@agenticmail/enterprise 0.5.441 → 0.5.443

package/dist/chunk-BPF5DKUM.js

@@ -0,0 +1,392 @@
+import {
+  CLOB_API,
+  GAMMA_API,
+  apiFetch,
+  parallelFetch,
+  parseMarket
+} from "./chunk-E5H64U5H.js";
+
+// src/polymarket-engines/screener.ts
+function scoreLiquidity(m) {
+  if (m.liquidity >= 1e5) return 20;
+  if (m.liquidity >= 5e4) return 18;
+  if (m.liquidity >= 2e4) return 15;
+  if (m.liquidity >= 1e4) return 12;
+  if (m.liquidity >= 5e3) return 8;
+  if (m.liquidity >= 1e3) return 4;
+  return 1;
+}
+function scoreVolume(m) {
+  if (m.volume >= 1e6) return 20;
+  if (m.volume >= 5e5) return 18;
+  if (m.volume >= 1e5) return 15;
+  if (m.volume >= 5e4) return 12;
+  if (m.volume >= 1e4) return 8;
+  if (m.volume >= 1e3) return 4;
+  return 1;
+}
+function scoreSpread(ob) {
+  if (!ob) return 5;
+  if (ob.spreadPct <= 1) return 15;
+  if (ob.spreadPct <= 2) return 13;
+  if (ob.spreadPct <= 3) return 11;
+  if (ob.spreadPct <= 5) return 8;
+  if (ob.spreadPct <= 10) return 4;
+  return 1;
+}
+function scoreEdge(m, ob) {
+  const prices = m.outcomePrices;
+  if (prices.length < 2) return { score: 0, type: null };
+  const yesP = prices[0];
+  const noP = prices[1];
+  const overround = (yesP + noP - 1) * 100;
+  let score = 0;
+  let type = null;
+  if (Math.abs(overround) > 3) {
+    score += Math.min(10, Math.abs(overround));
+    type = overround > 0 ? "negative_ev_market" : "positive_ev_market";
+  }
+  if (yesP > 0.92 || yesP < 0.08) {
+    score += 5;
+    type = type || "extreme_price";
+  }
+  if (ob && Math.abs(ob.imbalance) > 0.4) {
+    score += Math.min(8, Math.abs(ob.imbalance) * 10);
+    type = type || (ob.imbalance > 0 ? "bid_pressure" : "ask_pressure");
+  }
+  if (yesP >= 0.35 && yesP <= 0.65) {
+    score += 5;
+    type = type || "contested";
+  }
+  return { score: Math.min(25, score), type };
+}
+function scoreTiming(m) {
+  if (!m.endDate) return 3;
+  const hoursToClose = (new Date(m.endDate).getTime() - Date.now()) / 36e5;
+  if (hoursToClose <= 0) return 0;
+  if (hoursToClose <= 6) return 10;
+  if (hoursToClose <= 24) return 8;
+  if (hoursToClose <= 72) return 6;
+  if (hoursToClose <= 168) return 4;
+  return 2;
+}
+function scoreMomentum(m) {
+  if (m.liquidity === 0) return 0;
+  const turnover = m.volume / m.liquidity;
+  if (turnover >= 10) return 10;
+  if (turnover >= 5) return 8;
+  if (turnover >= 2) return 6;
+  if (turnover >= 1) return 4;
+  return 2;
+}
+function getPriceLevel(yesPrice) {
+  if (yesPrice >= 0.9) return "extreme_yes";
+  if (yesPrice <= 0.1) return "extreme_no";
+  if (yesPrice >= 0.65) return "leaning_yes";
+  if (yesPrice <= 0.35) return "leaning_no";
+  return "contested";
+}
+async function analyzeOrderbook(tokenId) {
+  try {
+    const book = await apiFetch(`${CLOB_API}/book?token_id=${tokenId}`, 8e3);
+    if (!book?.bids?.length && !book?.asks?.length) return null;
+    const bids = (book.bids || []).slice(0, 10);
+    const asks = (book.asks || []).slice(0, 10);
+    const bestBid = parseFloat(bids[0]?.price || "0");
+    const bestAsk = parseFloat(asks[0]?.price || "1");
+    const spread = bestAsk - bestBid;
+    const midpoint = (bestAsk + bestBid) / 2;
+    const bidDepth = bids.slice(0, 5).reduce((s, l) => s + parseFloat(l.price || "0") * parseFloat(l.size || "0"), 0);
+    const askDepth = asks.slice(0, 5).reduce((s, l) => s + parseFloat(l.price || "0") * parseFloat(l.size || "0"), 0);
+    const totalDepth = bidDepth + askDepth;
+    const imbalance = totalDepth > 0 ? (bidDepth - askDepth) / totalDepth : 0;
+    return {
+      bestBid,
+      bestAsk,
+      spread,
+      spreadPct: midpoint > 0 ? spread / midpoint * 100 : 100,
+      midpoint,
+      bidDepth: Math.round(bidDepth),
+      askDepth: Math.round(askDepth),
+      imbalance: parseFloat(imbalance.toFixed(3)),
+      topBidSize: parseFloat(bids[0]?.size || "0"),
+      topAskSize: parseFloat(asks[0]?.size || "0"),
+      levels: Math.max(bids.length, asks.length)
