@moonpay/cli 1.56.1 → 1.57.0

package/skills/moonpay-polymarket/SKILL.md

@@ -1,111 +1,112 @@
 ---
 name: moonpay-polymarket
-description: Trade on Polymarket — search markets, buy/sell outcome shares, track positions and PnL. Polymarket runs on Polygon and settles in USDC.e. Use when the user names Polymarket explicitly, or wants politics, crypto, news, or general-events markets (Polymarket's strength).
+description: Trade on Polymarket — search markets, buy/sell outcome shares, track positions and PnL. Polymarket runs on Polygon and settles in pUSD (Polymarket USD). Use when the user names Polymarket explicitly, or wants politics, crypto, news, or general-events markets (Polymarket's strength).
 tags: [trading, prediction-market, polymarket]
 ---
 
 # Polymarket
 
-The largest prediction-market venue. Settles on Polygon in USDC.e. Strong on **politics, news, crypto, and general events**.
+The largest prediction-market venue. Settles on Polygon in **pUSD** (Polymarket USD, 1:1 USDC-backed, Polymarket-issued ERC-20). Strong on **politics, news, crypto, and general events**.
 
 ## Prerequisites
 
 1. Authenticate: `mp login --email <email>` then `mp verify --email <email> --code <code>`
-2. EVM wallet (any chain): `mp wallet list` (or create with `mp wallet create --name "main"`). The same EVM address works for Polygon.
-3. Register the wallet with Polymarket (one-time):
+2. EVM wallet (any chain): `mp wallet list` (or `mp wallet create --name "main"`).
+3. Fund the Polygon wallet with **pUSD** and a tiny amount of POL for gas. Use **moonpay-fund-polymarket** for the recommended path.
 
-```bash
-mp prediction-market user create --provider polymarket --wallet <evm-address>
-```
-
-4. Fund the Polygon wallet with USDC.e and a tiny amount of POL for gas. Use **moonpay-fund-polymarket** for the recommended path.
+A Polymarket proxy wallet is created lazily on first buy — no separate setup step.
 
 ## Browse and research
 
 ```bash
-# Search by keyword
-mp prediction-market market search --provider polymarket --query "bitcoin" --limit 10
-
-# Trending (by 24h volume, min $150k)
-mp prediction-market market trending list --provider polymarket --limit 10
-
-# Browse tags / categories
-mp prediction-market market tag list --provider polymarket
+# Search events by keyword
+mp prediction-market event search --provider polymarket --query "bitcoin" --limit 10
 
-# Filter by tag
-mp prediction-market market search --provider polymarket --query "*" --tagIds "crypto,politics"
-
-# Full event details (every market under the event, all outcomes + prices)
-mp prediction-market market event retrieve --provider polymarket --slug <event-slug>
-
-# Live price for a single outcome token
-mp prediction-market market price retrieve --provider polymarket --tokenId <token-id>
+# Full event details (markets + outcomes with current prices, bid, ask, volume, liquidity)
+mp prediction-market event retrieve --provider polymarket --slug <event-slug>
 
 # Price history for an outcome
-mp prediction-market market price-history list --provider polymarket --tokenId <token-id> --interval 1w
+mp prediction-market market ohlcv list --provider polymarket --tokenId <outcome-id> --interval 1w
 ```
 
+Current prices and bid/ask live on `event_retrieve.markets[].outcomes[]` — no separate `price retrieve` call needed.
+
 ## Buy / sell
 
+Buy is a one-shot sign + broadcast. Sell is build → sign typed-data → submit (the submit step uses the user's EIP-712 signature so Polymarket can't move funds without explicit consent).
+
 ```bash
-# Buy YES shares
+# Buy — returns an unsigned Polygon tx, CLI signs + broadcasts.
 mp prediction-market position buy \
   --wallet main \
   --provider polymarket \
-  --tokenId <outcome-token-id> \
+  --tokenId <outcome-id> \
   --price 0.65 \
   --size 100
 
-# Sell shares
+# Sell — two-step. Step 1: build typedData. Step 2: CLI signs + submits.
 mp prediction-market position sell \
   --wallet main \
   --provider polymarket \
-  --tokenId <outcome-token-id> \
-  --price 0.70 \
+  --marketId <market-id> \
+  --outcomeId <outcome-id> \
   --size 50
 ```
 
+`marketId` + `outcomeId` round-trip directly from `prediction-market position list`. The CLI handles the typedData sign + POST under the hood when `position sell` returns `typedData`.
+
 **Concepts:**
-- `tokenId` comes from `outcomeTokens[].tokenId` in market search results.
-- `price` is 0-1 (e.g., 0.65 = 65¢ per share, implies 65% probability).
+- `outcomeId` is the CLOB outcome token id (also the ERC-1155 token id). Pass through unmodified from `event_retrieve.markets[].outcomes[].id` or `position_list[].outcomeId`.
+- `marketId` is the market's conditionId — `event_retrieve.markets[].id` or `position_list[].marketId`.
+- `price` on buy is the **maximum acceptable price per share** (0–1). Orders fill at the current market price up to this ceiling, then cancel. Not a resting limit order.
 - `size` is the share count.
-- Cost = price × size (so 0.65 × 100 = $65 USDC.e).
-- If the outcome resolves YES, each share pays $1 → profit = (1 − price) × size.
-- `negRisk` markets use a different settlement framework — the CLI handles this automatically.
+- Worst-case cost = price × size (so 0.65 × 100 = $65 pUSD).
+- If the outcome resolves YES, each share pays $1 → profit = (1 − fill price) × size.
+- $1 minimum per order — `size × price` must be ≥ $1 or swaps.xyz rejects with `POLYMARKET_AMOUNT_TOO_LOW`.
 
