@catalyst-team/poly-sdk 0.1.1 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (191) hide show
  1. package/LICENSE +1 -1
  2. package/README.en.md +502 -0
  3. package/README.md +6 -1
  4. package/README.zh-CN.md +502 -0
  5. package/dist/__tests__/clob-api.test.d.ts +5 -0
  6. package/dist/__tests__/clob-api.test.d.ts.map +1 -0
  7. package/dist/__tests__/clob-api.test.js +240 -0
  8. package/dist/__tests__/clob-api.test.js.map +1 -0
  9. package/dist/__tests__/integration/bridge-client.integration.test.d.ts +11 -0
  10. package/dist/__tests__/integration/bridge-client.integration.test.d.ts.map +1 -0
  11. package/dist/__tests__/integration/bridge-client.integration.test.js +260 -0
  12. package/dist/__tests__/integration/bridge-client.integration.test.js.map +1 -0
  13. package/dist/__tests__/integration/clob-api.integration.test.d.ts +13 -0
  14. package/dist/__tests__/integration/clob-api.integration.test.d.ts.map +1 -0
  15. package/dist/__tests__/integration/clob-api.integration.test.js +170 -0
  16. package/dist/__tests__/integration/clob-api.integration.test.js.map +1 -0
  17. package/dist/__tests__/integration/ctf-client.integration.test.d.ts +17 -0
  18. package/dist/__tests__/integration/ctf-client.integration.test.d.ts.map +1 -0
  19. package/dist/__tests__/integration/ctf-client.integration.test.js +234 -0
  20. package/dist/__tests__/integration/ctf-client.integration.test.js.map +1 -0
  21. package/dist/__tests__/integration/data-api.integration.test.d.ts +9 -0
  22. package/dist/__tests__/integration/data-api.integration.test.d.ts.map +1 -0
  23. package/dist/__tests__/integration/data-api.integration.test.js +161 -0
  24. package/dist/__tests__/integration/data-api.integration.test.js.map +1 -0
  25. package/dist/__tests__/integration/gamma-api.integration.test.d.ts +9 -0
  26. package/dist/__tests__/integration/gamma-api.integration.test.d.ts.map +1 -0
  27. package/dist/__tests__/integration/gamma-api.integration.test.js +170 -0
  28. package/dist/__tests__/integration/gamma-api.integration.test.js.map +1 -0
  29. package/dist/__tests__/test-utils.d.ts +92 -0
  30. package/dist/__tests__/test-utils.d.ts.map +1 -0
  31. package/dist/__tests__/test-utils.js +143 -0
  32. package/dist/__tests__/test-utils.js.map +1 -0
  33. package/dist/clients/bridge-client.d.ts +388 -0
  34. package/dist/clients/bridge-client.d.ts.map +1 -0
  35. package/dist/clients/bridge-client.js +587 -0
  36. package/dist/clients/bridge-client.js.map +1 -0
  37. package/dist/clients/clob-api.d.ts +318 -0
  38. package/dist/clients/clob-api.d.ts.map +1 -0
  39. package/dist/clients/clob-api.js +388 -0
  40. package/dist/clients/clob-api.js.map +1 -0
  41. package/dist/clients/ctf-client.d.ts +473 -0
  42. package/dist/clients/ctf-client.d.ts.map +1 -0
  43. package/dist/clients/ctf-client.js +915 -0
  44. package/dist/clients/ctf-client.js.map +1 -0
  45. package/dist/clients/data-api.d.ts +134 -0
  46. package/dist/clients/data-api.d.ts.map +1 -0
  47. package/dist/clients/data-api.js +265 -0
  48. package/dist/clients/data-api.js.map +1 -0
  49. package/dist/clients/gamma-api.d.ts +401 -0
  50. package/dist/clients/gamma-api.d.ts.map +1 -0
  51. package/dist/clients/gamma-api.js +352 -0
  52. package/dist/clients/gamma-api.js.map +1 -0
  53. package/dist/clients/trading-client.d.ts +252 -0
  54. package/dist/clients/trading-client.d.ts.map +1 -0
  55. package/dist/clients/trading-client.js +543 -0
  56. package/dist/clients/trading-client.js.map +1 -0
  57. package/dist/clients/websocket-manager.d.ts +100 -0
  58. package/dist/clients/websocket-manager.d.ts.map +1 -0
  59. package/dist/clients/websocket-manager.js +193 -0
  60. package/dist/clients/websocket-manager.js.map +1 -0
  61. package/dist/core/cache-adapter-bridge.d.ts +36 -0
  62. package/dist/core/cache-adapter-bridge.d.ts.map +1 -0
  63. package/dist/core/cache-adapter-bridge.js +81 -0
  64. package/dist/core/cache-adapter-bridge.js.map +1 -0
  65. package/dist/core/cache.d.ts +40 -0
  66. package/dist/core/cache.d.ts.map +1 -0
  67. package/dist/core/cache.js +71 -0
  68. package/dist/core/cache.js.map +1 -0
  69. package/dist/core/errors.d.ts +38 -0
  70. package/dist/core/errors.d.ts.map +1 -0
