@gonzih/polymarket-arb 1.0.7 → 1.0.9
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/dist/backtest.d.ts +96 -0
- package/dist/backtest.d.ts.map +1 -0
- package/dist/backtest.js +370 -0
- package/dist/backtest.js.map +1 -0
- package/dist/backtestRunner.d.ts +2 -0
- package/dist/backtestRunner.d.ts.map +1 -0
- package/dist/backtestRunner.js +136 -0
- package/dist/backtestRunner.js.map +1 -0
- package/dist/claude.d.ts +2 -0
- package/dist/claude.d.ts.map +1 -1
- package/dist/claude.js +32 -11
- package/dist/claude.js.map +1 -1
- package/dist/daemon.d.ts +5 -0
- package/dist/daemon.d.ts.map +1 -1
- package/dist/daemon.js +111 -3
- package/dist/daemon.js.map +1 -1
- package/dist/index.js +52 -38
- package/dist/index.js.map +1 -1
- package/dist/simulate.d.ts.map +1 -1
- package/dist/simulate.js +25 -13
- package/dist/simulate.js.map +1 -1
- package/dist/simulationSignal.d.ts +42 -0
- package/dist/simulationSignal.d.ts.map +1 -0
- package/dist/simulationSignal.js +146 -0
- package/dist/simulationSignal.js.map +1 -0
- package/package.json +3 -2
package/dist/claude.d.ts
CHANGED
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@@ -1,5 +1,6 @@
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1
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import type { MomentumSignal } from "./signal.js";
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import type { Contract, WhaleFadeSignal } from "./polymarket.js";
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3
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+
import type { SimulationResult } from "./simulationSignal.js";
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export type TradeAnalysis = {
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confidence: number;
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kelly_fraction: number;
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@@ -10,6 +11,7 @@ export type ExtraContext = {
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whaleFade?: WhaleFadeSignal | null;
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simulationGap?: number | null;
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highConfidenceEdge?: boolean;
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+
simulation?: SimulationResult;
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};
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export declare function analyzeTradeOpportunity(signal: MomentumSignal, contract: Contract, extra?: ExtraContext): Promise<TradeAnalysis | null>;
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//# sourceMappingURL=claude.d.ts.map
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package/dist/claude.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"claude.d.ts","sourceRoot":"","sources":["../src/claude.ts"],"names":[],"mappings":"
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1
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+
{"version":3,"file":"claude.d.ts","sourceRoot":"","sources":["../src/claude.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,aAAa,CAAC;AAClD,OAAO,KAAK,EAAE,QAAQ,EAAE,eAAe,EAAE,MAAM,iBAAiB,CAAC;AACjE,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AA4B9D,MAAM,MAAM,aAAa,GAAG;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,cAAc,EAAE,MAAM,CAAC;IACvB,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,OAAO,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,YAAY,GAAG;IACzB,SAAS,CAAC,EAAE,eAAe,GAAG,IAAI,CAAC;IACnC,aAAa,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,kBAAkB,CAAC,EAAE,OAAO,CAAC;IAC7B,UAAU,CAAC,EAAE,gBAAgB,CAAC;CAC/B,CAAC;AAEF,wBAAsB,uBAAuB,CAC3C,MAAM,EAAE,cAAc,EACtB,QAAQ,EAAE,QAAQ,EAClB,KAAK,CAAC,EAAE,YAAY,GACnB,OAAO,CAAC,aAAa,GAAG,IAAI,CAAC,CAkE/B"}
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package/dist/claude.js
CHANGED
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@@ -1,7 +1,28 @@
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1
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-
import {
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-
import { promisify } from "util";
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import { spawn } from "child_process";
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import { log } from "./logger.js";
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-
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function askClaude(prompt, model, timeoutMs = 15000) {
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return new Promise((resolve, reject) => {
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const proc = spawn("claude", ["--print", "--model", model], {
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stdio: ["pipe", "pipe", "pipe"],
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env: { ...process.env },
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});
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let stdout = "";
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let stderr = "";
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proc.stdout.on("data", (d) => { stdout += d.toString(); });
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proc.stderr.on("data", (d) => { stderr += d.toString(); });
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proc.on("error", reject);
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proc.on("exit", (code) => {
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if (code === 0)
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resolve(stdout.trim());
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else
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reject(new Error(`claude exited ${code}: ${stderr.slice(0, 200)}`));
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});
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proc.stdin.write(prompt);
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proc.stdin.end();
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const t = setTimeout(() => { proc.kill(); reject(new Error("claude timeout")); }, timeoutMs);
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proc.on("exit", () => clearTimeout(t));
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});
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}
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export async function analyzeTradeOpportunity(signal, contract, extra) {
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const momentumPct = (signal.momentum * 100).toFixed(3);
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const direction = signal.direction === "down" ? "dropped" : "rose";
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@@ -21,6 +42,13 @@ export async function analyzeTradeOpportunity(signal, contract, extra) {
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if (extra.highConfidenceEdge !== undefined) {
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extraContext += `\nHigh-confidence edge: ${extra.highConfidenceEdge ? "YES — whale fade and simulation both agree on direction" : "NO"}.`;
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}
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if (extra.simulation) {
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const sim = extra.simulation;
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const edgeSign = sim.edge > 0 ? "+" : "";
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extraContext += `\n4-agent debate signal: ${sim.signal} | Synthetic P(YES)=${(sim.syntheticProb * 100).toFixed(1)}% | Edge=${edgeSign}${(sim.edge * 100).toFixed(1)}pp | Spread=${(sim.spread * 100).toFixed(1)}pp`;
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const breakdown = sim.agents.map((a) => `${a.agent}=${(a.prob * 100).toFixed(0)}%`).join(", ");
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extraContext += `\n Agent breakdown: ${breakdown}`;
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}
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}
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const prompt = `You are a prediction market arbitrage assistant. Analyze this trade opportunity and respond in JSON only.