+    };
+  } catch {
+    return null;
+  }
+}
+function generateRecommendation(m, scores, analysis) {
+  const yesP = m.outcomePrices[0] || 0.5;
+  const noP = m.outcomePrices[1] || 0.5;
+  let action = "watch";
+  let side = yesP <= 0.5 ? "YES" : "NO";
+  let confidence = Math.min(95, scores.total);
+  let reasoning = "";
+  let suggestedSize = "small";
+  let entryPrice = yesP <= 0.5 ? yesP : noP;
+  let targetExit = 0;
+  if (scores.total >= 70) {
+    if (analysis.priceLevel === "contested") {
+      if (analysis.orderbook && analysis.orderbook.imbalance > 0.2) {
+        action = "buy_yes";
+        side = "YES";
+        reasoning = "Contested market with strong bid-side pressure. Orderbook imbalance suggests upward price movement.";
+      } else if (analysis.orderbook && analysis.orderbook.imbalance < -0.2) {
+        action = "buy_no";
+        side = "NO";
+        reasoning = "Contested market with strong ask-side pressure. Orderbook suggests downward movement.";
+      } else {
+        action = "watch";
+        reasoning = "High-quality contested market but no clear directional signal from orderbook.";
+      }
+      suggestedSize = "medium";
+    } else if (analysis.priceLevel === "extreme_yes") {
+      action = "buy_yes";
+      side = "YES";
+      reasoning = `Market at ${(yesP * 100).toFixed(0)}% \u2014 strong consensus. Buying YES for likely resolution. ${analysis.hoursToClose && analysis.hoursToClose < 48 ? "Closing soon adds urgency." : ""}`;
+      suggestedSize = scores.total >= 80 ? "large" : "medium";
+      targetExit = 0.99;
+    } else if (analysis.priceLevel === "extreme_no") {
+      action = "buy_no";
+      side = "NO";
+      reasoning = `Market at ${(yesP * 100).toFixed(0)}% YES \u2014 strong NO consensus. Buying NO for likely resolution.`;
+      suggestedSize = scores.total >= 80 ? "large" : "medium";
+      targetExit = 0.99;
+    }
+  } else if (scores.total >= 50) {
+    if (scores.edge >= 10) {
+      action = analysis.overround < 0 ? "buy_yes" : "buy_no";
+      side = analysis.overround < 0 ? "YES" : "NO";
+      reasoning = `Edge detected: ${analysis.edgeType}. Overround ${analysis.overround.toFixed(1)}%.`;
+      suggestedSize = "small";
+    } else if (analysis.hoursToClose && analysis.hoursToClose < 24 && scores.volume >= 10) {
+      action = yesP > 0.7 ? "buy_yes" : yesP < 0.3 ? "buy_no" : "watch";
+      side = yesP > 0.5 ? "YES" : "NO";
+      reasoning = `Closing in ${analysis.hoursToClose.toFixed(0)}h with high volume. Price likely to converge to outcome.`;
+      suggestedSize = "small";
+    }
+  }
+  if (action === "watch") {
+    reasoning = reasoning || `Scores: liquidity=${scores.liquidity}, volume=${scores.volume}, spread=${scores.spread}, edge=${scores.edge}. No strong signal yet.`;
+  }
+  entryPrice = side === "YES" ? yesP : noP;
+  if (!targetExit) {
+    targetExit = side === "YES" ? Math.min(0.99, yesP + 0.1) : Math.min(0.99, noP + 0.1);
+  }
+  return { action, side, confidence, reasoning, suggestedSize, entryPrice, targetExit };
+}
+async function screenMarkets(opts = {}) {
+  const strategy = opts.strategy || "best_opportunities";
+  const limit = opts.limit || 15;
+  const fetchParams = {
+    active: "true",
+    closed: "false",
+    limit: "100"
+  };
+  switch (strategy) {
+    case "high_volume":
+      fetchParams.order = "volume";
+      fetchParams.ascending = "false";
+      break;
+    case "closing_soon": {
+      fetchParams.order = "end_date";
+      fetchParams.ascending = "true";
+      fetchParams.end_date_min = (/* @__PURE__ */ new Date()).toISOString();
+      fetchParams.limit = "200";
+      if (!opts.hoursToClose) opts.hoursToClose = 168;
+      break;
+    }
+    case "new_markets":
+      fetchParams.order = "startDate";
+      fetchParams.ascending = "false";
+      break;
+    default:
+      fetchParams.order = "volume";
+      fetchParams.ascending = "false";
+      break;
+  }