  71. package/dist/core/errors.js +84 -0
  72. package/dist/core/errors.js.map +1 -0
  73. package/dist/core/rate-limiter.d.ts +31 -0
  74. package/dist/core/rate-limiter.d.ts.map +1 -0
  75. package/dist/core/rate-limiter.js +70 -0
  76. package/dist/core/rate-limiter.js.map +1 -0
  77. package/{src/core/types.ts → dist/core/types.d.ts} +169 -215
  78. package/dist/core/types.d.ts.map +1 -0
  79. package/dist/core/types.js +19 -0
  80. package/dist/core/types.js.map +1 -0
  81. package/dist/core/unified-cache.d.ts +63 -0
  82. package/dist/core/unified-cache.d.ts.map +1 -0
  83. package/dist/core/unified-cache.js +114 -0
  84. package/dist/core/unified-cache.js.map +1 -0
  85. package/dist/index.d.ts +93 -0
  86. package/dist/index.d.ts.map +1 -0
  87. package/dist/index.js +255 -0
  88. package/dist/index.js.map +1 -0
  89. package/dist/services/arbitrage-service.d.ts +408 -0
  90. package/dist/services/arbitrage-service.d.ts.map +1 -0
  91. package/dist/services/arbitrage-service.js +1422 -0
  92. package/dist/services/arbitrage-service.js.map +1 -0
  93. package/dist/services/authorization-service.d.ts +97 -0
  94. package/dist/services/authorization-service.d.ts.map +1 -0
  95. package/dist/services/authorization-service.js +279 -0
  96. package/dist/services/authorization-service.js.map +1 -0
  97. package/dist/services/market-service.d.ts +108 -0
  98. package/dist/services/market-service.d.ts.map +1 -0
  99. package/dist/services/market-service.js +458 -0
  100. package/dist/services/market-service.js.map +1 -0
  101. package/dist/services/realtime-service.d.ts +82 -0
  102. package/dist/services/realtime-service.d.ts.map +1 -0
  103. package/dist/services/realtime-service.js +150 -0
  104. package/dist/services/realtime-service.js.map +1 -0
  105. package/dist/services/swap-service.d.ts +217 -0
  106. package/dist/services/swap-service.d.ts.map +1 -0
  107. package/dist/services/swap-service.js +695 -0
  108. package/dist/services/swap-service.js.map +1 -0
  109. package/dist/services/wallet-service.d.ts +94 -0
  110. package/dist/services/wallet-service.d.ts.map +1 -0
  111. package/dist/services/wallet-service.js +173 -0
  112. package/dist/services/wallet-service.js.map +1 -0
  113. package/dist/utils/price-utils.d.ts +153 -0
  114. package/dist/utils/price-utils.d.ts.map +1 -0
  115. package/dist/utils/price-utils.js +236 -0
  116. package/dist/utils/price-utils.js.map +1 -0
  117. package/package.json +7 -2
  118. package/docs/00-design.md +0 -760
  119. package/docs/02-API.md +0 -1148
  120. package/docs/arbitrage.md +0 -754
  121. package/docs/reports/smart-money-analysis-2025-12-23-cn.md +0 -840
  122. package/examples/01-basic-usage.ts +0 -68
  123. package/examples/02-smart-money.ts +0 -95
  124. package/examples/03-market-analysis.ts +0 -108
  125. package/examples/04-kline-aggregation.ts +0 -158
  126. package/examples/05-follow-wallet-strategy.ts +0 -156
  127. package/examples/06-services-demo.ts +0 -124
  128. package/examples/07-realtime-websocket.ts +0 -117
  129. package/examples/08-trading-orders.ts +0 -278
  130. package/examples/09-rewards-tracking.ts +0 -187
  131. package/examples/10-ctf-operations.ts +0 -336
  132. package/examples/11-live-arbitrage-scan.ts +0 -221
  133. package/examples/12-trending-arb-monitor.ts +0 -406
  134. package/examples/13-arbitrage-service.ts +0 -211
  135. package/examples/README.md +0 -179
  136. package/scripts/README.md +0 -163
  137. package/scripts/approvals/approve-erc1155.ts +0 -129
  138. package/scripts/approvals/approve-neg-risk-erc1155.ts +0 -149
  139. package/scripts/approvals/approve-neg-risk.ts +0 -102
  140. package/scripts/approvals/check-all-allowances.ts +0 -150
  141. package/scripts/approvals/check-allowance.ts +0 -129
  142. package/scripts/approvals/check-ctf-approval.ts +0 -158
  143. package/scripts/arb/faze-bo3-arb.ts +0 -385
  144. package/scripts/arb/settle-position.ts +0 -190
  145. package/scripts/arb/token-rebalancer.ts +0 -420
  146. package/scripts/datas/001-report.md +0 -486
  147. package/scripts/datas/clone-modal-screenshot.png +0 -0
  148. package/scripts/deposit/deposit-native-usdc.ts +0 -179
  149. package/scripts/deposit/deposit-usdc.ts +0 -155
