Phase 4.2: PolymarketClobClient in den Core verschoben
- CLOB-Client nach src/PolyTrader.Core/Services/ (Namespace beibehalten). - Nutzt keinerlei DB/Shim (verifiziert) -> DB-Usings entfernt. - Nethereum.Web3 6.1.0 als Core-Paket (EIP712-Signing). - Reines Verschieben, KEINE Logikänderung (clob.md); Build 0 Fehler. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
bergm
@@ -9,6 +9,7 @@
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<ItemGroup>
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<PackageReference Include="MongoDB.Driver" Version="2.24.0" />
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<PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="8.0.0" />
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<PackageReference Include="Nethereum.Web3" Version="6.1.0" />
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</ItemGroup>
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</Project>
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@@ -0,0 +1,862 @@
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using System;
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using System.Linq;
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using System.Net.Http;
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using System.Net.Http.Headers;
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using System.Security.Cryptography;
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using System.Text;
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using System.Text.Json;
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using System.Threading.Tasks;
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using Nethereum.Signer;
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using Nethereum.Signer.EIP712;
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using Nethereum.ABI.FunctionEncoding.Attributes;
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using Nethereum.ABI.EIP712;
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using Nethereum.Util;
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using PolyTraderSharp.Models;
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namespace PolyTraderSharp.Services
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{
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[Struct("EIP712Domain")]
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public class ClobDomain
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{
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[Parameter("string", "name", 1)]
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public string Name { get; set; } = string.Empty;
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[Parameter("string", "version", 2)]
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public string Version { get; set; } = "";
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[Parameter("uint256", "chainId", 3)]
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public System.Numerics.BigInteger ChainId { get; set; }
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}
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[Struct("EIP712Domain")]
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public class CtfDomain
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{
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[Parameter("string", "name", 1)]
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public string Name { get; set; } = string.Empty;
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[Parameter("string", "version", 2)]
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public string Version { get; set; } = string.Empty;
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[Parameter("uint256", "chainId", 3)]
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public ulong ChainId { get; set; }
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[Parameter("address", "verifyingContract", 4)]
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public string VerifyingContract { get; set; } = string.Empty;
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}
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[Struct("ClobAuth")]
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public class ClobAuth
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{
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[Parameter("address", "address", 1)]
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public string Address { get; set; } = string.Empty;
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[Parameter("string", "timestamp", 2)]
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public string Timestamp { get; set; } = "";
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[Parameter("uint256", "nonce", 3)]
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public System.Numerics.BigInteger Nonce { get; set; }
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[Parameter("string", "message", 4)]
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public string Message { get; set; } = string.Empty;
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}
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[Struct("Order")]
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public class CtfOrder
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{
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[Parameter("uint256", "salt", 1)]
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public System.Numerics.BigInteger Salt { get; set; }
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[Parameter("address", "maker", 2)]
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public string Maker { get; set; } = string.Empty;
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[Parameter("address", "signer", 3)]
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public string Signer { get; set; } = string.Empty;
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[Parameter("address", "taker", 4)]
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public string Taker { get; set; } = string.Empty;
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[Parameter("uint256", "tokenId", 5)]
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public System.Numerics.BigInteger TokenId { get; set; }
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[Parameter("uint256", "makerAmount", 6)]
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public System.Numerics.BigInteger MakerAmount { get; set; }
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[Parameter("uint256", "takerAmount", 7)]
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public System.Numerics.BigInteger TakerAmount { get; set; }
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[Parameter("uint256", "expiration", 8)]
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public System.Numerics.BigInteger Expiration { get; set; }
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[Parameter("uint256", "nonce", 9)]
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public System.Numerics.BigInteger Nonce { get; set; }
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[Parameter("uint256", "feeRateBps", 10)]
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public System.Numerics.BigInteger FeeRateBps { get; set; }
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[Parameter("uint8", "side", 11)]
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public byte Side { get; set; }
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[Parameter("uint8", "signatureType", 12)]
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public byte SignatureType { get; set; }
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}
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public class PolymarketClobClient
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{
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private readonly HttpClient _httpClient;
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private readonly TerminalLogger _logger;
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private const string ClobHost = "https://clob.polymarket.com";
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private const int ChainId = 137;
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private static readonly object _fileLock = new object();
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public PolymarketClobClient(TerminalLogger logger, HttpClient httpClient)
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{
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_logger = logger;
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_httpClient = httpClient;
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}
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/// <summary>
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/// Creates an HMAC signature for authenticated requests to the Polymarket CLOB.
