Polymarket/order_entry.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 64,
   "id": "c0bfb3b5",
   "metadata": {},
   "outputs": [],
   "source": [
    "import modules.api as api\n",
    "import pandas as pd\n",
    "from datetime import datetime, timezone, timedelta\n",
    "import math\n",
    "import requests\n",
    "import json\n",
    "from dataclasses import dataclass\n",
    "\n",
    "from py_clob_client.clob_types import OrderArgs, OrderType, PostOrdersArgs, PartialCreateOrderOptions\n",
    "from py_clob_client.order_builder.constants import BUY, SELL\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 65,
   "id": "7d7dc787",
   "metadata": {},
   "outputs": [],
   "source": [
    "def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds\n",
    "    interval_secs = interval_mins * 60\n",
    "    seconds = dt.timestamp()\n",
    "    rounded_seconds = math.floor(seconds / interval_secs) * interval_secs\n",
    "    \n",
    "    return rounded_seconds\n",
    "\n",
    "def get_mkt_details_by_slug(slug: str) -> dict[str, str, str]: # {'Up' : 123, 'Down': 456, 'isActive': True, 'MinTickSize': 0.01, 'isNegRisk': False}\n",
    "    r = requests.get(f\"https://gamma-api.polymarket.com/events/slug/{slug}\")\n",
    "    market = r.json()['markets'][0]\n",
    "    token_ids = json.loads(market.get(\"clobTokenIds\", \"[]\"))\n",
    "    outcomes = json.loads(market.get(\"outcomes\", \"[]\"))\n",
    "    d = dict(zip(outcomes, token_ids))\n",
    "    d['isActive'] = market['negRisk']\n",
    "    d['MinTickSize'] = market['orderPriceMinTickSize']\n",
    "    d['isNegRisk'] = market['negRisk']\n",
    "    d['ConditionId'] = market['conditionId']\n",
    "\n",
    "    return d, market"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "id": "c3e07e21",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2026-03-27 03:15:00')"
      ]
     },
     "execution_count": 66,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "slug_prefix = 'btc-updown-5m-'\n",
    "slug_time_id = time_round_down(dt=datetime.now(timezone.utc))\n",
    "slug_full = slug_prefix + str(slug_time_id)\n",
    "market_details, market = get_mkt_details_by_slug(slug_full)\n",
    "pd.to_datetime(slug_time_id, unit='s')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 67,
   "id": "5ba43ffc",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'Up': '97875487643168796351669326324566509161830383659944117871160601839654217457417',\n",
       " 'Down': '96344823573113580705457152659674776966355813491715728702490170635510049560213',\n",
       " 'isActive': False,\n",
       " 'MinTickSize': 0.01,\n",
       " 'isNegRisk': False,\n",
       " 'ConditionId': '0x071d8568d3d736502bd450e150ef93481992d1d26df0c094cc119246d8931a23'}"
      ]
     },
     "execution_count": 67,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "market_details"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "id": "5d356d3b",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "creating client...\n",
      "You've made 41 trades\n",
      "client created successfully!\n"
     ]
    }
   ],
   "source": [
    "client = api.create_client()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "id": "bebb53eb",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'price': '0.84', 'side': 'BUY'}\n"
     ]
    }
   ],
   "source": [
    "last = client.get_last_trade_price(market_details['Up'])\n",
    "print(last)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "bae5e6a9",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 63,
   "id": "52c0c38a",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[{'errorMsg': '', 'orderID': '0x4e8e8b193d91c2d4e7b455d3d654a26697ee3289399a9140b2b1888dda7b9a16', 'takingAmount': '10', 'makingAmount': '1.7', 'status': 'matched', 'transactionsHashes': ['0x4f66978cc001a819d9ba266f708148f0512414627a59ffd9a48d8e4b92e5a716'], 'success': True}, {'errorMsg': '', 'orderID': '0x6c5aad6b231c8a6d7a91c1260fe31955e3715e6557aaa773029bd9ec42f26917', 'takingAmount': '', 'makingAmount': '', 'status': 'live', 'success': True}]\n"
     ]
    }
   ],
   "source": [
    "response = client.post_orders([\n",
    "    PostOrdersArgs(\n",
    "        order=client.create_order(\n",
    "            order_args=OrderArgs(\n",
    "                token_id=market_details['Up'],\n",
    "                price=0.90,\n",
    "                size=10,\n",
    "                side=BUY,\n",
    "            ),\n",
    "            options=PartialCreateOrderOptions(\n",
    "                tick_size=str(market_details['MinTickSize']),\n",