  150. package/scripts/deposit/swap-usdc-to-usdce.ts +0 -375
  151. package/scripts/research/research-markets.ts +0 -166
  152. package/scripts/trading/check-orders.ts +0 -50
  153. package/scripts/trading/sell-nvidia-positions.ts +0 -206
  154. package/scripts/trading/test-order.ts +0 -172
  155. package/scripts/verify/test-approve-trading.ts +0 -98
  156. package/scripts/verify/test-provider-fix.ts +0 -43
  157. package/scripts/verify/test-search-mcp.ts +0 -113
  158. package/scripts/verify/verify-all-apis.ts +0 -160
  159. package/scripts/wallet/check-wallet-balances.ts +0 -75
  160. package/scripts/wallet/test-wallet-operations.ts +0 -191
  161. package/scripts/wallet/verify-wallet-tools.ts +0 -124
  162. package/src/__tests__/clob-api.test.ts +0 -301
  163. package/src/__tests__/integration/bridge-client.integration.test.ts +0 -314
  164. package/src/__tests__/integration/clob-api.integration.test.ts +0 -218
  165. package/src/__tests__/integration/ctf-client.integration.test.ts +0 -331
  166. package/src/__tests__/integration/data-api.integration.test.ts +0 -194
  167. package/src/__tests__/integration/gamma-api.integration.test.ts +0 -206
  168. package/src/__tests__/test-utils.ts +0 -170
  169. package/src/clients/bridge-client.ts +0 -841
  170. package/src/clients/clob-api.ts +0 -629
  171. package/src/clients/ctf-client.ts +0 -1216
  172. package/src/clients/data-api.ts +0 -469
  173. package/src/clients/gamma-api.ts +0 -597
  174. package/src/clients/trading-client.ts +0 -749
  175. package/src/clients/websocket-manager.ts +0 -267
  176. package/src/core/cache-adapter-bridge.ts +0 -94
  177. package/src/core/cache.ts +0 -85
  178. package/src/core/errors.ts +0 -117
  179. package/src/core/rate-limiter.ts +0 -74
  180. package/src/core/unified-cache.ts +0 -153
  181. package/src/index.ts +0 -461
  182. package/src/services/arbitrage-service.ts +0 -1807
  183. package/src/services/authorization-service.ts +0 -357
  184. package/src/services/market-service.ts +0 -544
  185. package/src/services/realtime-service.ts +0 -196
  186. package/src/services/swap-service.ts +0 -896
  187. package/src/services/wallet-service.ts +0 -259
  188. package/src/utils/price-utils.ts +0 -307
  189. package/tsconfig.json +0 -8
  190. package/vitest.config.ts +0 -19
  191. package/vitest.integration.config.ts +0 -18
@@ -1,221 +0,0 @@
1
- /**
2
- * Example 12: Live Arbitrage Scan
3
- *
4
- * This script scans real Polymarket markets for arbitrage opportunities.
5
- * It uses only read operations (no trading) to safely test the arbitrage detection.
6
- *
7
- * Features demonstrated:
8
- * - Real market data fetching
9
- * - Arbitrage opportunity detection
10
- * - Gas cost estimation
11
- * - Pre-flight checks simulation
12
- *
13
- * Run with:
14
- * pnpm example:live-arb
15
- */
16
-
17
- import { PolymarketSDK, checkArbitrage } from '../src/index.js';
18
-
19
- async function main() {
20
- console.log('=== Live Arbitrage Market Scan ===\n');
21
- console.log('Scanning real Polymarket markets for arbitrage opportunities...\n');
22
-
23
- // Initialize SDK (no credentials needed for read operations)
24
- const sdk = new PolymarketSDK();
25
-
26
- // ===== 1. Fetch Active Markets =====
27
- console.log('1. Fetching active markets...\n');
28
-
29
- const markets = await sdk.gammaApi.getMarkets({
30
- closed: false,
31
- active: true,
32
- limit: 50,
33
- });
34
-
35
- console.log(` Found ${markets.length} active markets\n`);
36
-
37
- // ===== 2. Analyze Each Market for Arbitrage =====
38
- console.log('2. Analyzing markets for arbitrage opportunities...\n');
39
-
40
- const opportunities: Array<{
41
- question: string;
42
- slug: string;
43
- conditionId: string;
44
- type: 'long' | 'short';
45
- yesAsk: number;
46
- noAsk: number;
47
- yesBid: number;
48
- noBid: number;
49
- askSum: number;
50
- bidSum: number;
51
- longArbProfit: number;
52
- shortArbProfit: number;
53
- spread: number;
54
- volume24h: number;
55
- }> = [];
56
-
57
- let analyzed = 0;
58
- let errors = 0;
59
-
60
- for (const market of markets) {
61
- if (!market.conditionId) continue;
62
-
63
- try {
64
- const orderbook = await sdk.clobApi.getProcessedOrderbook(market.conditionId);
65
-
66
- analyzed++;
67
-
68
