Add bot source code

polymarket_bot/config.py

@@ -0,0 +1,79 @@
+"""
+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%