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@@ -36,14 +64,7 @@ Assess: Does the momentum signal justify a bet on this contract? Consider moment
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Respond with JSON only, no markdown:
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{"confidence": 0.0-1.0, "kelly_fraction": 0.0-0.1, "reasoning": "brief explanation", "enter": true/false}`;
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try {
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-
const
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timeout: 15000,
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env: {
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...process.env,
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CLAUDE_CODE_OAUTH_TOKEN: process.env.CLAUDE_CODE_OAUTH_TOKEN ?? '',
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ANTHROPIC_AUTH_TOKEN: process.env.ANTHROPIC_AUTH_TOKEN ?? process.env.CLAUDE_CODE_OAUTH_TOKEN ?? '',
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-
},
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});
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+
const stdout = await askClaude(prompt, "claude-haiku-4-5-20251001", 15000);
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const jsonMatch = stdout.match(/\{[\s\S]*\}/);
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if (!jsonMatch) {
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log("warn", { source: "claude", event: "no_json_in_response", text: stdout });
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package/dist/claude.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"claude.js","sourceRoot":"","sources":["../src/claude.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,
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1
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+
{"version":3,"file":"claude.js","sourceRoot":"","sources":["../src/claude.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,eAAe,CAAC;AAItC,OAAO,EAAE,GAAG,EAAE,MAAM,aAAa,CAAC;AAElC,SAAS,SAAS,CAAC,MAAc,EAAE,KAAa,EAAE,SAAS,GAAG,KAAK;IACjE,OAAO,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;QACrC,MAAM,IAAI,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC,SAAS,EAAE,SAAS,EAAE,KAAK,CAAC,EAAE;YAC1D,KAAK,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC;YAC/B,GAAG,EAAE,EAAE,GAAG,OAAO,CAAC,GAAG,EAAE;SACxB,CAAC,CAAC;QAEH,IAAI,MAAM,GAAG,EAAE,CAAC;QAChB,IAAI,MAAM,GAAG,EAAE,CAAC;QAChB,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,CAAC,CAAS,EAAE,EAAE,GAAG,MAAM,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACnE,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,CAAC,CAAS,EAAE,EAAE,GAAG,MAAM,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACnE,IAAI,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QACzB,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,CAAC,IAAI,EAAE,EAAE;YACvB,IAAI,IAAI,KAAK,CAAC;gBAAE,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;;gBAClC,MAAM,CAAC,IAAI,KAAK,CAAC,iBAAiB,IAAI,KAAK,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;QAC3E,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QACzB,IAAI,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC;QAEjB,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,gBAAgB,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,SAAS,CAAC,CAAC;QAC7F,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,GAAG,EAAE,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC;IACzC,CAAC,CAAC,CAAC;AACL,CAAC;AAgBD,MAAM,CAAC,KAAK,UAAU,uBAAuB,CAC3C,MAAsB,EACtB,QAAkB,EAClB,KAAoB;IAEpB,MAAM,WAAW,GAAG,CAAC,MAAM,CAAC,QAAQ,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACvD,MAAM,SAAS,GAAG,MAAM,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC;IACnE,MAAM,YAAY,GAAG,QAAQ,CAAC,QAAQ,CAAC;IACvC,MAAM,eAAe,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,QAAQ,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC,GAAG,MAAM,CAAC,CAAC;IAE/E,MAAM,WAAW,GAAG,MAAM,CAAC,SAAS,KAAK,QAAQ,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC;IAC1E,MAAM,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,GAAG,YAAY,CAAC,CAAC;IAEzD,IAAI,YAAY,GAAG,EAAE,CAAC;IACtB,IAAI,KAAK,EAAE,CAAC;QACV,IAAI,KAAK,CAAC,SAAS,EAAE,CAAC;YACpB,YAAY,IAAI,yBAAyB,KAAK,CAAC,SAAS,CAAC,IAAI,CAAC,cAAc,EAAE,mBAAmB,KAAK,CAAC,SAAS,CAAC,UAAU,gCAAgC,KAAK,CAAC,SAAS,CAAC,SAAS,GAAG,CAAC;QAC1L,CAAC;QACD,IAAI,KAAK,CAAC,aAAa,KAAK,IAAI,IAAI,KAAK,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;YACtE,MAAM,IAAI,GAAG,KAAK,CAAC,aAAa,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;YAChD,YAAY,IAAI,2CAA2C,IAAI,GAAG,KAAK,CAAC,aAAa,CAAC,OAAO,CAAC,CAAC,CAAC,4CAA4C,CAAC;QAC/I,CAAC;QACD,IAAI,KAAK,CAAC,kBAAkB,KAAK,SAAS,EAAE,CAAC;YAC3C,YAAY,IAAI,2BAA2B,KAAK,CAAC,kBAAkB,CAAC,CAAC,CAAC,yDAAyD,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC;QAC5I,CAAC;QACD,IAAI,KAAK,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,GAAG,GAAG,KAAK,CAAC,UAAU,CAAC;YAC7B,MAAM,QAAQ,GAAG,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;YACzC,YAAY,IAAI,4BAA4B,GAAG,CAAC,MAAM,uBAAuB,CAAC,GAAG,CAAC,aAAa,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,QAAQ,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC;YACpN,MAAM,SAAS,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,CAAC,IAAI,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YAC/F,YAAY,IAAI,wBAAwB,SAAS,EAAE,CAAC;QACtD,CAAC;IACH,CAAC;IAED,MAAM,MAAM,GAAG;;UAEP,MAAM,CAAC,MAAM,IAAI,SAAS,IAAI,WAAW;wBAC3B,QAAQ,CAAC,QAAQ,yBAAyB,CAAC,YAAY,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM,YAAY,CAAC,OAAO,CAAC,CAAC,CAAC;gBAC9G,CAAC,WAAW,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,mDAAmD,CAAC,WAAW,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC;qBAC1G,eAAe;uBACb,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC;iBACnC,MAAM,CAAC,YAAY,GAAG,YAAY;;;;;0GAKuD,CAAC;IAEzG,IAAI,CAAC;QACH,MAAM,MAAM,GAAG,MAAM,SAAS,CAAC,MAAM,EAAE,2BAA2B,EAAE,KAAK,CAAC,CAAC;QAE3E,MAAM,SAAS,GAAG,MAAM,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC;QAC9C,IAAI,CAAC,SAAS,EAAE,CAAC;YACf,GAAG,CAAC,MAAM,EAAE,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,qBAAqB,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,CAAC;YAC9E,OAAO,IAAI,CAAC;QACd,CAAC;QAED,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAkB,CAAC;QAC3D,GAAG,CAAC,MAAM,EAAE;YACV,MAAM,EAAE,QAAQ;YAChB,KAAK,EAAE,UAAU;YACjB,MAAM,EAAE,MAAM,CAAC,MAAM;YACrB,QAAQ,EAAE,QAAQ,CAAC,QAAQ;YAC3B,GAAG,QAAQ;SACZ,CAAC,CAAC;QACH,OAAO,QAAQ,CAAC;IAClB,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,GAAG,CAAC,OAAO,EAAE,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QAChF,OAAO,IAAI,CAAC;IACd,CAAC;AACH,CAAC"}
