@gonzih/polymarket-arb 1.0.0

package/README.md

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+# polymarket-arb
+
+Claude-powered Polymarket arbitrage bot. Monitors BTC/ETH price feeds, detects 30-second momentum signals, finds matching Polymarket contracts expiring within 20 minutes, and uses Claude AI to assess each trade opportunity before entering.
+
+## How it works
+
+1. **Price feeds** — connects to Binance WebSocket (with Coinbase fallback on 451 geo-block) for real-time BTC/ETH prices
+2. **Signal detection** — fires when |30s momentum| > 0.35%
+3. **Contract discovery** — queries Polymarket GraphQL for open BTC/ETH up/down contracts expiring within 20 minutes
+4. **Claude analysis** — sends signal + contract data to `claude-haiku-4-5-20251001` for confidence score, Kelly fraction, and reasoning
+5. **Trade entry** — only enters if Claude confidence > 0.65; sizes position using Kelly Criterion (capped at 10%)
+6. **Risk management** — daily loss limit -20%, total drawdown kill switch -40%
+
+## Installation
+
+```bash
+npm install -g @gonzih/polymarket-arb
+```
+
+## Usage
+
+```bash
+# Paper trading (default, safe)
+ANTHROPIC_API_KEY=sk-... polymarket-arb --paper
+
+# Live trading
+ANTHROPIC_API_KEY=sk-... POLYMARKET_API_KEY=... POLYMARKET_SECRET=... polymarket-arb --live
+```
+
+## Environment variables
+
+| Variable | Required | Default | Description |
+|----------|----------|---------|-------------|
+| `ANTHROPIC_API_KEY` | Yes | — | Claude API key |
+| `POLYMARKET_API_KEY` | Live only | — | Polymarket CLOB API key |
+| `POLYMARKET_SECRET` | Live only | — | Polymarket API secret |
+| `PAPER_MODE` | No | `true` | Set `false` for live trading |
+| `LOG_DIR` | No | `~/.polymarket-arb` | Log directory |
+
+## Logs
+
+Structured JSON logs written to `~/.polymarket-arb/trades.jsonl`. Each line is a JSON object with `timestamp`, `level`, and event-specific fields.
+
+## macOS daemon (launchd)
+
+A launchd plist is included (`com.polymarket-arb.plist`). Install:
+
+```bash
+# Edit REPLACE_ME with your API key first
+cp com.polymarket-arb.plist ~/Library/LaunchAgents/
+launchctl load ~/Library/LaunchAgents/com.polymarket-arb.plist
+```
+
+## Architecture
+
+```
+src/
+  index.ts      — CLI entry point
+  feeds.ts      — Binance + Coinbase WebSocket managers
+  signal.ts     — 30s momentum calculation
+  polymarket.ts — GraphQL contract discovery + CLOB order placement
+  claude.ts     — Anthropic SDK integration, trade analysis
+  kelly.ts      — Kelly Criterion position sizing, risk limits
+  logger.ts     — Structured JSON logging
+  daemon.ts     — Main bot loop, kill switch logic
+```
+
+## License
+
+MIT

package/dist/claude.d.ts

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+import type { MomentumSignal } from "./signal.js";
+import type { Contract } from "./polymarket.js";
+export type TradeAnalysis = {
+    confidence: number;
+    kelly_fraction: number;
+    reasoning: string;
+    enter: boolean;
+};
+export declare function analyzeTradeOpportunity(signal: MomentumSignal, contract: Contract): Promise<TradeAnalysis | null>;
+//# sourceMappingURL=claude.d.ts.map