    "                neg_risk=market_details['isNegRisk']\n",
    "            ),\n",
    "        ),\n",
    "        orderType=OrderType.GTC,\n",
    "        postOnly=False,\n",
    "    ),\n",
    "    PostOrdersArgs(\n",
    "        order=client.create_order(\n",
    "            order_args=OrderArgs(\n",
    "                token_id=market_details['Down'],\n",
    "                price=0.10,\n",
    "                size=10,\n",
    "                side=BUY,\n",
    "            ),\n",
    "            options=PartialCreateOrderOptions(\n",
    "                tick_size=str(market_details['MinTickSize']),\n",
    "                neg_risk=market_details['isNegRisk']\n",
    "            ),\n",
    "        ),\n",
    "        orderType=OrderType.GTC,\n",
    "        postOnly=True,\n",
    "    ),\n",
    "])\n",
    "\n",
    "print(response)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "52a7229b",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "fb5f066a",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "4b3ccf83",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 68,
   "id": "75d45cd8",
   "metadata": {},
   "outputs": [],
   "source": [
    "d = [{'asset_id': '97987758532314346863331680319607711694838937984814950023901315671390566048932', 'price': '0.37', 'size': '429.41', 'side': 'BUY', 'hash': '999d5b73d83a840c0df7dc2d817ae55a242845d5', 'best_bid': '0.37', 'best_ask': '0.38'}, {'asset_id': '92959981857766705879127008770062050214089835506649207585188324269480756219695', 'price': '0.63', 'size': '429.41', 'side': 'SELL', 'hash': 'ead5af5a55f8b125b1e50f1c80a783c3c2d33187', 'best_bid': '0.62', 'best_ask': '0.63'}]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 69,
   "id": "f608378f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "application/vnd.microsoft.datawrangler.viewer.v0+json": {
       "columns": [
        {
         "name": "index",
         "rawType": "int64",
         "type": "integer"
        },
        {
         "name": "asset_id",
         "rawType": "object",
         "type": "string"
        },
        {
         "name": "price",
         "rawType": "object",
         "type": "string"
        },
        {
         "name": "size",
         "rawType": "object",
         "type": "string"
        },
        {
         "name": "side",
         "rawType": "object",
         "type": "string"
        },
        {
         "name": "hash",
         "rawType": "object",
         "type": "string"
        },
        {
         "name": "best_bid",
         "rawType": "object",
         "type": "string"
        },
        {
         "name": "best_ask",
         "rawType": "object",
         "type": "string"
        }
       ],
       "ref": "310c4763-20db-4051-931a-ef52e1b6513b",
       "rows": [
        [
         "0",
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         "0.37",
         "429.41",
         "BUY",
         "999d5b73d83a840c0df7dc2d817ae55a242845d5",
         "0.37",
         "0.38"
        ],
        [
         "1",
         "92959981857766705879127008770062050214089835506649207585188324269480756219695",
         "0.63",
         "429.41",
         "SELL",
         "ead5af5a55f8b125b1e50f1c80a783c3c2d33187",
         "0.62",
         "0.63"
        ]
       ],
       "shape": {
        "columns": 7,
        "rows": 2
       }
      },
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>asset_id</th>\n",
       "      <th>price</th>\n",
       "      <th>size</th>\n",
       "      <th>side</th>\n",
       "      <th>hash</th>\n",
       "      <th>best_bid</th>\n",
       "      <th>best_ask</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>9798775853231434686333168031960771169483893798...</td>\n",
       "      <td>0.37</td>\n",
       "      <td>429.41</td>\n",
       "      <td>BUY</td>\n",
       "      <td>999d5b73d83a840c0df7dc2d817ae55a242845d5</td>\n",
       "      <td>0.37</td>\n",
       "      <td>0.38</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>9295998185776670587912700877006205021408983550...</td>\n",
       "      <td>0.63</td>\n",
       "      <td>429.41</td>\n",
       "      <td>SELL</td>\n",
       "      <td>ead5af5a55f8b125b1e50f1c80a783c3c2d33187</td>\n",
       "      <td>0.62</td>\n",
       "      <td>0.63</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                            asset_id price    size  side  \\\n",
       "0  9798775853231434686333168031960771169483893798...  0.37  429.41   BUY   \n",
       "1  9295998185776670587912700877006205021408983550...  0.63  429.41  SELL   \n",
