Baseline: Ausgangszustand vor Modularisierung
Erster Commit des bestehenden monolithischen WinForms-Copytraders, inklusive der Alt-Backups (*.bak), damit diese dauerhaft in der Historie rekonstruierbar bleiben. Threema-Lib unter libs/ wurde vendored (nested .git entfernt). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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using System;
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Linq;
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using System.Net.WebSockets;
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using System.Text;
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using System.Text.Json;
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using System.Threading;
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using System.Threading.Tasks;
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using Microsoft.Extensions.Hosting;
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using PolyTraderSharp.Models;
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using LiteDB;
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namespace PolyTraderSharp.Services
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{
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public class PolymarketWssClient : BackgroundService
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{
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private const string MarketWssUrl = "wss://ws-subscriptions-clob.polymarket.com/ws/market";
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private readonly TradingState _state;
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private readonly ServerSettings _settings;
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private readonly PolymarketClobClient _clob;
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private readonly TerminalLogger _logger;
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private readonly ILiteDatabase _db;
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// Tracking rate limits for auto redeem to avoid spam
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private readonly ConcurrentDictionary<string, DateTime> _lastRedeemAttempt = new();
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public PolymarketWssClient(
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TradingState state,
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ServerSettings settings,
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PolymarketClobClient clob,
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TerminalLogger logger,
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ILiteDatabase db)
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{
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_state = state;
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_settings = settings;
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_clob = clob;
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_logger = logger;
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_db = db;
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}
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protected override async Task ExecuteAsync(CancellationToken stoppingToken)
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{
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while (!stoppingToken.IsCancellationRequested)
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{
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if (!_settings.UsePolymarketWebsockets || _state.GlobalTradingPaused)
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{
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await Task.Delay(5000, stoppingToken);
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continue;
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}
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try
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{
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await ConnectMarketWssAsync(stoppingToken);
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}
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catch (Exception ex)
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{
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_logger.Warning($"Polymarket WSS disconnected ({ex.Message}). Retrying in 5s...");
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await Task.Delay(5000, stoppingToken);
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}
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}
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}
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private async Task ConnectMarketWssAsync(CancellationToken stoppingToken)
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{
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using var ws = new ClientWebSocket();
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_logger.Info("Connecting to Polymarket WSS (Market Stream) for live pricing...");
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await ws.ConnectAsync(new Uri(MarketWssUrl), stoppingToken);
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_logger.Info("✅ Polymarket Market WSS Connected.");
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var allSubscriptions = new HashSet<string>();
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var subscriptionTask = Task.Run(async () =>
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{
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while (ws.State == WebSocketState.Open && !stoppingToken.IsCancellationRequested && _settings.UsePolymarketWebsockets)
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{
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var neededAssets = new HashSet<string>();
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foreach (var acc in _state.Accounts.Values.Where(a => a.IsActive))
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foreach (var token in acc.OpenPositions.Keys)
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neededAssets.Add(token);
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var missing = neededAssets.Except(allSubscriptions).ToList();
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if (missing.Any())
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{
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var req = new
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{
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assets_ids = missing,
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type = "market"
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};
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var json = System.Text.Json.JsonSerializer.Serialize(req);
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var bytes = Encoding.UTF8.GetBytes(json);
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await ws.SendAsync(new ArraySegment<byte>(bytes), WebSocketMessageType.Text, true, stoppingToken);
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foreach (var m in missing) allSubscriptions.Add(m);
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_logger.Info($"📡 Polymarket WSS: Subscribed to {missing.Count} new assets. Total: {allSubscriptions.Count}");
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}
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await Task.Delay(5000, stoppingToken); // Check for new positions every 5s
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}
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}, stoppingToken);
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var buffer = new byte[1024 * 64]; // 64kb buffer
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while (ws.State == WebSocketState.Open && !stoppingToken.IsCancellationRequested && _settings.UsePolymarketWebsockets)
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{
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var result = await ws.ReceiveAsync(new ArraySegment<byte>(buffer), stoppingToken);
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if (result.MessageType == WebSocketMessageType.Close) break;
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var message = Encoding.UTF8.GetString(buffer, 0, result.Count);
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if (!string.IsNullOrEmpty(message))
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{
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try { ProcessMarketMessage(message); } catch { }
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}
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}
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}
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private void ProcessMarketMessage(string jsonStr)
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{
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try
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{
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using var doc = JsonDocument.Parse(jsonStr);
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var root = doc.RootElement;
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if (!root.TryGetProperty("event_type", out var evtTypeProp)) return;
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var eventType = evtTypeProp.GetString();
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if (eventType == "price_change")
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{
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if (root.TryGetProperty("price_changes", out var changes) && changes.ValueKind == JsonValueKind.Array)
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{
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foreach (var change in changes.EnumerateArray())
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{
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if (change.TryGetProperty("asset_id", out var assetIdProp) &&
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change.TryGetProperty("price", out var priceProp))
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{
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string assetId = assetIdProp.GetString()!;
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decimal.TryParse(priceProp.GetString(), out decimal price);
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decimal bestBid = price;
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if (change.TryGetProperty("best_bid", out var bidProp) && decimal.TryParse(bidProp.GetString(), out decimal bBid))
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{
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if (bBid > 0) bestBid = bBid;
