@gonzih/polymarket-arb 1.0.4 → 1.0.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/dist/feeds.d.ts +7 -0
- package/dist/feeds.d.ts.map +1 -1
- package/dist/feeds.js +37 -0
- package/dist/feeds.js.map +1 -1
- package/dist/logger.js +1 -1
- package/dist/logger.js.map +1 -1
- package/dist/signal.d.ts +1 -0
- package/dist/signal.d.ts.map +1 -1
- package/dist/signal.js +10 -1
- package/dist/signal.js.map +1 -1
- package/package.json +1 -1
package/README.md
CHANGED
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@@ -49,7 +49,7 @@ POLYMARKET_API_KEY=... POLYMARKET_SECRET=... polymarket-arb --live
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## Logs
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-
Structured JSON logs written to `~/.polymarket-arb/
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+
Structured JSON logs written to `~/.polymarket-arb/polymarket-arb.log`. Each line is a JSON object with `timestamp`, `level`, and event-specific fields.
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## macOS daemon (launchd)
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package/dist/feeds.d.ts
CHANGED
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@@ -12,12 +12,19 @@ export declare class FeedManager {
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private binanceBlocked;
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private binanceRetryTimer;
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private stopped;
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private coinbaseLastMessageAt;
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private coinbaseHeartbeatTimer;
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private totalTicks;
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private lastBtcPrice;
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private lastEthPrice;
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private lastTickHeartbeatAt;
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onPrice(handler: PriceUpdateHandler): void;
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private emit;
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start(): void;
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stop(): void;
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private connectBinance;
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private scheduleBindanceRetry;
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private startCoinbaseHeartbeat;
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private connectCoinbase;
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}
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//# sourceMappingURL=feeds.d.ts.map
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package/dist/feeds.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"feeds.d.ts","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAGA,MAAM,MAAM,SAAS,GAAG;IACtB,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,SAAS,GAAG,UAAU,CAAC;CAChC,CAAC;AAEF,MAAM,MAAM,kBAAkB,GAAG,CAAC,IAAI,EAAE,SAAS,KAAK,IAAI,CAAC;AAS3D,qBAAa,WAAW;IACtB,OAAO,CAAC,QAAQ,CAA4B;IAC5C,OAAO,CAAC,SAAS,CAA0B;IAC3C,OAAO,CAAC,UAAU,CAA0B;IAC5C,OAAO,CAAC,cAAc,CAAS;IAC/B,OAAO,CAAC,iBAAiB,CAA+B;IACxD,OAAO,CAAC,OAAO,CAAS;
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1
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{"version":3,"file":"feeds.d.ts","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAGA,MAAM,MAAM,SAAS,GAAG;IACtB,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,SAAS,GAAG,UAAU,CAAC;CAChC,CAAC;AAEF,MAAM,MAAM,kBAAkB,GAAG,CAAC,IAAI,EAAE,SAAS,KAAK,IAAI,CAAC;AAS3D,qBAAa,WAAW;IACtB,OAAO,CAAC,QAAQ,CAA4B;IAC5C,OAAO,CAAC,SAAS,CAA0B;IAC3C,OAAO,CAAC,UAAU,CAA0B;IAC5C,OAAO,CAAC,cAAc,CAAS;IAC/B,OAAO,CAAC,iBAAiB,CAA+B;IACxD,OAAO,CAAC,OAAO,CAAS;IACxB,OAAO,CAAC,qBAAqB,CAAK;IAClC,OAAO,CAAC,sBAAsB,CAA+B;IAC7D,OAAO,CAAC,UAAU,CAAK;IACvB,OAAO,CAAC,YAAY,CAAK;IACzB,OAAO,CAAC,YAAY,CAAK;IACzB,OAAO,CAAC,mBAAmB,CAAK;IAEhC,OAAO,CAAC,OAAO,EAAE,kBAAkB,GAAG,IAAI;IAI1C,OAAO,CAAC,IAAI;IAIZ,KAAK,IAAI,IAAI;IAKb,IAAI,IAAI,IAAI;IAQZ,OAAO,CAAC,cAAc;IAoDtB,OAAO,CAAC,qBAAqB;IAQ7B,OAAO,CAAC,sBAAsB;IAY9B,OAAO,CAAC,eAAe;CA4DxB"}
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package/dist/feeds.js
CHANGED
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@@ -11,6 +11,12 @@ export class FeedManager {
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binanceBlocked = false;
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binanceRetryTimer = null;
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stopped = false;
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coinbaseLastMessageAt = 0;
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coinbaseHeartbeatTimer = null;
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totalTicks = 0;
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lastBtcPrice = 0;
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lastEthPrice = 0;
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lastTickHeartbeatAt = 0;
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onPrice(handler) {
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this.handlers.push(handler);
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}
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@@ -26,6 +32,8 @@ export class FeedManager {
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this.stopped = true;
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if (this.binanceRetryTimer)
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clearTimeout(this.binanceRetryTimer);
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if (this.coinbaseHeartbeatTimer)