       "\n",
       "                                       hash best_bid best_ask  \n",
       "0  999d5b73d83a840c0df7dc2d817ae55a242845d5     0.37     0.38  \n",
       "1  ead5af5a55f8b125b1e50f1c80a783c3c2d33187     0.62     0.63  "
      ]
     },
     "execution_count": 69,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.DataFrame(d)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "2fe32a82",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "7603be6c",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 75,
   "id": "c099da9a",
   "metadata": {},
   "outputs": [],
   "source": [
    "start = 1774585800\n",
    "end = 1774585800 + 60*5"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "b631306d",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2026-03-27 04:35:00')"
      ]
     },
     "execution_count": 76,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.to_datetime(start, unit='s')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 77,
   "id": "685d7dd9",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "300"
      ]
     },
     "execution_count": 77,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "end - start"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 78,
   "id": "bdd681cc",
   "metadata": {},
   "outputs": [],
   "source": [
    "def format_timestamp(total_seconds):\n",
    "    minutes, seconds = divmod(total_seconds, 60)\n",
    "    print(f\"{minutes} minutes and {seconds} seconds\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 79,
   "id": "7ba83cea",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "5 minutes and 0 seconds\n"
     ]
    }
   ],
   "source": [
    "format_timestamp(end - start)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 88,
   "id": "4e211e0d",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1774586619"
      ]
     },
     "execution_count": 88,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "round(datetime.now().timestamp())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "5dabe016",
   "metadata": {},
   "outputs": [],
   "source": [
    "1774585800"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 111,
   "id": "8a65ba6f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2026-03-27 03:20:00')"
      ]
     },
     "execution_count": 111,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.to_datetime(1774581600, unit='s')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 91,
   "id": "83f63c10",
   "metadata": {},
   "outputs": [],
   "source": [
    "sdt = '2026-03-27T03:20:00Z'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 110,
   "id": "1f907a71",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1774581600"
      ]
     },
     "execution_count": 110,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "round(datetime.strptime(sdt, '%Y-%m-%dT%H:%M:%SZ').replace(tzinfo=timezone.utc).timestamp())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 113,
   "id": "fe7c0c12",
   "metadata": {},
   "outputs": [],
   "source": [
    "d = {\"connection_id\":\"a4-i0ecArPECFLQ=\",\"payload\":{\"full_accuracy_value\":\"65779051825748830000000\",\"symbol\":\"btc/usd\",\"timestamp\":1774627572000,\"value\":65779.05182574883},\"timestamp\":1774627573524,\"topic\":\"crypto_prices_chainlink\",\"type\":\"update\"}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 114,
   "id": "a98ace05",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'connection_id': 'a4-i0ecArPECFLQ=',\n",
       " 'payload': {'full_accuracy_value': '65779051825748830000000',\n",
       "  'symbol': 'btc/usd',\n",
       "  'timestamp': 1774627572000,\n",
       "  'value': 65779.05182574883},\n",
       " 'timestamp': 1774627573524,\n",
       " 'topic': 'crypto_prices_chainlink',\n",
       " 'type': 'update'}"
      ]
     },
     "execution_count": 114,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "d"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 120,
   "id": "d2278853",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2026-03-27 16:06:13.524000')"
      ]
     },
     "execution_count": 120,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.to_datetime(d['timestamp'], unit='ms')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "008cb5c9",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "f6c647b7",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e1b8d116",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "3f1e3a83",
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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