package/dist/claude.d.ts.map

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package/dist/claude.js

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+import Anthropic from "@anthropic-ai/sdk";
+import { log } from "./logger.js";
+const MODEL = "claude-haiku-4-5-20251001";
+let client = null;
+function getClient() {
+    if (!client) {
+        const apiKey = process.env.ANTHROPIC_API_KEY;
+        if (!apiKey)
+            throw new Error("ANTHROPIC_API_KEY is required");
+        client = new Anthropic({ apiKey });
+    }
+    return client;
+}
+export async function analyzeTradeOpportunity(signal, contract) {
+    const momentumPct = (signal.momentum * 100).toFixed(3);
+    const direction = signal.direction === "down" ? "dropped" : "rose";
+    const contractOdds = contract.direction === "down" ? contract.yesPrice : contract.yesPrice;
+    const minutesToExpiry = Math.round((contract.expiresAt - Date.now()) / 60_000);
+    // Implied real probability based on momentum direction matching contract
+    const impliedProb = signal.direction === contract.direction ? 0.75 : 0.35;
+    const impliedEdge = Math.abs(impliedProb - contractOdds);
+    const prompt = `You are a prediction market arbitrage assistant. Analyze this trade opportunity and respond in JSON only.
+
+Signal: ${signal.symbol} ${direction} ${momentumPct}% in 30 seconds on crypto exchange
+Polymarket contract: "${contract.question}" currently priced at ${(contractOdds * 100).toFixed(1)}% (${contractOdds.toFixed(2)})
+Implied edge: ${(impliedEdge * 100).toFixed(1)} percentage points (estimated real probability ~${(impliedProb * 100).toFixed(0)}%)
+Minutes to expiry: ${minutesToExpiry}
+Recent price ticks: [${signal.recentTicks.join(", ")}]
+Current price: ${signal.currentPrice}
+
+Assess: Does the momentum signal justify a bet on this contract? Consider momentum strength, edge size, time to expiry, and signal-contract alignment.
+
+Respond with JSON only:
+{"confidence": 0.0-1.0, "kelly_fraction": 0.0-0.1, "reasoning": "brief explanation", "enter": true/false}`;
+    try {
+        const anthropic = getClient();
+        const message = await anthropic.messages.create({
+            model: MODEL,
+            max_tokens: 256,
+            messages: [{ role: "user", content: prompt }],
+        });
+        const content = message.content[0];
+        if (content.type !== "text") {
+            log("warn", { source: "claude", event: "unexpected_response_type" });
+            return null;
+        }
+        // Extract JSON from response (may have surrounding text)
+        const jsonMatch = content.text.match(/\{[^}]+\}/s);
+        if (!jsonMatch) {
+            log("warn", { source: "claude", event: "no_json_in_response", text: content.text });
+            return null;
+        }
+        const analysis = JSON.parse(jsonMatch[0]);
+        log("info", {
+            source: "claude",
+            event: "analysis",
+            symbol: signal.symbol,
+            contract: contract.question,
+            ...analysis,
+        });
+        return analysis;
+    }
+    catch (err) {
+        log("error", { source: "claude", event: "analysis_error", error: String(err) });
+        return null;
+    }
+}
+//# sourceMappingURL=claude.js.map

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package/dist/daemon.d.ts

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+export declare class TradingDaemon {
+    private feeds;
+    private signals;
+    private risk;
+    private paperMode;
+    private lastSignal;
+    private dayResetTimer;
+    constructor(paperMode?: boolean);
+    start(): void;
+    stop(): void;
+    private scheduleDayReset;
+}
+//# sourceMappingURL=daemon.d.ts.map