- // Check for any arbitrage
69
- const arb = checkArbitrage(
70
- orderbook.yes.ask,
71
- orderbook.no.ask,
72
- orderbook.yes.bid,
73
- orderbook.no.bid
74
- );
75
-
76
- // Store all markets for analysis (even with negative arb profit)
77
- // This helps us understand market efficiency
78
- if (orderbook.yes.ask > 0 && orderbook.no.ask > 0) {
79
- opportunities.push({
80
- question: market.question?.slice(0, 60) || 'Unknown',
81
- slug: market.slug || '',
82
- conditionId: market.conditionId,
83
- type: arb?.type || (orderbook.summary.longArbProfit > orderbook.summary.shortArbProfit ? 'long' : 'short'),
84
- yesAsk: orderbook.yes.ask,
85
- noAsk: orderbook.no.ask,
86
- yesBid: orderbook.yes.bid,
87
- noBid: orderbook.no.bid,
88
- askSum: orderbook.summary.askSum,
89
- bidSum: orderbook.summary.bidSum,
90
- longArbProfit: orderbook.summary.longArbProfit,
91
- shortArbProfit: orderbook.summary.shortArbProfit,
92
- spread: orderbook.summary.spread,
93
- volume24h: market.volume24hr || 0,
94
- });
95
- }
96
-
97
- // Progress indicator
98
- if (analyzed % 10 === 0) {
99
- process.stdout.write(` Analyzed ${analyzed}/${markets.length} markets...\r`);
100
- }
101
- } catch {
102
- errors++;
103
- }
104
- }
105
-
106
- console.log(`\n Completed: ${analyzed} markets analyzed, ${errors} errors\n`);
107
-
108
- // ===== 3. Sort and Display Results =====
109
- console.log('3. Top Arbitrage Opportunities:\n');
110
-
111
- // Sort by best opportunity (max of long or short profit)
112
- opportunities.sort((a, b) => {
113
- const aMax = Math.max(a.longArbProfit, a.shortArbProfit);
114
- const bMax = Math.max(b.longArbProfit, b.shortArbProfit);
115
- return bMax - aMax;
116
- });
117
-
118
- // Display top 10
119
- const top10 = opportunities.slice(0, 10);
120
-
121
- if (top10.length === 0) {
122
- console.log(' No markets found with significant spread');
123
- } else {
124
- console.log(' ┌────────────────────────────────────────────────────────────────┐');
125
- console.log(' │ Market Analysis (Top 10 by potential profit) │');
126
- console.log(' ├────────────────────────────────────────────────────────────────┤');
127
-
128
- for (const opp of top10) {
129
- const maxProfit = Math.max(opp.longArbProfit, opp.shortArbProfit);
130
- const arbType = opp.longArbProfit > opp.shortArbProfit ? 'LONG' : 'SHORT';
131
- const isProfitable = maxProfit > 0;
132
-
133
- console.log(` │ ${opp.question.padEnd(60)} │`);
134
- console.log(` │ │`);
135
- console.log(` │ YES: ask=${opp.yesAsk.toFixed(4)} bid=${opp.yesBid.toFixed(4)} │`);
136
- console.log(` │ NO: ask=${opp.noAsk.toFixed(4)} bid=${opp.noBid.toFixed(4)} │`);
137
- console.log(` │ Sum: askSum=${opp.askSum.toFixed(4)} bidSum=${opp.bidSum.toFixed(4)} │`);
138
- console.log(` │ ${arbType} Profit: ${(maxProfit * 100).toFixed(2)}% ${isProfitable ? '✅' : '❌'} │`);
139
- console.log(` │ 24h Volume: $${opp.volume24h.toLocaleString()} │`);
140
- console.log(` ├────────────────────────────────────────────────────────────────┤`);
141
- }
142
-
143
- console.log(' └────────────────────────────────────────────────────────────────┘');
144
- }
145
-
146
- // ===== 4. Check for Actual Profitable Opportunities =====
147
- console.log('\n4. Profitable Opportunities (> 0% profit):\n');
148
-
149
- const profitable = opportunities.filter(
150
- (opp) => opp.longArbProfit > 0 || opp.shortArbProfit > 0
151
- );
152
-
153
- if (profitable.length === 0) {
154
- console.log(' No profitable arbitrage opportunities found.');
155
- console.log(' This is normal - markets are usually efficient.\n');
156
- console.log(' ┌─────────────────────────────────────────────────────────────────┐');
157
- console.log(' │ Why no arbitrage? │');
158
- console.log(' │ │');
159
- console.log(' │ 1. Market makers actively close arbitrage gaps │');
160
- console.log(' │ 2. Gas costs (~$0.01-0.05) eat into small profits │');
161
- console.log(' │ 3. Trading fees reduce effective profit │');
162
- console.log(' │ 4. Opportunities disappear in milliseconds │');
163
- console.log(' │ │');
164
- console.log(' │ Successful arbitrage requires: │');
165
- console.log(' │ - Very fast execution │');
166
- console.log(' │ - Optimized gas usage │');
167
- console.log(' │ - Significant capital ($1000+) │');