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package/dist/daemon.d.ts
CHANGED
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@@ -6,9 +6,14 @@ export declare class TradingDaemon {
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private lastSignal;
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private dayResetTimer;
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private simCache;
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private lastDebateSimAt;
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private lastMarketOdds;
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private debateScheduleTimer;
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private activeMarkets;
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constructor(paperMode?: boolean);
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start(): void;
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stop(): void;
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private scheduleDebateSimulation;
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private scheduleDayReset;
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}
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//# sourceMappingURL=daemon.d.ts.map
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package/dist/daemon.d.ts.map
CHANGED
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{"version":3,"file":"daemon.d.ts","sourceRoot":"","sources":["../src/daemon.ts"],"names":[],"mappings":"
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{"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"}
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package/dist/daemon.js
CHANGED
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@@ -3,6 +3,7 @@ import { SignalEngine } from "./signal.js";
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3
3
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import { fetchContracts, fetchRecentTrades, detectWhaleFade, placeOrder } from "./polymarket.js";
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import { analyzeTradeOpportunity } from "./claude.js";
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import { simulateMarket, computeHighConfidenceEdge } from "./simulate.js";
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import { runSimulation, shouldRunSimulation, kellyAdjustment, logSimulationResult, } from "./simulationSignal.js";
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import { RiskManager } from "./kelly.js";
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import { log } from "./logger.js";
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const CLAUDE_CONFIDENCE_THRESHOLD = 0.65;
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@@ -12,6 +13,11 @@ const SIM_MIN_VOLUME = 50_000; // 24h volume threshold for simulation
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const SIM_MIN_ODDS = 0.15; // skip simulation near certainty
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const SIM_MAX_ODDS = 0.85;
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const SIM_CACHE_TTL_MS = 2 * 60 * 60 * 1000; // re-run sim at most every 2h per market
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// Debate simulation constants
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const DEBATE_WHALE_THRESHOLD = 100_000; // run debate simulation on whale trades >= $100k
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const DEBATE_ODDS_DELTA_THRESHOLD = 0.07; // 7% odds change triggers debate simulation
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const DEBATE_SCHEDULE_MIN_MS = 4 * 60 * 60 * 1000; // 4h minimum
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const DEBATE_SCHEDULE_MAX_MS = 6 * 60 * 60 * 1000; // 6h maximum
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export class TradingDaemon {
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feeds = new FeedManager();
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signals = new SignalEngine();
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@@ -20,6 +26,11 @@ export class TradingDaemon {
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20
26
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lastSignal = new Map();
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21
27
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dayResetTimer = null;
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22
28
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simCache = new Map();
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29
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+
// Debate simulation state
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30
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lastDebateSimAt = new Map();
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lastMarketOdds = new Map();
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32
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debateScheduleTimer = null;
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33
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activeMarkets = new Map();
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constructor(paperMode = true) {
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24
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this.paperMode = paperMode;
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log("info", { event: "daemon_start", paperMode, balance: INITIAL_BALANCE });
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@@ -88,11 +99,76 @@ export class TradingDaemon {
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simulationGapPp: simulationGap,
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89
100
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});
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90
101
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}
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102
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+
// Track this market for scheduled debate simulations
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const hoursToResolution = Math.max(0, (contract.expiresAt - Date.now()) / 3_600_000);
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104
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this.activeMarkets.set(contract.id, {
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question: contract.question,
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106
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odds,
