poly-position-watcher 0.3.6

polymarket proxy wallet redeem

poly-position-watcher

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Overview

poly-position-watcher focuses on real-time position and order monitoring:

• 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 (post-fee net size), original_size (pre-fee net size), sellable_size (on-chain confirmed size), fee_amount (accumulated fee amount)
• Failed trades are detected and returned on positions (has_failed, failed_trades)

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>"]
    )
    order: OrderMessage = service.get_order("<order_id>")
    print(position)
    print(strategy_position)
    print(strategy_positions)
    print(order)
    if position:
        print("size(post-fee):", position.size)
        print("size(pre-fee):", 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 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 = post-fee net size, original_size = pre-fee net size, fee_amount = accumulated fee amount

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

On taker buys, the fee is deducted in shares, so size is reduced by fee / price. On taker sells, the fee is charged in USDC, so position size is unchanged and only fee_amount increases.

---

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