168
- console.log(' └─────────────────────────────────────────────────────────────────┘');
169
- } else {
170
- console.log(` Found ${profitable.length} profitable opportunities:\n`);
171
-
172
- for (const opp of profitable) {
173
- const arbType = opp.longArbProfit > opp.shortArbProfit ? 'LONG' : 'SHORT';
174
- const profit = Math.max(opp.longArbProfit, opp.shortArbProfit);
175
-
176
- console.log(` 🎯 ${arbType} ARB: ${(profit * 100).toFixed(2)}% profit`);
177
- console.log(` Market: ${opp.question}`);
178
- console.log(` Condition ID: ${opp.conditionId}`);
179
-
180
- if (arbType === 'LONG') {
181
- console.log(` Strategy: Buy YES@${opp.yesAsk.toFixed(4)} + NO@${opp.noAsk.toFixed(4)} = ${opp.askSum.toFixed(4)} → Merge for $1`);
182
- } else {
183
- console.log(` Strategy: Split $1 → Sell YES@${opp.yesBid.toFixed(4)} + NO@${opp.noBid.toFixed(4)} = ${opp.bidSum.toFixed(4)}`);
184
- }
185
- console.log('');
186
- }
187
- }
188
-
189
- // ===== 5. Market Efficiency Analysis =====
190
- console.log('\n5. Market Efficiency Summary:\n');
191
-
192
- if (opportunities.length === 0) {
193
- console.log(' No markets analyzed with valid orderbooks.\n');
194
- } else {
195
- const avgAskSum = opportunities.reduce((sum, o) => sum + o.askSum, 0) / opportunities.length;
196
- const avgBidSum = opportunities.reduce((sum, o) => sum + o.bidSum, 0) / opportunities.length;
197
- const avgSpread = opportunities.reduce((sum, o) => sum + o.spread, 0) / opportunities.length;
198
-
199
- const closestToLongArb = opportunities.reduce((closest, o) =>
200
- Math.abs(1 - o.askSum) < Math.abs(1 - closest.askSum) ? o : closest
201
- );
202
-
203
- const closestToShortArb = opportunities.reduce((closest, o) =>
204
- Math.abs(1 - o.bidSum) < Math.abs(1 - closest.bidSum) ? o : closest
205
- );
206
-
207
- console.log(` Average Ask Sum: ${avgAskSum.toFixed(4)} (ideal for long arb: < 1.0)`);
208
- console.log(` Average Bid Sum: ${avgBidSum.toFixed(4)} (ideal for short arb: > 1.0)`);
209
- console.log(` Average Spread: ${(avgSpread * 100).toFixed(2)}%`);
210
- console.log('');
211
- console.log(` Closest to Long Arb: ${closestToLongArb.question.slice(0, 40)}...`);
212
- console.log(` askSum = ${closestToLongArb.askSum.toFixed(4)}, profit = ${(closestToLongArb.longArbProfit * 100).toFixed(2)}%`);
213
- console.log('');
214
- console.log(` Closest to Short Arb: ${closestToShortArb.question.slice(0, 40)}...`);
215
- console.log(` bidSum = ${closestToShortArb.bidSum.toFixed(4)}, profit = ${(closestToShortArb.shortArbProfit * 100).toFixed(2)}%`);
216
- }
217
-
218
- console.log('\n=== Scan Complete ===\n');
219
- }
220
-
221
- main().catch(console.error);
@@ -1,406 +0,0 @@
1
- /**
2
- * Example 13: Trending Markets Arbitrage Monitor
3
- *
4
- * Real-time monitoring of trending Polymarket markets for arbitrage opportunities.
5
- *
6
- * IMPORTANT: Understanding Polymarket Orderbook
7
- * =============================================
8
- * Polymarket 订单簿的关键特性:买 YES @ P = 卖 NO @ (1-P)
9
- * 因此同一订单会在两个订单簿中出现
10
- *
11
- * 正确的套利计算必须使用"有效价格":
12
- * - effectiveBuyYes = min(YES.ask, 1 - NO.bid)
13
- * - effectiveBuyNo = min(NO.ask, 1 - YES.bid)
14
- * - effectiveSellYes = max(YES.bid, 1 - NO.ask)
15
- * - effectiveSellNo = max(NO.bid, 1 - YES.ask)
16
- *
17
- * 详细文档见: docs/01-polymarket-orderbook-arbitrage.md
18
- *
19
- * Features:
20
- * - Fetches trending markets from Gamma API
21
- * - Continuously monitors orderbooks for arb opportunities
22
- * - Uses correct effective price calculations
23
- * - Detailed logging for debugging and analysis
24
- * - Configurable scan interval and profit thresholds
25
- *
26
- * Run with:
27
- * pnpm example:trending-arb
28
- *
29
- * Environment variables:
30
- * SCAN_INTERVAL_MS - Scan interval in ms (default: 5000)
31
- * MIN_PROFIT_THRESHOLD - Minimum profit % (default: 0.1)
32
- * MAX_MARKETS - Max markets to monitor (default: 20)
33
- */
34
-
35
- import { PolymarketSDK, checkArbitrage, getEffectivePrices } from '../src/index.js';
36
-
37
- // ===== Configuration =====
38
- const CONFIG = {
39
- scanIntervalMs: parseInt(process.env.SCAN_INTERVAL_MS || '5000'),
40
- minProfitThreshold: parseFloat(process.env.MIN_PROFIT_THRESHOLD || '0.1') / 100, // Convert % to decimal