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/// </summary>
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private static string GenerateHmacSignature(string secret, string timestamp, string method, string requestPath, string body = "")
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{
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string payload = timestamp + method + requestPath + body;
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// Convert URL-Safe Base64 back to Standard Base64
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string b64 = secret.Replace('-', '+').Replace('_', '/');
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switch (b64.Length % 4)
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{
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case 2: b64 += "=="; break;
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case 3: b64 += "="; break;
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}
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byte[] secretBytes = Convert.FromBase64String(b64);
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byte[] payloadBytes = Encoding.UTF8.GetBytes(payload);
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using var hmac = new HMACSHA256(secretBytes);
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byte[] hash = hmac.ComputeHash(payloadBytes);
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string signature = Convert.ToBase64String(hash);
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return signature.Replace('+', '-').Replace('/', '_');
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}
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private static long _serverTimeDeltaSeconds = 0;
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private static DateTime _lastTimeSync = DateTime.MinValue;
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public async Task SyncServerTimeAsync()
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{
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if ((DateTime.UtcNow - _lastTimeSync).TotalMinutes < 15) return;
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try
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{
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using var response = await _httpClient.GetAsync($"{ClobHost}/time");
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if (response.IsSuccessStatusCode)
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{
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string jsonStr = await response.Content.ReadAsStringAsync();
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using var doc = JsonDocument.Parse(jsonStr);
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long epochSecs = 0;
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if (doc.RootElement.ValueKind == JsonValueKind.Number)
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{
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epochSecs = doc.RootElement.GetInt64();
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if (epochSecs > 1000000000000) epochSecs /= 1000;
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DateTime serverTime = DateTimeOffset.FromUnixTimeSeconds(epochSecs).UtcDateTime;
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_serverTimeDeltaSeconds = (long)(serverTime - DateTime.UtcNow).TotalSeconds;
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_lastTimeSync = DateTime.UtcNow;
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_logger.Info($"🕒 CLOB Server Time Sync: Offset ist {_serverTimeDeltaSeconds} Sekunden.");
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}
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else if (doc.RootElement.ValueKind == JsonValueKind.Object && doc.RootElement.TryGetProperty("iso", out var isoProp) && DateTime.TryParse(isoProp.GetString(), null, System.Globalization.DateTimeStyles.RoundtripKind, out DateTime serverTime))
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{
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serverTime = serverTime.ToUniversalTime();
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_serverTimeDeltaSeconds = (long)(serverTime - DateTime.UtcNow).TotalSeconds;
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_lastTimeSync = DateTime.UtcNow;
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_logger.Info($"🕒 CLOB Server Time Sync: Offset ist {_serverTimeDeltaSeconds} Sekunden.");
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}
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}
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}
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catch (Exception ex)
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{
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_logger.Warning($"🕒 Time Sync Error: {ex.Message}");
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}
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}
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private string GetClobTimestamp()
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{
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// Background fire-and-forget sync if expired
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if ((DateTime.UtcNow - _lastTimeSync).TotalMinutes > 15)
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{
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_ = SyncServerTimeAsync();
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}
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return (DateTimeOffset.UtcNow.ToUnixTimeSeconds() + _serverTimeDeltaSeconds).ToString(System.Globalization.CultureInfo.InvariantCulture);
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}
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/// <summary>
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/// Derives a new Polymarket Level 2 API Key using an EIP712 Message signed by the L1 private key.
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/// </summary>
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public async Task<(string ApiKey, string ApiSecret, string ApiPassphrase)> DeriveApiKeyAsync(string privateKey, string walletAddress)
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{
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try
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{
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var signer = new Eip712TypedDataSigner();
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var key = new EthECKey(privateKey);
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string computedAddress = key.GetPublicAddress();
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string timestamp = GetClobTimestamp();
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var typedData = new TypedData<ClobDomain>
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{
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Domain = new ClobDomain
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{
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Name = "ClobAuthDomain",
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Version = "1",
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ChainId = new System.Numerics.BigInteger(ChainId)
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},
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Types = Nethereum.ABI.EIP712.MemberDescriptionFactory.GetTypesMemberDescription(typeof(ClobDomain), typeof(ClobAuth)),