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package/dist/daemon.js

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+import { FeedManager } from "./feeds.js";
+import { SignalEngine } from "./signal.js";
+import { fetchContracts, placeOrder } from "./polymarket.js";
+import { analyzeTradeOpportunity } from "./claude.js";
+import { RiskManager } from "./kelly.js";
+import { log } from "./logger.js";
+const CLAUDE_CONFIDENCE_THRESHOLD = 0.65;
+const INITIAL_BALANCE = 1000; // paper trading starts with $1000
+const SIGNAL_COOLDOWN_MS = 60_000; // don't re-fire same symbol within 1 min
+export class TradingDaemon {
+    feeds = new FeedManager();
+    signals = new SignalEngine();
+    risk = new RiskManager(INITIAL_BALANCE);
+    paperMode;
+    lastSignal = new Map();
+    dayResetTimer = null;
+    constructor(paperMode = true) {
+        this.paperMode = paperMode;
+        log("info", { event: "daemon_start", paperMode, balance: INITIAL_BALANCE });
+    }
+    start() {
+        this.feeds.onPrice(async (tick) => {
+            const signal = this.signals.addTick(tick);
+            if (!signal)
+                return;
+            // Cooldown check
+            const lastFired = this.lastSignal.get(signal.symbol) ?? 0;
+            if (Date.now() - lastFired < SIGNAL_COOLDOWN_MS)
+                return;
+            // Risk limits
+            const limits = this.risk.checkLimits();
+            if (!limits.ok) {
+                log("warn", { event: "trading_halted", reason: limits.reason });
+                this.stop();
+                return;
+            }
+            this.lastSignal.set(signal.symbol, Date.now());
+            log("info", {
+                event: "signal_fired",
+                symbol: signal.symbol,
+                direction: signal.direction,
+                momentum: (signal.momentum * 100).toFixed(3) + "%",
+                price: signal.currentPrice,
+            });
+            // Find matching contracts
+            const contracts = await fetchContracts(signal.symbol);
+            const matching = contracts.filter((c) => c.direction === signal.direction);
+            if (matching.length === 0) {
+                log("info", { event: "no_matching_contracts", symbol: signal.symbol });
+                return;
+            }
+            // Process best contract (closest expiry)
+            const contract = matching.sort((a, b) => a.expiresAt - b.expiresAt)[0];
+            // Ask Claude for analysis
+            const analysis = await analyzeTradeOpportunity(signal, contract);
+            if (!analysis)
+                return;
+            if (!analysis.enter || analysis.confidence < CLAUDE_CONFIDENCE_THRESHOLD) {
+                log("info", {
+                    event: "trade_skipped",
+                    reason: "claude_confidence_below_threshold",
+                    confidence: analysis.confidence,
+                    threshold: CLAUDE_CONFIDENCE_THRESHOLD,
+                    reasoning: analysis.reasoning,
+                });
+                return;
+            }
+            // Size the position
+            const price = contract.yesPrice;
+            const size = this.risk.sizePosition(analysis.kelly_fraction, price);
+            if (size <= 0) {
+                log("info", { event: "trade_skipped", reason: "zero_size" });
+                return;
+            }
+            log("trade", {
+                event: "entering_trade",
+                symbol: signal.symbol,
+                contract: contract.question,
+                direction: signal.direction,
+                size,
+                price,
+                confidence: analysis.confidence,
+                kellyFraction: analysis.kelly_fraction,
+                reasoning: analysis.reasoning,
+                expiresAt: new Date(contract.expiresAt).toISOString(),
+                paperMode: this.paperMode,
+            });
+            await placeOrder(contract, "YES", size, price, this.paperMode);
+        });
+        this.feeds.start();
+        // Reset daily P&L at midnight
+        this.scheduleDayReset();
+        log("info", { event: "feeds_started" });
+    }
+    stop() {
+        this.feeds.stop();
+        if (this.dayResetTimer)
+            clearTimeout(this.dayResetTimer);
+        log("info", { event: "daemon_stopped" });
+    }
+    scheduleDayReset() {
+        const now = new Date();
+        const midnight = new Date(now);
+        midnight.setHours(24, 0, 0, 0);
+        const msUntilMidnight = midnight.getTime() - now.getTime();
+        this.dayResetTimer = setTimeout(() => {
+            this.risk.resetDay();
+            this.scheduleDayReset();
+        }, msUntilMidnight);
+    }
+}
+//# sourceMappingURL=daemon.js.map

package/dist/daemon.js.map

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package/dist/feeds.d.ts

@@ -0,0 +1,23 @@
+export type PriceTick = {
+    symbol: "BTC" | "ETH";
+    price: number;
+    timestamp: number;
+    source: "binance" | "coinbase";
+};
+export type PriceUpdateHandler = (tick: PriceTick) => void;
+export declare class FeedManager {
+    private handlers;
+    private binanceWs;
+    private coinbaseWs;
+    private binanceBlocked;
+    private binanceRetryTimer;
+    private stopped;
+    onPrice(handler: PriceUpdateHandler): void;
+    private emit;
+    start(): void;
+    stop(): void;
+    private connectBinance;
+    private scheduleBindanceRetry;
+    private connectCoinbase;
+}
+//# sourceMappingURL=feeds.d.ts.map