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volume: 0, // volume not available in Contract type; will be checked against threshold
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108
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hoursToResolution,
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109
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});
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110
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// Check for odds delta trigger (>7% change since last observed)
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const lastOdds = this.lastMarketOdds.get(contract.id);
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const oddsDelta = lastOdds !== undefined ? Math.abs(odds - lastOdds) : 0;
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113
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this.lastMarketOdds.set(contract.id, odds);
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114
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// Run debate simulation on whale trade or odds delta
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115
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let debateResult = null;
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116
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+
if (whaleFade && whaleFade.size >= DEBATE_WHALE_THRESHOLD) {
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log("info", {
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event: "debate_sim_trigger",
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reason: "whale_trade",
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marketId: contract.id,
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whaleSize: whaleFade.size,
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122
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});
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123
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debateResult = await runSimulation({
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type: 'whale',
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125
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marketId: contract.id,
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126
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+
marketQuestion: contract.question,
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127
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marketOdds: odds,
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128
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volume: whaleFade.size,
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129
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hoursToResolution,
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130
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}).catch(() => null);
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131
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if (debateResult)
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132
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logSimulationResult(debateResult, contract.question);
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133
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}
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134
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else if (oddsDelta >= DEBATE_ODDS_DELTA_THRESHOLD) {
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log("info", {
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136
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event: "debate_sim_trigger",
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137
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reason: "odds_delta",
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138
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marketId: contract.id,
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139
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oddsDelta: parseFloat((oddsDelta * 100).toFixed(2)),
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140
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+
});
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141
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debateResult = await runSimulation({
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142
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type: 'odds_delta',
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143
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+
marketId: contract.id,
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144
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+
marketQuestion: contract.question,
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145
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+
marketOdds: odds,
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146
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+
volume: 0,
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147
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+
hoursToResolution,
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|
148
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+
}).catch(() => null);
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149
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+
if (debateResult)
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150
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+
logSimulationResult(debateResult, contract.question);
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151
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+
}
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|
152
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+
// Apply Kelly adjustment from debate result
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|
153
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+
let kellyMultiplier = 1.0;
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154
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+
if (debateResult) {
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155
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kellyMultiplier = kellyAdjustment(debateResult);
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156
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+
if (kellyMultiplier === 0.0) {
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157
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+
log("info", {
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158