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PrimaryType = "ClobAuth"
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};
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var clobAuth = new ClobAuth
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{
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Address = computedAddress,
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Timestamp = timestamp,
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Nonce = new System.Numerics.BigInteger(0),
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Message = "This message attests that I control the given wallet"
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};
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var encoder = new Nethereum.ABI.EIP712.Eip712TypedDataEncoder();
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var rawData = encoder.EncodeTypedData(clobAuth, typedData);
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_logger.Warning($"DEBUG_CS_RAW_DATA: {Nethereum.Hex.HexConvertors.Extensions.HexByteConvertorExtensions.ToHex(rawData)}");
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string signature = signer.SignTypedDataV4(clobAuth, typedData, key);
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_logger.Warning($"DEBUG_CS_SIG: {signature}");
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var request = new HttpRequestMessage(HttpMethod.Get, $"{ClobHost}/auth/derive-api-key");
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request.Headers.Add("POLY_ADDRESS", computedAddress);
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request.Headers.Add("POLY_SIGNATURE", signature);
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request.Headers.Add("POLY_TIMESTAMP", timestamp);
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request.Headers.Add("POLY_NONCE", "0");
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using (var response = await _httpClient.SendAsync(request))
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{
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if (response.IsSuccessStatusCode)
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{
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var jsonStr = await response.Content.ReadAsStringAsync();
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using var doc = JsonDocument.Parse(jsonStr);
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string apiKey = doc.RootElement.GetProperty("apiKey").GetString() ?? "";
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string secret = doc.RootElement.GetProperty("secret").GetString() ?? "";
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string passphrase = doc.RootElement.GetProperty("passphrase").GetString() ?? "";
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return (apiKey, secret, passphrase);
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}
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}
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_logger.Warning($"Derivation failed. Attempting to CREATE new Api Key L2 instead...");
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using (var request2 = new HttpRequestMessage(HttpMethod.Post, $"{ClobHost}/auth/api-key"))
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{
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request2.Headers.Add("POLY_ADDRESS", computedAddress);
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request2.Headers.Add("POLY_SIGNATURE", signature);
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request2.Headers.Add("POLY_TIMESTAMP", timestamp);
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request2.Headers.Add("POLY_NONCE", "0");
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using (var response2 = await _httpClient.SendAsync(request2))
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{
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if (response2.IsSuccessStatusCode)
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{
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var jsonStr = await response2.Content.ReadAsStringAsync();
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using var doc = JsonDocument.Parse(jsonStr);
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string apiKey = doc.RootElement.GetProperty("apiKey").GetString() ?? "";
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string secret = doc.RootElement.GetProperty("secret").GetString() ?? "";
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string passphrase = doc.RootElement.GetProperty("passphrase").GetString() ?? "";
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return (apiKey, secret, passphrase);
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}
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else
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{
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string err = await response2.Content.ReadAsStringAsync();
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_logger.Error($"Failed to execute L1 Auth: {response2.StatusCode} {err}");
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}
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}
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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($"DeriveApiKeyAsync Exception: {ex.Message}");
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}
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return (string.Empty, string.Empty, string.Empty);
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}
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public async Task<decimal> GetUsdcBalanceAsync(AccountState acc, bool isRetry = false)
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{
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if (string.IsNullOrEmpty(acc.ApiKey) || string.IsNullOrEmpty(acc.ApiSecret) || string.IsNullOrEmpty(acc.ApiPassphrase) || string.IsNullOrEmpty(acc.PrivateKey))
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{
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_logger.Warning($"🔑 [{acc.Name}] Skipping balance fetch: ApiKey={!string.IsNullOrEmpty(acc.ApiKey)}, Secret={!string.IsNullOrEmpty(acc.ApiSecret)}, Pass={!string.IsNullOrEmpty(acc.ApiPassphrase)}, PK={!string.IsNullOrEmpty(acc.PrivateKey)}");
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return 0;
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}
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try
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{
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string endpoint = "/balance-allowance";
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string requestUrl = $"{endpoint}?asset_type=COLLATERAL&signature_type=2";
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string timestamp = GetClobTimestamp();
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// Python SDK signs ONLY the base path, not the query params
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string signature = GenerateHmacSignature(acc.ApiSecret, timestamp, "GET", endpoint);
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var request = new HttpRequestMessage(HttpMethod.Get, $"{ClobHost}{requestUrl}");
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var keyObj = new EthECKey(acc.PrivateKey.Replace("0x", ""));
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request.Headers.Add("POLY_ADDRESS", keyObj.GetPublicAddress());
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request.Headers.Add("POLY_API_KEY", acc.ApiKey);