+  if (opts.categories?.length) fetchParams.tag = opts.categories[0];
+  if (opts.query) fetchParams.search = opts.query;
+  let allMarkets = [];
+  const fetches = [];
+  fetches.push((async () => {
+    try {
+      const raw = await apiFetch(`${GAMMA_API}/markets?${new URLSearchParams(fetchParams)}`);
+      if (Array.isArray(raw)) allMarkets.push(...raw);
+    } catch {
+    }
+  })());
+  fetches.push((async () => {
+    try {
+      const evParams = { active: "true", closed: "false", limit: "100", order: fetchParams.order || "volume", ascending: fetchParams.ascending || "false" };
+      if (opts.query) evParams.search = opts.query;
+      if (opts.categories?.length) evParams.tag_id = opts.categories[0];
+      const events = await apiFetch(`${GAMMA_API}/events?${new URLSearchParams(evParams)}`);
+      if (Array.isArray(events)) {
+        for (const ev of events) {
+          if (ev.markets && Array.isArray(ev.markets)) {
+            for (const m of ev.markets) {
+              if (m.active && !m.closed) allMarkets.push(m);
+            }
+          }
+        }
+      }
+    } catch {
+    }
+  })());
+  if (!opts.query && (strategy === "best_opportunities" || strategy === "high_volume")) {
+    fetches.push((async () => {
+      try {
+        const divEvParams = { active: "true", closed: "false", limit: "50", order: "liquidity", ascending: "false" };
+        const events2 = await apiFetch(`${GAMMA_API}/events?${new URLSearchParams(divEvParams)}`);
+        if (Array.isArray(events2)) {
+          for (const ev of events2) {
+            if (ev.markets && Array.isArray(ev.markets)) {
+              for (const m of ev.markets) {
+                if (m.active && !m.closed) allMarkets.push(m);
+              }
+            }
+          }
+        }
+      } catch {
+      }
+    })());
+    fetches.push((async () => {
+      try {
+        const diverseParams = { ...fetchParams, order: "liquidity", limit: "50" };
+        const raw2 = await apiFetch(`${GAMMA_API}/markets?${new URLSearchParams(diverseParams)}`);
+        if (Array.isArray(raw2)) allMarkets.push(...raw2);
+      } catch {
+      }
+    })());
+  }
+  await Promise.all(fetches);
+  if (allMarkets.length === 0) {
+    return { strategy, scanned: 0, qualified: 0, markets: [], summary: "No markets found" };
+  }
+  const seen = /* @__PURE__ */ new Set();
+  allMarkets = allMarkets.filter((m) => {
+    const key = m.conditionId || m.id;
+    if (seen.has(key)) return false;
+    seen.add(key);
+    return true;
+  });
+  if (opts.extraMarkets?.length) {
+    const existingIds = new Set(allMarkets.map((m) => m.conditionId || m.id));
+    for (const m of opts.extraMarkets) {
+      if (!existingIds.has(m.conditionId || m.id)) {
+        allMarkets.push(m);
+        existingIds.add(m.conditionId || m.id);
+      }
+    }
+  }
+  let parsed = allMarkets.map(parseMarket).filter((m) => {
+    if (!m.active || m.clobTokenIds.length === 0) return false;
+    if (m.endDate && new Date(m.endDate).getTime() < Date.now()) return false;
+    if (m.liquidity < 1) return false;
+    return true;
+  });
+  if (opts.minVolume) parsed = parsed.filter((m) => m.volume >= opts.minVolume);
+  if (opts.minLiquidity) parsed = parsed.filter((m) => m.liquidity >= opts.minLiquidity);
+  if (opts.hoursToClose) {
+    parsed = parsed.filter((m) => {
+      if (!m.endDate) return false;
+      const h = (new Date(m.endDate).getTime() - Date.now()) / 36e5;
+      return h > 0 && h <= opts.hoursToClose;
+    });
+  }
+  if (strategy === "contested") parsed = parsed.filter((m) => m.outcomePrices[0] >= 0.3 && m.outcomePrices[0] <= 0.7);
+  else if (strategy === "safe_bets") parsed = parsed.filter((m) => m.outcomePrices[0] >= 0.85 || m.outcomePrices[0] <= 0.15);
+  else if (strategy === "mispriced") parsed = parsed.filter((m) => Math.abs(m.outcomePrices.reduce((a, b) => a + b, 0) - 1) > 0.02);
+  parsed.sort((a, b) => b.volume * b.liquidity - a.volume * a.liquidity);
