@catalyst-team/poly-sdk 0.2.0 → 0.2.1

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Files changed (197) hide show
  1. package/LICENSE +1 -1
  2. package/README.en.md +8 -44
  3. package/README.md +5 -3
  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/arb/test-plan.md +0 -387
  121. package/docs/arb/test-results.md +0 -336
  122. package/docs/arbitrage.md +0 -754
  123. package/docs/reports/smart-money-analysis-2025-12-23-cn.md +0 -840
  124. package/examples/01-basic-usage.ts +0 -68
  125. package/examples/02-smart-money.ts +0 -95
  126. package/examples/03-market-analysis.ts +0 -108
  127. package/examples/04-kline-aggregation.ts +0 -158
  128. package/examples/05-follow-wallet-strategy.ts +0 -156
  129. package/examples/06-services-demo.ts +0 -124
  130. package/examples/07-realtime-websocket.ts +0 -117
  131. package/examples/08-trading-orders.ts +0 -278
  132. package/examples/09-rewards-tracking.ts +0 -187
  133. package/examples/10-ctf-operations.ts +0 -336
  134. package/examples/11-live-arbitrage-scan.ts +0 -221
  135. package/examples/12-trending-arb-monitor.ts +0 -406
  136. package/examples/13-arbitrage-service.ts +0 -211
  137. package/examples/README.md +0 -179
  138. package/scripts/README.md +0 -163
  139. package/scripts/approvals/approve-erc1155.ts +0 -129
  140. package/scripts/approvals/approve-neg-risk-erc1155.ts +0 -149
  141. package/scripts/approvals/approve-neg-risk.ts +0 -102
  142. package/scripts/approvals/check-all-allowances.ts +0 -150
  143. package/scripts/approvals/check-allowance.ts +0 -129
  144. package/scripts/approvals/check-ctf-approval.ts +0 -158
  145. package/scripts/arb/faze-bo3-arb.ts +0 -385
  146. package/scripts/arb/settle-position.ts +0 -190
  147. package/scripts/arb/token-rebalancer.ts +0 -420
  148. package/scripts/arb-tests/01-unit-tests.ts +0 -495
  149. package/scripts/arb-tests/02-integration-tests.ts +0 -412
  150. package/scripts/arb-tests/03-e2e-tests.ts +0 -503
  151. package/scripts/arb-tests/README.md +0 -109
  152. package/scripts/datas/001-report.md +0 -486
  153. package/scripts/datas/clone-modal-screenshot.png +0 -0
  154. package/scripts/deposit/deposit-native-usdc.ts +0 -179
  155. package/scripts/deposit/deposit-usdc.ts +0 -155
  156. package/scripts/deposit/swap-usdc-to-usdce.ts +0 -375
  157. package/scripts/research/research-markets.ts +0 -166
  158. package/scripts/trading/check-orders.ts +0 -50
  159. package/scripts/trading/sell-nvidia-positions.ts +0 -206
  160. package/scripts/trading/test-order.ts +0 -172
  161. package/scripts/verify/test-approve-trading.ts +0 -98
  162. package/scripts/verify/test-provider-fix.ts +0 -43
  163. package/scripts/verify/test-search-mcp.ts +0 -113
  164. package/scripts/verify/verify-all-apis.ts +0 -160
  165. package/scripts/wallet/check-wallet-balances.ts +0 -75
  166. package/scripts/wallet/test-wallet-operations.ts +0 -191
  167. package/scripts/wallet/verify-wallet-tools.ts +0 -124
  168. package/src/__tests__/clob-api.test.ts +0 -301
  169. package/src/__tests__/integration/bridge-client.integration.test.ts +0 -314
  170. package/src/__tests__/integration/clob-api.integration.test.ts +0 -218
  171. package/src/__tests__/integration/ctf-client.integration.test.ts +0 -331
  172. package/src/__tests__/integration/data-api.integration.test.ts +0 -194
  173. package/src/__tests__/integration/gamma-api.integration.test.ts +0 -206
  174. package/src/__tests__/test-utils.ts +0 -170
  175. package/src/clients/bridge-client.ts +0 -841
  176. package/src/clients/clob-api.ts +0 -629
  177. package/src/clients/ctf-client.ts +0 -1216
  178. package/src/clients/data-api.ts +0 -469
  179. package/src/clients/gamma-api.ts +0 -597
  180. package/src/clients/trading-client.ts +0 -749
  181. package/src/clients/websocket-manager.ts +0 -267
  182. package/src/core/cache-adapter-bridge.ts +0 -94
  183. package/src/core/cache.ts +0 -85
  184. package/src/core/errors.ts +0 -117
  185. package/src/core/rate-limiter.ts +0 -74
  186. package/src/core/unified-cache.ts +0 -153
  187. package/src/index.ts +0 -461
  188. package/src/services/arbitrage-service.ts +0 -1807
  189. package/src/services/authorization-service.ts +0 -357
  190. package/src/services/market-service.ts +0 -544
  191. package/src/services/realtime-service.ts +0 -196
  192. package/src/services/swap-service.ts +0 -896
  193. package/src/services/wallet-service.ts +0 -259
  194. package/src/utils/price-utils.ts +0 -307
  195. package/tsconfig.json +0 -8
  196. package/vitest.config.ts +0 -19
  197. 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)} │`);
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- 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
- });