Add NautilusTrader Polymarket execution layer
- Full NautilusTrader integration using BinaryOption instruments - Polymarket CLOB data client (L2 order book, WebSocket deltas) - Polymarket CLOB execution client (limit orders, market orders, batch ops) - PolymarketWeatherStrategy with auto market discovery, order book subscription, weather model signal generation, Kelly sizing, and order placement - Proper Polymarket precision: tick sizes, GTC/GTD limit orders, FAK/IOC market orders - Weather category fee model (0.05% taker, 25% maker rebate) - Paper trading mode (real market data, simulated execution) - Live trading mode with PK/funder/env credential support - 30s disconnection timeout + 30s post-stop delay per Polymarket docs Run: python -m execution.runner --paper
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ramseshk
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#!/usr/bin/env python3
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"""
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NautilusTrader Live Runner for HK Weather Prediction Market Strategy.
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Usage:
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# Paper trading (real market data, simulated execution)
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python -m execution.runner --paper
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# Live trading with real Polymarket CLOB
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python -m execution.runner --live
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"""
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import argparse
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import asyncio
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import signal
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import sys
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from datetime import datetime
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sys.path.insert(0, "/home/satoshi/hk-weather-mkt")
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from dotenv import load_dotenv
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load_dotenv()
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from nautilus_trader.adapters.polymarket.factories import (
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PolymarketLiveDataClientFactory,
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PolymarketLiveExecClientFactory,
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)
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from nautilus_trader.config import (
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TradingNodeConfig,
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ImportableStrategyConfig,
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LiveDataEngineConfig,
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LiveExecEngineConfig,
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)
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from nautilus_trader.live.node import TradingNode
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from nautilus_trader.model.identifiers import TraderId
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from execution import WeatherMarketConfig, build_data_client_config, build_exec_client_config, build_node_config
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from execution.strategy import PolymarketWeatherStrategyConfig
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class WeatherMarketRunner:
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def __init__(self, cfg: WeatherMarketConfig, live: bool = False):
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self.cfg = cfg
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self.live = live
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self.node: TradingNode | None = None
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self._running = False
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async def run(self):
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mode = "LIVE" if self.live else "PAPER"
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print("=" * 60)
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print(f" HK Weather Prediction Market — {mode} TRADING")
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print(f" Bankroll: ${self.cfg.bankroll_pusd:.2f} pUSD")
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print(f" Min edge: {self.cfg.min_edge_bps} bps")
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print(f" Kelly fraction: {self.cfg.kelly_fraction}")
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if self.live:
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print(f" Funder: {self.cfg.funder or '(env)'}")
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print(" ⚠ REAL FUNDS WILL BE USED ⚠")
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print("=" * 60)
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if self.live and not self.cfg.private_key:
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print("\nERROR: POLYMARKET_PK not set. Cannot trade live.")
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print("Use --paper for paper trading.\n")
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return
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data_config = build_data_client_config(self.cfg)
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exec_config = build_exec_client_config(self.cfg) if self.live else data_config
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node_config = build_node_config(self.cfg)
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strategy_config = ImportableStrategyConfig(
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strategy_path="execution.strategy:PolymarketWeatherStrategy",
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config_path="execution.strategy:PolymarketWeatherStrategyConfig",
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config=PolymarketWeatherStrategyConfig(
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bankroll_pusd=self.cfg.bankroll_pusd,
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min_edge_bps=self.cfg.min_edge_bps,
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max_position_per_market_pusd=self.cfg.max_position_per_market_pusd,
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kelly_fraction=self.cfg.kelly_fraction,
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forecast_interval_mins=self.cfg.forecast_interval_mins,
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search_tags=self.cfg.search_tags,
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min_liquidity_usdc=self.cfg.min_liquidity_usdc,
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),
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)
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self.node = TradingNode(
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config=TradingNodeConfig(
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trader_id=TraderId("HKWEATHER-001"),
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data_clients={
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"POLYMARKET": (PolymarketLiveDataClientFactory, data_config),
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},
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exec_clients={
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"POLYMARKET": (PolymarketLiveExecClientFactory, exec_config),
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},
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strategies=[strategy_config],
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timeout_disconnection=node_config.timeout_disconnection,
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timeout_post_stop=node_config.timeout_post_stop,
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timeout_reconciliation=30.0,
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)
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)
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self._setup_signals()
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self._running = True
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try:
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print(f"\nStarting {mode.lower()} trading node...")
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print("Press Ctrl+C to stop\n")
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await self.node.start()
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while self._running:
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await asyncio.sleep(1)
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except asyncio.CancelledError:
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pass
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finally:
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await self._cleanup()
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def _setup_signals(self):
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loop = asyncio.get_event_loop()
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def shutdown(sig, frame):
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print(f"\nReceived signal {sig}, shutting down...")
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self._running = False
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if self.node:
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asyncio.create_task(self._stop_node())
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for sig in (signal.SIGINT, signal.SIGTERM):
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try:
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loop.add_signal_handler(sig, lambda s=sig: shutdown(s, None))
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except NotImplementedError:
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signal.signal(sig, lambda s, f: shutdown(s, f))
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async def _stop_node(self):
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try:
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if self.node:
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await self.node.stop()
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except Exception as e:
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print(f"Error during shutdown: {e}")
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async def _cleanup(self):
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self._running = False
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print(f"\n[{datetime.now():%H:%M:%S}] Runner stopped.")
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def main():
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parser = argparse.ArgumentParser(description="HK Weather Prediction Market — NautilusTrader Runner")
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parser.add_argument("--paper", action="store_true", default=True, help="Paper trading mode [default]")
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parser.add_argument("--live", action="store_true", help="Live trading on Polymarket CLOB")
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parser.add_argument("--bankroll", type=float, default=None)
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parser.add_argument("--edge", type=int, default=None)
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parser.add_argument("--kelly", type=float, default=None)
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args = parser.parse_args()
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cfg = WeatherMarketConfig.from_env()
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if args.bankroll: cfg.bankroll_pusd = args.bankroll
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if args.edge: cfg.min_edge_bps = args.edge
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if args.kelly: cfg.kelly_fraction = args.kelly
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runner = WeatherMarketRunner(cfg, live=args.live)
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asyncio.run(runner.run())
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if __name__ == "__main__":
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main()
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