog.configure(
processors=[
structlog.processors.add_log_level,
structlog.processors.TimeStamper(fmt="iso"),
structlog.dev.ConsoleRenderer()
]
)
logger = structlog.get_logger(__name__)
# Global positions file path (persistent across sessions)
POSITIONS_FILE = "data/positions.json"
class PolySpikeHunter:
"""
Main trading bot that integrates all components.
Monitors markets, detects spikes, and executes paper trades.
"""
def __init__(self):
"""Initialize bot with all components."""
# Load settings
logger.info("loading_configuration")
self.settings = get_settings()
# Initialize Polymarket client
logger.info("initializing_polymarket_client")
self.client = PolymarketClient(self.settings.polymarket)
# Initialize paper trading engine
logger.info(
"initializing_paper_trading",
initial_balance=self.settings.paper_trading.initial_balance
)
self.paper_engine = PaperTradingEngine(
initial_balance=self.settings.paper_trading.initial_balance
)
# Load existing positions from previous session
logger.info("loading_positions", file_path=POSITIONS_FILE)
if self.paper_engine.load_positions(POSITIONS_FILE):
logger.info(
"positions_restored",
count=len(self.paper_engine.positions),
balance=f"${self.paper_engine.balance:.2f}"
)
# Initialize risk manager
logger.info("initializing_risk_manager")
self.risk_manager = RiskManager(
min_position_size=self.settings.paper_trading.min_position_size,
max_position_size=self.settings.trading.position_size,
max_drawdown=self.settings.trading.max_drawdown,
max_open_positions=self.settings.paper_trading.max_open_positions,
)
# Initialize strategy
logger.info("initializing_spike_hunter_strategy")
self.strategy = SpikeHunterStrategy(
spike_threshold=self.settings.trading.spike_threshold,
take_profit_pct=self.settings.trading.take_profit_pct,
stop_loss_pct=self.settings.trading.stop_loss_pct,
name_resolver=None, # Will be set after name_resolver is initialized
)
# Initialize market selector
logger.info("initializing_market_selector")
strategy_map = {
"volume": SelectionStrategy.VOLUME,
"random": SelectionStrategy.RANDOM,
"manual": SelectionStrategy.MANUAL,
}
selection_strategy = strategy_map.get(
self.settings.monitoring.strategy.lower(),
SelectionStrategy.VOLUME
)
self.market_selector = MarketSelector(
strategy=selection_strategy,
max_markets=self.settings.monitoring.max_monitored_markets,
min_volume=self.settings.monitoring.min_market_volume,
)
# Initialize market name resolver
logger.info("initializing_market_name_resolver")
self.name_resolver = MarketNameResolver(self.client)
self.strategy.name_resolver = self.name_resolver # Inject resolver into strategy
# Initialize market monitor
logger.info("initializing_market_monitor")
self.monitor = MarketMonitor(
client=self.client,
selector=self.market_selector,
poll_interval=self.settings.trading.poll_interval,
price_history_window=self.settings.monitoring.price_history_window,
max_concurrent_requests=self.settings.monitoring.max_concurrent_requests,
name_resolver=self.name_resolver,
)
# Initialize MQTT publisher (if enabled)
self.mqtt_publisher: Optional[MQTTPublisher] = None
if self.settings.mqtt.enabled:
logger.info("initializing_mqtt_publisher")
self.mqtt_publisher = MQTTPublisher(
host=self.settings.mqtt.host,
port=self.settings.mqtt.port,
client_id=self.settings.mqtt.client_id,
)
else:
logger.info("mqtt_disabled", reason="MQTT_ENABLED=false in config")
# Initialize reporting
logger.info("initializing_session_reporter")
self.reporter = SessionReporter()
self.stats_tracker = RealTimeStatsTracker(update_interval=10.0)
# Track current prices for equity calculation
self._current_prices: Dict[str, float] = {}
# Track balance updates
self._last_balance_value = self.settings.paper_trading.initial_balance
# Track periodic balance publishes
self._last_periodic_publish = time.time()
# Running and shutdown flags
self._running = False
self._shutdown_complete = False
logger.info("PolySpikeHunter initialized successfully")
async def _heartbeat_loop(self) -> None:
"""Send periodic heartbeat to MQTT broker."""
