@catalyst-team/poly-sdk 0.2.0 → 0.3.0

package/dist/services/arbitrage-service.js

@@ -0,0 +1,1440 @@
+/**
+ * ArbitrageService - Real-time Arbitrage Detection and Execution
+ *
+ * Uses WebSocket for real-time orderbook monitoring and automatically
+ * detects arbitrage opportunities in Polymarket binary markets.
+ *
+ * Strategy:
+ * - Long Arb: Buy YES + NO (effective cost < $1) → Merge → $1 USDC
+ * - Short Arb: Sell pre-held YES + NO tokens (effective revenue > $1)
+ *
+ * Features:
+ * - Real-time orderbook monitoring via WebSocket
+ * - Automatic arbitrage detection using effective prices
+ * - Configurable profit threshold and trade sizes
+ * - Auto-execute mode or event-based manual mode
+ * - Balance tracking and position management
+ *
+ * Based on: scripts/arb/faze-bo3-arb.ts
+ * Docs: docs/arbitrage.md
+ */
+import { EventEmitter } from 'events';
+import { RealtimeServiceV2, } from './realtime-service-v2.js';
+import { TradingService } from './trading-service.js';
+import { MarketService } from './market-service.js';
+import { CTFClient } from '../clients/ctf-client.js';
+import { GammaApiClient } from '../clients/gamma-api.js';
+import { RateLimiter } from '../core/rate-limiter.js';
+import { createUnifiedCache } from '../core/unified-cache.js';
+import { getEffectivePrices } from '../utils/price-utils.js';
+// ===== ArbitrageService =====
+export class ArbitrageService extends EventEmitter {
+    realtimeService;
+    marketSubscription = null;
+    ctf = null;
+    tradingService = null;
+    rateLimiter;
+    market = null;
+    config;
+    orderbook = {
+        yesBids: [],
+        yesAsks: [],
+        noBids: [],
+        noAsks: [],
+        lastUpdate: 0,
+    };
+    balance = {
+        usdc: 0,
+        yesTokens: 0,
+        noTokens: 0,
+        lastUpdate: 0,
+    };
+    isExecuting = false;
+    lastExecutionTime = 0;
+    lastRebalanceTime = 0;
+    balanceUpdateInterval = null;
+    rebalanceInterval = null;
+    isRunning = false;
+    totalCapital = 0;
+    // Statistics
+    stats = {
+        opportunitiesDetected: 0,
+        executionsAttempted: 0,
+        executionsSucceeded: 0,
+        totalProfit: 0,
+        startTime: 0,
+    };
+    constructor(config = {}) {
+        super();
+        this.config = {
+            privateKey: config.privateKey,
+            rpcUrl: config.rpcUrl || 'https://polygon-rpc.com',
+            profitThreshold: config.profitThreshold ?? 0.005,
+            minTradeSize: config.minTradeSize ?? 5,
+            maxTradeSize: config.maxTradeSize ?? 100,
+            minTokenReserve: config.minTokenReserve ?? 10,
+            autoExecute: config.autoExecute ?? false,
+            enableLogging: config.enableLogging ?? true,
+            executionCooldown: config.executionCooldown ?? 5000,
+            // Rebalancer config
+            enableRebalancer: config.enableRebalancer ?? false,
+            minUsdcRatio: config.minUsdcRatio ?? 0.2,
+            maxUsdcRatio: config.maxUsdcRatio ?? 0.8,
+            targetUsdcRatio: config.targetUsdcRatio ?? 0.5,
+            imbalanceThreshold: config.imbalanceThreshold ?? 5,
+            rebalanceIntervalMs: config.rebalanceInterval ?? 10000,
+            rebalanceCooldown: config.rebalanceCooldown ?? 30000,
+            // Execution safety
+            sizeSafetyFactor: config.sizeSafetyFactor ?? 0.8,
+            autoFixImbalance: config.autoFixImbalance ?? true,
+        };
+        this.rateLimiter = new RateLimiter();
+        this.realtimeService = new RealtimeServiceV2({ debug: false });
+        // Initialize trading clients if private key provided
+        if (this.config.privateKey) {
+            this.ctf = new CTFClient({
+                privateKey: this.config.privateKey,
+                rpcUrl: this.config.rpcUrl,
+            });
+            const cache = createUnifiedCache();
+            this.tradingService = new TradingService(this.rateLimiter, cache, {
+                privateKey: this.config.privateKey,
+                chainId: 137,
+            });
+        }
+        // RealtimeServiceV2 event handlers are set up during subscription
+    }
+    // ===== Public API =====
+    /**
+     * Start monitoring a market for arbitrage opportunities
+     */
+    async start(market) {
+        if (this.isRunning) {
+            throw new Error('ArbitrageService is already running. Call stop() first.');
+        }
+        this.market = market;
+        this.isRunning = true;
+        this.stats.startTime = Date.now();
+        this.log(`Starting arbitrage monitor for: ${market.name}`);
+        this.log(`Condition ID: ${market.conditionId.slice(0, 20)}...`);
+        this.log(`Profit Threshold: ${(this.config.profitThreshold * 100).toFixed(2)}%`);
+        this.log(`Auto Execute: ${this.config.autoExecute ? 'YES' : 'NO'}`);
+        // Initialize trading service
+        if (this.tradingService) {
+            await this.tradingService.initialize();
+            this.log(`Wallet: ${this.ctf?.getAddress()}`);
+            await this.updateBalance();
+            this.log(`USDC Balance: ${this.balance.usdc.toFixed(2)}`);
+            this.log(`YES Tokens: ${this.balance.yesTokens.toFixed(2)}`);
+            this.log(`NO Tokens: ${this.balance.noTokens.toFixed(2)}`);
+            // Calculate total capital (USDC + paired tokens)
+            const pairedTokens = Math.min(this.balance.yesTokens, this.balance.noTokens);
+            this.totalCapital = this.balance.usdc + pairedTokens;
+            this.log(`Total Capital: ${this.totalCapital.toFixed(2)}`);
+            // Start balance update interval
+            this.balanceUpdateInterval = setInterval(() => this.updateBalance(), 30000);
+            // Start rebalancer if enabled
+            if (this.config.enableRebalancer) {
+                this.log(`Rebalancer: ENABLED (USDC range: ${(this.config.minUsdcRatio * 100).toFixed(0)}%-${(this.config.maxUsdcRatio * 100).toFixed(0)}%, target: ${(this.config.targetUsdcRatio * 100).toFixed(0)}%)`);
+                this.rebalanceInterval = setInterval(() => this.checkAndRebalance(), this.config.rebalanceIntervalMs);
+            }
+        }
+        else {
+            this.log('No wallet configured - monitoring only');
+        }
+        // Connect and subscribe to WebSocket
+        this.realtimeService.connect();
+        this.marketSubscription = this.realtimeService.subscribeMarkets([market.yesTokenId, market.noTokenId], {
+            onOrderbook: (book) => {
+                // Convert OrderbookSnapshot to BookUpdate format
+                const bookUpdate = {
+                    assetId: book.assetId,
+                    bids: book.bids,
+                    asks: book.asks,
+                    timestamp: book.timestamp,
+                };
+                this.handleBookUpdate(bookUpdate);
+            },
+            onError: (error) => this.emit('error', error),
+        });
+        this.emit('started', market);
+        this.log('Monitoring for arbitrage opportunities...');
+    }
+    /**
