@gonzih/polymarket-arb 1.0.10 → 1.0.12

package/dist/backtest.d.ts

@@ -34,15 +34,30 @@ export type BacktestResult = {
     kellySizePct: number;
     hypotheticalPnl: number;
 };
+export type ActiveMarket = {
+    id: string;
+    conditionId: string;
+    clobTokenId: string;
+    question: string;
+    volume: number;
+    endDate: number;
+    yesPrice: number;
+};
 export declare function fetchResolvedMarkets(limit?: number): Promise<ResolvedMarket[]>;
+/**
+ * Reconstructs hourly price series from CLOB trades endpoint.
+ * Groups trades into hourly buckets and takes the last price in each bucket.
+ */
+export declare function fetchPriceHistoryFromTrades(marketId: string): Promise<PricePoint[]>;
 /**
  * Fetches hourly price history from the CLOB API.
  * NOTE (discovered during backtest): The CLOB prices-history endpoint returns
- * empty data for resolved/closed markets. Price history is only available for
- * currently active markets, and typically has very few data points.
+ * empty data for resolved/closed markets. Falls back to trades reconstruction
+ * when the primary source returns fewer than 5 points.
  * marketId should be a clobTokenId (the long numeric string from clobTokenIds[0]).
  */
 export declare function fetchPriceHistory(marketId: string): Promise<PricePoint[]>;
+export declare function fetchActiveMarkets(limit?: number): Promise<ActiveMarket[]>;
 /**
  * Calls Claude directly on a resolved market question to probe integration health.
  * Used when price history is unavailable and no momentum signals can be replayed.

package/dist/backtest.d.ts.map

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package/dist/backtest.js

@@ -83,26 +83,118 @@ export async function fetchResolvedMarkets(limit = 100) {
     });
     return results;
 }
+/**
+ * Reconstructs hourly price series from CLOB trades endpoint.
+ * Groups trades into hourly buckets and takes the last price in each bucket.
+ */
+export async function fetchPriceHistoryFromTrades(marketId) {
+    try {
+        const url = `${CLOB_API}/trades?market=${encodeURIComponent(marketId)}&limit=500`;
+        const res = await fetch(url);
+        if (!res.ok)
+            return [];
+        const raw = (await res.json());
+        const trades = Array.isArray(raw) ? raw : (raw.data ?? []);
+        const buckets = new Map();
+        for (const trade of trades) {
+            const ts = Number(trade.timestamp);
+            const tsSec = ts < 1e12 ? ts : Math.floor(ts / 1000);
+            const bucket = Math.floor(tsSec / 3600) * 3600;
+            buckets.set(bucket, Number(trade.price));
+        }
+        return Array.from(buckets.entries())
+            .map(([t, p]) => ({ t, p }))
+            .sort((a, b) => a.t - b.t);
+    }
+    catch {
+        return [];
+    }
+}
 /**
  * Fetches hourly price history from the CLOB API.
  * NOTE (discovered during backtest): The CLOB prices-history endpoint returns
- * empty data for resolved/closed markets. Price history is only available for
- * currently active markets, and typically has very few data points.
+ * empty data for resolved/closed markets. Falls back to trades reconstruction
+ * when the primary source returns fewer than 5 points.
  * marketId should be a clobTokenId (the long numeric string from clobTokenIds[0]).