interval = self.settings.mqtt.heartbeat_interval
while self._running:
try:
await asyncio.sleep(interval)
if self.mqtt_publisher and self._running:
await self.mqtt_publisher.publish_bot_status("heartbeat", {
"uptime_seconds": int(time.time() - self.reporter.session_start),
"balance": self.paper_engine.balance,
"open_positions": len(self.paper_engine.positions),
"total_trades": self.paper_engine.total_trades,
})
except asyncio.CancelledError:
logger.debug("heartbeat_loop_cancelled")
break
except Exception as e:
logger.error(
"heartbeat_error",
error=str(e),
error_type=type(e).__name__
)
async def _balance_update_loop(self) -> None:
"""
Send balance updates to MQTT on balance change or periodic interval.
"""
interval = self.settings.mqtt.balance_update_interval
while self._running:
try:
await asyncio.sleep(5)
if not self.mqtt_publisher or not self._running:
continue
now = time.time()
current_balance = self.paper_engine.balance
total_equity = self.paper_engine.get_total_equity(self._current_prices)
available = self.paper_engine.get_available_balance()
locked = sum(pos.size for pos in self.paper_engine.positions.values())
unrealized_pnl = total_equity - current_balance
balance_changed = current_balance != self._last_balance_value
periodic_due = now - self._last_periodic_publish >= interval
if balance_changed or periodic_due:
update_reason = []
if balance_changed:
update_reason.append("balance_changed")
self._last_balance_value = current_balance
if periodic_due:
update_reason.append("periodic")
self._last_periodic_publish = now
await self.mqtt_publisher.publish_balance_update({
"balance": current_balance,
"equity": total_equity,
"available_balance": available,
"total_pnl": self.paper_engine.total_pnl,
"position_count": len(self.paper_engine.positions),
"position_value": locked,
"update_reason": update_reason
})
logger.debug(
"balance_update_published",
balance=f"${current_balance:.2f}",
reason=",".join(update_reason)
)
except asyncio.CancelledError:
logger.debug("balance_update_loop_cancelled")
break
except Exception as e:
logger.error(
"balance_update_error",
error=str(e),
error_type=type(e).__name__
)
async def start(self) -> None:
"""Start the trading bot."""
logger.info("Starting PolySpikeHunter...")
logger.info(
"configuration",
paper_trading=self.settings.paper_trading.enabled,
initial_balance=f"${self.settings.paper_trading.initial_balance:.2f}",
spike_threshold=f"{self.settings.trading.spike_threshold*100:.1f}%",
position_size=f"${self.settings.trading.position_size:.2f}",
monitored_markets=self.settings.monitoring.max_monitored_markets
)
# Connect MQTT if enabled
if self.mqtt_publisher:
logger.info("connecting_to_mqtt_broker")
await self.mqtt_publisher.connect()
# Connect to Polymarket
logger.info("connecting_to_polymarket")
await self.client.connect()
# Register price update callback
self.monitor.on_price_update(self._handle_price_update)
# Publish bot started event
if self.mqtt_publisher:
await self.mqtt_publisher.publish_bot_status("started", {
"session_id": self.reporter.session_id,
"config": {
"initial_balance": self.settings.paper_trading.initial_balance,
"spike_threshold": self.settings.trading.spike_threshold,
"position_size": self.settings.trading.position_size,
"monitored_markets": len(self.monitor.monitored_markets),
}
})
# Set running flag
self._running = True
# Start background tasks
heartbeat_task = None
balance_task = None
if self.mqtt_publisher:
heartbeat_task = asyncio.create_task(self._heartbeat_loop())
balance_task = asyncio.create_task(self._balance_update_loop())
# Start monitoring and wait
logger.info("Bot is now running. Press Ctrl+C to stop.")
try:
await self.monitor.start()
finally:
# Cancel background tasks
if heartbeat_task:
heartbeat_task.cancel()
try:
await heartbeat_task
except asyncio.CancelledError:
pass
if balance_task:
balance_task.cancel()
try:
await balance_task
except asyncio.CancelledError:
pass
async def _handle_price_update(self, update: PriceUpdate) -> None:
"""
Handle price update event from market monitor.