+     * Stop monitoring
+     */
+    async stop() {
+        if (!this.isRunning)
+            return;
+        this.isRunning = false;
+        if (this.balanceUpdateInterval) {
+            clearInterval(this.balanceUpdateInterval);
+            this.balanceUpdateInterval = null;
+        }
+        if (this.rebalanceInterval) {
+            clearInterval(this.rebalanceInterval);
+            this.rebalanceInterval = null;
+        }
+        // Unsubscribe and disconnect
+        if (this.marketSubscription) {
+            this.marketSubscription.unsubscribe();
+            this.marketSubscription = null;
+        }
+        this.realtimeService.disconnect();
+        this.log('Stopped');
+        this.log(`Total opportunities: ${this.stats.opportunitiesDetected}`);
+        this.log(`Executions: ${this.stats.executionsSucceeded}/${this.stats.executionsAttempted}`);
+        this.log(`Total profit: $${this.stats.totalProfit.toFixed(2)}`);
+        this.emit('stopped');
+    }
+    /**
+     * Get current orderbook state
+     */
+    getOrderbook() {
+        return { ...this.orderbook };
+    }
+    /**
+     * Get current balance state
+     */
+    getBalance() {
+        return { ...this.balance };
+    }
+    /**
+     * Get statistics
+     */
+    getStats() {
+        return {
+            ...this.stats,
+            runningTimeMs: this.isRunning ? Date.now() - this.stats.startTime : 0,
+        };
+    }
+    /**
+     * Check for arbitrage opportunity based on current orderbook
+     */
+    checkOpportunity() {
+        if (!this.market)
+            return null;
+        const { yesBids, yesAsks, noBids, noAsks } = this.orderbook;
+        if (yesBids.length === 0 || yesAsks.length === 0 || noBids.length === 0 || noAsks.length === 0) {
+            return null;
+        }
+        const yesBestBid = yesBids[0]?.price || 0;
+        const yesBestAsk = yesAsks[0]?.price || 1;
+        const noBestBid = noBids[0]?.price || 0;
+        const noBestAsk = noAsks[0]?.price || 1;
+        // Calculate effective prices
+        const effective = getEffectivePrices(yesBestAsk, yesBestBid, noBestAsk, noBestBid);
+        // Check for arbitrage
+        const longCost = effective.effectiveBuyYes + effective.effectiveBuyNo;
+        const longProfit = 1 - longCost;
+        const shortRevenue = effective.effectiveSellYes + effective.effectiveSellNo;
+        const shortProfit = shortRevenue - 1;
+        // Calculate sizes with safety factor to prevent partial fills
+        // Use min of both sides * safety factor to ensure both orders can fill
+        const safetyFactor = this.config.sizeSafetyFactor;
+        const orderbookLongSize = Math.min(yesAsks[0]?.size || 0, noAsks[0]?.size || 0) * safetyFactor;
+        const orderbookShortSize = Math.min(yesBids[0]?.size || 0, noBids[0]?.size || 0) * safetyFactor;
+        const heldPairs = Math.min(this.balance.yesTokens, this.balance.noTokens);
+        const balanceLongSize = longCost > 0 ? this.balance.usdc / longCost : 0;
+        // Check long arb
+        if (longProfit > this.config.profitThreshold) {
+            const maxSize = Math.min(orderbookLongSize, balanceLongSize * safetyFactor, this.config.maxTradeSize);
+            if (maxSize >= this.config.minTradeSize) {
+                return {
+                    type: 'long',
+                    profitRate: longProfit,
+                    profitPercent: longProfit * 100,
+                    effectivePrices: {
+                        buyYes: effective.effectiveBuyYes,
+                        buyNo: effective.effectiveBuyNo,
+                        sellYes: effective.effectiveSellYes,
+                        sellNo: effective.effectiveSellNo,
+                    },
+                    maxOrderbookSize: orderbookLongSize,
+                    maxBalanceSize: balanceLongSize,
+                    recommendedSize: maxSize,
+                    estimatedProfit: longProfit * maxSize,
+                    description: `Buy YES @ ${effective.effectiveBuyYes.toFixed(4)} + NO @ ${effective.effectiveBuyNo.toFixed(4)}, Merge for $1`,
+                    timestamp: Date.now(),
+                };
+            }
+        }
+        // Check short arb
+        if (shortProfit > this.config.profitThreshold) {
+            const maxSize = Math.min(orderbookShortSize, heldPairs, this.config.maxTradeSize);
+            if (maxSize >= this.config.minTradeSize && heldPairs >= this.config.minTokenReserve) {
+                return {
+                    type: 'short',
+                    profitRate: shortProfit,
+                    profitPercent: shortProfit * 100,
+                    effectivePrices: {
+                        buyYes: effective.effectiveBuyYes,
+                        buyNo: effective.effectiveBuyNo,
+                        sellYes: effective.effectiveSellYes,
+                        sellNo: effective.effectiveSellNo,
+                    },
+                    maxOrderbookSize: orderbookShortSize,
+                    maxBalanceSize: heldPairs,
+                    recommendedSize: maxSize,
+                    estimatedProfit: shortProfit * maxSize,
+                    description: `Sell YES @ ${effective.effectiveSellYes.toFixed(4)} + NO @ ${effective.effectiveSellNo.toFixed(4)}`,
+                    timestamp: Date.now(),
+                };
+            }
+        }
+        return null;
+    }
+    /**
+     * Manually execute an arbitrage opportunity
+     */
+    async execute(opportunity) {
+        if (!this.ctf || !this.tradingService || !this.market) {
+            return {
+                success: false,
+                type: opportunity.type,
+                size: 0,
+                profit: 0,
+                txHashes: [],
+                error: 'Trading not configured (no private key)',
+                executionTimeMs: 0,
+            };
+        }
+        if (this.isExecuting) {
+            return {
+                success: false,
+                type: opportunity.type,
+                size: 0,
+                profit: 0,
+                txHashes: [],
+                error: 'Another execution in progress',
+                executionTimeMs: 0,
+            };
+        }
+        this.isExecuting = true;
+        this.stats.executionsAttempted++;
+        const startTime = Date.now();
+        try {
+            const result = opportunity.type === 'long'
+                ? await this.executeLongArb(opportunity)
+                : await this.executeShortArb(opportunity);
+            if (result.success) {
+                this.stats.executionsSucceeded++;
+                this.stats.totalProfit += result.profit;
+                this.lastExecutionTime = Date.now();
+            }
+            this.emit('execution', result);
+            return result;
+        }
+        finally {
+            this.isExecuting = false;
+            // Update balance after execution
+            await this.updateBalance();
+        }
+    }
+    // ===== Rebalancer Methods =====
+    /**
