hk-weather-mkt/execution/runner.py

#!/usr/bin/env python3
"""
NautilusTrader Live Runner for HK Weather Prediction Market Strategy.

Usage:
    # Paper trading (real market data, simulated execution)
    python -m execution.runner --paper

    # Live trading with real Polymarket CLOB
    python -m execution.runner --live
"""

import argparse
import asyncio
import signal
import sys
from datetime import datetime

sys.path.insert(0, "/home/satoshi/hk-weather-mkt")

from dotenv import load_dotenv
load_dotenv()

from nautilus_trader.adapters.polymarket.factories import (
    PolymarketLiveDataClientFactory,
    PolymarketLiveExecClientFactory,
)
from nautilus_trader.config import (
    TradingNodeConfig,
    ImportableStrategyConfig,
    LiveDataEngineConfig,
    LiveExecEngineConfig,
)
from nautilus_trader.live.node import TradingNode
from nautilus_trader.model.identifiers import TraderId

from execution import WeatherMarketConfig, build_data_client_config, build_exec_client_config, build_node_config
from execution.strategy import PolymarketWeatherStrategyConfig


class WeatherMarketRunner:
    def __init__(self, cfg: WeatherMarketConfig, live: bool = False):
        self.cfg = cfg
        self.live = live
        self.node: TradingNode | None = None
        self._running = False

    async def run(self):
        mode = "LIVE" if self.live else "PAPER"
        print("=" * 60)
        print(f"  HK Weather Prediction Market — {mode} TRADING")
        print(f"  Bankroll: ${self.cfg.bankroll_pusd:.2f} pUSD")
        print(f"  Min edge: {self.cfg.min_edge_bps} bps")
        print(f"  Kelly fraction: {self.cfg.kelly_fraction}")
        if self.live:
            print(f"  Funder: {self.cfg.funder or '(env)'}")
            print("  ⚠  REAL FUNDS WILL BE USED ⚠")
        print("=" * 60)

        if self.live and not self.cfg.private_key:
            print("\nERROR: POLYMARKET_PK not set. Cannot trade live.")
            print("Use --paper for paper trading.\n")
            return

        data_config = build_data_client_config(self.cfg)
        exec_config = build_exec_client_config(self.cfg) if self.live else data_config
        node_config = build_node_config(self.cfg)

        strategy_config = ImportableStrategyConfig(
            strategy_path="execution.strategy:PolymarketWeatherStrategy",
            config_path="execution.strategy:PolymarketWeatherStrategyConfig",
            config=PolymarketWeatherStrategyConfig(
                bankroll_pusd=self.cfg.bankroll_pusd,
                min_edge_bps=self.cfg.min_edge_bps,
                max_position_per_market_pusd=self.cfg.max_position_per_market_pusd,
                kelly_fraction=self.cfg.kelly_fraction,
                forecast_interval_mins=self.cfg.forecast_interval_mins,
                search_tags=self.cfg.search_tags,
                min_liquidity_usdc=self.cfg.min_liquidity_usdc,
            ),
        )

        self.node = TradingNode(
            config=TradingNodeConfig(
                trader_id=TraderId("HKWEATHER-001"),
                data_clients={
                    "POLYMARKET": (PolymarketLiveDataClientFactory, data_config),
                },
                exec_clients={
                    "POLYMARKET": (PolymarketLiveExecClientFactory, exec_config),
                },
                strategies=[strategy_config],
                timeout_disconnection=node_config.timeout_disconnection,
                timeout_post_stop=node_config.timeout_post_stop,
                timeout_reconciliation=30.0,
            )
        )

        self._setup_signals()
        self._running = True

        try:
            print(f"\nStarting {mode.lower()} trading node...")
            print("Press Ctrl+C to stop\n")
            await self.node.start()
            while self._running:
                await asyncio.sleep(1)
        except asyncio.CancelledError:
            pass
        finally:
            await self._cleanup()

    def _setup_signals(self):
        loop = asyncio.get_event_loop()

        def shutdown(sig, frame):
            print(f"\nReceived signal {sig}, shutting down...")
            self._running = False
            if self.node:
                asyncio.create_task(self._stop_node())

        for sig in (signal.SIGINT, signal.SIGTERM):
            try:
                loop.add_signal_handler(sig, lambda s=sig: shutdown(s, None))
            except NotImplementedError:
                signal.signal(sig, lambda s, f: shutdown(s, f))

    async def _stop_node(self):
        try:
            if self.node:
                await self.node.stop()
        except Exception as e:
            print(f"Error during shutdown: {e}")

    async def _cleanup(self):
        self._running = False
        print(f"\n[{datetime.now():%H:%M:%S}] Runner stopped.")


def main():
    parser = argparse.ArgumentParser(description="HK Weather Prediction Market — NautilusTrader Runner")
    parser.add_argument("--paper", action="store_true", default=True, help="Paper trading mode [default]")
    parser.add_argument("--live", action="store_true", help="Live trading on Polymarket CLOB")
    parser.add_argument("--bankroll", type=float, default=None)
    parser.add_argument("--edge", type=int, default=None)
    parser.add_argument("--kelly", type=float, default=None)

    args = parser.parse_args()
    cfg = WeatherMarketConfig.from_env()

    if args.bankroll: cfg.bankroll_pusd = args.bankroll
    if args.edge: cfg.min_edge_bps = args.edge
    if args.kelly: cfg.kelly_fraction = args.kelly

    runner = WeatherMarketRunner(cfg, live=args.live)
    asyncio.run(runner.run())


if __name__ == "__main__":
    main()