nautilus-polymarket 0.61.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
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// -------------------------------------------------------------------------------------------------

//! Example demonstrating live execution testing with the Polymarket adapter.
//!
//! Uses an event-scoped instrument provider to load only the configured event (avoiding
//! loading all 71K+ instruments) and `SignatureType::PolyGnosisSafe` for Gnosis
//! Safe proxy wallet authentication.
//!
//! Edit the constants below to change the target event, market token, and order size.
//!
//! Run with: `cargo run --example polymarket-exec-tester --package nautilus-polymarket --features examples`
//! Add `-- --live-orders` to open a quote-denominated market BUY and close its position on stop.
//!
//! Required credential environment variables:
//! - `POLYMARKET_PK` (EOA signer private key).
//! - `POLYMARKET_API_KEY`, `POLYMARKET_API_SECRET`, `POLYMARKET_PASSPHRASE`.
//! - `POLYMARKET_FUNDER` (Gnosis Safe proxy address).

use log::LevelFilter;
use nautilus_common::{enums::Environment, logging::logger::LoggerConfig};
use nautilus_live::{config::LiveExecEngineConfig, node::LiveNode};
use nautilus_model::{
    enums::TimeInForce,
    identifiers::{AccountId, InstrumentId, StrategyId, TraderId},
    types::Quantity,
};
use nautilus_polymarket::{
    common::{consts::POLYMARKET_CLIENT_ID, enums::SignatureType},
    config::{
        PolymarketDataClientConfig, PolymarketExecClientConfig, PolymarketInstrumentProviderConfig,
    },
    factories::{PolymarketDataClientFactory, PolymarketExecutionClientFactory},
};
use nautilus_testkit::testers::{ExecTester, ExecTesterConfig};
use nautilus_trading::strategy::StrategyConfig;

const TRADER_ID: &str = "TESTER-001";
const ACCOUNT_ID: &str = "POLYMARKET-001";
const NODE_NAME: &str = "POLYMARKET-EXEC-TESTER-001";
const STRATEGY_ID: &str = "EXEC_TESTER-001";
const EVENT_SLUG: &str = "fed-decision-in-september-762";

// Fed Decision in September (No)
// https://polymarket.com/event/fed-decision-in-september-762
const INSTRUMENT_ID: &str = "0xac02cbb049e46d6a3627c0fdf52fa554982a9025d45968207b362acb6ca4b830-28239418772633645184924651434956000849078365566842629564562475378531350731731.POLYMARKET";
const ORDER_QTY: &str = "5"; // Polymarket min_qty = 5 shares

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    dotenvy::dotenv().ok();

    let environment = Environment::Live;
    let trader_id = TraderId::from(TRADER_ID);
    let account_id = AccountId::from(ACCOUNT_ID);
    let node_name = NODE_NAME.to_string();
    let client_id = *POLYMARKET_CLIENT_ID;
    let instrument_id = InstrumentId::from(INSTRUMENT_ID);
    let live_orders = std::env::args().any(|arg| arg == "--live-orders");

    let data_config = PolymarketDataClientConfig {
        instrument_config: Some(PolymarketInstrumentProviderConfig {
            event_slugs: Some(vec![EVENT_SLUG.to_string()]),
            ..Default::default()
        }),
        ..Default::default()
    };
    let data_factory = PolymarketDataClientFactory;

    // PolyGnosisSafe: POLYMARKET_PK is the EOA signer, POLYMARKET_FUNDER is the Gnosis Safe proxy
    let exec_config = PolymarketExecClientConfig {
        trader_id,
        account_id,
        signature_type: SignatureType::PolyGnosisSafe,
        ..Default::default()
    };
    let exec_factory = PolymarketExecutionClientFactory;

    let log_config = LoggerConfig {
        stdout_level: LevelFilter::Info,
        ..Default::default()
    };
    let exec_engine_config = LiveExecEngineConfig {
        reconciliation_instrument_ids: Some(vec![instrument_id.to_string()]),
        open_check_interval_secs: Some(10.0),
        position_check_interval_secs: Some(30.0),
        ..Default::default()
    };

    let mut node = LiveNode::builder(trader_id, environment)?
        .with_name(node_name)
        .with_logging(log_config)
        .with_exec_engine_config(exec_engine_config)
        .add_data_client(None, Box::new(data_factory), Box::new(data_config))?
        .add_exec_client(None, Box::new(exec_factory), Box::new(exec_config))?
        .with_reconciliation(true)
        .with_reconciliation_lookback_mins(120)
        .with_timeout_reconciliation(60)
        .with_timeout_disconnection_secs(30)
        .with_delay_post_stop_secs(30)
        .build()?;

    let order_qty = Quantity::from(ORDER_QTY);

    let mut tester_config = ExecTesterConfig::builder()
        .base(StrategyConfig {
            strategy_id: Some(StrategyId::from(STRATEGY_ID)),
            external_order_claims: Some(vec![instrument_id]),
            use_uuid_client_order_ids: true,
            ..Default::default()
        })
        .instrument_id(instrument_id)
        .client_id(client_id)
        .order_qty(order_qty)
        .use_post_only(true)
        .tob_offset_ticks(5) // Offset = 5 * the instrument's current tick size
        .order_expire_time_delta_mins(3)
        .enable_limit_sells(false) // Can't sell without inventory on Polymarket
        .reduce_only_on_stop(false) // Polymarket does not support reduce-only orders
        .close_positions_qty_precision(2)
        .close_positions_time_in_force(TimeInForce::Ioc)
        .log_data(false)
        .build()?;

    if live_orders {
        tester_config.open_position_on_start_qty = Some(order_qty.as_decimal());
        tester_config.open_position_on_first_quote = true;
        tester_config.open_position_time_in_force = TimeInForce::Ioc;
        tester_config.use_quote_quantity = true;
        tester_config.enable_limit_buys = false;
        tester_config.use_post_only = false;
    }

    let tester = ExecTester::new(tester_config);

    node.add_strategy(tester)?;
    node.run().await?;

    Ok(())
}