  */
 export async function fetchPriceHistory(marketId) {
+    let primaryHistory = [];
+    let primaryNetworkError = false;
     try {
         const url = `${CLOB_API}/prices-history?market=${encodeURIComponent(marketId)}&interval=1h&fidelity=60`;
         const res = await fetch(url);
-        if (!res.ok)
-            return [];
-        const data = (await res.json());
-        const history = Array.isArray(data) ? data : (data.history ?? []);
-        return history.sort((a, b) => a.t - b.t);
+        if (!res.ok) {
+            primaryNetworkError = true;
+        }
+        else {
+            const data = (await res.json());
+            const history = Array.isArray(data) ? data : (data.history ?? []);
+            primaryHistory = history.sort((a, b) => a.t - b.t);
+        }
     }
     catch {
-        return [];
+        primaryNetworkError = true;
     }
+    if (primaryHistory.length < 5 || primaryNetworkError) {
+        const fallback = await fetchPriceHistoryFromTrades(marketId);
+        return fallback.length >= primaryHistory.length ? fallback : primaryHistory;
+    }
+    return primaryHistory;
+}
+export async function fetchActiveMarkets(limit = 50) {
+    const results = [];
+    let offset = 0;
+    const batchSize = 100;
+    while (results.length < limit) {
+        const url = `${GAMMA_API}/markets?closed=false&active=true&limit=${batchSize}&offset=${offset}`;
+        let markets;
+        try {
+            const res = await fetch(url);
+            if (!res.ok) {
+                log("warn", { source: "backtest", event: "fetch_active_error", status: res.status });
+                break;
+            }
+            markets = (await res.json());
+        }
+        catch (err) {
+            log("warn", { source: "backtest", event: "fetch_active_exception", error: String(err) });
+            break;
+        }
+        if (markets.length === 0)
+            break;
+        for (const m of markets) {
+            const volume = Number(m.volumeNum ?? m.volume ?? 0);
+            if (volume < 50_000)
+                continue;
+            const endDate = m.endDate ? new Date(m.endDate).getTime() : 0;
+            if (endDate === 0)
+                continue;
+            const prices = parseJsonField(m.outcomePrices ?? []).map(Number);
+            if (prices.length < 2)
+                continue;
+            const yesPrice = prices[0];
+            if (yesPrice < 0.05 || yesPrice > 0.95)
+                continue;
+            const tokenIds = parseJsonField(m.clobTokenIds ?? "[]");
+            const clobTokenId = tokenIds[0] ?? "";
+            results.push({
+                id: m.id,
+                conditionId: m.conditionId ?? m.id,
+                clobTokenId,
+                question: m.question ?? "",
+                volume,
+                endDate,
+                yesPrice,
+            });
+            if (results.length >= limit)
+                break;
+        }
+        offset += batchSize;
+        if (markets.length < batchSize)
+            break;
+    }
+    log("info", { source: "backtest", event: "active_markets_fetched", count: results.length });
+    return results;
 }
 /**
  * Calls Claude directly on a resolved market question to probe integration health.