+     * Calculate recommended rebalance action based on current state
+     */
+    calculateRebalanceAction() {
+        if (!this.market || this.totalCapital === 0) {
+            return { type: 'none', amount: 0, reason: 'No market or capital', priority: 0 };
+        }
+        const { usdc, yesTokens, noTokens } = this.balance;
+        const pairedTokens = Math.min(yesTokens, noTokens);
+        const currentTotal = usdc + pairedTokens;
+        const usdcRatio = usdc / currentTotal;
+        const tokenImbalance = yesTokens - noTokens;
+        // Priority 1: Fix YES/NO imbalance (highest priority - risk control)
+        if (Math.abs(tokenImbalance) > this.config.imbalanceThreshold) {
+            if (tokenImbalance > 0) {
+                const sellAmount = Math.min(tokenImbalance, yesTokens * 0.5);
+                if (sellAmount >= this.config.minTradeSize) {
+                    return {
+                        type: 'sell_yes',
+                        amount: Math.floor(sellAmount * 1e6) / 1e6,
+                        reason: `Risk: YES > NO by ${tokenImbalance.toFixed(2)}`,
+                        priority: 100,
+                    };
+                }
+            }
+            else {
+                const sellAmount = Math.min(-tokenImbalance, noTokens * 0.5);
+                if (sellAmount >= this.config.minTradeSize) {
+                    return {
+                        type: 'sell_no',
+                        amount: Math.floor(sellAmount * 1e6) / 1e6,
+                        reason: `Risk: NO > YES by ${(-tokenImbalance).toFixed(2)}`,
+                        priority: 100,
+                    };
+                }
+            }
+        }
+        // Priority 2: USDC ratio too high (> maxUsdcRatio) → Split to create tokens
+        if (usdcRatio > this.config.maxUsdcRatio) {
+            const targetUsdc = this.totalCapital * this.config.targetUsdcRatio;
+            const excessUsdc = usdc - targetUsdc;
+            const splitAmount = Math.min(excessUsdc * 0.5, usdc * 0.3);
+            if (splitAmount >= this.config.minTradeSize) {
+                return {
+                    type: 'split',
+                    amount: Math.floor(splitAmount * 100) / 100,
+                    reason: `USDC ${(usdcRatio * 100).toFixed(0)}% > ${(this.config.maxUsdcRatio * 100).toFixed(0)}% max`,
+                    priority: 50,
+                };
+            }
+        }
+        // Priority 3: USDC ratio too low (< minUsdcRatio) → Merge tokens to recover USDC
+        if (usdcRatio < this.config.minUsdcRatio && pairedTokens >= this.config.minTradeSize) {
+            const targetUsdc = this.totalCapital * this.config.targetUsdcRatio;
+            const neededUsdc = targetUsdc - usdc;
+            const mergeAmount = Math.min(neededUsdc * 0.5, pairedTokens * 0.5);
+            if (mergeAmount >= this.config.minTradeSize) {
+                return {
+                    type: 'merge',
+                    amount: Math.floor(mergeAmount * 100) / 100,
+                    reason: `USDC ${(usdcRatio * 100).toFixed(0)}% < ${(this.config.minUsdcRatio * 100).toFixed(0)}% min`,
+                    priority: 50,
+                };
+            }
+        }
+        return { type: 'none', amount: 0, reason: 'Balanced', priority: 0 };
+    }
+    /**
+     * Execute a rebalance action
+     */
+    async rebalance(action) {
+        if (!this.ctf || !this.tradingService || !this.market) {
+            return {
+                success: false,
+                action: action || { type: 'none', amount: 0, reason: 'No trading config', priority: 0 },
+                error: 'Trading not configured',
+            };
+        }
+        const rebalanceAction = action || this.calculateRebalanceAction();
+        if (rebalanceAction.type === 'none') {
+            return { success: true, action: rebalanceAction };
+        }
+        this.log(`\n🔄 Rebalance: ${rebalanceAction.type.toUpperCase()} ${rebalanceAction.amount.toFixed(2)}`);
+        this.log(`   Reason: ${rebalanceAction.reason}`);
+        try {
+            let txHash;
+            switch (rebalanceAction.type) {
+                case 'split': {
+                    const result = await this.ctf.split(this.market.conditionId, rebalanceAction.amount.toString());
+                    txHash = result.txHash;
+                    this.log(`   ✅ Split TX: ${txHash}`);
+                    break;
+                }
+                case 'merge': {
+                    const tokenIds = {
+                        yesTokenId: this.market.yesTokenId,
+                        noTokenId: this.market.noTokenId,
+                    };
+                    const result = await this.ctf.mergeByTokenIds(this.market.conditionId, tokenIds, rebalanceAction.amount.toString());
+                    txHash = result.txHash;
+                    this.log(`   ✅ Merge TX: ${txHash}`);
+                    break;
+                }
+                case 'sell_yes': {
+                    const result = await this.tradingService.createMarketOrder({
+                        tokenId: this.market.yesTokenId,
+                        side: 'SELL',
+                        amount: rebalanceAction.amount,
+                        orderType: 'FOK',
+                    });
+                    if (!result.success) {
+                        throw new Error(result.errorMsg || 'Sell YES failed');
+                    }
+                    this.log(`   ✅ Sold ${rebalanceAction.amount.toFixed(2)} YES tokens`);
+                    break;
+                }
+                case 'sell_no': {
+                    const result = await this.tradingService.createMarketOrder({
+                        tokenId: this.market.noTokenId,
+                        side: 'SELL',
+                        amount: rebalanceAction.amount,
+                        orderType: 'FOK',
+                    });
+                    if (!result.success) {
+                        throw new Error(result.errorMsg || 'Sell NO failed');
+                    }
+                    this.log(`   ✅ Sold ${rebalanceAction.amount.toFixed(2)} NO tokens`);
+                    break;
+                }
+            }
+            await this.updateBalance();
+            const rebalanceResult = { success: true, action: rebalanceAction, txHash };
+            this.emit('rebalance', rebalanceResult);
+            return rebalanceResult;
+        }
+        catch (error) {
+            this.log(`   ❌ Failed: ${error.message}`);
+            const rebalanceResult = {
+                success: false,
+                action: rebalanceAction,
+                error: error.message,
+            };
+            this.emit('rebalance', rebalanceResult);
+            return rebalanceResult;
+        }
+    }
+    // ===== Settle Position Methods =====
+    /**
+     * Settle a market position - merge paired tokens to recover USDC
+     * @param market Market to settle (defaults to current market)
+     * @param execute If true, execute the merge. If false, just return info.