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request.Headers.Add("POLY_SIGNATURE", signature);
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request.Headers.Add("POLY_TIMESTAMP", timestamp);
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request.Headers.Add("POLY_PASSPHRASE", acc.ApiPassphrase);
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using var response = await _httpClient.SendAsync(request);
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if (response.IsSuccessStatusCode)
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{
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var jsonStr = await response.Content.ReadAsStringAsync();
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_logger.Info($"💰 [{acc.Name}] Balance API Response: {jsonStr}");
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using var doc = JsonDocument.Parse(jsonStr);
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if (doc.RootElement.ValueKind == JsonValueKind.Object && doc.RootElement.TryGetProperty("balance", out var balProp))
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{
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var balanceStr = balProp.GetString();
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if (decimal.TryParse(balanceStr, System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal balRaw))
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{
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decimal finalBal = balRaw / 1_000_000m;
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_logger.Info($"💰 [{acc.Name}] Parsed Balance: {finalBal} USDC (raw: {balRaw})");
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return finalBal;
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}
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}
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_logger.Warning($"💰 [{acc.Name}] Could not parse 'balance' from response: {jsonStr}");
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}
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else if (response.StatusCode == System.Net.HttpStatusCode.Unauthorized || response.StatusCode == System.Net.HttpStatusCode.Forbidden)
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{
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string errStr = await response.Content.ReadAsStringAsync();
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_logger.Warning($"🌐 [{acc.Name}] API Keys expired/invalid. Deriving new L2 Keys from PrivateKey...");
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if (!isRetry && !string.IsNullOrEmpty(acc.PrivateKey) && !string.IsNullOrEmpty(acc.WalletAddress))
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{
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var fallbackKeyObj = new EthECKey(acc.PrivateKey.Replace("0x", ""));
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var newKeys = await DeriveApiKeyAsync(acc.PrivateKey, fallbackKeyObj.GetPublicAddress());
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if (!string.IsNullOrEmpty(newKeys.ApiKey))
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{
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acc.ApiKey = newKeys.ApiKey;
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acc.ApiSecret = newKeys.ApiSecret;
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acc.ApiPassphrase = newKeys.ApiPassphrase;
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_logger.Info($"🌐 [{acc.Name}] Successfully derived new L2 Keys! Resuming in 2.5s...");
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// Await propagation of new keys inside Polymarket's Gamma backend
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await Task.Delay(2500);
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// Retry recursively strictly once
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return await GetUsdcBalanceAsync(acc, true);
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}
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}
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_logger.Error($"CLOB Balance Fetch failed: {response.StatusCode} {errStr}");
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}
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else
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{
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string errStr = await response.Content.ReadAsStringAsync();
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_logger.Error($"CLOB Balance Fetch failed: {response.StatusCode} {errStr}");
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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($"CLOB Balance Fetch Error: {ex.Message}");
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}
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return 0;
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}
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public async Task<System.Collections.Generic.List<(string Id, string Side, decimal Price)>> GetOpenOrdersAsync(AccountState acc, string assetId)
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{
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var result = new System.Collections.Generic.List<(string Id, string Side, decimal Price)>();
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if (string.IsNullOrEmpty(acc.ApiKey) || string.IsNullOrEmpty(acc.ApiSecret) || string.IsNullOrEmpty(acc.ApiPassphrase) || string.IsNullOrEmpty(acc.PrivateKey))
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return result;
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try
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{
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string endpoint = "/data/orders";
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string requestUrl = $"{endpoint}?asset_id={assetId}";
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string timestamp = GetClobTimestamp();
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string signature = GenerateHmacSignature(acc.ApiSecret, timestamp, "GET", endpoint);
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var request = new HttpRequestMessage(HttpMethod.Get, $"{ClobHost}{requestUrl}");
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var keyObj = new EthECKey(acc.PrivateKey.Replace("0x", ""));
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request.Headers.Add("POLY_ADDRESS", keyObj.GetPublicAddress());
|
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request.Headers.Add("POLY_API_KEY", acc.ApiKey);
|
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request.Headers.Add("POLY_SIGNATURE", signature);
|
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request.Headers.Add("POLY_TIMESTAMP", timestamp);
|
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request.Headers.Add("POLY_PASSPHRASE", acc.ApiPassphrase);
|
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using var response = await _httpClient.SendAsync(request);
|
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if (response.IsSuccessStatusCode)
|
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{
|
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var jsonStr = await response.Content.ReadAsStringAsync();
|
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using var doc = JsonDocument.Parse(jsonStr);
|
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if (doc.RootElement.TryGetProperty("data", out var dataArr) && dataArr.ValueKind == JsonValueKind.Array)
