poly-position-watcher 0.3.9

polymarket proxy wallet redeem

poly-position-watcher

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Overview

poly-position-watcher is built for real trading on Polymarket, where order fills, trade updates, position sync, and sellable on-chain balance may not arrive at the same time.

In practice, order filled, trade confirmed, position updated, and sellable on-chain are different states. Strategy code that reacts to only one of them can easily overestimate inventory, mis-time hedges, or place exits before the position is actually ready.

This library acts as an execution reliability layer for Polymarket strategies. It helps you observe and reconcile these states in one place, so your strategy does not mistake "order filled" for "position synchronized" or "position visible" for "actually sellable".

Core capabilities:

• WSS real-time tracking for TRADE and ORDER (positions + orders)
• HTTP polling fallback for reliability
• Optional fee calculation using market feeSchedule
• Position fields for fill checks: size (net position shares), original_size (gross position shares), sellable_size (on-chain confirmed size), fee_amount (accumulated fee amount in USDC)
• Failed trades are detected and returned on positions (has_failed, failed_trades)
• Strategy-scoped position queries by order_ids: get_position_by_order_ids(...) and get_positions_by_order_ids(...)
• Order-aware fill helpers: get_effective_position_size(...), wait_for_orders_filled(...), wait_for_orders_pos_filled(...)
• HTTP fallback namespaces via group=..., so multiple callers can share one watcher without overwriting each other's monitored order/market sets

Note: WSS disconnects are auto-detected and reconnected.

Installation

pip install poly-position-watcher
# pip install poly-position-watcher --index-url https://pypi.org/simple

If installing from source, clone this repo and run pip install -e ..

Quick start

from py_clob_client.client import ClobClient
from poly_position_watcher import PositionWatcherService, OrderMessage, UserPosition

client = ClobClient(
    base_url="https://clob.polymarket.com",
    key="<wallet-key>",
    secret="<wallet-secret>",
)

with PositionWatcherService(
    client=client,
    init_positions=True,  # Initialize positions via official API
    enable_http_fallback=True,  # Enable HTTP polling fallback
    add_init_positions_to_http=True,  # Auto-add condition_ids from init positions to HTTP monitoring
    enable_fee_calc=True,  # Optional: enable fee adjustments
) as service:
    service.set_market_fee_schedule(
        "<condition_id>",
        {"rate": 0.0175, "exponent": 1, "takerOnly": True, "rebateRate": 0.25},
    )

    # Non-blocking: Get current positions and orders (returns immediately)
    position: UserPosition = service.get_position("<token_id>")
    strategy_position: UserPosition | None = service.get_position_by_order_ids(["<order_id>"])
    strategy_positions: dict[str, UserPosition] = service.get_positions_by_order_ids(
        ["<order_id_1>", "<order_id_2>"]
    )
    effective_size: float = service.get_effective_position_size(
        token_id="<token_id>",
        order_ids=["<order_id_1>", "<order_id_2>"],
    )
    order: OrderMessage = service.get_order("<order_id>")
    fill_result = service.wait_for_orders_filled(
        ["<order_id_1>", "<order_id_2>"],
        any_filled=True,
        timeout=3,
    )
    pos_fill_result = service.wait_for_orders_pos_filled(
        ["<order_id_1>", "<order_id_2>"],
        any_filled=True,
        timeout=3,
    )
    print(position)
    print(strategy_position)
    print(strategy_positions)
    print(effective_size)
    print(fill_result)
    print(fill_result.is_filled("<order_id_1>"))
    print(fill_result.get("<order_id_1>"))
    print(pos_fill_result)
    print(order)
    if position:
        print("size(net shares):", position.size)
        print("original_size(gross shares):", position.original_size)
        print("fee_amount:", position.fee_amount)
    service.show_positions(limit=10)
    service.show_orders(limit=10)
    
    # Blocking: Wait for position/order updates (with timeout)
    position: UserPosition = service.blocking_get_position("<token_id>", timeout=5)
    order: OrderMessage = service.blocking_get_order("<order_id>", timeout=3)
    print(position)
    print(order)
    
    # Optional: If you open new positions/orders and want to monitor them via HTTP fallback
    # service.add_http_listen(market_ids=["<condition_id>"], order_ids=["<order_id>"])
    # service.set_http_listen(
    #     market_ids=["<condition_id>"],
    #     order_ids=["<order_id>"],
    #     group="strategy-a",
    # )
    # service.clear_http(group="strategy-a")
    # service.remove_http_listen(market_ids=["<condition_id>"], order_ids=["<order_id>"])
    # service.clear_http()  # Clear all monitoring items, threads continue running

Important:

• When enable_fee_calc=True, you must register market fee metadata with set_market_fee_schedule(...) or set_market_fee_schedules(...).
• get_position() does not fetch /markets automatically.
• If you need strategy-level positions, use get_position_by_order_ids(...) or get_positions_by_order_ids(...); these resolve order.associate_trades first and then fall back to the internal trade index built from live trades.
• If order WS updates may arrive before trade aggregation, use get_effective_position_size(...) to compare position.original_size and order.size_matched safely.
• Use wait_for_orders_filled(...) when you care about order fill progress; use wait_for_orders_pos_filled(...) when you need the position aggregate (position.original_size) to be synchronized before continuing.
• If multiple callers share one watcher, pass group="..." to add_http_listen(...), remove_http_listen(...), set_http_listen(...), set_market_http_listen(...), set_order_http_listen(...), or clear_http(...) so each caller manages its own HTTP fallback namespace without overwriting others.
• If a market is missing feeSchedule, fee calculation is skipped for that market and a warning is logged once.