package/dist/backtest.js.map

@@ -1 +1 @@
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package/dist/backtestRunner.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"backtestRunner.d.ts","sourceRoot":"","sources":["../src/backtestRunner.ts"],"names":[],"mappings":"AAoBA,wBAAsB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC,CA+HjD"}
+{"version":3,"file":"backtestRunner.d.ts","sourceRoot":"","sources":["../src/backtestRunner.ts"],"names":[],"mappings":"AA4BA,wBAAsB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC,CAkKjD"}

package/dist/backtestRunner.js

@@ -1,4 +1,4 @@
-import { fetchResolvedMarkets, fetchPriceHistory, replaySignals, askClaude, kellySize, computePnl, generateReport, formatReport as formatBaseReport, writeReport, probeClaudeIntegration, } from "./backtest.js";
+import { fetchResolvedMarkets, fetchPriceHistory, fetchActiveMarkets, replaySignals, askClaude, kellySize, computePnl, generateReport, formatReport as formatBaseReport, writeReport, probeClaudeIntegration, } from "./backtest.js";
 import { log } from "./logger.js";
 const MARKETS_TO_FETCH = 50;
 // At most one Claude call per market to keep runtime reasonable
@@ -82,6 +82,36 @@ export async function runBacktest() {
     console.log(`Price history: ${marketsWithHistory}/${markets.length} markets had history, ` +
         `${marketsNoHistory} had no/insufficient data, ` +
         `${marketsNoSignal} had history but no signal fired`);
+    // ── Active markets probe ──────────────────────────────────────────────────
+    let activeProbeResults = [];
+    if (marketsWithHistory === 0) {
+        console.log("\nFetching active markets for live signal probe...");
+        const activeMarkets = await fetchActiveMarkets(20);
+        let activeWithHistory = 0;
+        let activeSignalsFound = 0;
+        for (const market of activeMarkets) {
+            const tokenId = market.clobTokenId || market.conditionId;
+            const history = await fetchPriceHistory(tokenId);
+            if (history.length < 5)
+                continue;
+            activeWithHistory++;
+            const signals = replaySignals(history);
+            if (signals.length === 0)
+                continue;
+            activeSignalsFound++;
+            const signal = signals[0];
+            const { decision, latencyMs } = await askClaude(market.question, signal.oddsAtSignal);
+            activeProbeResults.push({
+                question: market.question,
+                oddsAtSignal: signal.oddsAtSignal,
+                decision,
+                latencyMs,
+            });
+        }
+        console.log(`Active market probe: ${activeMarkets.length} markets, ` +
+            `${activeWithHistory} had price history, ` +
+            `${activeSignalsFound} signals found`);
+    }
     // ── Claude integration probe ──────────────────────────────────────────────
     // Always run this to verify the subprocess works, regardless of signals.
     console.log("\nRunning Claude integration probe (5 markets)...");
@@ -91,7 +121,7 @@ export async function runBacktest() {
     // Add probe results to the report if no signal-based results exist
     const reportResults = results.length > 0 ? results : probe.sample;
     const report = generateReport(reportResults, markets.length);
-    const reportText = buildFullReport(report, probe, marketsNoHistory, markets.length, date);
+    const reportText = buildFullReport(report, probe, marketsNoHistory, markets.length, date, activeProbeResults);
     console.log("\n" + reportText);
     const reportPath = writeReport(reportText, date);
     console.log(`\nReport written to: ${reportPath}`);
@@ -100,7 +130,7 @@ export async function runBacktest() {
             "Check that CLAUDE_CODE_OAUTH_TOKEN or ANTHROPIC_AUTH_TOKEN is set.");
     }
 }
-function buildFullReport(report, probe, marketsNoHistory, marketsTotal, date) {
+function buildFullReport(report, probe, marketsNoHistory, marketsTotal, date, activeProbeResults = []) {
     let text = formatBaseReport(report, date);
     if (marketsNoHistory === marketsTotal) {
         text +=
@@ -123,6 +153,14 @@ function buildFullReport(report, probe, marketsNoHistory, marketsTotal, date) {
             `  ${icon} "${r.question.slice(0, 50)}" → ${r.claudeDecision} ` +
                 `(${(r.claudeLatencyMs / 1000).toFixed(1)}s, resolved: ${r.actualResolution === 1 ? "YES" : "NO"})\n`;
     }
+    if (activeProbeResults.length > 0) {
+        text += "\n\nACTIVE MARKET PROBE RESULTS:\n";
+        for (const r of activeProbeResults) {
+            text +=
+                `  "${r.question.slice(0, 50)}" → ${r.decision} ` +
+                    `(odds: ${(r.oddsAtSignal * 100).toFixed(1)}%, ${(r.latencyMs / 1000).toFixed(1)}s)\n`;
+        }
+    }
     return text;
 }
 // Run when invoked directly (not imported)

package/dist/backtestRunner.js.map

@@ -1 +1 @@
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package/dist/daemon.d.ts

@@ -10,6 +10,8 @@ export declare class TradingDaemon {
     private lastMarketOdds;
     private debateScheduleTimer;
     private activeMarkets;
+    private newsPoller;
+    private reporter;
     constructor(paperMode?: boolean);
     start(): void;
     stop(): void;