|
||||
{
|
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foreach (var orderLine in dataArr.EnumerateArray())
|
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{
|
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if (orderLine.TryGetProperty("orderID", out var oid) || orderLine.TryGetProperty("id", out oid))
|
||||
{
|
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string idStr = oid.GetString() ?? "";
|
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string sideStr = orderLine.TryGetProperty("side", out var s) ? (s.GetString() ?? "") : "";
|
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string priceStr = orderLine.TryGetProperty("price", out var p) ? (p.GetString() ?? "0") : "0";
|
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decimal.TryParse(priceStr, System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal priceDec);
|
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|
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if (!string.IsNullOrEmpty(idStr))
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result.Add((idStr, sideStr, priceDec));
|
||||
}
|
||||
}
|
||||
}
|
||||
else if (doc.RootElement.ValueKind == JsonValueKind.Array)
|
||||
{
|
||||
foreach (var orderLine in doc.RootElement.EnumerateArray())
|
||||
{
|
||||
if (orderLine.TryGetProperty("orderID", out var oid) || orderLine.TryGetProperty("id", out oid))
|
||||
{
|
||||
string idStr = oid.GetString() ?? "";
|
||||
string sideStr = orderLine.TryGetProperty("side", out var s) ? (s.GetString() ?? "") : "";
|
||||
string priceStr = orderLine.TryGetProperty("price", out var p) ? (p.GetString() ?? "0") : "0";
|
||||
decimal.TryParse(priceStr, System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal priceDec);
|
||||
|
||||
if (!string.IsNullOrEmpty(idStr))
|
||||
result.Add((idStr, sideStr, priceDec));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
string errStr = await response.Content.ReadAsStringAsync();
|
||||
_logger.Warning($"Failed to GET open orders for {assetId}: {response.StatusCode} {errStr}");
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error($"GetOpenOrdersAsync Error: {ex.Message}");
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
public async Task<bool> CancelOrderAsync(AccountState acc, string orderId)
|
||||
{
|
||||
if (string.IsNullOrEmpty(acc.ApiKey) || string.IsNullOrEmpty(acc.ApiSecret) || string.IsNullOrEmpty(acc.ApiPassphrase) || string.IsNullOrEmpty(acc.PrivateKey))
|
||||
return false;
|
||||
|
||||
try
|
||||
{
|
||||
string endpoint = "/order";
|
||||
var reqBody = new { orderID = orderId };
|
||||
string jsonBody = JsonSerializer.Serialize(reqBody);
|
||||
string timestamp = GetClobTimestamp();
|
||||
|
||||
string signature = GenerateHmacSignature(acc.ApiSecret, timestamp, "DELETE", endpoint, jsonBody);
|
||||
|
||||
using var request = new HttpRequestMessage(HttpMethod.Delete, $"{ClobHost}{endpoint}");
|
||||
var keyObj = new EthECKey(acc.PrivateKey.Replace("0x", ""));
|
||||
request.Headers.Add("POLY_ADDRESS", keyObj.GetPublicAddress());
|
||||
request.Headers.Add("POLY_API_KEY", acc.ApiKey);
|
||||
request.Headers.Add("POLY_SIGNATURE", signature);
|
||||
request.Headers.Add("POLY_TIMESTAMP", timestamp);
|
||||
request.Headers.Add("POLY_PASSPHRASE", acc.ApiPassphrase);
|
||||
|
||||
request.Content = new StringContent(jsonBody, Encoding.UTF8, "application/json");
|
||||
|
||||
using var response = await _httpClient.SendAsync(request);
|
||||
if (response.IsSuccessStatusCode)
|
||||
{
|
||||
_logger.Info($"🚮 [{acc.Name}] Stornierung erfolgreich. OrderID: {orderId}");
|
||||
return true;
|
||||
}
|
||||
else
|
||||
{
|
||||
string errStr = await response.Content.ReadAsStringAsync();
|
||||
_logger.Warning($"Failed to cancel order {orderId}: {response.StatusCode} {errStr}");
|
||||
return false;
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error($"CancelOrderAsync Error: {ex.Message}");
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task CancelConflictingOrdersAsync(AccountState acc, string assetId, decimal newPrice, string sideStr)
|
||||
{
|
||||
var openOrders = await GetOpenOrdersAsync(acc, assetId);
|
||||
|
||||
if (openOrders.Count > 0)
|
||||
{
|
||||
var tasks = new System.Collections.Generic.List<Task>();
|
||||
|
||||
foreach (var order in openOrders)
|
||||
{
|
||||
bool shouldCancel = false;
|
||||
|
||||
if (sideStr.Equals("SELL", StringComparison.OrdinalIgnoreCase))
|
||||
{
|
||||
shouldCancel = true;
|
||||
_logger.Info($"⚠️ [{acc.Name}] Storniere Order {order.Id} wegen Verkaufs-Signal des Master-Traders.");
|
||||
}
|
||||
else if (sideStr.Equals("BUY", StringComparison.OrdinalIgnoreCase) && order.Side.Equals("BUY", StringComparison.OrdinalIgnoreCase))
|
||||
{
|
||||
if (Math.Abs(order.Price - newPrice) > 0.001m)
|
||||
{
|
||||
shouldCancel = true;
|
||||
_logger.Info($"⚠️ [{acc.Name}] Storniere veraltete Order {order.Id} (Alter Preis: {order.Price:F3}, Neuer Preis: {newPrice:F3})");
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.Info($"✅ [{acc.Name}] Behalte bestehende Order {order.Id} (Preis identisch: {order.Price:F3})");
|
||||
}
|
||||
}
|
||||
|
||||
if (shouldCancel)
|
||||
{
|
||||
tasks.Add(CancelOrderAsync(acc, order.Id));
|
||||
}
|
||||
}
|
||||
|
||||
if (tasks.Count > 0)
|
||||
{
|
||||
await Task.WhenAll(tasks);
|
||||
// Minimal delay to ensure rapid executions don't conflict with in-flight deletions
|
||||
await Task.Delay(150);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private static System.Numerics.BigInteger GenerateSalt()
|
||||
{
|
||||
// Generate a salt similar to Py Clob Client (fits safely in a standard 64-bit int / JS Number)
|
||||
long t = DateTimeOffset.UtcNow.ToUnixTimeSeconds();
|
||||
int r = System.Security.Cryptography.RandomNumberGenerator.GetInt32(0, 10000);
|
||||
return new System.Numerics.BigInteger(t * 10000 + r);
|
||||
}
|
||||
|
||||
public static (decimal shares, decimal usdc, decimal makerRaw, decimal takerRaw) CalculateExactOrderAmounts(decimal investAmountUsd, decimal rawPrice, decimal limitPrice, string sideStr, string orderType = "FOK", decimal? overrideTickSize = null, int? overrideMakerDecimals = null, int? overrideTakerDecimals = null)
|
||||
{
|
||||
decimal tickSize = overrideTickSize ?? 0.001m;
|
||||
int priceDec, sizeDec, amtDec;
|
||||
if (tickSize >= 0.1m) { priceDec = 1; sizeDec = 2; amtDec = 3; }
|
||||
else if (tickSize >= 0.01m) { priceDec = 2; sizeDec = 2; amtDec = 4; }
|
||||
else if (tickSize >= 0.001m) { priceDec = 3; sizeDec = 2; amtDec = 5; }
|
||||
else { priceDec = 4; sizeDec = 2; amtDec = 6; }
|
||||
|
||||
decimal priceRounded = Math.Round(limitPrice > 0 ? limitPrice : rawPrice, priceDec, MidpointRounding.AwayFromZero);
|
||||
if (priceRounded < tickSize) priceRounded = tickSize;
|
||||
|
||||
decimal executedShares = 0m;
|
||||
decimal executedUsdc = 0m;
|
||||
decimal finalMakerAmountRaw = 0m;
|
||||
decimal finalTakerAmountRaw = 0m;
|
||||
|
||||
if (sideStr.ToUpper() == "BUY")
|
||||
{
|
||||
decimal rawTakerShares = investAmountUsd / priceRounded;
|
||||
|
||||
decimal multiplier = (decimal)Math.Pow(10, sizeDec);
|
||||
decimal takerShares = Math.Floor(rawTakerShares * multiplier) / multiplier;
|
||||
|
||||
if (takerShares <= 0) return (-1, -1, 0, 0);
|
||||
|
||||
decimal makerUsd = 0m;
|
||||
// Polymarket strictly enforces $1.00 minimum for MARKET BUYS and verifies it against the supported shares.
|
||||
// We increment takerShares until the floored USDC amount supports the exact shares without dropping below $1.00.