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clearInterval(this.coinbaseHeartbeatTimer);
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this.binanceWs?.close();
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this.coinbaseWs?.close();
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}
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@@ -86,6 +94,19 @@ export class FeedManager {
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this.connectBinance();
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}, BINANCE_RETRY_MS);
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}
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startCoinbaseHeartbeat() {
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if (this.coinbaseHeartbeatTimer)
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clearInterval(this.coinbaseHeartbeatTimer);
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this.coinbaseHeartbeatTimer = setInterval(() => {
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if (this.stopped)
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return;
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const staleMs = Date.now() - this.coinbaseLastMessageAt;
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if (this.coinbaseLastMessageAt > 0 && staleMs > 90_000) {
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log("info", { source: "coinbase", event: "coinbase:reconnecting", reason: "no_message_90s", staleMs });
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this.coinbaseWs?.close();
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}
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}, 60_000);
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}
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connectCoinbase() {
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if (this.stopped)
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return;
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@@ -93,6 +114,8 @@ export class FeedManager {
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this.coinbaseWs = ws;
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ws.on("open", () => {
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log("info", { source: "coinbase", event: "connected" });
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this.coinbaseLastMessageAt = Date.now();
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this.startCoinbaseHeartbeat();
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ws.send(JSON.stringify({
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type: "subscribe",
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product_ids: ["BTC-USD", "ETH-USD"],
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@@ -100,6 +123,7 @@ export class FeedManager {
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}));
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});
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ws.on("message", (raw) => {
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this.coinbaseLastMessageAt = Date.now();
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try {
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const msg = JSON.parse(raw.toString());
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if (msg.channel !== "market_trades")
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@@ -111,10 +135,21 @@ export class FeedManager {
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const symbol = trade.product_id.startsWith("BTC") ? "BTC" : "ETH";
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const price = parseFloat(trade.price);
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if (!isNaN(price)) {
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if (symbol === "BTC")
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this.lastBtcPrice = price;
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else
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this.lastEthPrice = price;
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this.totalTicks++;
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this.emit({ symbol, price, timestamp: Date.now(), source: "coinbase" });
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}
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}
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}
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// log heartbeat every 100 ticks or every 60 seconds
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const now = Date.now();
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if (this.totalTicks > 0 && (this.totalTicks % 100 === 0 || now - this.lastTickHeartbeatAt >= 60_000)) {
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log("info", { source: "coinbase", event: "tick_heartbeat", btcPrice: this.lastBtcPrice, ethPrice: this.lastEthPrice, tickCount: this.totalTicks });
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this.lastTickHeartbeatAt = now;
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}
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}
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catch {
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// ignore malformed
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@@ -124,6 +159,8 @@ export class FeedManager {
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log("warn", { source: "coinbase", event: "error", message: err.message });
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});
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ws.on("close", () => {
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if (this.coinbaseHeartbeatTimer)