41
- maxMarkets: parseInt(process.env.MAX_MARKETS || '20'),
42
- refreshMarketsIntervalMs: 60000, // Refresh trending markets every minute
43
- maxCycles: parseInt(process.env.MAX_CYCLES || '0'), // 0 = unlimited
44
- };
45
-
46
- // ===== Logging Utilities =====
47
- function log(level: 'INFO' | 'WARN' | 'ERROR' | 'DEBUG' | 'SUCCESS', message: string, data?: unknown) {
48
- const timestamp = new Date().toISOString();
49
- const prefix = {
50
- 'INFO': '📋',
51
- 'WARN': '⚠️',
52
- 'ERROR': '❌',
53
- 'DEBUG': '🔍',
54
- 'SUCCESS': '✅',
55
- }[level];
56
-
57
- console.log(`[${timestamp}] ${prefix} [${level}] ${message}`);
58
- if (data !== undefined) {
59
- if (typeof data === 'object') {
60
- console.log(JSON.stringify(data, null, 2));
61
- } else {
62
- console.log(` → ${data}`);
63
- }
64
- }
65
- }
66
-
67
- function logSeparator(title?: string) {
68
- if (title) {
69
- console.log(`\n${'═'.repeat(20)} ${title} ${'═'.repeat(20)}`);
70
- } else {
71
- console.log('─'.repeat(60));
72
- }
73
- }
74
-
75
- // ===== Types =====
76
- interface MonitoredMarket {
77
- conditionId: string;
78
- question: string;
79
- slug: string;
80
- volume24h: number;
81
- lastUpdate: number;
82
- lastEffectiveLongCost?: number;
83
- lastEffectiveShortRevenue?: number;
84
- scanCount: number;
85
- errorCount: number;
86
- }
87
-
88
- interface ScanResult {
89
- timestamp: number;
90
- market: MonitoredMarket;
91
- yesAsk: number;
92
- noAsk: number;
93
- yesBid: number;
94
- noBid: number;
95
- // Effective prices (考虑镜像订单)
96
- effectiveBuyYes: number;
97
- effectiveBuyNo: number;
98
- effectiveSellYes: number;
99
- effectiveSellNo: number;
100
- effectiveLongCost: number;
101
- effectiveShortRevenue: number;
102
- longArbProfit: number;
103
- shortArbProfit: number;
104
- yesSpread: number;
105
- hasOpportunity: boolean;
106
- opportunityType?: 'long' | 'short';
107
- }
108
-
109
- // ===== Monitor State =====
110
- let markets: MonitoredMarket[] = [];
111
- let scanCount = 0;
112
- let opportunitiesFound = 0;
113
- let totalScans = 0;
114
- let lastMarketRefresh = 0;
115
-
116
- // ===== Main Functions =====
117
-
118
- async function fetchTrendingMarkets(sdk: PolymarketSDK): Promise<MonitoredMarket[]> {
119
- log('INFO', `Fetching top ${CONFIG.maxMarkets} trending markets...`);
120
-
121
- try {
122
- const trendingMarkets = await sdk.gammaApi.getTrendingMarkets(CONFIG.maxMarkets);
123
-
124
- const monitored: MonitoredMarket[] = trendingMarkets
125
- .filter(m => m.conditionId)
126
- .map(m => ({
127
- conditionId: m.conditionId,
128
- question: m.question || 'Unknown',
129
- slug: m.slug || '',
130
- volume24h: m.volume24hr || 0,
131
- lastUpdate: Date.now(),
132
- scanCount: 0,
133
- errorCount: 0,
134
- }));
135
-
136
- log('SUCCESS', `Loaded ${monitored.length} trending markets`);
137
-
138
- // Log market details
139
- monitored.forEach((m, i) => {
140
- log('DEBUG', ` ${i + 1}. ${m.question.slice(0, 50)}...`, {
141
- conditionId: m.conditionId.slice(0, 20) + '...',
142
- volume24h: `$${m.volume24h.toLocaleString()}`,
143
- });
144
- });
145
-
146
- return monitored;
147
- } catch (error) {
148
- log('ERROR', 'Failed to fetch trending markets', error instanceof Error ? error.message : error);
149
- return [];
150
- }
151
- }
152
-
153
- async function scanMarket(sdk: PolymarketSDK, market: MonitoredMarket): Promise<ScanResult | null> {
154
- try {
155
- const orderbook = await sdk.clobApi.getProcessedOrderbook(market.conditionId);
156
-
157
- market.scanCount++;
158
- market.lastUpdate = Date.now();
159
- market.lastEffectiveLongCost = orderbook.summary.effectiveLongCost;
160
- market.lastEffectiveShortRevenue = orderbook.summary.effectiveShortRevenue;
161
-
162
- const { effectivePrices } = orderbook.summary;
163
-
164
- // 使用正确的有效价格检测套利
165
- const arb = checkArbitrage(
166
- orderbook.yes.ask,
167
- orderbook.no.ask,
168
- orderbook.yes.bid,
169
- orderbook.no.bid
170
- );
171
-
172
- const hasOpportunity = arb !== null && arb.profit > CONFIG.minProfitThreshold;
173
-
174
- return {
175
- timestamp: Date.now(),
176
- market,
177
- yesAsk: orderbook.yes.ask,
178
- noAsk: orderbook.no.ask,
179
- yesBid: orderbook.yes.bid,
180