package/dist/daemon.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"daemon.d.ts","sourceRoot":"","sources":["../src/daemon.ts"],"names":[],"mappings":"AA8BA,qBAAa,aAAa;IACxB,OAAO,CAAC,KAAK,CAAqB;IAClC,OAAO,CAAC,OAAO,CAAsB;IACrC,OAAO,CAAC,IAAI,CAAoC;IAChD,OAAO,CAAC,SAAS,CAAU;IAC3B,OAAO,CAAC,UAAU,CAAkC;IACpD,OAAO,CAAC,aAAa,CAA+B;IACpD,OAAO,CAAC,QAAQ,CAA2E;IAG3F,OAAO,CAAC,eAAe,CAAkC;IACzD,OAAO,CAAC,cAAc,CAAkC;IACxD,OAAO,CAAC,mBAAmB,CAA+B;IAC1D,OAAO,CAAC,aAAa,CAAyG;gBAElH,SAAS,UAAO;IAK5B,KAAK,IAAI,IAAI;IA0Mb,IAAI,IAAI,IAAI;IAOZ,OAAO,CAAC,wBAAwB;IA+BhC,OAAO,CAAC,gBAAgB;CAWzB"}
+{"version":3,"file":"daemon.d.ts","sourceRoot":"","sources":["../src/daemon.ts"],"names":[],"mappings":"AAkCA,qBAAa,aAAa;IACxB,OAAO,CAAC,KAAK,CAAqB;IAClC,OAAO,CAAC,OAAO,CAAsB;IACrC,OAAO,CAAC,IAAI,CAAoC;IAChD,OAAO,CAAC,SAAS,CAAU;IAC3B,OAAO,CAAC,UAAU,CAAkC;IACpD,OAAO,CAAC,aAAa,CAA+B;IACpD,OAAO,CAAC,QAAQ,CAA2E;IAG3F,OAAO,CAAC,eAAe,CAAkC;IACzD,OAAO,CAAC,cAAc,CAAkC;IACxD,OAAO,CAAC,mBAAmB,CAA+B;IAC1D,OAAO,CAAC,aAAa,CAAyG;IAG9H,OAAO,CAAC,UAAU,CAAoB;IACtC,OAAO,CAAC,QAAQ,CAAyB;gBAE7B,SAAS,UAAO;IAK5B,KAAK,IAAI,IAAI;IAyOb,IAAI,IAAI,IAAI;IASZ,OAAO,CAAC,wBAAwB;IA+BhC,OAAO,CAAC,gBAAgB;CAWzB"}