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}
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UpdateAssetPriceAndCheckAutoRedeem(assetId, bestBid);
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}
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}
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}
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}
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else if (eventType == "last_trade_price")
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{
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if (root.TryGetProperty("asset_id", out var assetIdProp) && root.TryGetProperty("price", out var priceProp))
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{
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string assetId = assetIdProp.GetString()!;
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decimal.TryParse(priceProp.GetString(), out decimal price);
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UpdateAssetPriceAndCheckAutoRedeem(assetId, price);
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}
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}
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}
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catch { }
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}
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private void UpdateAssetPriceAndCheckAutoRedeem(string assetId, decimal price)
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{
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if (price <= 0 || string.IsNullOrEmpty(assetId)) return;
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foreach (var acc in _state.Accounts.Values)
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{
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if (acc.OpenPositions.TryGetValue(assetId, out var pos))
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{
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pos.CurrentPrice = price;
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pos.CurrentValueUsd = pos.Size * price;
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// Execute Auto-Redeem if config conditions are met
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if (acc.PreRedeemLimit > 0 && price >= acc.PreRedeemLimit && acc.IsActive)
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{
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string redeemKey = $"{acc.AccountId}_{assetId}";
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// Spam protection: try only once every 10 seconds per position
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if (_lastRedeemAttempt.TryGetValue(redeemKey, out var lastAttempt) && (DateTime.UtcNow - lastAttempt).TotalSeconds < 10)
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continue;
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_lastRedeemAttempt[redeemKey] = DateTime.UtcNow;
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if (!acc.IsDemo && _state.LiveTradingMode == TradingMode.Active)
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{
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_logger.Trade($"🚨 [AUTO REDEEM] {acc.Name} | {pos.MarketQuestion} | Preis >= {acc.PreRedeemLimit}");
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// Best effort non-blocking
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_ = Task.Run(async () => await ExecuteAutoRedeemLive(acc, pos, price));
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}
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else if (acc.IsDemo && _state.DemoTradingMode == TradingMode.Active)
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{
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_logger.Trade($"🚨 [AUTO REDEEM DEMO] {acc.Name} | {pos.MarketQuestion} | Preis >= {acc.PreRedeemLimit}");
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_ = Task.Run(() => ExecuteAutoRedeemDemo(acc, pos, price));
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}
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}
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}
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}
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}
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private async Task ExecuteAutoRedeemLive(AccountState acc, Position pos, decimal triggerPrice)
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{
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if (pos.Size < 5.0m)
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{
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_logger.Warning($"[AUTO REDEEM] Position {pos.MarketQuestion} zu klein für Limit Order (< 5 Shares). Wird ignoriert um Error-Spam zu vermeiden.");
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return;
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}
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try
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{
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// The user explicitly requested an exact GTC order using the configured PreRedeemLimit, without slippage
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decimal expectedFillPrice = acc.PreRedeemLimit;
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decimal amountUsdc = Math.Max(pos.Size * expectedFillPrice, 0.01m);
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// Fire and forget SELL via ClobClient
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var result = await _clob.PlaceOrderAsync(acc, pos.TokenId, "SELL", amountUsdc, expectedFillPrice, "GTC", false, false);
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if (result == "OK")
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{
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_logger.Info($"✅ Auto-Redeem Sell sent for {acc.Name} at exact Limit {expectedFillPrice:F3} USD (GTC).");
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// Assume it's an open matching order. Clob/Market API will sync actual status later.
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if (acc.OpenPositions.TryRemove(pos.TokenId, out _)) {
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// Live position updates handle ClosedTrade DB insertion elsewhere normally via Sync
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}
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}
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else
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{
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_logger.Error($"❌ Auto-Redeem failed or rejected: {result}.");
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}
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}
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catch (Exception ex)
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{
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_logger.Error($"Auto Redeem Exception: {ex.Message}");
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}
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}
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private void ExecuteAutoRedeemDemo(AccountState acc, Position pos, decimal triggerPrice)
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{
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try
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{
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if (acc.OpenPositions.TryRemove(pos.TokenId, out _))
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{
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_db.GetCollection<Position>($"demo_positions_{acc.AccountId}").Delete(pos.TokenId);
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decimal exactLimitPrice = acc.PreRedeemLimit;
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decimal exitUsd = pos.Size * exactLimitPrice;
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decimal realizedPnl = exitUsd - pos.AmountUsd;
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_state.GlobalPnl += realizedPnl;
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acc.UpdateBalance(acc.AvailableBalance + exitUsd);
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var ct = new ClosedTrade
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{
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TradeId = _state.TotalCopyTrades,
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AccountId = acc.AccountId,
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IsDemo = true,
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MarketSlug = pos.MarketSlug,
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MarketQuestion = pos.MarketQuestion,
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TokenId = pos.TokenId,
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Outcome = pos.Outcome,
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Side = "SELL",
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EntryPrice = pos.EntryPrice,
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ExitPrice = exactLimitPrice,
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Size = pos.Size,
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RealizedPnl = realizedPnl,
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PnlPercent = pos.AmountUsd > 0 ? (realizedPnl / pos.AmountUsd * 100m) : 0m,
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OpenedAt = pos.OpenedAt,
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ClosedAt = DateTime.UtcNow,
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ExitReason = "Pre Redeem"
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};
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_db.GetCollection<ClosedTrade>("closed_trades").Insert(ct);
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_db.GetCollection<AccountState>("accounts").Upsert(acc);
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_logger.Trade($"✅ [AUTO REDEEM DEMO ERFOLGREICH] {pos.MarketQuestion} | Exit: {pos.Size:F2} @ {exactLimitPrice:F3} | PnL: ${realizedPnl:F2}");
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}
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}
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catch (Exception ex)
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{
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_logger.Error($"Demo Auto Redeem failed: {ex.Message}");
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}
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}
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}
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}
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