create-polymarket-strategy 0.2.0 → 0.2.1

package/templates/worker/src/scanner.ts

@@ -4,8 +4,9 @@
  * Orchestrates the scanning process:
  * 1. Calls strategy.scan() to find signals
  * 2. Checks for duplicate pending orders
- * 3. Calculates prices using strategy.calculatePrice()
- * 4. Places orders via OrderManager (routes to Lambda for live mode)
+ * 3. Checks risk limits before placing
+ * 4. Calculates prices using strategy.calculatePrice()
+ * 5. Places orders via OrderManager (routes to Lambda for live mode)
  */
 
 import type { Env } from "./types.js";
@@ -14,13 +15,17 @@ import {
   type StrategyContext,
   type Order,
   type NewOrder,
+  type TokenInventory,
+  type RiskLimits,
   MarketDataClient,
   createOrderManagerFromEnv,
+  checkOrderRisk,
 } from "polymarket-trading-sdk";
 
 export interface ScanResult {
   signalsFound: number;
   ordersPlaced: number;
+  ordersSkippedRisk: number;
   errors: string[];
 }
 
@@ -34,6 +39,7 @@ export async function runScanner(
   const result: ScanResult = {
     signalsFound: 0,
     ordersPlaced: 0,
+    ordersSkippedRisk: 0,
     errors: [],
   };
 
@@ -60,6 +66,9 @@ export async function runScanner(
   const ordersId = env.ORDERS.idFromName("main");
   const ordersStub = env.ORDERS.get(ordersId);
 
+  const positionsId = env.POSITIONS.idFromName("main");
+  const positionsStub = env.POSITIONS.get(positionsId);
+
   try {
     // 1. Scan for signals
     const signals = await strategy.scan(ctx);
@@ -75,7 +84,24 @@ export async function runScanner(
     );
     const pendingOrders = (await pendingOrdersResponse.json()) as Order[];
 
-    // 3. Process each signal
+    // 3. Get current inventories for risk checking
+    const inventoryResponse = await positionsStub.fetch(
+      new Request("http://do/inventory/all")
+    );
+    const inventories = (await inventoryResponse.json()) as TokenInventory[];
+
+    // 4. Get risk limits from config (with defaults)
+    const riskLimits: RiskLimits = {
+      maxPositionPerToken: (config.maxPositionPerToken as number) ?? 100,
+      maxTotalExposure: (config.maxTotalExposure as number) ?? 500,
+      maxLossPerToken: config.maxLossPerToken as number | undefined,
+      maxDailyLoss: config.maxDailyLoss as number | undefined,
+    };
+
+    // Track current prices for risk calculations
+    const currentPrices = new Map<string, number>();
+
+    // 5. Process each signal
     for (const signal of signals) {
       try {
         // Check dedup
@@ -95,6 +121,11 @@ export async function runScanner(
         // Get market data for pricing
         const data = await marketData.getMarketData(signal.tokenId);
 
+        // Track price for risk calc
+        if (data.midpoint !== null) {
+          currentPrices.set(signal.tokenId, data.midpoint);
+        }
+
         // Calculate price
         const price = strategy.calculatePrice(signal, data, config);
 
@@ -105,6 +136,27 @@ export async function runScanner(
         // Determine order size
         const size = (config.orderSize as number) ?? 5;
 
+        // Check risk limits before placing
+        const riskCheck = checkOrderRisk(
+          inventories,
+          {
+            tokenId: signal.tokenId,
+            side: signal.side,
+            size,
+            price,
+          },
+          riskLimits,
+          currentPrices
+        );
+
+        if (!riskCheck.allowed) {
+          result.ordersSkippedRisk++;
+          result.errors.push(
+            `Risk limit blocked ${signal.label}: ${riskCheck.reason}`
+          );
+          continue;
+        }
+
         // Place order via OrderManager (handles live vs paper routing)
         const orderResult = await orderManager.placeOrder({
           slug: signal.slug,