Args:
update: Price update event
"""
# Track price for equity calculation
self._current_prices[update.token_id] = update.price
# Record stats
self.stats_tracker.record_price_update()
# Get price tracker for this token
tracker = self.monitor.get_tracker(update.token_id)
if tracker is None:
return
# Log market snapshot periodically
if self.stats_tracker.should_print_update():
self._log_market_snapshot(update, tracker)
self._print_periodic_update()
# Check if we have position
has_position = self.paper_engine.has_position(update.token_id)
position = self.paper_engine.get_position(update.token_id) if has_position else None
# Analyze price update and get signal
signal = self.strategy.analyze_price_update(
update=update,
tracker=tracker,
has_position=has_position,
position_entry_price=position.entry_price if position else None
)
# Publish spike detection to MQTT
if signal.signal_type == SignalType.ENTRY and signal.spike_magnitude:
if self.mqtt_publisher:
market_name = self.monitor.get_market_name(signal.token_id)
await self.mqtt_publisher.publish_market_event("spike_detected", {
"token_id": signal.token_id,
"market_name": market_name,
"price": signal.price,
"spike_pct": signal.spike_magnitude,
"direction": "up" if signal.reason == "spike_up" else "down",
"reason": signal.reason,
})
# Execute signal
if signal.signal_type != SignalType.NONE:
self.stats_tracker.record_signal()
await self._execute_signal(signal)
async def _execute_signal(self, signal) -> None:
"""
Execute trading signal.
Args:
signal: Trading signal to execute
"""
if signal.signal_type == SignalType.ENTRY:
await self._execute_entry(signal)
elif signal.signal_type == SignalType.EXIT:
await self._execute_exit(signal)
async def _execute_entry(self, signal) -> None:
"""Execute entry signal (open position)."""
# Calculate position size
available = self.paper_engine.get_available_balance()
position_size = self.risk_manager.calculate_position_size(
available_balance=available,
desired_size=self.settings.trading.position_size
)
# Check risk constraints
can_open, reason = self.risk_manager.can_open_position(
current_balance=self.paper_engine.balance,
available_balance=available,
position_size=position_size,
current_positions=len(self.paper_engine.positions),
current_drawdown=self.paper_engine.max_drawdown,
)
if not can_open:
market_name = self.monitor.get_market_name(signal.token_id)
logger.warning(
"entry_rejected",
token_id=signal.token_id,
market_name=market_name,
reason=reason
)
return
# Execute paper trade
order = self.paper_engine.create_order(
token_id=signal.token_id,
side=OrderSide.BUY,
size=position_size,
current_price=signal.price
)
if order:
self.stats_tracker.record_trade()
# Save positions after opening
self.paper_engine.save_positions(POSITIONS_FILE)
if self.mqtt_publisher:
market_name = self.monitor.get_market_name(signal.token_id)
await self.mqtt_publisher.publish_trading_event("position/opened", {
"token_id": signal.token_id,
"market_name": market_name,
"entry_price": signal.price,
"position_size": position_size,
"reason": signal.reason,
"spike_magnitude": signal.spike_magnitude,
})
market_name = self.monitor.get_market_name(signal.token_id)
logger.info(
"ENTRY EXECUTED",
token_id=signal.token_id,
market_name=market_name,
price=f"{signal.price:.4f}",
size=f"${position_size:.2f}",
reason=signal.reason,
balance=f"${self.paper_engine.balance:.2f}"
)
async def _execute_exit(self, signal) -> None:
"""Execute exit signal (close position)."""