+     */
+    async settlePosition(market, execute = false) {
+        const targetMarket = market || this.market;
+        if (!targetMarket) {
+            throw new Error('No market specified');
+        }
+        if (!this.ctf) {
+            return {
+                market: targetMarket,
+                yesBalance: 0,
+                noBalance: 0,
+                pairedTokens: 0,
+                unpairedYes: 0,
+                unpairedNo: 0,
+                merged: false,
+                error: 'CTF client not configured',
+            };
+        }
+        const tokenIds = {
+            yesTokenId: targetMarket.yesTokenId,
+            noTokenId: targetMarket.noTokenId,
+        };
+        // Get token balances
+        const positions = await this.ctf.getPositionBalanceByTokenIds(targetMarket.conditionId, tokenIds);
+        const yesBalance = parseFloat(positions.yesBalance);
+        const noBalance = parseFloat(positions.noBalance);
+        const pairedTokens = Math.min(yesBalance, noBalance);
+        const unpairedYes = yesBalance - pairedTokens;
+        const unpairedNo = noBalance - pairedTokens;
+        this.log(`\n📊 Position: ${targetMarket.name}`);
+        this.log(`   YES: ${yesBalance.toFixed(6)}`);
+        this.log(`   NO: ${noBalance.toFixed(6)}`);
+        this.log(`   Paired: ${pairedTokens.toFixed(6)} (can merge → $${pairedTokens.toFixed(2)} USDC)`);
+        if (unpairedYes > 0.001) {
+            this.log(`   ⚠️ Unpaired YES: ${unpairedYes.toFixed(6)}`);
+        }
+        if (unpairedNo > 0.001) {
+            this.log(`   ⚠️ Unpaired NO: ${unpairedNo.toFixed(6)}`);
+        }
+        const result = {
+            market: targetMarket,
+            yesBalance,
+            noBalance,
+            pairedTokens,
+            unpairedYes,
+            unpairedNo,
+            merged: false,
+        };
+        // Execute merge if requested and we have enough pairs
+        if (execute && pairedTokens >= 1) {
+            const mergeAmount = Math.floor(pairedTokens * 1e6) / 1e6;
+            this.log(`\n🔄 Merging ${mergeAmount.toFixed(6)} token pairs...`);
+            try {
+                const mergeResult = await this.ctf.mergeByTokenIds(targetMarket.conditionId, tokenIds, mergeAmount.toString());
+                result.merged = true;
+                result.mergeAmount = mergeAmount;
+                result.mergeTxHash = mergeResult.txHash;
+                result.usdcRecovered = mergeAmount;
+                this.log(`   ✅ Merge TX: ${mergeResult.txHash}`);
+                this.log(`   ✅ Recovered: $${mergeAmount.toFixed(2)} USDC`);
+            }
+            catch (error) {
+                result.error = error.message;
+                this.log(`   ❌ Merge failed: ${error.message}`);
+            }
+        }
+        else if (pairedTokens >= 1) {
+            this.log(`   💡 Run settlePosition(market, true) to recover $${pairedTokens.toFixed(2)} USDC`);
+        }
+        this.emit('settle', result);
+        return result;
+    }
+    /**
+     * Settle multiple markets at once
+     */
+    async settleMultiple(markets, execute = false) {
+        const results = [];
+        let totalMerged = 0;
+        let totalUnpairedYes = 0;
+        let totalUnpairedNo = 0;
+        for (const market of markets) {
+            const result = await this.settlePosition(market, execute);
+            results.push(result);
+            if (result.usdcRecovered)
+                totalMerged += result.usdcRecovered;
+            totalUnpairedYes += result.unpairedYes;
+            totalUnpairedNo += result.unpairedNo;
+        }
+        this.log(`\n═══════════════════════════════════════`);
+        this.log(`SUMMARY: ${markets.length} markets`);
+        if (execute) {
+            this.log(`Total Merged: $${totalMerged.toFixed(2)} USDC`);
+        }
+        if (totalUnpairedYes > 0.001 || totalUnpairedNo > 0.001) {
+            this.log(`Unpaired YES: ${totalUnpairedYes.toFixed(6)}`);
+            this.log(`Unpaired NO: ${totalUnpairedNo.toFixed(6)}`);
+        }
+        return results;
+    }
+    /**
+     * Clear all positions in a market using the best strategy
+     *
+     * Strategy:
+     * - Active market: Merge paired tokens → Sell remaining unpaired tokens
+     * - Resolved market: Redeem winning tokens
+     *
+     * @param market Market to clear positions from
+     * @param execute If true, execute the clearing. If false, just return info.
+     * @returns Result with all actions taken
+     *
+     * @example
+     * ```typescript
+     * const service = new ArbitrageService({ privateKey: '0x...' });
+     *
+     * // View clearing plan
+     * const plan = await service.clearPositions(market, false);
+     * console.log(`Will recover: $${plan.totalUsdcRecovered}`);
+     *
+     * // Execute clearing
+     * const result = await service.clearPositions(market, true);
+     * ```
+     */
+    async clearPositions(market, execute = false) {
+        if (!this.ctf) {
+            return {
+                market,
+                marketStatus: 'unknown',
+                yesBalance: 0,
+                noBalance: 0,
+                actions: [],
+                totalUsdcRecovered: 0,
+                success: false,
+                error: 'CTF client not configured',
+            };
+        }
+        const tokenIds = {
+            yesTokenId: market.yesTokenId,
+            noTokenId: market.noTokenId,
+        };
+        // Get token balances
+        const positions = await this.ctf.getPositionBalanceByTokenIds(market.conditionId, tokenIds);
+        const yesBalance = parseFloat(positions.yesBalance);
+        const noBalance = parseFloat(positions.noBalance);
+        if (yesBalance < 0.001 && noBalance < 0.001) {
+            this.log(`No positions to clear for ${market.name}`);
+            return {
+                market,
+                marketStatus: 'unknown',
+                yesBalance,
+                noBalance,
+                actions: [],
+                totalUsdcRecovered: 0,
+                success: true,
+            };
+        }
+        this.log(`\n🧹 Clearing positions: ${market.name}`);
+        this.log(`   YES: ${yesBalance.toFixed(6)}, NO: ${noBalance.toFixed(6)}`);
+        // Check if market is resolved
+        let marketStatus = 'unknown';
+        let winningOutcome;
+        try {
+            const resolution = await this.ctf.getMarketResolution(market.conditionId);
+            marketStatus = resolution.isResolved ? 'resolved' : 'active';
+            winningOutcome = resolution.winningOutcome;
+            this.log(`   Status: ${marketStatus}${resolution.isResolved ? ` (Winner: ${winningOutcome})` : ''}`);
+        }
+        catch {
+            // If we can't determine resolution, try to get market status from MarketService
+            try {
+                const cache = createUnifiedCache();
+                const tempMarketService = new MarketService(undefined, undefined, this.rateLimiter, cache);
+                const clobMarket = await tempMarketService.getClobMarket(market.conditionId);
+                marketStatus = clobMarket.closed ? 'resolved' : 'active';
+                this.log(`   Status: ${marketStatus} (from MarketService)`);
+            }
+            catch {
+                this.log(`   Status: unknown (assuming active)`);
+                marketStatus = 'active';
+            }
+        }
+        const actions = [];
+        let totalUsdcRecovered = 0;
+        if (!execute) {
+            // Dry run - calculate expected actions
+            if (marketStatus === 'resolved' && winningOutcome) {
+                // Resolved market: redeem winning tokens
+                const winningBalance = winningOutcome === 'YES' ? yesBalance : noBalance;
+                if (winningBalance >= 0.001) {
+                    actions.push({
+                        type: 'redeem',
+                        amount: winningBalance,
+                        usdcResult: winningBalance, // 1 USDC per winning token
+                        success: true,
+                    });
+                    totalUsdcRecovered = winningBalance;
+                }
+            }
+            else {
+                // Active market: merge + sell
+                const pairedTokens = Math.min(yesBalance, noBalance);