package/dist/daemon.js

@@ -6,9 +6,13 @@ import { simulateMarket, computeHighConfidenceEdge } from "./simulate.js";
 import { runSimulation, shouldRunSimulation, kellyAdjustment, logSimulationResult, } from "./simulationSignal.js";
 import { RiskManager } from "./kelly.js";
 import { log } from "./logger.js";
+import { NewsPoller } from "./newsPoller.js";
+import { ReportCollector } from "./report.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
+const NEWS_BOOST_WINDOW_MS = 120_000; // 2 minutes: boost signal if news within this window
+const NEWS_BOOST_MULTIPLIER = 1.5;
 const SIM_MIN_VOLUME = 50_000; // 24h volume threshold for simulation
 const SIM_MIN_ODDS = 0.15; // skip simulation near certainty
 const SIM_MAX_ODDS = 0.85;
@@ -31,12 +35,18 @@ export class TradingDaemon {
     lastMarketOdds = new Map();
     debateScheduleTimer = null;
     activeMarkets = new Map();
+    // News + report
+    newsPoller = new NewsPoller();
+    reporter = new ReportCollector();
     constructor(paperMode = true) {
         this.paperMode = paperMode;
         log("info", { event: "daemon_start", paperMode, balance: INITIAL_BALANCE });
     }
     start() {
+        this.newsPoller.start();
+        this.reporter.start();
         this.feeds.onPrice(async (tick) => {
+            const signalAt = Date.now();
             const signal = this.signals.addTick(tick);
             if (!signal)
                 return;
@@ -52,15 +62,35 @@ export class TradingDaemon {
                 return;
             }
             this.lastSignal.set(signal.symbol, Date.now());
+            // News confidence boost: check if any recent news event fired within 2 min
+            const recentNews = this.newsPoller.getRecentEvents(NEWS_BOOST_WINDOW_MS);
+            const newsBoost = recentNews.length > 0;
+            let signalConfidenceMultiplier = 1.0;
+            if (newsBoost) {
+                signalConfidenceMultiplier = NEWS_BOOST_MULTIPLIER;
+                const topNews = recentNews[recentNews.length - 1];
+                log("info", {
+                    event: "news_boost",
+                    headline: topNews.headline,
+                    signalConfidenceMultiplier,
+                });
+            }
             log("info", {
                 event: "signal_fired",
                 symbol: signal.symbol,
                 direction: signal.direction,
                 momentum: (signal.momentum * 100).toFixed(3) + "%",
                 price: signal.currentPrice,
+                newsBoost,
             });
-            // Find matching contracts
+            // Record signal for daily report
+            this.reporter.recordSignal(newsBoost);
+            // Find matching contracts — measure latency from signal detection to CLOB query
             const contracts = await fetchContracts(signal.symbol);
+            const oddsCheckedAt = Date.now();
+            const latencyMs = oddsCheckedAt - signalAt;
+            log("info", { event: "latency", "signal→odds check": `${latencyMs}ms`, latencyMs });
+            this.reporter.recordLatency(latencyMs);
             const matching = contracts.filter((c) => c.direction === signal.direction);
             if (matching.length === 0) {
                 log("info", { event: "no_matching_contracts", symbol: signal.symbol });
@@ -172,11 +202,13 @@ export class TradingDaemon {
             });
             if (!analysis)
                 return;
-            if (!analysis.enter || analysis.confidence < CLAUDE_CONFIDENCE_THRESHOLD) {
+            const boostedConfidence = Math.min(1.0, analysis.confidence * signalConfidenceMultiplier);
+            if (!analysis.enter || boostedConfidence < CLAUDE_CONFIDENCE_THRESHOLD) {
                 log("info", {
                     event: "trade_skipped",
                     reason: "claude_confidence_below_threshold",
                     confidence: analysis.confidence,
+                    boostedConfidence,
                     threshold: CLAUDE_CONFIDENCE_THRESHOLD,
                     reasoning: analysis.reasoning,
                 });
@@ -198,6 +230,8 @@ export class TradingDaemon {
                 size,
                 price,
                 confidence: analysis.confidence,
+                boostedConfidence,
+                newsBoost,
                 kellyFraction: adjustedKelly,
                 reasoning: analysis.reasoning,
                 expiresAt: new Date(contract.expiresAt).toISOString(),
@@ -214,6 +248,8 @@ export class TradingDaemon {
     }
     stop() {
         this.feeds.stop();
+        this.newsPoller.stop();
+        this.reporter.stop();
         if (this.dayResetTimer)
             clearTimeout(this.dayResetTimer);
         if (this.debateScheduleTimer)

package/dist/daemon.js.map

@@ -1 +1 @@
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package/dist/newsPoller.d.ts

@@ -0,0 +1,21 @@
+export type NewsEvent = {
+    headline: string;
+    matchedKeywords: string[];
+    timestamp: number;
+    confidence: number;
+};
+export declare function parseHeadlines(html: string): string[];
+export declare function matchKeywords(headline: string): string[];
+export declare function computeConfidence(matchedKeywords: string[]): number;
+export declare function extractNewsEvents(html: string): NewsEvent[];
+export declare class NewsPoller {
+    private recentEvents;
+    private pollTimer;
+    private handlers;
+    onNews(handler: (event: NewsEvent) => void): void;
+    getRecentEvents(windowMs?: number): NewsEvent[];
+    start(): void;
+    stop(): void;
+    private poll;
+}
+//# sourceMappingURL=newsPoller.d.ts.map