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+
event: "trade_skipped",
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159
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+
reason: "debate_volatility_signal",
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160
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+
marketId: contract.id,
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161
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+
spread: debateResult.spread,
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162
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+
});
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163
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+
return;
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164
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+
}
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|
165
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+
}
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91
166
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// Ask Claude for analysis (with extra context)
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92
167
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const analysis = await analyzeTradeOpportunity(signal, contract, {
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93
168
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whaleFade,
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|
94
169
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simulationGap,
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95
170
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highConfidenceEdge,
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|
171
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+
simulation: debateResult ?? undefined,
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|
96
172
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});
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|
97
173
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if (!analysis)
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98
174
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return;
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@@ -106,9 +182,10 @@ export class TradingDaemon {
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106
182
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});
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107
183
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return;
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108
184
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}
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109
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-
// Size the position
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|
185
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+
// Size the position (apply debate Kelly multiplier)
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|
110
186
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const price = contract.yesPrice;
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|
111
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-
const
|
|
187
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+
const adjustedKelly = analysis.kelly_fraction * kellyMultiplier;
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188
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+
const size = this.risk.sizePosition(adjustedKelly, price);
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112
189
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if (size <= 0) {
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113
190
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log("info", { event: "trade_skipped", reason: "zero_size" });
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114
191
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return;
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@@ -121,7 +198,7 @@ export class TradingDaemon {
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121
198
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size,
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122
199
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price,
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123
200
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confidence: analysis.confidence,
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124
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-
kellyFraction:
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201
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+
kellyFraction: adjustedKelly,
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125
202
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reasoning: analysis.reasoning,
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126
203
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expiresAt: new Date(contract.expiresAt).toISOString(),
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127
204
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paperMode: this.paperMode,
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@@ -131,14 +208,45 @@ export class TradingDaemon {
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131
208
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this.feeds.start();
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132
209
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// Reset daily P&L at midnight
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133
210
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this.scheduleDayReset();
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|
211
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+
// Schedule periodic debate simulations (every 4-6h)
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|
212
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+
this.scheduleDebateSimulation();
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134
213
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log("info", { event: "feeds_started" });
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135
214
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}
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136
215
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stop() {
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137
216
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this.feeds.stop();
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138
217