+                const unpairedYes = yesBalance - pairedTokens;
+                const unpairedNo = noBalance - pairedTokens;
+                if (pairedTokens >= 1) {
+                    actions.push({
+                        type: 'merge',
+                        amount: pairedTokens,
+                        usdcResult: pairedTokens,
+                        success: true,
+                    });
+                    totalUsdcRecovered += pairedTokens;
+                }
+                // For unpaired tokens, estimate sell price (assume ~0.5 if unknown)
+                if (unpairedYes >= this.config.minTradeSize) {
+                    const estimatedPrice = 0.5; // Conservative estimate
+                    actions.push({
+                        type: 'sell_yes',
+                        amount: unpairedYes,
+                        usdcResult: unpairedYes * estimatedPrice,
+                        success: true,
+                    });
+                    totalUsdcRecovered += unpairedYes * estimatedPrice;
+                }
+                if (unpairedNo >= this.config.minTradeSize) {
+                    const estimatedPrice = 0.5;
+                    actions.push({
+                        type: 'sell_no',
+                        amount: unpairedNo,
+                        usdcResult: unpairedNo * estimatedPrice,
+                        success: true,
+                    });
+                    totalUsdcRecovered += unpairedNo * estimatedPrice;
+                }
+            }
+            this.log(`   📋 Plan: ${actions.length} actions, ~$${totalUsdcRecovered.toFixed(2)} USDC`);
+            for (const action of actions) {
+                this.log(`      - ${action.type}: ${action.amount.toFixed(4)} → ~$${action.usdcResult.toFixed(2)}`);
+            }
+            return {
+                market,
+                marketStatus,
+                yesBalance,
+                noBalance,
+                actions,
+                totalUsdcRecovered,
+                success: true,
+            };
+        }
+        // Execute clearing
+        this.log(`   🔄 Executing...`);
+        if (marketStatus === 'resolved' && winningOutcome) {
+            // Resolved market: redeem
+            const winningBalance = winningOutcome === 'YES' ? yesBalance : noBalance;
+            if (winningBalance >= 0.001) {
+                try {
+                    const redeemResult = await this.ctf.redeem(market.conditionId);
+                    actions.push({
+                        type: 'redeem',
+                        amount: winningBalance,
+                        usdcResult: winningBalance,
+                        txHash: redeemResult.txHash,
+                        success: true,
+                    });
+                    totalUsdcRecovered = winningBalance;
+                    this.log(`   ✅ Redeemed: ${winningBalance.toFixed(4)} tokens → $${winningBalance.toFixed(2)} USDC`);
+                }
+                catch (error) {
+                    actions.push({
+                        type: 'redeem',
+                        amount: winningBalance,
+                        usdcResult: 0,
+                        success: false,
+                        error: error.message,
+                    });
+                    this.log(`   ❌ Redeem failed: ${error.message}`);
+                }
+            }
+        }
+        else {
+            // Active market: merge + sell
+            const pairedTokens = Math.min(yesBalance, noBalance);
+            let unpairedYes = yesBalance - pairedTokens;
+            let unpairedNo = noBalance - pairedTokens;
+            // Step 1: Merge paired tokens
+            if (pairedTokens >= 1) {
+                const mergeAmount = Math.floor(pairedTokens * 1e6) / 1e6;
+                try {
+                    const mergeResult = await this.ctf.mergeByTokenIds(market.conditionId, tokenIds, mergeAmount.toString());
+                    actions.push({
+                        type: 'merge',
+                        amount: mergeAmount,
+                        usdcResult: mergeAmount,
+                        txHash: mergeResult.txHash,
+                        success: true,
+                    });
+                    totalUsdcRecovered += mergeAmount;
+                    this.log(`   ✅ Merged: ${mergeAmount.toFixed(4)} pairs → $${mergeAmount.toFixed(2)} USDC`);
+                }
+                catch (error) {
+                    actions.push({
+                        type: 'merge',
+                        amount: mergeAmount,
+                        usdcResult: 0,
+                        success: false,
+                        error: error.message,
+                    });
+                    this.log(`   ❌ Merge failed: ${error.message}`);
+                    // Update unpaired amounts since merge failed
+                    unpairedYes = yesBalance;
+                    unpairedNo = noBalance;
+                }
+            }
+            // Step 2: Sell unpaired tokens
+            if (this.tradingService && unpairedYes >= this.config.minTradeSize) {
+                try {
+                    const sellAmount = Math.floor(unpairedYes * 1e6) / 1e6;
+                    const result = await this.tradingService.createMarketOrder({
+                        tokenId: market.yesTokenId,
+                        side: 'SELL',
+                        amount: sellAmount,
+                        orderType: 'FOK',
+                    });
+                    if (result.success) {
+                        // Estimate USDC received (conservative estimate since we don't have exact trade info)
+                        const usdcReceived = sellAmount * 0.5; // Assume ~0.5 average price
+                        actions.push({
+                            type: 'sell_yes',
+                            amount: sellAmount,
+                            usdcResult: usdcReceived,
+                            success: true,
+                        });
+                        totalUsdcRecovered += usdcReceived;
+                        this.log(`   ✅ Sold YES: ${sellAmount.toFixed(4)} → ~$${usdcReceived.toFixed(2)} USDC`);
+                    }
+                    else {
+                        throw new Error(result.errorMsg || 'Sell failed');
+                    }
+                }
+                catch (error) {
+                    actions.push({
+                        type: 'sell_yes',
+                        amount: unpairedYes,
+                        usdcResult: 0,
+                        success: false,
+                        error: error.message,
+                    });
+                    this.log(`   ❌ Sell YES failed: ${error.message}`);
+                }
+            }
+            if (this.tradingService && unpairedNo >= this.config.minTradeSize) {
+                try {
+                    const sellAmount = Math.floor(unpairedNo * 1e6) / 1e6;
+                    const result = await this.tradingService.createMarketOrder({
+                        tokenId: market.noTokenId,
+                        side: 'SELL',
+                        amount: sellAmount,
+                        orderType: 'FOK',
+                    });
+                    if (result.success) {
+                        // Estimate USDC received (conservative estimate since we don't have exact trade info)
+                        const usdcReceived = sellAmount * 0.5; // Assume ~0.5 average price
+                        actions.push({
+                            type: 'sell_no',
+                            amount: sellAmount,
+                            usdcResult: usdcReceived,
+                            success: true,
+                        });
+                        totalUsdcRecovered += usdcReceived;
+                        this.log(`   ✅ Sold NO: ${sellAmount.toFixed(4)} → ~$${usdcReceived.toFixed(2)} USDC`);
+                    }
+                    else {
+                        throw new Error(result.errorMsg || 'Sell failed');
+                    }
+                }
+                catch (error) {
+                    actions.push({
+                        type: 'sell_no',
+                        amount: unpairedNo,
+                        usdcResult: 0,
