neg risk flag resolution

Polymarket · Jul 19, 2024 · 2fed57d · 2fed57d
1 parent 16e5a51
commit 2fed57d
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Showing 3 changed files with 25 additions and 7 deletions.
diff --git a/py_clob_client/client.py b/py_clob_client/client.py
@@ -1,4 +1,5 @@
 import logging
+from typing import Optional
 
 from .order_builder.builder import OrderBuilder
 from .headers.headers import create_level_1_headers, create_level_2_headers
@@ -29,6 +30,7 @@
     UPDATE_BALANCE_ALLOWANCE,
     IS_ORDER_SCORING,
     GET_TICK_SIZE,
+    GET_NEG_RISK,
     ARE_ORDERS_SCORING,
     GET_SIMPLIFIED_MARKETS,
     GET_MARKETS,
@@ -290,6 +292,10 @@ def get_tick_size(self, token_id: str) -> TickSize:
 
         return self.__tick_sizes[token_id]
 
+    def get_neg_risk(self, token_id: str) -> bool:
+        result = get("{}{}?token_id={}".format(self.host, GET_NEG_RISK, token_id))
+        return result["neg_risk"]
+
     def __resolve_tick_size(
         self, token_id: str, tick_size: TickSize = None
     ) -> TickSize:
@@ -307,7 +313,7 @@ def __resolve_tick_size(
         return tick_size
 
     def create_order(
-        self, order_args: OrderArgs, options: PartialCreateOrderOptions = None
+        self, order_args: OrderArgs, options: Optional[PartialCreateOrderOptions] = None
     ):
         """
         Creates and signs an order
@@ -320,7 +326,6 @@ def create_order(
             order_args.token_id,
             options.tick_size if options else None,
         )
-        neg_risk = options.neg_risk if options else False
 
         if not price_valid(order_args.price, tick_size):
             raise Exception(
@@ -332,6 +337,12 @@ def create_order(
                 + str(1 - float(tick_size))
             )
 
+        neg_risk = (
+            options.neg_risk
+            if options and options.neg_risk
+            else self.get_neg_risk(order_args.token_id)
+        )
+
         return self.builder.create_order(
             order_args,
             CreateOrderOptions(
@@ -341,7 +352,9 @@ def create_order(
         )
 
     def create_market_order(
-        self, order_args: MarketOrderArgs, options: PartialCreateOrderOptions = None
+        self,
+        order_args: MarketOrderArgs,
+        options: Optional[PartialCreateOrderOptions] = None,
     ):
         """
         Creates and signs an order
@@ -354,7 +367,6 @@ def create_market_order(
             order_args.token_id,
             options.tick_size if options else None,
         )
-        neg_risk = options.neg_risk if options else False
 
         if order_args.price is None or order_args.price <= 0:
             order_args.price = self.calculate_market_price(
@@ -371,6 +383,12 @@ def create_market_order(
                 + str(1 - float(tick_size))
             )
 
+        neg_risk = (
+            options.neg_risk
+            if options and options.neg_risk
+            else self.get_neg_risk(order_args.token_id)
+        )
+
         return self.builder.create_market_order(
             order_args,
             CreateOrderOptions(

diff --git a/py_clob_client/clob_types.py b/py_clob_client/clob_types.py
@@ -1,4 +1,3 @@
-from dataclasses import dataclass
 from typing import Any
 from dataclasses import dataclass, asdict
 from json import dumps
@@ -190,13 +189,13 @@ class OrdersScoringParams:
 @dataclass
 class CreateOrderOptions:
     tick_size: TickSize
-    neg_risk: bool = False
+    neg_risk: bool
 
 
 @dataclass
 class PartialCreateOrderOptions:
     tick_size: Optional[TickSize] = None
-    neg_risk: bool = False
+    neg_risk: Optional[bool] = None
 
 
 @dataclass

diff --git a/py_clob_client/endpoints.py b/py_clob_client/endpoints.py
@@ -28,6 +28,7 @@
 IS_ORDER_SCORING = "/order-scoring"
 ARE_ORDERS_SCORING = "/orders-scoring"
 GET_TICK_SIZE = "/tick-size"
+GET_NEG_RISK = "/neg-risk"
 GET_SAMPLING_SIMPLIFIED_MARKETS = "/sampling-simplified-markets"
 GET_SAMPLING_MARKETS = "/sampling-markets"
 GET_SIMPLIFIED_MARKETS = "/simplified-markets"