package/dist/feeds.d.ts.map

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package/dist/feeds.js

@@ -0,0 +1,134 @@
+import WebSocket from "ws";
+import { log } from "./logger.js";
+const BINANCE_WS = "wss://stream.binance.com:9443/stream?streams=btcusdt@kline_1m/ethusdt@kline_1m";
+const COINBASE_WS = "wss://advanced-trade-ws.coinbase.com";
+// Retry Binance every 6 hours after 451 block
+const BINANCE_RETRY_MS = 6 * 60 * 60 * 1000;
+export class FeedManager {
+    handlers = [];
+    binanceWs = null;
+    coinbaseWs = null;
+    binanceBlocked = false;
+    binanceRetryTimer = null;
+    stopped = false;
+    onPrice(handler) {
+        this.handlers.push(handler);
+    }
+    emit(tick) {
+        for (const h of this.handlers)
+            h(tick);
+    }
+    start() {
+        this.connectBinance();
+        this.connectCoinbase();
+    }
+    stop() {
+        this.stopped = true;
+        if (this.binanceRetryTimer)
+            clearTimeout(this.binanceRetryTimer);
+        this.binanceWs?.close();
+        this.coinbaseWs?.close();
+    }
+    connectBinance() {
+        if (this.stopped || this.binanceBlocked)
+            return;
+        const ws = new WebSocket(BINANCE_WS);
+        this.binanceWs = ws;
+        ws.on("open", () => {
+            log("info", { source: "binance", event: "connected" });
+        });
+        ws.on("message", (raw) => {
+            try {
+                const msg = JSON.parse(raw.toString());
+                const stream = msg.stream ?? "";
+                const kline = msg.data?.k;
+                if (!kline || !kline.x)
+                    return; // not closed candle — use last close price anyway
+                const symbol = stream.startsWith("btc") ? "BTC" : "ETH";
+                const price = parseFloat(kline.c);
+                this.emit({ symbol, price, timestamp: Date.now(), source: "binance" });
+            }
+            catch {
+                // ignore malformed
+            }
+        });
+        ws.on("error", (err) => {
+            // Check for 451 geo-block
+            if (err.message?.includes("451") || err.code === "451") {
+                log("warn", { source: "binance", event: "geo_blocked_451", message: err.message });
+                this.binanceBlocked = true;
+                ws.close();
+                this.scheduleBindanceRetry();
+            }
+            else {
+                log("warn", { source: "binance", event: "error", message: err.message });
+            }
+        });
+        ws.on("unexpected-response", (_req, res) => {
+            if (res.statusCode === 451) {
+                log("warn", { source: "binance", event: "geo_blocked_451", statusCode: 451 });
+                this.binanceBlocked = true;
+                ws.close();
+                this.scheduleBindanceRetry();
+            }
+        });
+        ws.on("close", () => {
+            if (this.stopped || this.binanceBlocked)
+                return;
+            log("info", { source: "binance", event: "reconnecting" });
+            setTimeout(() => this.connectBinance(), 5000);
+        });
+    }
+    scheduleBindanceRetry() {
+        log("info", { source: "binance", event: "retry_scheduled_6h" });
+        this.binanceRetryTimer = setTimeout(() => {
+            this.binanceBlocked = false;
+            this.connectBinance();
+        }, BINANCE_RETRY_MS);
+    }
+    connectCoinbase() {
+        if (this.stopped)
+            return;
+        const ws = new WebSocket(COINBASE_WS);
+        this.coinbaseWs = ws;
+        ws.on("open", () => {
+            log("info", { source: "coinbase", event: "connected" });
+            ws.send(JSON.stringify({
+                type: "subscribe",
+                product_ids: ["BTC-USD", "ETH-USD"],
+                channel: "market_trades",
+            }));
+        });
+        ws.on("message", (raw) => {
+            try {
+                const msg = JSON.parse(raw.toString());
+                if (msg.channel !== "market_trades")
+                    return;
+                const events = msg.events ?? [];
+                for (const event of events) {
+                    const trades = event.trades ?? [];
+                    for (const trade of trades) {
+                        const symbol = trade.product_id.startsWith("BTC") ? "BTC" : "ETH";
+                        const price = parseFloat(trade.price);
+                        if (!isNaN(price)) {
+                            this.emit({ symbol, price, timestamp: Date.now(), source: "coinbase" });
+                        }
+                    }
+                }
+            }
+            catch {
+                // ignore malformed
+            }
+        });
+        ws.on("error", (err) => {
+            log("warn", { source: "coinbase", event: "error", message: err.message });
+        });
+        ws.on("close", () => {
+            if (this.stopped)
+                return;
+            log("info", { source: "coinbase", event: "reconnecting" });
+            setTimeout(() => this.connectCoinbase(), 5000);
+        });
+    }
+}
+//# sourceMappingURL=feeds.js.map

package/dist/feeds.js.map

@@ -0,0 +1 @@
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package/dist/index.d.ts

@@ -0,0 +1,3 @@
+#!/usr/bin/env node
+export {};
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":""}