+                        success: false,
+                        error: error.message,
+                    });
+                    this.log(`   ❌ Sell NO failed: ${error.message}`);
+                }
+            }
+        }
+        const allSuccess = actions.every((a) => a.success);
+        this.log(`   📊 Result: ${actions.filter((a) => a.success).length}/${actions.length} succeeded, $${totalUsdcRecovered.toFixed(2)} recovered`);
+        const result = {
+            market,
+            marketStatus,
+            yesBalance,
+            noBalance,
+            actions,
+            totalUsdcRecovered,
+            success: allSuccess,
+        };
+        this.emit('settle', result);
+        return result;
+    }
+    /**
+     * Clear positions from multiple markets
+     *
+     * @param markets Markets to clear
+     * @param execute If true, execute clearing
+     * @returns Results for all markets
+     */
+    async clearAllPositions(markets, execute = false) {
+        const results = [];
+        let totalRecovered = 0;
+        this.log(`\n🧹 Clearing positions from ${markets.length} markets...`);
+        for (const market of markets) {
+            const result = await this.clearPositions(market, execute);
+            results.push(result);
+            totalRecovered += result.totalUsdcRecovered;
+        }
+        this.log(`\n═══════════════════════════════════════`);
+        this.log(`TOTAL: $${totalRecovered.toFixed(2)} USDC ${execute ? 'recovered' : 'expected'}`);
+        return results;
+    }
+    // ===== Private Methods =====
+    handleBookUpdate(update) {
+        if (!this.market)
+            return;
+        const { assetId, bids, asks } = update;
+        if (assetId === this.market.yesTokenId) {
+            this.orderbook.yesBids = bids.sort((a, b) => b.price - a.price);
+            this.orderbook.yesAsks = asks.sort((a, b) => a.price - b.price);
+        }
+        else if (assetId === this.market.noTokenId) {
+            this.orderbook.noBids = bids.sort((a, b) => b.price - a.price);
+            this.orderbook.noAsks = asks.sort((a, b) => a.price - b.price);
+        }
+        this.orderbook.lastUpdate = Date.now();
+        this.emit('orderbookUpdate', this.orderbook);
+        // Check for arbitrage opportunity
+        this.checkAndHandleOpportunity();
+    }
+    checkAndHandleOpportunity() {
+        const opportunity = this.checkOpportunity();
+        if (opportunity) {
+            this.stats.opportunitiesDetected++;
+            this.emit('opportunity', opportunity);
+            this.log(`\n${'!'.repeat(60)}`);
+            this.log(`${opportunity.type.toUpperCase()} ARB: ${opportunity.description}`);
+            this.log(`Profit: ${opportunity.profitPercent.toFixed(2)}%, Size: ${opportunity.recommendedSize.toFixed(2)}, Est: $${opportunity.estimatedProfit.toFixed(2)}`);
+            this.log('!'.repeat(60));
+            // Auto-execute if enabled and cooldown has passed
+            if (this.config.autoExecute && !this.isExecuting) {
+                const timeSinceLastExecution = Date.now() - this.lastExecutionTime;
+                if (timeSinceLastExecution >= this.config.executionCooldown) {
+                    this.execute(opportunity).catch((error) => {
+                        this.emit('error', error);
+                    });
+                }
+            }
+        }
+    }
+    async checkAndRebalance() {
+        if (!this.isRunning || this.isExecuting)
+            return;
+        // Check cooldown
+        const timeSinceLastRebalance = Date.now() - this.lastRebalanceTime;
+        if (timeSinceLastRebalance < this.config.rebalanceCooldown) {
+            return;
+        }
+        await this.updateBalance();
+        const action = this.calculateRebalanceAction();
+        if (action.type !== 'none' && action.amount >= this.config.minTradeSize) {
+            await this.rebalance(action);
+            this.lastRebalanceTime = Date.now();
+        }
+    }
+    /**
+     * Fix YES/NO imbalance immediately after partial execution
+     * This is critical when one side of a parallel order fails
+     */
+    async fixImbalanceIfNeeded() {
+        if (!this.config.autoFixImbalance || !this.ctf || !this.tradingService || !this.market)
+            return;
+        await this.updateBalance();
+        const imbalance = this.balance.yesTokens - this.balance.noTokens;
+        if (Math.abs(imbalance) <= this.config.imbalanceThreshold)
+            return;
+        this.log(`\n⚠️ Imbalance detected after execution: ${imbalance > 0 ? 'YES' : 'NO'} excess = ${Math.abs(imbalance).toFixed(2)}`);
+        // Sell the excess tokens to restore balance
+        const sellAmount = Math.floor(Math.abs(imbalance) * 0.9 * 1e6) / 1e6; // Sell 90% to be safe
+        if (sellAmount < this.config.minTradeSize)
+            return;
+        try {
+            if (imbalance > 0) {
+                // Sell excess YES
+                const result = await this.tradingService.createMarketOrder({
+                    tokenId: this.market.yesTokenId,
+                    side: 'SELL',
+                    amount: sellAmount,
+                    orderType: 'FOK',
+                });
+                if (result.success) {
+                    this.log(`   ✅ Sold ${sellAmount.toFixed(2)} excess YES to restore balance`);
+                }
+            }
+            else {
+                // Sell excess NO
+                const result = await this.tradingService.createMarketOrder({
+                    tokenId: this.market.noTokenId,
+                    side: 'SELL',
+                    amount: sellAmount,
+                    orderType: 'FOK',
+                });
+                if (result.success) {
+                    this.log(`   ✅ Sold ${sellAmount.toFixed(2)} excess NO to restore balance`);
+                }
+            }
+        }
+        catch (error) {
+            this.log(`   ❌ Failed to fix imbalance: ${error.message}`);
+        }
+    }
+    async updateBalance() {
+        if (!this.ctf || !this.market)
+            return;
+        try {
+            const tokenIds = {
+                yesTokenId: this.market.yesTokenId,
+                noTokenId: this.market.noTokenId,
+            };
+            const [usdcBalance, positions] = await Promise.all([
+                this.ctf.getUsdcBalance(),
+                this.ctf.getPositionBalanceByTokenIds(this.market.conditionId, tokenIds),
+            ]);
+            this.balance = {
+                usdc: parseFloat(usdcBalance),
+                yesTokens: parseFloat(positions.yesBalance),
+                noTokens: parseFloat(positions.noBalance),
+                lastUpdate: Date.now(),
+            };
+            this.emit('balanceUpdate', this.balance);
+        }
+        catch (error) {
+            this.emit('error', error);
+        }
+    }
+    async executeLongArb(opportunity) {
+        const startTime = Date.now();
+        const txHashes = [];
+        const size = opportunity.recommendedSize;
+        this.log(`\nExecuting Long Arb (Buy → Merge)...`);
+        try {
+            const { buyYes, buyNo } = opportunity.effectivePrices;
+            const requiredUsdc = (buyYes + buyNo) * size;
+            if (this.balance.usdc < requiredUsdc) {
+                return {
+                    success: false,
+                    type: 'long',
+                    size,
+                    profit: 0,
+                    txHashes,
+                    error: `Insufficient USDC.e: have ${this.balance.usdc.toFixed(2)}, need ${requiredUsdc.toFixed(2)}`,
+                    executionTimeMs: Date.now() - startTime,
+                };
+            }
+            // Buy both tokens in parallel
+            this.log(`  1. Buying tokens in parallel...`);
+            const [buyYesResult, buyNoResult] = await Promise.all([
+                this.tradingService.createMarketOrder({
+                    tokenId: this.market.yesTokenId,
+                    side: 'BUY',
+                    amount: size * buyYes,
+                    orderType: 'FOK',
+                }),
+                this.tradingService.createMarketOrder({
+                    tokenId: this.market.noTokenId,
+                    side: 'BUY',
+                    amount: size * buyNo,