|
||||
decimal step = 1.0m / multiplier;
|
||||
while (takerShares > 0)
|
||||
{
|
||||
makerUsd = takerShares * priceRounded;
|
||||
int actDec = BitConverter.GetBytes(decimal.GetBits(makerUsd)[3])[2];
|
||||
if (actDec > amtDec)
|
||||
{
|
||||
decimal mul2 = (decimal)Math.Pow(10, amtDec + 4);
|
||||
makerUsd = Math.Ceiling(makerUsd * mul2) / mul2;
|
||||
if (BitConverter.GetBytes(decimal.GetBits(makerUsd)[3])[2] > amtDec)
|
||||
{
|
||||
decimal mul3 = (decimal)Math.Pow(10, amtDec);
|
||||
makerUsd = Math.Floor(makerUsd * mul3) / mul3;
|
||||
}
|
||||
}
|
||||
|
||||
decimal supportedShares = Math.Floor((makerUsd / priceRounded) * multiplier) / multiplier;
|
||||
if (makerUsd >= 1.0m && supportedShares >= takerShares)
|
||||
break;
|
||||
|
||||
takerShares += step;
|
||||
}
|
||||
|
||||
finalTakerAmountRaw = Math.Round(takerShares * 1_000_000m);
|
||||
finalMakerAmountRaw = Math.Round(makerUsd * 1_000_000m);
|
||||
executedShares = takerShares;
|
||||
executedUsdc = makerUsd;
|
||||
}
|
||||
else
|
||||
{
|
||||
decimal sharesRaw = investAmountUsd / priceRounded;
|
||||
|
||||
decimal multiplier = (decimal)Math.Pow(10, sizeDec);
|
||||
decimal makerShares = Math.Floor(sharesRaw * multiplier) / multiplier;
|
||||
|
||||
decimal takerUsd = makerShares * priceRounded;
|
||||
int actDec = BitConverter.GetBytes(decimal.GetBits(takerUsd)[3])[2];
|
||||
if (actDec > amtDec)
|
||||
{
|
||||
decimal mul2 = (decimal)Math.Pow(10, amtDec + 4);
|
||||
takerUsd = Math.Ceiling(takerUsd * mul2) / mul2;
|
||||
if (BitConverter.GetBytes(decimal.GetBits(takerUsd)[3])[2] > amtDec)
|
||||
{
|
||||
decimal mul3 = (decimal)Math.Pow(10, amtDec);
|
||||
takerUsd = Math.Floor(takerUsd * mul3) / mul3;
|
||||
}
|
||||
}
|
||||
|
||||
finalMakerAmountRaw = Math.Round(makerShares * 1_000_000m);
|
||||
finalTakerAmountRaw = Math.Round(takerUsd * 1_000_000m);
|
||||
executedShares = makerShares;
|
||||
executedUsdc = takerUsd;
|
||||
}
|
||||
|
||||
return (executedShares, executedUsdc, finalMakerAmountRaw, finalTakerAmountRaw);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Executes a native EIP-712 signed order (default Fill-Or-Kill)
|
||||
/// </summary>
|
||||
public async Task<string> PlaceOrderAsync(AccountState account, string tokenId, string sideStr, decimal investAmountUsd, decimal limitPrice, string orderType = "FOK", bool debugPayloadLog = false, bool isNegRisk = false, int actualFeeBps = 0, decimal? overrideTickSize = null, int? overrideMakerDecimals = null, int? overrideTakerDecimals = null)
|
||||
{
|
||||
if (string.IsNullOrEmpty(account.PrivateKey) || string.IsNullOrEmpty(account.ApiKey))
|
||||
return "Error: Missing API or Private Keys";
|
||||
|
||||
try
|
||||
{
|
||||
var signer = new Eip712TypedDataSigner();
|
||||
var key = new EthECKey(account.PrivateKey);
|
||||
|
||||
var typedData = new TypedData<CtfDomain>
|
||||
{
|
||||
Domain = new CtfDomain
|
||||
{
|
||||
Name = "Polymarket CTF Exchange",
|
||||
Version = "1",
|
||||
ChainId = ChainId,
|
||||
VerifyingContract = isNegRisk ? "0xC5d563A36AE78145C45a50134d48A1215220f80a" : "0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E"
|
||||
},
|
||||
Types = Nethereum.ABI.EIP712.MemberDescriptionFactory.GetTypesMemberDescription(typeof(CtfDomain), typeof(CtfOrder)),
|
||||
PrimaryType = "Order"
|
||||
};
|
||||
|
||||
var amounts = CalculateExactOrderAmounts(investAmountUsd, limitPrice, limitPrice, sideStr, orderType, overrideTickSize, overrideMakerDecimals, overrideTakerDecimals);
|
||||
|
||||
if (amounts.shares <= 0)
|
||||
return $"Mathematical tick size error: Balance too small to meet fractional quantum limit for exact price matching";
|
||||
|
||||
decimal makerAmountRaw = amounts.makerRaw;
|
||||
decimal takerAmountRaw = amounts.takerRaw;
|
||||
|
||||
System.Numerics.BigInteger parsedTokenId;
|
||||
if (tokenId.StartsWith("0x") || tokenId.Any(c => "abcdefABCDEF".Contains(c)))
|
||||
{
|
||||
parsedTokenId = new Nethereum.Hex.HexTypes.HexBigInteger(tokenId.StartsWith("0x") ? tokenId : "0x" + tokenId).Value;
|
||||
}
|
||||
else
|
||||
{
|
||||
parsedTokenId = System.Numerics.BigInteger.Parse(tokenId);
|
||||
}
|
||||
|
||||
var ctfOrder = new CtfOrder
|
||||
{
|
||||
Salt = GenerateSalt(),
|
||||
Maker = account.WalletAddress,
|
||||
Signer = key.GetPublicAddress(),
|
||||
Taker = "0x0000000000000000000000000000000000000000",
|
||||
TokenId = parsedTokenId,
|
||||
MakerAmount = new System.Numerics.BigInteger(makerAmountRaw),
|
||||
TakerAmount = new System.Numerics.BigInteger(takerAmountRaw),