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if (this.dayResetTimer)
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139
218
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clearTimeout(this.dayResetTimer);
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219
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+
if (this.debateScheduleTimer)
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220
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+
clearTimeout(this.debateScheduleTimer);
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|
140
221
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log("info", { event: "daemon_stopped" });
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|
141
222
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}
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|
223
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+
scheduleDebateSimulation() {
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|
224
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+
const jitter = DEBATE_SCHEDULE_MIN_MS +
|
|
225
|
+
Math.random() * (DEBATE_SCHEDULE_MAX_MS - DEBATE_SCHEDULE_MIN_MS);
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226
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+
this.debateScheduleTimer = setTimeout(async () => {
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|
227
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+
log("info", { event: "debate_sim_scheduled_run", marketCount: this.activeMarkets.size });
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|
228
|
+
for (const [marketId, market] of this.activeMarkets.entries()) {
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|
229
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+
if (!shouldRunSimulation(market.volume, market.hoursToResolution))
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|
230
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+
continue;
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|
231
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+
const lastRun = this.lastDebateSimAt.get(marketId) ?? 0;
|
|
232
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+
if (Date.now() - lastRun < DEBATE_SCHEDULE_MIN_MS)
|
|
233
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+
continue;
|
|
234
|
+
this.lastDebateSimAt.set(marketId, Date.now());
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|
235
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+
const result = await runSimulation({
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|
236
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+
type: 'scheduled',
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|
237
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+
marketId,
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|
238
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+
marketQuestion: market.question,
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|
239
|
+
marketOdds: market.odds,
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|
240
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+
volume: market.volume,
|
|
241
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+
hoursToResolution: market.hoursToResolution,
|
|
242
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+
}).catch(() => null);
|
|
243
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+
if (result)
|
|
244
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+
logSimulationResult(result, market.question);
|
|
245
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+
}
|
|
246
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+
// Reschedule
|
|
247
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+
this.scheduleDebateSimulation();
|
|
248
|
+
}, jitter);
|
|
249
|
+
}
|
|
142
250
|
scheduleDayReset() {
|
|
143
251
|
const now = new Date();
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|
144
252
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const midnight = new Date(now);
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package/dist/daemon.js.map
CHANGED
|
@@ -1 +1 @@
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1
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-
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|
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1
|
+
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|
package/dist/index.js
CHANGED
|
@@ -2,8 +2,20 @@
|
|
|
2
2
|
import { TradingDaemon } from "./daemon.js";
|
|
3
3
|
import { log, logDir } from "./logger.js";
|
|
4
4
|
const args = process.argv.slice(2);
|
|
5
|
-
|
|
6
|
-
|
|
5
|
+
// Backtest mode: `node dist/index.js backtest` or `docker run ... backtest`
|
|
6
|
+
if (args[0] === "backtest") {
|
|
7
|
+
import("./backtestRunner.js")
|
|
8
|
+
.then(({ runBacktest }) => runBacktest())
|
|
9
|
+
.then(() => process.exit(0))
|
|
10
|
+
.catch((err) => {
|
|
11
|
+
console.error("Backtest failed:", err);
|
|
12
|
+
process.exit(1);
|
|
13
|
+
});
|
|
14
|
+
// async import started; JS event loop keeps process alive until it resolves/rejects
|
|
15
|
+
}
|
|
16
|
+
else {
|
|
17
|
+
if (args.includes("--help") || args.includes("-h")) {
|
|
18
|
+
console.log(`polymarket-arb — Claude-powered prediction market arbitrage bot
|
|
7
19
|
|
|
8
20
|
Usage: polymarket-arb [options]
|
|
9
21
|
|
|
@@ -11,6 +23,7 @@ Options:
|
|
|
11
23
|
--paper Paper trading mode (default, no real orders)
|
|
12
24
|
--live Live trading mode (requires POLYMARKET_API_KEY + POLYMARKET_SECRET)
|
|
13
25
|
--log-dir Override log directory (default: ~/.polymarket-arb)
|
|
26
|
+
--backtest Run historical backtest (alias: pass 'backtest' as first arg)
|
|
14
27
|
--help Show this help
|
|
15
28
|
|
|
16
29
|
Environment variables:
|
|
@@ -21,41 +34,42 @@ Environment variables:
|
|
|
21
34
|
|
|
22
35
|
Log directory: ${logDir()}
|
|
23
36
|
`);
|
|
24
|
-
|
|
25
|
-
}
|
|
26
|
-
// Determine paper mode
|
|
27
|
-
const paperMode = args.includes("--live")
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
if (!paperMode && !process.env.POLYMARKET_API_KEY) {
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
}
|
|
36
|
-
log("info", {
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
41
|
-
});
|
|
42
|
-
if (process.env.CLAUDE_CODE_OAUTH_TOKEN) {
|
|
43
|
-
|
|
44
|
-
}
|
|
45
|
-
else {
|
|
46
|
-
|
|
37
|
+
process.exit(0);
|
|
38
|
+
}
|
|
39
|
+
// Determine paper mode
|
|
40
|
+
const paperMode = args.includes("--live")
|
|
41
|
+
? false
|
|
42
|
+
: args.includes("--paper")
|
|
43
|
+
? true
|
|
44
|
+