+                    orderType: 'FOK',
+                }),
+            ]);
+            const outcomes = this.market.outcomes || ['YES', 'NO'];
+            this.log(`     ${outcomes[0]}: ${buyYesResult.success ? '✓' : '✗'}, ${outcomes[1]}: ${buyNoResult.success ? '✓' : '✗'}`);
+            // If one succeeded and the other failed, we have an imbalance - fix it
+            if (!buyYesResult.success || !buyNoResult.success) {
+                // Check if partial execution created imbalance
+                if (buyYesResult.success !== buyNoResult.success) {
+                    this.log(`  ⚠️ Partial execution detected - attempting to fix imbalance...`);
+                    await this.fixImbalanceIfNeeded();
+                }
+                return {
+                    success: false,
+                    type: 'long',
+                    size,
+                    profit: 0,
+                    txHashes,
+                    error: `Order(s) failed: YES=${buyYesResult.errorMsg}, NO=${buyNoResult.errorMsg}`,
+                    executionTimeMs: Date.now() - startTime,
+                };
+            }
+            // Merge tokens
+            const tokenIds = {
+                yesTokenId: this.market.yesTokenId,
+                noTokenId: this.market.noTokenId,
+            };
+            // Update balance to get accurate token counts
+            await this.updateBalance();
+            const heldPairs = Math.min(this.balance.yesTokens, this.balance.noTokens);
+            const mergeSize = Math.floor(Math.min(size, heldPairs) * 1e6) / 1e6;
+            if (mergeSize >= this.config.minTradeSize) {
+                this.log(`  2. Merging ${mergeSize.toFixed(2)} pairs...`);
+                try {
+                    const mergeResult = await this.ctf.mergeByTokenIds(this.market.conditionId, tokenIds, mergeSize.toString());
+                    txHashes.push(mergeResult.txHash);
+                    this.log(`     TX: ${mergeResult.txHash}`);
+                    const profit = opportunity.profitRate * mergeSize;
+                    this.log(`  ✅ Long Arb completed! Profit: ~$${profit.toFixed(2)}`);
+                    return {
+                        success: true,
+                        type: 'long',
+                        size: mergeSize,
+                        profit,
+                        txHashes,
+                        executionTimeMs: Date.now() - startTime,
+                    };
+                }
+                catch (mergeError) {
+                    this.log(`  ⚠️ Merge failed: ${mergeError.message}`);
+                    return {
+                        success: false,
+                        type: 'long',
+                        size,
+                        profit: 0,
+                        txHashes,
+                        error: `Merge failed: ${mergeError.message}`,
+                        executionTimeMs: Date.now() - startTime,
+                    };
+                }
+            }
+            return {
+                success: false,
+                type: 'long',
+                size,
+                profit: 0,
+                txHashes,
+                error: `Insufficient pairs for merge: ${heldPairs.toFixed(2)}`,
+                executionTimeMs: Date.now() - startTime,
+            };
+        }
+        catch (error) {
+            return {
+                success: false,
+                type: 'long',
+                size,
+                profit: 0,
+                txHashes,
+                error: error.message,
+                executionTimeMs: Date.now() - startTime,
+            };
+        }
+    }
+    async executeShortArb(opportunity) {
+        const startTime = Date.now();
+        const txHashes = [];
+        const size = opportunity.recommendedSize;
+        this.log(`\nExecuting Short Arb (Sell Pre-held Tokens)...`);
+        try {
+            const heldPairs = Math.min(this.balance.yesTokens, this.balance.noTokens);
+            if (heldPairs < size) {
+                return {
+                    success: false,
+                    type: 'short',
+                    size,
+                    profit: 0,
+                    txHashes,
+                    error: `Insufficient held tokens: have ${heldPairs.toFixed(2)}, need ${size.toFixed(2)}`,
+                    executionTimeMs: Date.now() - startTime,
+                };
+            }
+            // Sell both tokens in parallel
+            this.log(`  1. Selling pre-held tokens in parallel...`);
+            const [sellYesResult, sellNoResult] = await Promise.all([
+                this.tradingService.createMarketOrder({
+                    tokenId: this.market.yesTokenId,
+                    side: 'SELL',
+                    amount: size,
+                    orderType: 'FOK',
+                }),
+                this.tradingService.createMarketOrder({
+                    tokenId: this.market.noTokenId,
+                    side: 'SELL',
+                    amount: size,
+                    orderType: 'FOK',
+                }),
+            ]);
+            const outcomes = this.market.outcomes || ['YES', 'NO'];
+            this.log(`     ${outcomes[0]}: ${sellYesResult.success ? '✓' : '✗'}, ${outcomes[1]}: ${sellNoResult.success ? '✓' : '✗'}`);
+            // If one succeeded and the other failed, we have an imbalance
+            if (!sellYesResult.success || !sellNoResult.success) {
+                // Check if partial execution created imbalance
+                if (sellYesResult.success !== sellNoResult.success) {
+                    this.log(`  ⚠️ Partial execution detected - imbalance created`);
+                    // Note: For short arb, we just sold one side, creating imbalance
+                    // The rebalancer will fix this on next cycle
+                    await this.fixImbalanceIfNeeded();
+                }
+                return {
+                    success: false,
+                    type: 'short',
+                    size,
+                    profit: 0,
+                    txHashes,
+                    error: `Order(s) failed: YES=${sellYesResult.errorMsg}, NO=${sellNoResult.errorMsg}`,
+                    executionTimeMs: Date.now() - startTime,
+                };
+            }
+            const profit = opportunity.profitRate * size;
+            this.log(`  ✅ Short Arb completed! Profit: ~$${profit.toFixed(2)}`);
+            return {
+                success: true,
+                type: 'short',
+                size,
+                profit,
+                txHashes,
+                executionTimeMs: Date.now() - startTime,
+            };
+        }
+        catch (error) {
+            return {
+                success: false,
+                type: 'short',
+                size,
+                profit: 0,
+                txHashes,
+                error: error.message,
+                executionTimeMs: Date.now() - startTime,
+            };
+        }
+    }
+    log(message) {
+        if (this.config.enableLogging) {
+            console.log(`[ArbitrageService] ${message}`);
+        }
+    }
+    // ===== Market Scanning Methods =====
+    /**
+     * Scan markets for arbitrage opportunities
+     *
+     * @param criteria Filter criteria for markets
+     * @param minProfit Minimum profit threshold (default: 0.005 = 0.5%)
+     * @returns Array of scan results sorted by profit
+     *
+     * @example
+     * ```typescript
+     * const service = new ArbitrageService({ privateKey: '0x...' });
+     *
+     * // Scan markets with at least $5000 volume
+     * const results = await service.scanMarkets({ minVolume24h: 5000 }, 0.005);
+     *
+     * // Start arbitraging the best opportunity
+     * if (results.length > 0 && results[0].arbType !== 'none') {
+     *   await service.start(results[0].market);
+     * }
+     * ```
+     */
+    async scanMarkets(criteria = {}, minProfit = 0.005) {
+        const { minVolume24h = 1000, maxVolume24h, keywords = [], limit = 100, } = criteria;
+        this.log(`Scanning markets (minVolume: $${minVolume24h}, minProfit: ${(minProfit * 100).toFixed(2)}%)...`);
+        // Create temporary API clients for scanning
+        const cache = createUnifiedCache();
+        const gammaApi = new GammaApiClient(this.rateLimiter, cache);