- noBid: orderbook.no.bid,
181
- // 有效价格
182
- effectiveBuyYes: effectivePrices.effectiveBuyYes,
183
- effectiveBuyNo: effectivePrices.effectiveBuyNo,
184
- effectiveSellYes: effectivePrices.effectiveSellYes,
185
- effectiveSellNo: effectivePrices.effectiveSellNo,
186
- effectiveLongCost: orderbook.summary.effectiveLongCost,
187
- effectiveShortRevenue: orderbook.summary.effectiveShortRevenue,
188
- longArbProfit: orderbook.summary.longArbProfit,
189
- shortArbProfit: orderbook.summary.shortArbProfit,
190
- yesSpread: orderbook.summary.yesSpread,
191
- hasOpportunity,
192
- opportunityType: arb?.type,
193
- };
194
- } catch (error) {
195
- market.errorCount++;
196
- log('WARN', `Scan failed for ${market.question.slice(0, 30)}...`, error instanceof Error ? error.message : 'Unknown');
197
- return null;
198
- }
199
- }
200
-
201
- async function runScanCycle(sdk: PolymarketSDK): Promise<void> {
202
- scanCount++;
203
- const cycleStart = Date.now();
204
-
205
- logSeparator(`SCAN CYCLE #${scanCount}`);
206
- log('INFO', `Scanning ${markets.length} markets...`);
207
-
208
- const results: ScanResult[] = [];
209
- let successCount = 0;
210
- let errorCount = 0;
211
-
212
- for (const market of markets) {
213
- const result = await scanMarket(sdk, market);
214
- totalScans++;
215
-
216
- if (result) {
217
- successCount++;
218
- results.push(result);
219
-
220
- // Log each market scan result
221
- const profitIndicator = result.hasOpportunity ? '🎯' :
222
- result.longArbProfit > -0.01 ? '📈' :
223
- result.shortArbProfit > -0.01 ? '📉' : '⏸️';
224
-
225
- log('DEBUG', `${profitIndicator} ${market.question.slice(0, 40)}...`, {
226
- // 有效价格计算
227
- effectiveLongCost: result.effectiveLongCost.toFixed(4),
228
- effectiveShortRevenue: result.effectiveShortRevenue.toFixed(4),
229
- longArb: `${(result.longArbProfit * 100).toFixed(2)}%`,
230
- shortArb: `${(result.shortArbProfit * 100).toFixed(2)}%`,
231
- yesSpread: `${(result.yesSpread * 100).toFixed(2)}%`,
232
- });
233
- } else {
234
- errorCount++;
235
- }
236
- }
237
-
238
- // Find opportunities
239
- const opportunities = results.filter(r => r.hasOpportunity);
240
-
241
- if (opportunities.length > 0) {
242
- opportunitiesFound += opportunities.length;
243
-
244
- logSeparator('🚨 OPPORTUNITIES FOUND');
245
-
246
- for (const opp of opportunities) {
247
- log('SUCCESS', `${opp.opportunityType?.toUpperCase()} ARB OPPORTUNITY`, {
248
- market: opp.market.question,
249
- conditionId: opp.market.conditionId,
250
- type: opp.opportunityType,
251
- profit: `${(Math.max(opp.longArbProfit, opp.shortArbProfit) * 100).toFixed(3)}%`,
252
- effectivePrices: {
253
- buyYes: opp.effectiveBuyYes.toFixed(4),
254
- buyNo: opp.effectiveBuyNo.toFixed(4),
255
- sellYes: opp.effectiveSellYes.toFixed(4),
256
- sellNo: opp.effectiveSellNo.toFixed(4),
257
- },
258
- costs: {
259
- effectiveLongCost: opp.effectiveLongCost.toFixed(4),
260
- effectiveShortRevenue: opp.effectiveShortRevenue.toFixed(4),
261
- },
262
- });
263
-
264
- // Log execution strategy
265
- if (opp.opportunityType === 'long') {
266
- log('INFO', '📌 Strategy: Buy YES + Buy NO → Merge → Profit', {
267
- step1: `Buy YES @ ${opp.effectiveBuyYes.toFixed(4)}`,
268
- step2: `Buy NO @ ${opp.effectiveBuyNo.toFixed(4)}`,
269
- step3: 'Merge tokens → 1 USDC',
270
- profit: `${(opp.longArbProfit * 100).toFixed(3)}% per unit`,
271
- });
272
- } else {
273
- log('INFO', '📌 Strategy: Split USDC → Sell YES + Sell NO → Profit', {
274
- step1: 'Split 1 USDC → 1 YES + 1 NO',
275
- step2: `Sell YES @ ${opp.effectiveSellYes.toFixed(4)}`,
276
- step3: `Sell NO @ ${opp.effectiveSellNo.toFixed(4)}`,
277
- profit: `${(opp.shortArbProfit * 100).toFixed(3)}% per unit`,
278
- });
279
- }
280
- }
281
- }
282
-
283
- // Cycle summary
284
- const cycleTime = Date.now() - cycleStart;
285
- log('INFO', `Cycle #${scanCount} complete`, {
286
- duration: `${cycleTime}ms`,
287
- scanned: successCount,
288
- errors: errorCount,
289
- opportunities: opportunities.length,
290
- });
291
-
292
- // Show best spreads (closest to arb)
293
- if (results.length > 0) {
294
- const sortedByLongArb = [...results].sort((a, b) => b.longArbProfit - a.longArbProfit);
295
- const sortedByShortArb = [...results].sort((a, b) => b.shortArbProfit - a.shortArbProfit);