: process.env.PAPER_MODE !== "false";
|
|
45
|
+
if (!paperMode && !process.env.POLYMARKET_API_KEY) {
|
|
46
|
+
console.error("ERROR: --live mode requires POLYMARKET_API_KEY environment variable");
|
|
47
|
+
process.exit(1);
|
|
48
|
+
}
|
|
49
|
+
log("info", {
|
|
50
|
+
event: "startup",
|
|
51
|
+
mode: paperMode ? "paper" : "live",
|
|
52
|
+
logDir: logDir(),
|
|
53
|
+
nodeVersion: process.version,
|
|
54
|
+
});
|
|
55
|
+
if (process.env.CLAUDE_CODE_OAUTH_TOKEN) {
|
|
56
|
+
log("info", { event: "claude_auth", method: "oauth_token" });
|
|
57
|
+
}
|
|
58
|
+
else {
|
|
59
|
+
log("warn", { event: "claude_auth", method: "credential_file", note: "no CLAUDE_CODE_OAUTH_TOKEN set" });
|
|
60
|
+
}
|
|
61
|
+
const daemon = new TradingDaemon(paperMode);
|
|
62
|
+
daemon.start();
|
|
63
|
+
// Graceful shutdown
|
|
64
|
+
process.on("SIGTERM", () => {
|
|
65
|
+
log("info", { event: "sigterm_received" });
|
|
66
|
+
daemon.stop();
|
|
67
|
+
process.exit(0);
|
|
68
|
+
});
|
|
69
|
+
process.on("SIGINT", () => {
|
|
70
|
+
log("info", { event: "sigint_received" });
|
|
71
|
+
daemon.stop();
|
|
72
|
+
process.exit(0);
|
|
73
|
+
});
|
|
47
74
|
}
|
|
48
|
-
const daemon = new TradingDaemon(paperMode);
|
|
49
|
-
daemon.start();
|
|
50
|
-
// Graceful shutdown
|
|
51
|
-
process.on("SIGTERM", () => {
|
|
52
|
-
log("info", { event: "sigterm_received" });
|
|
53
|
-
daemon.stop();
|
|
54
|
-
process.exit(0);
|
|
55
|
-
});
|
|
56
|
-
process.on("SIGINT", () => {
|
|
57
|
-
log("info", { event: "sigint_received" });
|
|
58
|
-
daemon.stop();
|
|
59
|
-
process.exit(0);
|
|
60
|
-
});
|
|
61
75
|
//# sourceMappingURL=index.js.map
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";AACA,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAC5C,OAAO,EAAE,GAAG,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AAE1C,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;AAEnC,IAAI,IAAI,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";AACA,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAC5C,OAAO,EAAE,GAAG,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AAE1C,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;AAEnC,4EAA4E;AAC5E,IAAI,IAAI,CAAC,CAAC,CAAC,KAAK,UAAU,EAAE,CAAC;IAC3B,MAAM,CAAC,qBAAqB,CAAC;SAC1B,IAAI,CAAC,CAAC,EAAE,WAAW,EAAE,EAAE,EAAE,CAAC,WAAW,EAAE,CAAC;SACxC,IAAI,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;SAC3B,KAAK,CAAC,CAAC,GAAY,EAAE,EAAE;QACtB,OAAO,CAAC,KAAK,CAAC,kBAAkB,EAAE,GAAG,CAAC,CAAC;QACvC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClB,CAAC,CAAC,CAAC;IACL,oFAAoF;AACtF,CAAC;KAAM,CAAC;IACN,IAAI,IAAI,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;QACnD,OAAO,CAAC,GAAG,CAAC;;;;;;;;;;;;;;;;;iBAiBC,MAAM,EAAE;CACxB,CAAC,CAAC;QACC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClB,CAAC;IAED,uBAAuB;IACvB,MAAM,SAAS,GAAG,IAAI,CAAC,QAAQ,CAAC,QAAQ,CAAC;QACvC,CAAC,CAAC,KAAK;QACP,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;YAC1B,CAAC,CAAC,IAAI;YACN,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,KAAK,OAAO,CAAC;IAEvC,IAAI,CAAC,SAAS,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,kBAAkB,EAAE,CAAC;QAClD,OAAO,CAAC,KAAK,CAAC,qEAAqE,CAAC,CAAC;QACrF,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClB,CAAC;IAED,GAAG,CAAC,MAAM,EAAE;QACV,KAAK,EAAE,SAAS;QAChB,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM;QAClC,MAAM,EAAE,MAAM,EAAE;QAChB,WAAW,EAAE,OAAO,CAAC,OAAO;KAC7B,CAAC,CAAC;IAEH,IAAI,OAAO,CAAC,GAAG,CAAC,uBAAuB,EAAE,CAAC;QACxC,GAAG,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,aAAa,EAAE,CAAC,CAAC;IAC/D,CAAC;SAAM,CAAC;QACN,GAAG,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,iBAAiB,EAAE,IAAI,EAAE,gCAAgC,EAAE,CAAC,CAAC;IAC3G,CAAC;IAED,MAAM,MAAM,GAAG,IAAI,aAAa,CAAC,SAAS,CAAC,CAAC;IAC5C,MAAM,CAAC,KAAK,EAAE,CAAC;IAEf,oBAAoB;IACpB,OAAO,CAAC,EAAE,CAAC,SAAS,EAAE,GAAG,EAAE;QACzB,GAAG,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,kBAAkB,EAAE,CAAC,CAAC;QAC3C,MAAM,CAAC,IAAI,EAAE,CAAC;QACd,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClB,CAAC,CAAC,CAAC;IAEH,OAAO,CAAC,EAAE,CAAC,QAAQ,EAAE,GAAG,EAAE;QACxB,GAAG,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,iBAAiB,EAAE,CAAC,CAAC;QAC1C,MAAM,CAAC,IAAI,EAAE,CAAC;QACd,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClB,CAAC,CAAC,CAAC;AACL,CAAC"}
|
package/dist/simulate.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"simulate.d.ts","sourceRoot":"","sources":["../src/simulate.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"simulate.d.ts","sourceRoot":"","sources":["../src/simulate.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,iBAAiB,CAAC;AAmCvD,MAAM,MAAM,aAAa,GAAG;IAC1B,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,gBAAgB,GAAG;IAC7B,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,aAAa,EAAE,CAAC;CAC3B,CAAC;AAgCF,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,GAAG,MAAM,CAO/C;AAED,wBAAsB,cAAc,CAClC,QAAQ,EAAE,MAAM,EAChB,WAAW,EAAE,MAAM,GAClB,OAAO,CAAC,gBAAgB,CAAC,CAqC3B;AAED;;;GAGG;AACH,wBAAgB,yBAAyB,CACvC,SAAS,EAAE,eAAe,GAAG,IAAI,EACjC,mBAAmB,EAAE,MAAM,GAAG,IAAI,EAClC,WAAW,EAAE,MAAM,GAClB,OAAO,CAQT"}
|
package/dist/simulate.js
CHANGED
|
@@ -1,7 +1,28 @@
|
|
|
1
|
-
import {
|
|
2
|
-
import { promisify } from "util";
|
|
1
|
+
import { spawn } from "child_process";
|
|
3
2
|
import { log } from "./logger.js";
|
|
4
|
-
|
|
3
|
+
function askClaude(prompt, model, timeoutMs = 15000) {
|
|
4
|
+
return new Promise((resolve, reject) => {
|
|
5
|
+
const proc = spawn("claude", ["--print", "--model", model], {
|
|
6
|
+
stdio: ["pipe", "pipe", "pipe"],
|
|
7
|
+
env: { ...process.env },
|
|
8
|
+
});
|
|
9
|
+
let stdout = "";
|
|
10
|
+
let stderr = "";
|
|
11
|
+
proc.stdout.on("data", (d) => { stdout += d.toString(); });
|
|
12
|
+
proc.stderr.on("data", (d) => { stderr += d.toString(); });
|
|
13
|
+
proc.on("error", reject);
|
|
14
|
+
proc.on("exit", (code) => {
|
|
15
|
+
if (code === 0)
|
|
16
|
+
resolve(stdout.trim());
|
|
17
|
+
else
|
|
18
|
+
reject(new Error(`claude exited ${code}: ${stderr.slice(0, 200)}`));
|
|
19
|
+
});
|
|
20
|
+
proc.stdin.write(prompt);
|
|
21
|
+
proc.stdin.end();
|
|
22
|
+
const t = setTimeout(() => { proc.kill(); reject(new Error("claude timeout")); }, timeoutMs);
|
|
23
|
+
proc.on("exit", () => clearTimeout(t));
|
|
24
|
+
});
|
|
25
|
+
}
|
|
5
26
|
const PERSONAS = [
|
|
6
27
|
{ name: "skeptic", prior: "You are deeply skeptical. Challenge assumptions, look for what could go wrong." },
|
|
7
28
|
{ name: "optimist", prior: "You are optimistic about outcomes. Look for reasons things will succeed." },
|
|
@@ -19,16 +40,7 @@ What is your probability estimate (0-100) for YES? Keep it brief.
