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Merged
SebastianBoehler merged 1 commit into from
Jun 22, 2026
Merged

fix(order-test): use live tick metadata #24

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103 changes: 63 additions & 40 deletions src/order_test.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -15,8 +15,12 @@
#include "clob_client.hpp"
#include "http_client.hpp"
#include <nlohmann/json.hpp>
#include <algorithm>
#include <ctime>
#include <iostream>
#include <cstdlib>
#include <string>
#include <vector>

using json = nlohmann::json;
using namespace polymarket;
Expand All @@ -26,6 +30,15 @@ const std::string CLOB_API = "https://clob.polymarket.com";
const std::string NEG_RISK_CTF_EXCHANGE = "0xe2222d279d744050d28e00520010520000310F59";
const std::string CTF_EXCHANGE = "0xE111180000d2663C0091e4f400237545B87B996B";

struct LiveMarketData
{
std::string token_id;
std::string slug;
double best_ask = 0.0;
std::string tick_size;
bool neg_risk = false;
};

void print_usage()
{
std::cout << "Order Signing Test for Polymarket\n"
Expand Down Expand Up @@ -261,10 +274,11 @@ int main(int argc, char *argv[])
std::cout << " Fetching nearest active BTC 15m market...\n";

// Find markets with at least 2 min left before expiry
std::string yes_token;
std::string market_slug;
LiveMarketData live_market;
uint64_t now_ts = static_cast<uint64_t>(std::time(nullptr));
uint64_t min_time_left = 2 * 60; // 2 minutes minimum
ClobClient market_data_client(CLOB_API, 137);
market_data_client.set_user_agent("polymarket-cpp-client/order-test");

// Try current and next few 15-minute windows
std::vector<std::pair<uint64_t, uint64_t>> candidates; // (start_ts, expiry_ts)
Expand All @@ -285,8 +299,6 @@ int main(int argc, char *argv[])
[](const auto &a, const auto &b)
{ return a.second < b.second; });

double best_ask = 0.0;
bool is_neg_risk = false; // Cache neg_risk during discovery
for (const auto &[target_ts, expiry_ts] : candidates)
{
std::string slug = "btc-updown-15m-" + std::to_string(target_ts);
Expand All @@ -295,6 +307,7 @@ int main(int argc, char *argv[])
HttpClient gamma_http;
gamma_http.set_base_url("https://gamma-api.polymarket.com");
gamma_http.set_timeout_ms(10000);
gamma_http.set_user_agent("polymarket-cpp-client/order-test");

auto gamma_response = gamma_http.get("/events?slug=" + slug);

Expand All @@ -310,51 +323,61 @@ int main(int argc, char *argv[])
auto token_ids = json::parse(market["clobTokenIds"].get<std::string>());
std::string candidate_token = token_ids[0].get<std::string>();

// Check if this market has liquidity
auto book_response = http.get("/book?token_id=" + candidate_token);
if (book_response.ok())
auto book = market_data_client.get_order_book(candidate_token);
if (!book || book->asks.empty())
{
std::cout << " Skipping " << slug << " - no ask liquidity\n";
continue;
}

const double candidate_best_ask = book->best_ask();
if (candidate_best_ask <= 0.0 || candidate_best_ask >= 1.0)
{
std::cout << " Skipping " << slug << " - invalid best ask " << candidate_best_ask << "\n";
continue;
}

auto tick_size = market_data_client.get_tick_size(candidate_token);
if (!tick_size || tick_size->minimum_tick_size.empty())
{
std::cout << " Skipping " << slug << " - could not fetch tick size\n";
continue;
}

auto neg_risk = market_data_client.get_neg_risk(candidate_token);
if (!neg_risk)
{
auto book_json = json::parse(book_response.body);
if (book_json.contains("asks") && !book_json["asks"].empty())
{
best_ask = std::stod(book_json["asks"][0]["price"].get<std::string>());
if (best_ask > 0.0 && best_ask < 1.0)
{
yes_token = candidate_token;
market_slug = slug;

// Cache neg_risk during discovery (not during order placement)
auto neg_risk_response = http.get("/neg-risk?token_id=" + candidate_token);
if (neg_risk_response.ok())
{
auto neg_risk_json = json::parse(neg_risk_response.body);
is_neg_risk = neg_risk_json.value("neg_risk", false);
}

std::cout << " Found market with liquidity: " << slug << " (expires in " << time_left / 60 << "min)\n";
std::cout << " Best ask: " << best_ask << "\n";
std::cout << " neg_risk: " << (is_neg_risk ? "true" : "false") << "\n";
break;
}
}
std::cout << " Skipping " << slug << " - could not fetch neg_risk\n";
continue;
}
std::cout << " Skipping " << slug << " - no liquidity\n";

live_market.token_id = candidate_token;
live_market.slug = slug;
live_market.best_ask = candidate_best_ask;
live_market.tick_size = tick_size->minimum_tick_size;
live_market.neg_risk = neg_risk->neg_risk;

std::cout << " Found market with liquidity: " << slug << " (expires in " << time_left / 60 << "min)\n";
std::cout << " Best ask: " << live_market.best_ask << "\n";
std::cout << " Tick size: " << live_market.tick_size << "\n";
std::cout << " neg_risk: " << (live_market.neg_risk ? "true" : "false") << "\n";
break;
}
}
}
}

if (yes_token.empty() || best_ask <= 0.0)
if (live_market.token_id.empty() || live_market.best_ask <= 0.0 || live_market.tick_size.empty())
{
std::cerr << " Could not find active BTC 15m market with liquidity\n";
std::cerr << " Could not find active BTC 15m market with complete trading metadata\n";
http_global_cleanup();
return 1;
}

std::cout << " YES token: " << yes_token.substr(0, 30) << "...\n";
std::cout << " YES token: " << live_market.token_id.substr(0, 30) << "...\n";

// Use cached neg_risk value from discovery
std::string exchange_address = is_neg_risk ? NEG_RISK_CTF_EXCHANGE : CTF_EXCHANGE;
// Use cached market metadata from discovery for order construction.
std::string exchange_address = live_market.neg_risk ? NEG_RISK_CTF_EXCHANGE : CTF_EXCHANGE;
std::cout << " Exchange: " << exchange_address << "\n";

if (!have_creds)
Expand All @@ -371,12 +394,12 @@ int main(int argc, char *argv[])
ClobClient order_client(CLOB_API, 137, private_key, creds, live_signature_type, funder_address);

CreateMarketOrderParams market_order;
market_order.token_id = yes_token;
market_order.token_id = live_market.token_id;
market_order.amount = order_usd;
market_order.side = OrderSide::BUY;
market_order.price = best_ask;
market_order.tick_size = "0.01";
market_order.neg_risk = is_neg_risk;
market_order.price = live_market.best_ask;
market_order.tick_size = live_market.tick_size;
market_order.neg_risk = live_market.neg_risk;

std::cout << " Placing FAK market order: $" << order_usd << "\n";

Expand Down
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