|
||||
Expiration = orderType == "GTD" ? long.Parse(GetClobTimestamp()) + 300 : 0,
|
||||
Nonce = 0,
|
||||
FeeRateBps = new System.Numerics.BigInteger(actualFeeBps),
|
||||
Side = sideStr.ToUpper() == "BUY" ? (byte)0 : (byte)1,
|
||||
SignatureType = 2
|
||||
};
|
||||
|
||||
string signature = signer.SignTypedDataV4(ctfOrder, typedData, key);
|
||||
|
||||
var reqBody = new
|
||||
{
|
||||
order = new
|
||||
{
|
||||
salt = (long)ctfOrder.Salt,
|
||||
maker = ctfOrder.Maker.ToLower(),
|
||||
signer = ctfOrder.Signer.ToLower(),
|
||||
taker = ctfOrder.Taker.ToLower(),
|
||||
tokenId = ctfOrder.TokenId.ToString(),
|
||||
makerAmount = ctfOrder.MakerAmount.ToString(),
|
||||
takerAmount = ctfOrder.TakerAmount.ToString(),
|
||||
expiration = ctfOrder.Expiration.ToString(),
|
||||
nonce = ctfOrder.Nonce.ToString(),
|
||||
feeRateBps = ctfOrder.FeeRateBps.ToString(),
|
||||
side = ctfOrder.Side == 0 ? "BUY" : "SELL",
|
||||
signatureType = ctfOrder.SignatureType,
|
||||
signature = signature
|
||||
},
|
||||
owner = account.ApiKey,
|
||||
orderType = orderType
|
||||
};
|
||||
|
||||
string jsonBody = JsonSerializer.Serialize(reqBody);
|
||||
string timestamp = GetClobTimestamp();
|
||||
string requestPath = "/order";
|
||||
|
||||
string hmacSig = GenerateHmacSignature(account.ApiSecret, timestamp, "POST", requestPath, jsonBody);
|
||||
|
||||
using var request = new HttpRequestMessage(HttpMethod.Post, $"{ClobHost}{requestPath}");
|
||||
var keyObj = new EthECKey(account.PrivateKey.Replace("0x", ""));
|
||||
request.Headers.Add("POLY_ADDRESS", keyObj.GetPublicAddress());
|
||||
request.Headers.Add("POLY_API_KEY", account.ApiKey);
|
||||
request.Headers.Add("POLY_TIMESTAMP", timestamp);
|
||||
request.Headers.Add("POLY_SIGNATURE", hmacSig);
|
||||
request.Headers.Add("POLY_PASSPHRASE", account.ApiPassphrase);
|
||||
request.Content = new StringContent(jsonBody, Encoding.UTF8, "application/json");
|
||||
|
||||
if (debugPayloadLog)
|
||||
{
|
||||
_logger.Debug($"[CLOB-PAYLOAD] -> {jsonBody}");
|
||||
}
|
||||
|
||||
using var response = await _httpClient.SendAsync(request);
|
||||
var responseContent = await response.Content.ReadAsStringAsync();
|
||||
|
||||
if (!response.IsSuccessStatusCode)
|
||||
{
|
||||
bool isFokFail = responseContent.Contains("FOK orders are fully filled or killed");
|
||||
|
||||
if (isFokFail && sideStr == "BUY")
|
||||
{
|
||||
// Dampen FOK failed BUY logs. Usually means target price/liquidity not met for full copy size.
|
||||
// We skip it silently.
|
||||
return "SKIPPED_LIQUIDITY";
|
||||
}
|
||||
|
||||
lock (_fileLock)
|
||||
{
|
||||
System.IO.File.WriteAllText("last_invalid_payload.json", jsonBody);
|
||||
}
|
||||
|
||||
if (isFokFail && sideStr == "SELL")
|
||||
{
|
||||
_logger.Warning($"Liquidität für FOK SELL reicht nicht aus. (Orderbook Size limit). Rest-Shares bleiben erhalten.");
|
||||
return "Nicht genügend Liquidität für vollumfänglichen Verkauf auf diesem Preisniveau (FOK).";
|
||||
}
|
||||
else
|
||||
{
|
||||
var tickMatch = System.Text.RegularExpressions.Regex.Match(responseContent, @"breaks minimum tick size rule: ([\d\.]+)");
|
||||
if (tickMatch.Success && overrideTickSize == null)
|
||||
{
|
||||
if (decimal.TryParse(tickMatch.Groups[1].Value, System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal newTickSize))
|
||||
{
|
||||
_logger.Info($"🔄 Automatische Anpassung an Markt Tick-Size ({newTickSize}). Order wird erneut berechnet und platziert...");
|
||||
return await PlaceOrderAsync(account, tokenId, sideStr, investAmountUsd, limitPrice, orderType, debugPayloadLog, isNegRisk, actualFeeBps, newTickSize, overrideMakerDecimals, overrideTakerDecimals);
|
||||
}
|
||||
}
|
||||
|
||||
var decMatch = System.Text.RegularExpressions.Regex.Match(responseContent, @"maker amount supports a max accuracy of (\d+) decimals, taker amount a max of (\d+) decimals");
|
||||
if (decMatch.Success && overrideMakerDecimals == null)
|
||||
{
|
||||
if (int.TryParse(decMatch.Groups[1].Value, out int newMaker) && int.TryParse(decMatch.Groups[2].Value, out int newTaker))
|
||||
{
|
||||
_logger.Info($"🔄 Automatische Anpassung an Dezimalregeln (Maker: {newMaker}, Taker: {newTaker}). Order wird neu berechnet...");
|
||||
return await PlaceOrderAsync(account, tokenId, sideStr, investAmountUsd, limitPrice, orderType, debugPayloadLog, isNegRisk, actualFeeBps, overrideTickSize, newMaker, newTaker);
|
||||
}
|
||||
}
|
||||
|
||||
// Check if error is "invalid fee rate" -> Extract required fee -> Retry!