package/dist/index.js

@@ -0,0 +1,60 @@
+#!/usr/bin/env node
+import { TradingDaemon } from "./daemon.js";
+import { log, logDir } from "./logger.js";
+const args = process.argv.slice(2);
+if (args.includes("--help") || args.includes("-h")) {
+    console.log(`polymarket-arb — Claude-powered prediction market arbitrage bot
+
+Usage: polymarket-arb [options]
+
+Options:
+  --paper       Paper trading mode (default, no real orders)
+  --live        Live trading mode (requires POLYMARKET_API_KEY + POLYMARKET_SECRET)
+  --log-dir     Override log directory (default: ~/.polymarket-arb)
+  --help        Show this help
+
+Environment variables:
+  ANTHROPIC_API_KEY     Required — Claude API key for trade analysis
+  POLYMARKET_API_KEY    Required for live trading
+  POLYMARKET_SECRET     Required for live trading
+  PAPER_MODE=true       Default paper mode (overridden by --live flag)
+  LOG_DIR               Log directory path
+
+Log directory: ${logDir()}
+`);
+    process.exit(0);
+}
+// Determine paper mode
+const paperMode = args.includes("--live")
+    ? false
+    : args.includes("--paper")
+        ? true
+        : process.env.PAPER_MODE !== "false";
+if (!paperMode && !process.env.POLYMARKET_API_KEY) {
+    console.error("ERROR: --live mode requires POLYMARKET_API_KEY environment variable");
+    process.exit(1);
+}
+if (!process.env.ANTHROPIC_API_KEY) {
+    console.error("ERROR: ANTHROPIC_API_KEY environment variable is required");
+    process.exit(1);
+}
+log("info", {
+    event: "startup",
+    mode: paperMode ? "paper" : "live",
+    logDir: logDir(),
+    nodeVersion: process.version,
+});
+const daemon = new TradingDaemon(paperMode);
+daemon.start();
+// Graceful shutdown
+process.on("SIGTERM", () => {
+    log("info", { event: "sigterm_received" });
+    daemon.stop();
+    process.exit(0);
+});
+process.on("SIGINT", () => {
+    log("info", { event: "sigint_received" });
+    daemon.stop();
+    process.exit(0);
+});
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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package/dist/kelly.d.ts

@@ -0,0 +1,17 @@
+export declare class RiskManager {
+    private portfolio;
+    private startOfDayPortfolio;
+    private peakPortfolio;
+    private halted;
+    constructor(initialBalance: number);
+    isHalted(): boolean;
+    getPortfolio(): number;
+    checkLimits(): {
+        ok: boolean;
+        reason?: string;
+    };
+    sizePosition(kellyFraction: number, price: number): number;
+    recordTrade(pnl: number): void;
+    resetDay(): void;
+}
+//# sourceMappingURL=kelly.d.ts.map

package/dist/kelly.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"kelly.d.ts","sourceRoot":"","sources":["../src/kelly.ts"],"names":[],"mappings":"AAOA,qBAAa,WAAW;IACtB,OAAO,CAAC,SAAS,CAAS;IAC1B,OAAO,CAAC,mBAAmB,CAAS;IACpC,OAAO,CAAC,aAAa,CAAS;IAC9B,OAAO,CAAC,MAAM,CAAS;gBAEX,cAAc,EAAE,MAAM;IAMlC,QAAQ,IAAI,OAAO;IAInB,YAAY,IAAI,MAAM;IAItB,WAAW,IAAI;QAAE,EAAE,EAAE,OAAO,CAAC;QAAC,MAAM,CAAC,EAAE,MAAM,CAAA;KAAE;IAiB/C,YAAY,CAAC,aAAa,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM;IAW1D,WAAW,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI;IAa9B,QAAQ,IAAI,IAAI;CAIjB"}

package/dist/kelly.js

@@ -0,0 +1,61 @@
+import { log } from "./logger.js";
+const MAX_KELLY = 0.10; // cap at 10%
+const MAX_POSITION = 0.08; // 8% of portfolio
+const DAILY_LOSS_LIMIT = -0.20; // -20%
+const TOTAL_DRAWDOWN_LIMIT = -0.40; // -40%
+export class RiskManager {
+    portfolio;
+    startOfDayPortfolio;
+    peakPortfolio;
+    halted = false;
+    constructor(initialBalance) {
+        this.portfolio = initialBalance;
+        this.startOfDayPortfolio = initialBalance;
+        this.peakPortfolio = initialBalance;
+    }
+    isHalted() {
+        return this.halted;
+    }
+    getPortfolio() {
+        return this.portfolio;
+    }
+    checkLimits() {
+        const dailyReturn = (this.portfolio - this.startOfDayPortfolio) / this.startOfDayPortfolio;
+        const drawdown = (this.portfolio - this.peakPortfolio) / this.peakPortfolio;
+        if (dailyReturn <= DAILY_LOSS_LIMIT) {
+            this.halted = true;
+            return { ok: false, reason: `Daily loss limit hit: ${(dailyReturn * 100).toFixed(1)}%` };
+        }
+        if (drawdown <= TOTAL_DRAWDOWN_LIMIT) {
+            this.halted = true;
+            return { ok: false, reason: `Total drawdown kill switch: ${(drawdown * 100).toFixed(1)}%` };
+        }
+        return { ok: true };
+    }
+    sizePosition(kellyFraction, price) {
+        const cappedKelly = Math.min(kellyFraction, MAX_KELLY);
+        const maxByPortfolio = this.portfolio * MAX_POSITION;
+        const kellySize = this.portfolio * cappedKelly;
+        const size = Math.min(kellySize, maxByPortfolio);
+        // Convert dollars to number of contracts (each contract is $1 face value at price)
+        const contracts = price > 0 ? size / price : 0;
+        return Math.floor(contracts * 100) / 100; // round to 2 decimal places
+    }
+    recordTrade(pnl) {
+        this.portfolio += pnl;
+        if (this.portfolio > this.peakPortfolio) {
+            this.peakPortfolio = this.portfolio;
+        }
+        log("info", {
+            event: "portfolio_update",
+            portfolio: this.portfolio,
+            pnl,
+            peakPortfolio: this.peakPortfolio,
+        });
+    }
+    resetDay() {
+        this.startOfDayPortfolio = this.portfolio;
+        log("info", { event: "day_reset", portfolio: this.portfolio });
+    }
+}
+//# sourceMappingURL=kelly.js.map

