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Configuration du bot Polymarket.
Toutes les constantes et paramètres ajustables.
"""
import os
from dataclasses import dataclass, field
from typing import Optional
# ══════════════════════════════════════════════════════════════════
# ENDPOINTS
# ══════════════════════════════════════════════════════════════════
CLOB_API_URL = "https://clob.polymarket.com"
GAMMA_API_URL = "https://gamma-api.polymarket.com"
WS_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
POLYGON_RPC = os.getenv("POLYGON_RPC_URL", "https://polygon-rpc.com")
# ══════════════════════════════════════════════════════════════════
# ON-CHAIN CONTRACTS (Polygon)
# ══════════════════════════════════════════════════════════════════
CTF_EXCHANGE_ADDRESS = "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045"
NEGRISK_EXCHANGE_ADDRESS = "0xC5d563A36AE78145C45a50134d48A1D45eD1D83e"
USDC_ADDRESS = "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174"
POLYGON_CHAIN_ID = 137
@dataclass
class BotConfig:
"""Configuration principale du bot."""
# ── Credentials ──────────────────────────────────────────────
private_key: str = os.getenv("POLYMARKET_PRIVATE_KEY", "")
polygon_rpc_url: str = os.getenv("POLYGON_RPC_URL", POLYGON_RPC)
# ── Stratégie: Arbitrage ─────────────────────────────────────
arb_min_spread: float = 0.02 # Minimum YES+NO < 1 - spread
arb_profit_threshold: float = 0.05 # Min profit per dollar pour trader
arb_max_position_usd: float = 500.0 # Max par trade en USD
arb_min_position_usd: float = 5.0 # Min par trade en USD
arb_max_price_filter: float = 0.95 # Ignorer si un token > 0.95
# ── Stratégie: Value Bet (LLM-assisted) ──────────────────────
value_bet_confidence_threshold: float = 0.65
value_bet_min_edge: float = 0.05 # Edge minimum vs prix du marché
value_bet_max_position_usd: float = 200.0
# ── Stratégie: Leader-Follower ───────────────────────────────
lf_similarity_threshold: float = 0.85
lf_max_position_usd: float = 300.0
# ── Gestion des risques ──────────────────────────────────────
max_total_exposure_usd: float = 5000.0
max_single_market_exposure_pct: float = 0.10 # 10% du portefeuille max
kelly_fraction: float = 0.25 # 1/4 Kelly (conservateur)
max_daily_loss_usd: float = 500.0
max_concurrent_positions: int = 20
# ── Polling ──────────────────────────────────────────────────
poll_interval_seconds: float = 2.0
market_refresh_interval_seconds: float = 300.0 # 5 min
# ── Filtres de marché ────────────────────────────────────────
min_market_volume: float = 10000.0 # Min $10K volume
min_liquidity_depth: float = 100.0 # Min $100 dans le carnet
excluded_tags: list = field(default_factory=lambda: ["Crypto"]) # Crypto catastrophique selon PolyBench
max_days_to_resolution: int = 90
# ── Mode ─────────────────────────────────────────────────────
dry_run: bool = True # Paper trading par défaut
log_level: str = "INFO"
strategies: list = field(default_factory=lambda: ["arbitrage", "value_bet", "leader_follower"])
@dataclass
class AlertThresholds:
"""Seuils pour les alertes de monitoring."""
daily_loss_warn_pct: float = 0.50 # Alerte si 50% du max daily loss atteint
drawdown_warn_pct: float = 0.10 # Alerte si drawdown > 10%
win_rate_warn: float = 0.40 # Alerte si win rate < 40%
arb_opportunity_min_log: float = 0.03 # Logger les opportunités > 3%
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