Where does feeSchedule come from:

• Fetch a market or event from the Gamma API, then read the market object's feeSchedule.
• Your trade payload uses trade.market as the market conditionId, so register fee metadata with conditionId as the key.
• Official docs: Fees, Get event by id, List markets, Get market by slug

Example: fetch an event and register all nested market fee schedules

import requests

event = requests.get(
    "https://gamma-api.polymarket.com/events/<event_id>",
    timeout=10,
).json()

fee_schedule_map = {
    market["conditionId"]: market.get("feeSchedule")
    for market in event.get("markets", [])
    if market.get("feeSchedule")
}

service.set_market_fee_schedules(fee_schedule_map)

Example: fetch a single market and register its fee schedule

import requests

market = requests.get(
    "https://gamma-api.polymarket.com/markets/slug/<market-slug>",
    timeout=10,
).json()

service.set_market_fee_schedule(
    market["conditionId"],
    market.get("feeSchedule"),
)

Example output:

OrderMessage(
  type: 'update',
  event_type: 'order',
  asset_id: '7718951783559279583290056782453440...',
  associate_trades: ['8bf02a75-5...'],
  id: '0x74a71abb9efe59c994e0...',
  market: '0x3b7e9926575eb7fae2...',
  order_owner: None,
  original_size: 37.5,
  outcome: 'Up',
  owner: '',
  price: 0.52,
  side: 'BUY',
  size_matched: 37.5,
  timestamp: 0.0,
  filled: True,
  status: 'MATCHED',
  created_at: datetime.datetime(2025, 12, 8, 9, 44, 50, tzinfo=TzInfo(0))
)
UserPosition(
  price: 0.0,
  size: 0.0,
  original_size: 0.0,
  volume: 0.0,
  fee_amount: 0.0,
  sellable_size: 0.0,
  token_id: '',
  last_update: 0.0,
  market_id: None,
  outcome: None,
  created_at: None,
  has_failed: False,
  failed_trades: []
)

Full example (examples/example.py)

Pretty printing

service.show_positions(limit=10)
service.show_orders(limit=10)

⚠️ Fee notice (taker fee / maker rebate)

---

Some Polymarket markets enable taker fee / maker rebate. This library supports fee calculation from market feeSchedule data:

• Enable with enable_fee_calc=True
• Register condition_id -> feeSchedule through service.set_market_fee_schedule(...) or service.set_market_fee_schedules(...)
• This registration step is required if you want fee-aware positions; the watcher does not auto-fetch /markets
• In practice, use the Gamma market/event response's market.get("feeSchedule")
• Optionally override the fee handler with fee_calc_fn
• Disable (default) if you prefer pre-fee positions
• Returned position fields: size = net position shares, original_size = gross position shares, fee_amount = accumulated fee amount in USDC

Default fee formula (when fee_calc_fn is not provided): fee = size * rate * price * (1 - price).

According to the current Polymarket fees documentation, taker fees are charged in USDC. Under the default calculator, both taker buys and taker sells keep share quantity unchanged; fee impact is tracked in fee_amount instead of reducing size.

---

Position Initialization

When init_positions=True, the service will:

• Fetch current positions via the official Polymarket API (/positions)
• Create fake trades from position data to maintain compatibility with existing trade-based calculations
• Skip positions with currentValue = 0 (empty positions)
• Optionally add condition IDs to HTTP monitoring if add_init_positions_to_http=True

The HTTP fallback polling threads run persistently throughout the with statement lifecycle. You can dynamically add/remove markets and orders without restarting threads.

Note: If you start the watcher before any positions exist, set init_positions=False. The HTTP fallback can be enabled independently and will start with empty monitoring sets if needed.

Configuration

Service Parameters

Parameter	Type	Default	Description
init_positions	bool	False	Initialize positions via official Polymarket API on startup
enable_http_fallback	bool	False	Enable persistent HTTP polling threads as WebSocket fallback
http_poll_interval	float	3.0	HTTP polling interval in seconds
add_init_positions_to_http	bool	False	Automatically add condition IDs from initialized positions to HTTP monitoring
enable_fee_calc	bool	False	Apply fee adjustments using registered market feeSchedule data
market_fee_schedules	mapping	None	Optional initial condition_id -> feeSchedule mapping
fee_calc_fn	callable	None	Custom fee function: (size, price, side, fee_schedule) -> (new_size, fee_amount)

Environment Variables

Environment variable	Description
poly_position_watcher_LOG_LEVEL	Log level, default INFO

To set a proxy for WebSocket connections, build a dict before creating PositionWatcherService and pass it as wss_proxies:

PROXY = {"http_proxy_host": "127.0.0.1", "http_proxy_port": 7890}
service = PositionWatcherService(client, wss_proxies=PROXY)

Dependencies

• py-clob-client
• pydantic
• websocket-client
• requests

Layout

poly_position_watcher/
├── api_worker.py          # HTTP backfill and context management
├── position_service.py    # Core entry; maintains position/order caches
├── trade_calculator.py    # Position calculation utils
├── wss_worker.py          # WebSocket client implementation
├── common/                # Logging and enums
└── schema/                # Pydantic models

License

MIT