package/dist/kelly.js.map

@@ -0,0 +1 @@
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package/dist/logger.d.ts

@@ -0,0 +1,3 @@
+export declare function log(level: "info" | "warn" | "error" | "trade", data: Record<string, unknown>): void;
+export declare function logDir(): string;
+//# sourceMappingURL=logger.d.ts.map

package/dist/logger.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../src/logger.ts"],"names":[],"mappings":"AAcA,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,OAAO,EAAE,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,GAAG,IAAI,CAKnG;AAED,wBAAgB,MAAM,IAAI,MAAM,CAE/B"}

package/dist/logger.js

@@ -0,0 +1,20 @@
+import fs from "fs";
+import path from "path";
+import os from "os";
+const LOG_DIR = process.env.LOG_DIR
+    ? path.resolve(process.env.LOG_DIR)
+    : path.join(os.homedir(), ".polymarket-arb");
+if (!fs.existsSync(LOG_DIR)) {
+    fs.mkdirSync(LOG_DIR, { recursive: true });
+}
+const logFile = path.join(LOG_DIR, "trades.jsonl");
+export function log(level, data) {
+    const entry = { timestamp: new Date().toISOString(), level, ...data };
+    const line = JSON.stringify(entry);
+    console.log(line);
+    fs.appendFileSync(logFile, line + "\n");
+}
+export function logDir() {
+    return LOG_DIR;
+}
+//# sourceMappingURL=logger.js.map

package/dist/logger.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.js","sourceRoot":"","sources":["../src/logger.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,IAAI,CAAC;AACpB,OAAO,IAAI,MAAM,MAAM,CAAC;AACxB,OAAO,EAAE,MAAM,IAAI,CAAC;AAEpB,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAO;IACjC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC;IACnC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,OAAO,EAAE,EAAE,iBAAiB,CAAC,CAAC;AAE/C,IAAI,CAAC,EAAE,CAAC,UAAU,CAAC,OAAO,CAAC,EAAE,CAAC;IAC5B,EAAE,CAAC,SAAS,CAAC,OAAO,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;AAC7C,CAAC;AAED,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,cAAc,CAAC,CAAC;AAEnD,MAAM,UAAU,GAAG,CAAC,KAA0C,EAAE,IAA6B;IAC3F,MAAM,KAAK,GAAG,EAAE,SAAS,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE,EAAE,KAAK,EAAE,GAAG,IAAI,EAAE,CAAC;IACtE,MAAM,IAAI,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;IACnC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClB,EAAE,CAAC,cAAc,CAAC,OAAO,EAAE,IAAI,GAAG,IAAI,CAAC,CAAC;AAC1C,CAAC;AAED,MAAM,UAAU,MAAM;IACpB,OAAO,OAAO,CAAC;AACjB,CAAC"}

package/dist/polymarket.d.ts

@@ -0,0 +1,16 @@
+export type Contract = {
+    id: string;
+    question: string;
+    expiresAt: number;
+    yesPrice: number;
+    noPrice: number;
+    symbol: "BTC" | "ETH";
+    direction: "up" | "down";
+};
+export type OrderResult = {
+    orderId: string;
+    status: string;
+};
+export declare function fetchContracts(symbol: "BTC" | "ETH"): Promise<Contract[]>;
+export declare function placeOrder(contract: Contract, side: "YES" | "NO", size: number, price: number, paperMode: boolean): Promise<OrderResult | null>;
+//# sourceMappingURL=polymarket.d.ts.map