|
|
|
19
40
|
Respond with JSON only, no markdown:
|
|
20
41
|
{"probability": <0-100>, "reasoning": "<one sentence>"}`;
|
|
21
42
|
try {
|
|
22
|
-
const
|
|
23
|
-
timeout: 15000,
|
|
24
|
-
env: {
|
|
25
|
-
...process.env,
|
|
26
|
-
CLAUDE_CODE_OAUTH_TOKEN: process.env.CLAUDE_CODE_OAUTH_TOKEN ?? "",
|
|
27
|
-
ANTHROPIC_AUTH_TOKEN: process.env.ANTHROPIC_AUTH_TOKEN ??
|
|
28
|
-
process.env.CLAUDE_CODE_OAUTH_TOKEN ??
|
|
29
|
-
"",
|
|
30
|
-
},
|
|
31
|
-
});
|
|
43
|
+
const stdout = await askClaude(prompt, "claude-haiku-4-5-20251001", 15000);
|
|
32
44
|
const jsonMatch = stdout.match(/\{[\s\S]*?\}/);
|
|
33
45
|
if (!jsonMatch)
|
|
34
46
|
return null;
|
package/dist/simulate.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"simulate.js","sourceRoot":"","sources":["../src/simulate.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,
|
|
1
|
+
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@@ -0,0 +1,42 @@
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1
|
+
export type SimulationSignal = 'DIRECTIONAL' | 'VOLATILITY' | 'PASS';
|
|
2
|
+
export interface AgentEstimate {
|
|
3
|
+
agent: string;
|
|
4
|
+
prob: number;
|
|
5
|
+
reasoning: string;
|
|
6
|
+
}
|
|
7
|
+
export interface SimulationResult {
|
|
8
|
+
signal: SimulationSignal;
|
|
9
|
+
edge: number;
|
|
10
|
+
spread: number;
|
|
11
|
+
syntheticProb: number;
|
|
12
|
+
marketOdds: number;
|
|
13
|
+
agents: AgentEstimate[];
|
|
14
|
+
timestamp: number;
|
|
15
|
+
}
|
|
16
|
+
export interface SimulationTrigger {
|
|
17
|
+
type: 'scheduled' | 'whale' | 'odds_delta';
|
|
18
|
+
marketId: string;
|
|
19
|
+
marketQuestion: string;
|
|
20
|
+
marketOdds: number;
|
|
21
|
+
volume: number;
|
|
22
|
+
hoursToResolution: number;
|
|
23
|
+
}
|
|
24
|
+
/**
|
|
25
|
+
* Runs the 4-agent debate and returns a SimulationResult.
|
|
26
|
+
*/
|
|
27
|
+
export declare function runSimulation(trigger: SimulationTrigger): Promise<SimulationResult>;
|
|
28
|
+
/**
|
|
29
|
+
* Checks whether a market qualifies to run simulation.
|
|
30
|
+
* Requires volume > 250k and hoursToResolution > 24.
|
|
31
|
+
*/
|
|
32
|
+
export declare function shouldRunSimulation(volume: number, hoursToResolution: number): boolean;
|
|
33
|
+
/**
|
|
34
|
+
* Adjusts Kelly fraction based on simulation result.
|
|
35
|
+
* Returns multiplier: 1.0 (DIRECTIONAL low-spread), 0.5 (high spread), 0.0 (VOLATILITY).
|
|
36
|
+
*/
|
|
37
|
+
export declare function kellyAdjustment(result: SimulationResult): number;
|
|
38
|
+
/**
|
|
39
|
+
* Logs simulation result to the log system.
|
|
40
|
+
*/
|
|
41
|
+
export declare function logSimulationResult(result: SimulationResult, marketQuestion: string): void;
|
|
42
|
+
//# sourceMappingURL=simulationSignal.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|