position = self.paper_engine.get_position(signal.token_id)
if position is None:
return
# Execute paper trade
order = self.paper_engine.create_order(
token_id=signal.token_id,
side=OrderSide.SELL,
size=position.size,
current_price=signal.price
)
if order:
self.stats_tracker.record_trade()
# Save positions after closing
self.paper_engine.save_positions(POSITIONS_FILE)
# Log the completed trade
trade = self.paper_engine.completed_trades[-1]
self.reporter.log_trade(trade.to_dict())
if self.mqtt_publisher:
market_name = self.monitor.get_market_name(signal.token_id)
# Publish position closed
await self.mqtt_publisher.publish_trading_event("position/closed", {
"token_id": signal.token_id,
"market_name": market_name,
"entry_price": position.entry_price,
"exit_price": signal.price,
"position_size": position.size,
"pnl": trade.pnl,
"pnl_pct": trade.pnl_pct,
"duration_seconds": trade.exit_timestamp - trade.entry_timestamp,
"exit_reason": signal.reason,
})
# Publish trade completed
await self.mqtt_publisher.publish_trading_event("trade/completed", {
"trade_id": trade.trade_id,
"token_id": signal.token_id,
"market_name": market_name,
"entry_price": trade.entry_price,
"exit_price": trade.exit_price,
"size": trade.size,
"pnl": trade.pnl,
"pnl_pct": trade.pnl_pct,
"duration_seconds": trade.exit_timestamp - trade.entry_timestamp,
"reason": signal.reason,
})
market_name = self.monitor.get_market_name(signal.token_id)
logger.info(
"EXIT EXECUTED",
token_id=signal.token_id,
market_name=market_name,
entry_price=f"{position.entry_price:.4f}",
exit_price=f"{signal.price:.4f}",
pnl=f"${trade.pnl:+.2f}",
pnl_pct=f"{trade.pnl_pct*100:+.2f}%",
reason=signal.reason,
balance=f"${self.paper_engine.balance:.2f}"
)
def _log_market_snapshot(self, update: PriceUpdate, tracker) -> None:
"""Log market snapshot to CSV."""
ma = tracker.get_moving_average(10)
volatility = tracker.get_volatility(30)
self.reporter.log_market_snapshot(
token_id=update.token_id,
price=update.price,
moving_average=ma,
price_change_pct=update.price_change_pct,
volatility=volatility
)
def _print_periodic_update(self) -> None:
"""Print periodic status update."""
total_equity = self.paper_engine.get_total_equity(self._current_prices)
self.stats_tracker.print_periodic_update(
balance=total_equity,
open_positions=len(self.paper_engine.positions),
total_pnl=self.paper_engine.total_pnl
)
async def shutdown(self) -> None:
"""Shutdown bot and cleanup (idempotent)."""
if self._shutdown_complete:
return
logger.info("Shutting down PolySpikeHunter...")
# Stop monitoring
await self.monitor.stop()
# Disconnect client
self.client.disconnect()
# Save positions before shutdown
self.paper_engine.save_positions(POSITIONS_FILE)
logger.info("positions_saved_on_shutdown")
# Get final statistics
stats = self.paper_engine.get_statistics()
# Publish bot stopped event
if self.mqtt_publisher:
await self.mqtt_publisher.publish_bot_status("stopped", {
"session_id": self.reporter.session_id,
"final_stats": stats,
})
# Disconnect MQTT
logger.info("disconnecting_from_mqtt_broker")
await self.mqtt_publisher.disconnect()
# Save and print summary
self.reporter.save_session_summary(stats)
self.reporter.print_session_summary(stats)
self._shutdown_complete = True
logger.info("Shutdown complete")
async def main():
"""Main entry point."""
bot = PolySpikeHunter()
# Create task for bot
bot_task = asyncio.create_task(bot.start())
# Setup async signal handlers for graceful shutdown
loop = asyncio.get_running_loop()
def signal_handler(sig):
logger.info("interrupt_received", signal=sig)
logger.info("initiating_graceful_shutdown")
# Cancel the bot task
bot_task.cancel()
# Register signal handlers
for sig in (signal.SIGINT, signal.SIGTERM):
loop.add_signal_handler(sig, lambda s=sig: signal_handler(s))
try:
await bot_task
except asyncio.CancelledError:
logger.info("bot_task_cancelled")
# Ensure shutdown is called
await bot.shutdown()
except KeyboardInterrupt:
logger.info("keyboard_interrupt")
await bot.shutdown()
except Exception as e:
logger.error(
"fatal_error",
error=str(e),
error_type=type(e).__name__
)
await bot.shutdown()
raise
if __name__ == "__main__":
print("PolySpike Hunter - Paper Trading Mode")
print("=" * 60)
print("Starting bot...")
print()
try:
asyncio.run(main())
except KeyboardInterrupt:
print("\nGoodbye!")
except Exception as e:
logger.error("startup_failed", error=str(e))
sys.exit(1)