|
||||
var match = System.Text.RegularExpressions.Regex.Match(responseContent, @"invalid fee rate \(\d+\), current market's (?:taker|maker) fee: (\d+)");
|
||||
if (match.Success && actualFeeBps == 0) // Only retry once
|
||||
{
|
||||
if (int.TryParse(match.Groups[1].Value, out int newFeeBps))
|
||||
{
|
||||
_logger.Info($"🔄 Automatische Anpassung an Fee Rate ({newFeeBps} bps). Order wird erneut platziert...");
|
||||
return await PlaceOrderAsync(account, tokenId, sideStr, investAmountUsd, limitPrice, orderType, debugPayloadLog, isNegRisk, newFeeBps, overrideTickSize);
|
||||
}
|
||||
}
|
||||
|
||||
// Check if error is "Size lower than minimum 5" -> Fallback to MARKET
|
||||
var sizeMatch = System.Text.RegularExpressions.Regex.Match(responseContent, @"Size \([\d\.]+\) lower than the minimum: (\d+)");
|
||||
if (sizeMatch.Success)
|
||||
{
|
||||
if (decimal.TryParse(sizeMatch.Groups[1].Value, out decimal minReq))
|
||||
{
|
||||
if (orderType != "MARKET")
|
||||
{
|
||||
_logger.Info($"🔄 Automatische Anpassung an Minimum Size Limit (Limitorder < {minReq}). Order wird als MARKET platziert...");
|
||||
return await PlaceOrderAsync(account, tokenId, sideStr, investAmountUsd, limitPrice, "MARKET", debugPayloadLog, isNegRisk, actualFeeBps, overrideTickSize, overrideMakerDecimals, overrideTakerDecimals);
|
||||
}
|
||||
else if (sideStr == "SELL")
|
||||
{
|
||||
_logger.Warning($"Verkauf von unter {minReq} Shares auf Polymarket nicht möglich (Orderbook Limit). Position muss aufgestockt werden oder auslaufen.");
|
||||
return $"Börsenlimit: Mindestens {minReq} Shares erforderlich.";
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
var balMatch1 = System.Text.RegularExpressions.Regex.Match(responseContent, @"balance: (\d+), sum of active orders: (\d+)");
|
||||
var balMatch2 = System.Text.RegularExpressions.Regex.Match(responseContent, @"balance: (\d+), order amount: (\d+)");
|
||||
|
||||
if ((balMatch1.Success || balMatch2.Success) && sideStr == "SELL")
|
||||
{
|
||||
decimal totalBal = 0m, activeOrders = 0m;
|
||||
if (balMatch1.Success)
|
||||
{
|
||||
_ = decimal.TryParse(balMatch1.Groups[1].Value, out totalBal);
|
||||
_ = decimal.TryParse(balMatch1.Groups[2].Value, out activeOrders);
|
||||
}
|
||||
else if (balMatch2.Success)
|
||||
{
|
||||
_ = decimal.TryParse(balMatch2.Groups[1].Value, out totalBal);
|
||||
activeOrders = 0m;
|
||||
}
|
||||
|
||||
decimal availableSharesRaw = totalBal - activeOrders;
|
||||
decimal availableShares = availableSharesRaw / 1_000_000m;
|
||||
decimal requiredShares = investAmountUsd / limitPrice;
|
||||
|
||||
if (availableShares > 0 && Math.Abs(availableShares - requiredShares) > 0.001m && availableShares < requiredShares)
|
||||
{
|
||||
decimal newInvestAmount = availableShares * limitPrice;
|
||||
_logger.Info($"🔄 Automatische Anpassung an verfügbare Shares (Reale Balance: {totalBal / 1000000m} / Aktive Orders: {activeOrders / 1000000m} Shares). Verkaufe exakte {availableShares} Shares...");
|
||||
return await PlaceOrderAsync(account, tokenId, sideStr, newInvestAmount, limitPrice, orderType, debugPayloadLog, isNegRisk, actualFeeBps, overrideTickSize, overrideMakerDecimals, overrideTakerDecimals);
|
||||
}
|
||||
}
|
||||
|
||||
_logger.Error($"CLOB Order Error ({response.StatusCode}): {responseContent}");
|
||||
}
|
||||
return "ERROR";
|
||||
}
|
||||
|
||||
if (response.IsSuccessStatusCode)
|
||||
{
|
||||
_logger.Info($"\u2705 Order Platzierung Erfolgreich! {sideStr} @ {limitPrice:F3}");
|
||||
|
||||
if (orderType == "GTC" || orderType == "GTD")
|
||||
{
|
||||
account.HasOpenLimitOrders = true;
|
||||
}
|
||||
|
||||
return "OK";
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.Error($"❌ Order Fehler: {response.StatusCode} - {responseContent}");
|
||||
return responseContent;
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error($"PlaceFokOrderAsync Runtime Fehler: {ex.Message}");
|
||||
return ex.Message;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user