package/dist/polymarket.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"polymarket.d.ts","sourceRoot":"","sources":["../src/polymarket.ts"],"names":[],"mappings":"AAKA,MAAM,MAAM,QAAQ,GAAG;IACrB,EAAE,EAAE,MAAM,CAAC;IACX,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,SAAS,EAAE,IAAI,GAAG,MAAM,CAAC;CAC1B,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AA6BF,wBAAsB,cAAc,CAAC,MAAM,EAAE,KAAK,GAAG,KAAK,GAAG,OAAO,CAAC,QAAQ,EAAE,CAAC,CA0D/E;AAED,wBAAsB,UAAU,CAC9B,QAAQ,EAAE,QAAQ,EAClB,IAAI,EAAE,KAAK,GAAG,IAAI,EAClB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,EACb,SAAS,EAAE,OAAO,GACjB,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC,CAmD7B"}

package/dist/polymarket.js

@@ -0,0 +1,123 @@
+import { log } from "./logger.js";
+const GAMMA_API = "https://gamma-api.polymarket.com";
+const CLOB_API = "https://clob.polymarket.com";
+const GRAPHQL_QUERY = `
+query OpenContracts($symbol: String!) {
+  markets(
+    where: {
+      active: true,
+      closed: false,
+      question_contains: $symbol
+    },
+    orderBy: endDate,
+    orderDirection: asc
+  ) {
+    id
+    question
+    endDate
+    outcomePrices
+    outcomes
+  }
+}
+`;
+function parseDirection(question) {
+    const q = question.toLowerCase();
+    if (q.includes("higher") || q.includes("above") || q.includes("exceed"))
+        return "up";
+    if (q.includes("lower") || q.includes("below") || q.includes("drop") || q.includes("fall"))
+        return "down";
+    return null;
+}
+export async function fetchContracts(symbol) {
+    const now = Date.now();
+    const maxExpiry = now + 20 * 60 * 1000; // 20 min from now
+    try {
+        const res = await fetch(`${GAMMA_API}/graphql`, {
+            method: "POST",
+            headers: { "Content-Type": "application/json" },
+            body: JSON.stringify({
+                query: GRAPHQL_QUERY,
+                variables: { symbol },
+            }),
+        });
+        if (!res.ok) {
+            log("warn", { source: "polymarket", event: "graphql_error", status: res.status });
+            return [];
+        }
+        const data = (await res.json());
+        const markets = data?.data?.markets ?? [];
+        const contracts = [];
+        for (const m of markets) {
+            const expiresAt = new Date(m.endDate).getTime();
+            if (expiresAt > maxExpiry || expiresAt < now)
+                continue;
+            const direction = parseDirection(m.question);
+            if (!direction)
+                continue;
+            const prices = m.outcomePrices?.map(Number) ?? [0.5, 0.5];
+            contracts.push({
+                id: m.id,
+                question: m.question,
+                expiresAt,
+                yesPrice: prices[0] ?? 0.5,
+                noPrice: prices[1] ?? 0.5,
+                symbol,
+                direction,
+            });
+        }
+        return contracts;
+    }
+    catch (err) {
+        log("warn", { source: "polymarket", event: "fetch_error", error: String(err) });
+        return [];
+    }
+}
+export async function placeOrder(contract, side, size, price, paperMode) {
+    const order = {
+        marketId: contract.id,
+        side,
+        size,
+        price,
+        orderType: "LIMIT",
+    };
+    if (paperMode) {
+        log("trade", {
+            event: "paper_order",
+            contract: contract.question,
+            side,
+            size,
+            price,
+            expiresAt: new Date(contract.expiresAt).toISOString(),
+        });
+        return { orderId: `paper-${Date.now()}`, status: "paper" };
+    }
+    const apiKey = process.env.POLYMARKET_API_KEY;
+    const secret = process.env.POLYMARKET_SECRET;
+    if (!apiKey || !secret) {
+        log("error", { event: "missing_creds", message: "POLYMARKET_API_KEY and POLYMARKET_SECRET required for live trading" });
+        return null;
+    }
+    try {
+        const res = await fetch(`${CLOB_API}/order`, {
+            method: "POST",
+            headers: {
+                "Content-Type": "application/json",
+                Authorization: `Bearer ${apiKey}`,
+                "X-Secret": secret,
+            },
+            body: JSON.stringify(order),
+        });
+        if (!res.ok) {
+            log("error", { source: "polymarket", event: "order_error", status: res.status });
+            return null;
+        }
+        const result = (await res.json());
+        log("trade", { event: "order_placed", orderId: result.orderId, ...order });
+        return result;
+    }
+    catch (err) {
+        log("error", { source: "polymarket", event: "order_exception", error: String(err) });
+        return null;
+    }
+}
+//# sourceMappingURL=polymarket.js.map

package/dist/polymarket.js.map

@@ -0,0 +1 @@
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package/dist/signal.d.ts