package/dist/newsPoller.d.ts.map

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

@@ -0,0 +1,131 @@
+import { log } from "./logger.js";
+const KEYWORDS = [
+    "election",
+    "crypto ban",
+    "SEC",
+    "CFTC",
+    "hack",
+    "exploit",
+    "regulation",
+    "ETF",
+    "approval",
+    "polymarket",
+];
+// Higher-impact keywords get higher base confidence
+const KEYWORD_WEIGHTS = {
+    hack: 1.0,
+    exploit: 1.0,
+    "crypto ban": 0.95,
+    SEC: 0.85,
+    CFTC: 0.85,
+    ETF: 0.85,
+    approval: 0.80,
+    election: 0.75,
+    regulation: 0.75,
+    polymarket: 0.70,
+};
+const POLL_INTERVAL_MS = 5 * 60_000; // 5 minutes
+const NEWS_URL = "https://r.jina.ai/https://cryptopanic.com/news/bitcoin/";
+export function parseHeadlines(html) {
+    const headlines = [];
+    // Match common headline patterns: title tags, h1-h3, or anchor text in news listings
+    const patterns = [
+        /<title[^>]*>([^<]+)<\/title>/gi,
+        /<h[1-3][^>]*>([^<]+)<\/h[1-3]>/gi,
+        /<a[^>]+class="[^"]*title[^"]*"[^>]*>([^<]+)<\/a>/gi,
+        /^#{1,3}\s+(.+)$/gm, // markdown headings (jina returns markdown)
+        /\*\*(.+?)\*\*/g, // bold text often used for headlines in markdown
+    ];
+    for (const pattern of patterns) {
+        let match;
+        while ((match = pattern.exec(html)) !== null) {
+            const text = match[1].trim();
+            if (text.length > 10 && text.length < 300) {
+                headlines.push(text);
+            }
+        }
+    }
+    // Deduplicate
+    return [...new Set(headlines)];
+}
+export function matchKeywords(headline) {
+    const lower = headline.toLowerCase();
+    return KEYWORDS.filter((kw) => lower.includes(kw.toLowerCase()));
+}
+export function computeConfidence(matchedKeywords) {
+    if (matchedKeywords.length === 0)
+        return 0.6;
+    const weights = matchedKeywords.map((kw) => KEYWORD_WEIGHTS[kw] ?? 0.6);
+    const maxWeight = Math.max(...weights);
+    // Boost slightly for multiple keyword matches
+    const boost = Math.min(0.1, (matchedKeywords.length - 1) * 0.05);
+    return Math.min(1.0, maxWeight + boost);
+}
+export function extractNewsEvents(html) {
+    const headlines = parseHeadlines(html);
+    const events = [];
+    for (const headline of headlines) {
+        const matched = matchKeywords(headline);
+        if (matched.length > 0) {
+            events.push({
+                headline,
+                matchedKeywords: matched,
+                timestamp: Date.now(),
+                confidence: computeConfidence(matched),
+            });
+        }
+    }
+    return events;
+}
+export class NewsPoller {
+    recentEvents = [];
+    pollTimer = null;
+    handlers = [];
+    onNews(handler) {
+        this.handlers.push(handler);
+    }
+    getRecentEvents(windowMs = 120_000) {
+        const cutoff = Date.now() - windowMs;
+        return this.recentEvents.filter((e) => e.timestamp >= cutoff);
+    }
+    start() {
+        // Poll immediately, then on interval
+        void this.poll();
+        this.pollTimer = setInterval(() => void this.poll(), POLL_INTERVAL_MS);
+    }
+    stop() {
+        if (this.pollTimer) {
+            clearInterval(this.pollTimer);
+            this.pollTimer = null;
+        }
+    }
+    async poll() {
+        try {
+            const html = await fetch(NEWS_URL).then((r) => r.text());
+            const events = extractNewsEvents(html);
+            // Trim stale events (keep last 10 minutes)
+            const cutoff = Date.now() - 10 * 60_000;
+            this.recentEvents = this.recentEvents.filter((e) => e.timestamp >= cutoff);
+            for (const event of events) {
+                // Avoid duplicate headlines within the same poll window
+                const isDuplicate = this.recentEvents.some((e) => e.headline === event.headline);
+                if (!isDuplicate) {
+                    this.recentEvents.push(event);
+                    log("info", {
+                        event: "news_event",
+                        headline: event.headline,
+                        matchedKeywords: event.matchedKeywords,
+                        confidence: event.confidence,
+                    });
+                    for (const handler of this.handlers) {
+                        handler(event);
+                    }
+                }
+            }
+        }
+        catch (err) {
+            log("warn", { event: "news_poll_error", error: String(err) });
+        }
+    }
+}
+//# sourceMappingURL=newsPoller.js.map