296
-
297
- log('DEBUG', 'Best Long Arb Candidates (by effective cost):', {
298
- '1st': `${sortedByLongArb[0].market.question.slice(0, 30)}... → cost=${sortedByLongArb[0].effectiveLongCost.toFixed(4)} → ${(sortedByLongArb[0].longArbProfit * 100).toFixed(2)}%`,
299
- '2nd': sortedByLongArb[1] ? `${sortedByLongArb[1].market.question.slice(0, 30)}... → cost=${sortedByLongArb[1].effectiveLongCost.toFixed(4)} → ${(sortedByLongArb[1].longArbProfit * 100).toFixed(2)}%` : 'N/A',
300
- });
301
-
302
- log('DEBUG', 'Best Short Arb Candidates (by effective revenue):', {
303
- '1st': `${sortedByShortArb[0].market.question.slice(0, 30)}... → rev=${sortedByShortArb[0].effectiveShortRevenue.toFixed(4)} → ${(sortedByShortArb[0].shortArbProfit * 100).toFixed(2)}%`,
304
- '2nd': sortedByShortArb[1] ? `${sortedByShortArb[1].market.question.slice(0, 30)}... → rev=${sortedByShortArb[1].effectiveShortRevenue.toFixed(4)} → ${(sortedByShortArb[1].shortArbProfit * 100).toFixed(2)}%` : 'N/A',
305
- });
306
-
307
- // Show spread analysis
308
- const avgSpread = results.reduce((sum, r) => sum + r.yesSpread, 0) / results.length;
309
- log('DEBUG', 'Market Efficiency:', {
310
- avgYesSpread: `${(avgSpread * 100).toFixed(2)}%`,
311
- interpretation: 'Spread = transaction cost, markets are efficient when spread > 0',
312
- });
313
- }
314
- }
315
-
316
- async function maybeRefreshMarkets(sdk: PolymarketSDK): Promise<void> {
317
- const now = Date.now();
318
- if (now - lastMarketRefresh > CONFIG.refreshMarketsIntervalMs) {
319
- log('INFO', 'Refreshing trending markets list...');
320
- const newMarkets = await fetchTrendingMarkets(sdk);
321
- if (newMarkets.length > 0) {
322
- markets = newMarkets;
323
- lastMarketRefresh = now;
324
- }
325
- }
326
- }
327
-
328
- async function main(): Promise<void> {
329
- console.clear();
330
- logSeparator('TRENDING MARKETS ARBITRAGE MONITOR');
331
-
332
- log('INFO', 'Configuration', {
333
- scanInterval: `${CONFIG.scanIntervalMs}ms`,
334
- minProfitThreshold: `${CONFIG.minProfitThreshold * 100}%`,
335
- maxMarkets: CONFIG.maxMarkets,
336
- refreshInterval: `${CONFIG.refreshMarketsIntervalMs / 1000}s`,
337
- });
338
-
339
- log('INFO', 'Understanding Arbitrage Calculation:', {
340
- note: 'Uses effective prices considering mirror orders',
341
- longArb: 'Profit when effectiveLongCost < 1.0',
342
- shortArb: 'Profit when effectiveShortRevenue > 1.0',
343
- docs: 'docs/01-polymarket-orderbook-arbitrage.md',
344
- });
345
-
346
- // Initialize SDK
347
- log('INFO', 'Initializing PolymarketSDK...');
348
- const sdk = new PolymarketSDK();
349
- log('SUCCESS', 'SDK initialized');
350
-
351
- // Fetch initial markets
352
- markets = await fetchTrendingMarkets(sdk);
353
- lastMarketRefresh = Date.now();
354
-
355
- if (markets.length === 0) {
356
- log('ERROR', 'No markets to monitor. Exiting.');
357
- process.exit(1);
358
- }
359
-
360
- logSeparator('STARTING MONITOR LOOP');
361
- log('INFO', `Press Ctrl+C to stop. Scanning every ${CONFIG.scanIntervalMs / 1000}s...`);
362
-
363
- // Monitor loop
364
- const runLoop = async () => {
365
- try {
366
- await maybeRefreshMarkets(sdk);
367
- await runScanCycle(sdk);
368
- } catch (error) {
369
- log('ERROR', 'Scan cycle error', error instanceof Error ? error.message : error);
370
- }
371
-
372
- // Check if we've reached max cycles
373
- if (CONFIG.maxCycles > 0 && scanCount >= CONFIG.maxCycles) {
374
- logSeparator('MAX CYCLES REACHED');
375
- log('INFO', 'Final Statistics', {
376
- totalCycles: scanCount,
377
- totalScans,
378
- opportunitiesFound,
379
- });
380
- process.exit(0);
381
- }
382
-
383
- // Schedule next scan
384
- setTimeout(runLoop, CONFIG.scanIntervalMs);
385
- };
386
-
387
- // Start loop
388
- await runLoop();
389
-
390
- // Handle shutdown
391
- process.on('SIGINT', () => {
392
- logSeparator('MONITOR SHUTDOWN');
393
- log('INFO', 'Final Statistics', {
394
- totalCycles: scanCount,
395
- totalScans,
396
- opportunitiesFound,
397
- runtime: `${Math.round((Date.now() - lastMarketRefresh) / 1000)}s`,
398
- });
399
- process.exit(0);
400
- });
401
- }
402
-
403
- main().catch(error => {
404
- log('ERROR', 'Fatal error', error);
405
- process.exit(1);
406
- });