@@ -0,0 +1,16 @@
+import type { PriceTick } from "./feeds.js";
+export type MomentumSignal = {
+    symbol: "BTC" | "ETH";
+    direction: "up" | "down";
+    momentum: number;
+    currentPrice: number;
+    recentTicks: number[];
+    timestamp: number;
+};
+export declare class SignalEngine {
+    private ticks;
+    addTick(tick: PriceTick): MomentumSignal | null;
+    private evaluate;
+    getRecentTicks(symbol: "BTC" | "ETH", n?: number): number[];
+}
+//# sourceMappingURL=signal.d.ts.map

package/dist/signal.d.ts.map

@@ -0,0 +1 @@
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package/dist/signal.js

@@ -0,0 +1,48 @@
+const WINDOW_MS = 30_000; // 30 seconds
+const MOMENTUM_THRESHOLD = 0.0035; // 0.35%
+const MAX_TICKS = 20; // keep last N ticks per symbol for history
+export class SignalEngine {
+    ticks = new Map();
+    addTick(tick) {
+        const key = tick.symbol;
+        if (!this.ticks.has(key))
+            this.ticks.set(key, []);
+        const arr = this.ticks.get(key);
+        arr.push(tick);
+        // trim to keep only recent + last MAX_TICKS
+        const cutoff = Date.now() - WINDOW_MS * 2;
+        while (arr.length > 0 && arr[0].timestamp < cutoff && arr.length > MAX_TICKS) {
+            arr.shift();
+        }
+        return this.evaluate(tick.symbol);
+    }
+    evaluate(symbol) {
+        const arr = this.ticks.get(symbol);
+        if (!arr || arr.length < 2)
+            return null;
+        const now = Date.now();
+        const windowStart = now - WINDOW_MS;
+        const recent = arr.filter((t) => t.timestamp >= windowStart);
+        const all = arr.slice(-MAX_TICKS);
+        if (recent.length < 2)
+            return null;
+        const oldest = recent[0].price;
+        const newest = recent[recent.length - 1].price;
+        const momentum = (newest - oldest) / oldest;
+        if (Math.abs(momentum) < MOMENTUM_THRESHOLD)
+            return null;
+        return {
+            symbol,
+            direction: momentum > 0 ? "up" : "down",
+            momentum,
+            currentPrice: newest,
+            recentTicks: all.map((t) => t.price).slice(-5),
+            timestamp: now,
+        };
+    }
+    getRecentTicks(symbol, n = 5) {
+        const arr = this.ticks.get(symbol) ?? [];
+        return arr.slice(-n).map((t) => t.price);
+    }
+}
+//# sourceMappingURL=signal.js.map

package/dist/signal.js.map

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package/package.json

@@ -0,0 +1,53 @@
+{
+  "name": "@gonzih/polymarket-arb",
+  "version": "1.0.0",
+  "description": "Claude-powered Polymarket arbitrage bot — BTC/ETH momentum signal + AI trade analysis",
+  "keywords": [
+    "polymarket",
+    "arbitrage",
+    "trading",
+    "crypto",
+    "defi",
+    "btc",
+    "eth",
+    "claude",
+    "anthropic"
+  ],
+  "homepage": "https://github.com/Gonzih/polymarket-arb",
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/Gonzih/polymarket-arb.git"
+  },
+  "license": "MIT",
+  "type": "module",
+  "bin": {
+    "polymarket-arb": "./dist/index.js"
+  },
+  "main": "./dist/index.js",
+  "scripts": {
+    "build": "tsc",
+    "start": "node dist/index.js",
+    "dev": "tsx src/index.ts",
+    "test": "node dist/index.js --help"
+  },
+  "engines": {
+    "node": ">=18.0.0"
+  },
+  "files": [
+    "dist/",
+    "README.md"
+  ],
+  "publishConfig": {
+    "access": "public"
+  },
+  "dependencies": {
+    "@anthropic-ai/sdk": "0.39.0",
+    "ws": "8.18.1"
+  },
+  "devDependencies": {
+    "@types/ws": "8.5.14",
+    "@types/node": "22.13.14",
+    "typescript": "5.8.2",
+    "tsx": "4.19.3"
+  }
+}