+        const tempMarketService = new MarketService(gammaApi, undefined, this.rateLimiter, cache);
+        // Fetch active markets from Gamma API
+        const markets = await gammaApi.getMarkets({
+            active: true,
+            closed: false,
+            limit,
+        });
+        this.log(`Found ${markets.length} active markets`);
+        const results = [];
+        for (const gammaMarket of markets) {
+            try {
+                // Filter by volume
+                const volume24h = gammaMarket.volume24hr || 0;
+                if (volume24h < minVolume24h)
+                    continue;
+                if (maxVolume24h && volume24h > maxVolume24h)
+                    continue;
+                // Filter by keywords
+                if (keywords.length > 0) {
+                    const marketText = `${gammaMarket.question} ${gammaMarket.description || ''}`.toLowerCase();
+                    const hasKeyword = keywords.some((kw) => marketText.includes(kw.toLowerCase()));
+                    if (!hasKeyword)
+                        continue;
+                }
+                // Skip non-binary markets
+                if (!gammaMarket.conditionId || gammaMarket.outcomes?.length !== 2)
+                    continue;
+                // Get market data for token IDs
+                let clobMarket;
+                try {
+                    clobMarket = await tempMarketService.getClobMarket(gammaMarket.conditionId);
+                }
+                catch {
+                    continue; // Skip if market data not available
+                }
+                const yesToken = clobMarket.tokens.find((t) => t.outcome === 'Yes');
+                const noToken = clobMarket.tokens.find((t) => t.outcome === 'No');
+                if (!yesToken || !noToken)
+                    continue;
+                // Get orderbook data
+                let orderbook;
+                try {
+                    orderbook = await tempMarketService.getProcessedOrderbook(gammaMarket.conditionId);
+                }
+                catch {
+                    continue; // Skip if orderbook not available
+                }
+                const { effectivePrices, longArbProfit, shortArbProfit } = orderbook.summary;
+                // Determine best arbitrage type
+                let arbType = 'none';
+                let profitRate = 0;
+                if (longArbProfit > minProfit && longArbProfit >= shortArbProfit) {
+                    arbType = 'long';
+                    profitRate = longArbProfit;
+                }
+                else if (shortArbProfit > minProfit) {
+                    arbType = 'short';
+                    profitRate = shortArbProfit;
+                }
+                // Calculate available size (min of both sides)
+                const yesAskSize = orderbook.yes.askSize || 0;
+                const noAskSize = orderbook.no.askSize || 0;
+                const yesBidSize = orderbook.yes.bidSize || 0;
+                const noBidSize = orderbook.no.bidSize || 0;
+                const availableSize = arbType === 'long'
+                    ? Math.min(yesAskSize, noAskSize)
+                    : Math.min(yesBidSize, noBidSize);
+                // Calculate score (profit * volume * available_size)
+                const score = profitRate * 100 * Math.log10(volume24h + 1) * Math.min(availableSize, 100) / 100;
+                // Create market config
+                const marketConfig = {
+                    name: gammaMarket.question.slice(0, 60) + (gammaMarket.question.length > 60 ? '...' : ''),
+                    conditionId: gammaMarket.conditionId,
+                    yesTokenId: yesToken.tokenId,
+                    noTokenId: noToken.tokenId,
+                    outcomes: gammaMarket.outcomes,
+                };
+                const longCost = effectivePrices.effectiveBuyYes + effectivePrices.effectiveBuyNo;
+                const shortRevenue = effectivePrices.effectiveSellYes + effectivePrices.effectiveSellNo;
+                let description;
+                if (arbType === 'long') {
+                    description = `Buy YES@${effectivePrices.effectiveBuyYes.toFixed(4)} + NO@${effectivePrices.effectiveBuyNo.toFixed(4)} = ${longCost.toFixed(4)} → Merge for $1`;
+                }
+                else if (arbType === 'short') {
+                    description = `Sell YES@${effectivePrices.effectiveSellYes.toFixed(4)} + NO@${effectivePrices.effectiveSellNo.toFixed(4)} = ${shortRevenue.toFixed(4)}`;
+                }
+                else {
+                    description = `No opportunity (Long cost: ${longCost.toFixed(4)}, Short rev: ${shortRevenue.toFixed(4)})`;
+                }
+                results.push({
+                    market: marketConfig,
+                    arbType,
+                    profitRate,
+                    profitPercent: profitRate * 100,
+                    effectivePrices: {
+                        buyYes: effectivePrices.effectiveBuyYes,
+                        buyNo: effectivePrices.effectiveBuyNo,
+                        sellYes: effectivePrices.effectiveSellYes,
+                        sellNo: effectivePrices.effectiveSellNo,
+                        longCost,
+                        shortRevenue,
+                    },
+                    volume24h,
+                    availableSize,
+                    score,
+                    description,
+                });
+            }
+            catch (error) {
+                // Skip markets with errors
+                continue;
+            }
+        }
+        // Sort by profit (descending), then by score
+        results.sort((a, b) => {
+            if (b.profitRate !== a.profitRate)
+                return b.profitRate - a.profitRate;
+            return b.score - a.score;
+        });
+        this.log(`Found ${results.filter((r) => r.arbType !== 'none').length} markets with arbitrage opportunities`);
+        return results;
+    }
+    /**
+     * Quick scan for best arbitrage opportunities
+     *
+     * @param minProfit Minimum profit threshold (default: 0.005 = 0.5%)
+     * @param limit Maximum number of results to return (default: 10)
+     * @returns Top arbitrage opportunities
+     *
+     * @example
+     * ```typescript
+     * const service = new ArbitrageService({ privateKey: '0x...' });
+     *
+     * // Find best arbitrage opportunities
+     * const top = await service.quickScan(0.005, 5);
+     *
+     * // Print results
+     * for (const r of top) {
+     *   console.log(`${r.market.name}: ${r.arbType} +${r.profitPercent.toFixed(2)}%`);
+     * }
+     *
+     * // Start the best one
+     * if (top.length > 0) {
+     *   await service.start(top[0].market);
+     * }
+     * ```
+     */
+    async quickScan(minProfit = 0.005, limit = 10) {
+        const results = await this.scanMarkets({ minVolume24h: 5000, limit: 100 }, minProfit);
+        // Return only markets with opportunities, limited to requested count
+        return results
+            .filter((r) => r.arbType !== 'none')
+            .slice(0, limit);
+    }
+    /**
+     * Find and start arbitraging the best opportunity
+     *
+     * @param minProfit Minimum profit threshold (default: 0.005 = 0.5%)
+     * @returns The scan result that was started, or null if none found
+     *
+     * @example
+     * ```typescript
+     * const service = new ArbitrageService({
+     *   privateKey: '0x...',
+     *   autoExecute: true,
+     *   profitThreshold: 0.005,
+     * });
+     *
+     * // Find and start the best opportunity
+     * const started = await service.findAndStart(0.005);
+     * if (started) {
+     *   console.log(`Started: ${started.market.name} (+${started.profitPercent.toFixed(2)}%)`);
+     * }
+     * ```
+     */
+    async findAndStart(minProfit = 0.005) {
+        const results = await this.quickScan(minProfit, 1);
+        if (results.length === 0) {
+            this.log('No arbitrage opportunities found');
+            return null;
+        }
+        const best = results[0];
+        this.log(`Best opportunity: ${best.market.name} (${best.arbType} +${best.profitPercent.toFixed(2)}%)`);
+        await this.start(best.market);
+        return best;
+    }
+}
+//# sourceMappingURL=arbitrage-service.js.map