+  const topCandidates = parsed.slice(0, opts.includeOrderbook ? Math.min(30, parsed.length) : 0);
+  const orderbookMap = /* @__PURE__ */ new Map();
+  if (opts.includeOrderbook !== false && topCandidates.length > 0) {
+    const obResults = await parallelFetch(
+      topCandidates,
+      async (m) => {
+        const tokenId = m.clobTokenIds[0];
+        if (!tokenId) return { id: m.id, ob: null };
+        const ob = await analyzeOrderbook(tokenId);
+        return { id: m.id, ob };
+      },
+      5
+    );
+    for (const r of obResults) orderbookMap.set(r.id, r.ob);
+  }
+  const scored = parsed.map((m) => {
+    const ob = orderbookMap.get(m.id) || null;
+    const liquidityScore = scoreLiquidity(m);
+    const volumeScore = scoreVolume(m);
+    const spreadScore = scoreSpread(ob);
+    const { score: edgeScore, type: edgeType } = scoreEdge(m, ob);
+    const timingScore = scoreTiming(m);
+    const momentumScore = scoreMomentum(m);
+    const total = liquidityScore + volumeScore + spreadScore + edgeScore + timingScore + momentumScore;
+    const yesP = m.outcomePrices[0] || 0.5;
+    const noP = m.outcomePrices[1] || 0.5;
+    const overround = (yesP + noP - 1) * 100;
+    const hoursToClose = m.endDate ? (new Date(m.endDate).getTime() - Date.now()) / 36e5 : null;
+    const scores = { total, liquidity: liquidityScore, volume: volumeScore, spread: spreadScore, edge: edgeScore, timing: timingScore, momentum: momentumScore };
+    const analysis = {
+      overround,
+      hoursToClose,
+      volumePerHour: m.startDate ? m.volume / Math.max(1, (Date.now() - new Date(m.startDate).getTime()) / 36e5) : 0,
+      priceLevel: getPriceLevel(yesP),
+      edgeType,
+      orderbook: ob || void 0
+    };
+    const recommendation = generateRecommendation(m, scores, analysis);
+    return { market: m, scores, analysis, recommendation };
+  });
+  switch (strategy) {
+    case "high_volume":
+      scored.sort((a, b) => b.market.volume - a.market.volume);
+      break;
+    case "closing_soon":
+      scored.sort((a, b) => (a.analysis.hoursToClose || 9999) - (b.analysis.hoursToClose || 9999));
+      break;
+    case "mispriced":
+      scored.sort((a, b) => b.scores.edge - a.scores.edge);
+      break;
+    case "safe_bets":
+      scored.sort((a, b) => {
+        const aConf = Math.max(a.market.outcomePrices[0], a.market.outcomePrices[1] || 0);
+        const bConf = Math.max(b.market.outcomePrices[0], b.market.outcomePrices[1] || 0);
+        return bConf - aConf;
+      });
+      break;
+    case "momentum":
+      scored.sort((a, b) => b.scores.momentum - a.scores.momentum);
+      break;
+    default:
+      scored.sort((a, b) => b.scores.total - a.scores.total);
+  }
+  let filtered = scored;
+  if (opts.maxPrice) filtered = filtered.filter((s) => s.recommendation.entryPrice <= opts.maxPrice);
+  if (opts.minEdgeScore) filtered = filtered.filter((s) => s.scores.edge >= opts.minEdgeScore);
+  if (opts.maxSpreadPct) filtered = filtered.filter((s) => !s.analysis.orderbook || s.analysis.orderbook.spreadPct <= opts.maxSpreadPct);
+  const final = filtered.slice(0, limit);
+  const actionable = final.filter((s) => s.recommendation.action !== "watch" && s.recommendation.action !== "avoid");
+  const summary = [
+    `Screened ${parsed.length} markets using "${strategy}" strategy.`,
+    `${final.length} passed filters.`,
+    actionable.length > 0 ? `${actionable.length} actionable: ${actionable.map((s) => `${s.recommendation.action} "${s.market.question.substring(0, 50)}" @ ${(s.recommendation.entryPrice * 100).toFixed(0)}\xA2`).join("; ")}` : "No strong signals right now \u2014 market conditions may be quiet."
+  ].join(" ");
+  return { strategy, scanned: parsed.length, qualified: final.length, markets: final, summary };
+}
+
+export {
+  scoreLiquidity,
+  scoreVolume,
+  scoreSpread,
+  scoreEdge,
+  scoreTiming,
+  scoreMomentum,
+  getPriceLevel,
+  analyzeOrderbook,
+  generateRecommendation,
+  screenMarkets
+};