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package/dist/report.d.ts

@@ -0,0 +1,25 @@
+export type DailyReport = {
+    date: string;
+    signalsFired: number;
+    newsBoostApplied: number;
+    avgLatencyMs: number;
+    paperPnl: number;
+    signalBreakdown: {
+        priceOnly: number;
+        newsBoosted: number;
+    };
+};
+export declare class ReportCollector {
+    private signalsFired;
+    private newsBoostApplied;
+    private latencySamples;
+    private paperPnl;
+    private reportTimer;
+    recordSignal(newsBoosted: boolean): void;
+    recordLatency(latencyMs: number): void;
+    recordPnl(pnl: number): void;
+    start(): void;
+    stop(): void;
+    writeReport(): void;
+}
+//# sourceMappingURL=report.d.ts.map

package/dist/report.d.ts.map

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package/dist/report.js

@@ -0,0 +1,70 @@
+import fs from "fs";
+import path from "path";
+import os from "os";
+import { log } from "./logger.js";
+const REPORT_DIR = process.env.LOG_DIR
+    ? path.resolve(process.env.LOG_DIR)
+    : path.join(os.homedir(), ".polymarket-arb");
+export class ReportCollector {
+    signalsFired = 0;
+    newsBoostApplied = 0;
+    latencySamples = [];
+    paperPnl = 0;
+    reportTimer = null;
+    recordSignal(newsBoosted) {
+        this.signalsFired++;
+        if (newsBoosted)
+            this.newsBoostApplied++;
+    }
+    recordLatency(latencyMs) {
+        this.latencySamples.push(latencyMs);
+    }
+    recordPnl(pnl) {
+        this.paperPnl += pnl;
+    }
+    start() {
+        // Write report every 24 hours
+        this.reportTimer = setInterval(() => this.writeReport(), 24 * 60 * 60 * 1000);
+    }
+    stop() {
+        if (this.reportTimer) {
+            clearInterval(this.reportTimer);
+            this.reportTimer = null;
+        }
+    }
+    writeReport() {
+        const date = new Date().toISOString().slice(0, 10);
+        const avgLatencyMs = this.latencySamples.length > 0
+            ? Math.round(this.latencySamples.reduce((a, b) => a + b, 0) /
+                this.latencySamples.length)
+            : 0;
+        const report = {
+            date,
+            signalsFired: this.signalsFired,
+            newsBoostApplied: this.newsBoostApplied,
+            avgLatencyMs,
+            paperPnl: parseFloat(this.paperPnl.toFixed(2)),
+            signalBreakdown: {
+                priceOnly: this.signalsFired - this.newsBoostApplied,
+                newsBoosted: this.newsBoostApplied,
+            },
+        };
+        const filePath = path.join(REPORT_DIR, `daily-report-${date}.json`);
+        try {
+            if (!fs.existsSync(REPORT_DIR)) {
+                fs.mkdirSync(REPORT_DIR, { recursive: true });
+            }
+            fs.writeFileSync(filePath, JSON.stringify(report, null, 2));
+            log("info", { event: "daily_report_written", path: filePath, ...report });
+        }
+        catch (err) {
+            log("error", { event: "daily_report_write_error", error: String(err) });
+        }
+        // Reset counters for next day
+        this.signalsFired = 0;
+        this.newsBoostApplied = 0;
+        this.latencySamples = [];
+        this.paperPnl = 0;
+    }
+}
+//# sourceMappingURL=report.js.map

package/dist/report.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gonzih/polymarket-arb",
-  "version": "1.0.10",
+  "version": "1.0.12",
   "description": "Claude-powered Polymarket arbitrage bot — BTC/ETH momentum signal + AI trade analysis",
   "keywords": [
     "polymarket",