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clearInterval(this.coinbaseHeartbeatTimer);
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if (this.stopped)
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return;
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log("info", { source: "coinbase", event: "reconnecting" });
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package/dist/feeds.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"feeds.js","sourceRoot":"","sources":["../src/feeds.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,MAAM,IAAI,CAAC;AAC3B,OAAO,EAAE,GAAG,EAAE,MAAM,aAAa,CAAC;AAWlC,MAAM,UAAU,GACd,gFAAgF,CAAC;AACnF,MAAM,WAAW,GAAG,sCAAsC,CAAC;AAE3D,8CAA8C;AAC9C,MAAM,gBAAgB,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;AAE5C,MAAM,OAAO,WAAW;IACd,QAAQ,GAAyB,EAAE,CAAC;IACpC,SAAS,GAAqB,IAAI,CAAC;IACnC,UAAU,GAAqB,IAAI,CAAC;IACpC,cAAc,GAAG,KAAK,CAAC;IACvB,iBAAiB,GAA0B,IAAI,CAAC;IAChD,OAAO,GAAG,KAAK,CAAC;
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1
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+
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AI,EAAE,CAAC;oBAClC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;wBAC3B,MAAM,MAAM,GAAkB,KAAK,CAAC,UAAU,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC;wBACjF,MAAM,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;wBACtC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC;4BAClB,IAAI,MAAM,KAAK,KAAK;gCAAE,IAAI,CAAC,YAAY,GAAG,KAAK,CAAC;;gCAC3C,IAAI,CAAC,YAAY,GAAG,KAAK,CAAC;4BAC/B,IAAI,CAAC,UAAU,EAAE,CAAC;4BAClB,IAAI,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,CAAC,CAAC;wBAC1E,CAAC;oBACH,CAAC;gBACH,CAAC;gBACD,oDAAoD;gBACpD,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;gBACvB,IAAI,IAAI,CAAC,UAAU,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,GAAG,GAAG,KAAK,CAAC,IAAI,GAAG,GAAG,IAAI,CAAC,mBAAmB,IAAI,MAAM,CAAC,EAAE,CAAC;oBACrG,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,gBAAgB,EAAE,QAAQ,EAAE,IAAI,CAAC,YAAY,EAAE,QAAQ,EAAE,IAAI,CAAC,YAAY,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,EAAE,CAAC,CAAC;oBACnJ,IAAI,CAAC,mBAAmB,GAAG,GAAG,CAAC;gBACjC,CAAC;YACH,CAAC;YAAC,MAAM,CAAC;gBACP,mBAAmB;YACrB,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,OAAO,EAAE,CAAC,GAAU,EAAE,EAAE;YAC5B,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC;QAC5E,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,OAAO,EAAE,GAAG,EAAE;YAClB,IAAI,IAAI,CAAC,sBAAsB;gBAAE,aAAa,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;YAC5E,IAAI,IAAI,CAAC,OAAO;gBAAE,OAAO;YACzB,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,cAAc,EAAE,CAAC,CAAC;YAC3D,UAAU,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,eAAe,EAAE,EAAE,IAAI,CAAC,CAAC;QACjD,CAAC,CAAC,CAAC;IACL,CAAC;CACF"}
|
package/dist/logger.js
CHANGED
|
@@ -7,7 +7,7 @@ const LOG_DIR = process.env.LOG_DIR
|
|
|
7
7
|
if (!fs.existsSync(LOG_DIR)) {
|
|
8
8
|
fs.mkdirSync(LOG_DIR, { recursive: true });
|
|
9
9
|
}
|
|
10
|
-
const logFile = path.join(LOG_DIR, "
|
|
10
|
+
const logFile = path.join(LOG_DIR, "polymarket-arb.log");
|
|
11
11
|
export function log(level, data) {
|
|
12
12
|
const entry = { timestamp: new Date().toISOString(), level, ...data };
|
|
13
13
|
const line = JSON.stringify(entry);
|
package/dist/logger.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
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,
|
|
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,oBAAoB,CAAC,CAAC;AAEzD,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/signal.d.ts
CHANGED
package/dist/signal.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"signal.d.ts","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;
|
|
1
|
+
{"version":3,"file":"signal.d.ts","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,YAAY,CAAC;AAG5C,MAAM,MAAM,cAAc,GAAG;IAC3B,MAAM,EAAE,KAAK,GAAG,KAAK,CAAC;IACtB,SAAS,EAAE,IAAI,GAAG,MAAM,CAAC;IACzB,QAAQ,EAAE,MAAM,CAAC;IACjB,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,EAAE,CAAC;IACtB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAQF,qBAAa,YAAY;IACvB,OAAO,CAAC,KAAK,CAAuC;IACpD,OAAO,CAAC,WAAW,CAAkC;IAErD,OAAO,CAAC,IAAI,EAAE,SAAS,GAAG,cAAc,GAAG,IAAI;IAe/C,OAAO,CAAC,QAAQ;IAkChB,cAAc,CAAC,MAAM,EAAE,KAAK,GAAG,KAAK,EAAE,CAAC,SAAI,GAAG,MAAM,EAAE;CAIvD"}
|
package/dist/signal.js
CHANGED
|
@@ -1,8 +1,11 @@
|
|
|
1
|
+
import { log } from "./logger.js";
|
|
1
2
|
const WINDOW_MS = 30_000; // 30 seconds
|
|
2
3
|
const MOMENTUM_THRESHOLD = 0.0035; // 0.35%
|
|
3
4
|
const MAX_TICKS = 20; // keep last N ticks per symbol for history
|
|
5
|
+
const DEBUG_HEARTBEAT_MS = 5 * 60_000; // 5 minutes
|
|
4
6
|
export class SignalEngine {
|
|
5
7
|
ticks = new Map();
|
|
8
|
+
lastDebugAt = new Map();
|
|
6
9
|
addTick(tick) {
|
|
7
10
|
const key = tick.symbol;
|
|
8
11
|
if (!this.ticks.has(key))
|
|
@@ -29,8 +32,14 @@ export class SignalEngine {
|
|
|
29
32
|
const oldest = recent[0].price;
|
|
30
33
|
const newest = recent[recent.length - 1].price;
|
|
31
34
|
const momentum = (newest - oldest) / oldest;
|
|
32
|
-
if (Math.abs(momentum) < MOMENTUM_THRESHOLD)
|
|
35
|
+
if (Math.abs(momentum) < MOMENTUM_THRESHOLD) {
|
|
36
|
+
const lastDebug = this.lastDebugAt.get(symbol) ?? 0;
|
|
37
|
+
if (now - lastDebug >= DEBUG_HEARTBEAT_MS) {
|
|
38
|
+
log("info", { event: "signal_evaluated", symbol, momentum, threshold: MOMENTUM_THRESHOLD, fired: false });
|
|
39
|
+
this.lastDebugAt.set(symbol, now);
|
|
40
|
+
}
|
|
33
41
|
return null;
|
|
42
|
+
}
|
|
34
43
|
return {
|
|
35
44
|
symbol,
|
|
36
45
|
direction: momentum > 0 ? "up" : "down",
|
package/dist/signal.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"signal.js","sourceRoot":"","sources":["../src/signal.ts"],"names":[],"mappings":"
|
|
1
|
+
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