Files
hk-weather-mkt/execution
ramseshk 533939d178 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
2026-08-10 17:29:23 +08:00
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