 ## Track + close positions
 
 ```bash
 mp prediction-market position list --provider polymarket --wallet <address>
 mp prediction-market position list --provider polymarket --wallet <address> --status closed
-mp prediction-market pnl retrieve --provider polymarket --wallet <address>
-mp prediction-market trade list --provider polymarket --wallet <address>
-mp prediction-market activity list --provider polymarket --wallet <address>
+```
+
+Each position has `status` (`"open" | "redeemable" | "redeemed"`), `size`, `avgPrice`, `currentValue`, `unrealizedPnl`, plus `marketId` + `outcomeId` you pass back to sell or redeem.
+
+Realized PnL on closed positions surfaces as `unrealizedPnl` on the redeemed/closed row (size = 0). Portfolio-level totals are a client-side sum across positions.
 
-# Redeem winning shares after a market resolves
-mp prediction-market position redeem --provider polymarket --wallet main --tokenId <token-id>
+### Redeem (winning positions after market resolution)
+
+```bash
+mp prediction-market position redeem \
+  --wallet main \
+  --provider polymarket \
+  --marketId <conditionId> \
+  --outcomeId <outcome-id>
 ```
 
+Same two-step flow as sell: `position redeem` returns EIP-712 typedData (`BoxPolymarketRedeemPosition`), the CLI signs with the user's EVM EOA, then submits via `polymarket_position_redeem`. This closes LABS-271 / SWA-1868 — Box can no longer trigger redemptions without an explicit per-action signature.
+
 ## Example flow
 
 ```bash
 # 1. Find
-mp prediction-market market search --provider polymarket --query "bitcoin 200k"
+mp prediction-market event search --provider polymarket --query "bitcoin 200k"
 
-# 2. Drill into the event
-mp prediction-market market event retrieve --provider polymarket --slug <slug-from-search>
+# 2. Drill into the event — current prices, bid/ask, volume all inline
+mp prediction-market event retrieve --provider polymarket --slug <slug-from-search>
 
 # 3. Sanity-check the chart
-mp prediction-market market price-history list --provider polymarket --tokenId <yes-token-id> --interval 1w
+mp prediction-market market ohlcv list --provider polymarket --tokenId <yes-outcome-id> --interval 1w
 
-# 4. Buy 50 YES at 40¢
-mp prediction-market position buy --wallet main --provider polymarket --tokenId <yes-token-id> --price 0.40 --size 50
+# 4. Buy 50 YES at up to 40¢ (worst case $20 pUSD)
+mp prediction-market position buy --wallet main --provider polymarket --tokenId <yes-outcome-id> --price 0.40 --size 50
 
 # 5. Confirm
 mp prediction-market position list --provider polymarket --wallet <address>
 
-# 6. Exit later at 60¢
-mp prediction-market position sell --wallet main --provider polymarket --tokenId <yes-token-id> --price 0.60 --size 50
+# 6. Exit later at market price
+mp prediction-market position sell --wallet main --provider polymarket --marketId <market-id> --outcomeId <yes-outcome-id> --size 50
 ```
 
 ## Price-history intervals
@@ -121,22 +122,18 @@ mp prediction-market position sell --wallet main --provider polymarket --tokenId
 ## Tips
 
 - Use `mp --json prediction-market ...` for programmatic output (the `--json` flag is global, BEFORE the subcommand).
-- Markets with higher volume have tighter spreads — check the `volume24h` field.
-- Verify `acceptingOrders: true` before trading; closed markets reject orders.
-- Polymarket = Polygon = USDC.e. NOT regular USDC. Bridging USDC → USDC.e is a separate step.
+- Markets with higher volume have tighter spreads — check `marketData.volume['24h']`.
+- Verify `status: "open"` before trading; closed/resolved markets reject orders.
+- Polymarket = Polygon = **pUSD** (`0xc011a7e12a19f7b1f670d46f03b03f3342e82dfb`). NOT regular USDC, NOT USDC.e.
+- $1 minimum per order.
 - A few cents of POL is enough for hundreds of trades.
 
-## When to choose Polymarket vs Kalshi
-
-- **Polymarket** — politics, crypto, news, world events. Largest catalog, deepest liquidity.
-- **Kalshi** — sports, economic indicators, US-regulated events. Settles in regular USDC on Solana, no bridging required.
-
 ## Related skills
 
-- **moonpay-polymarket-feeds** — read-only data surface (search, event details, prices, history). Reach for this BEFORE web search when an agent needs Polymarket data
-- **moonpay-polymarket-strategy** — applied trading playbooks (mispricing detection, momentum, mean-reversion, catalyst confirmation) that compose feeds + buy/sell
-- **moonpay-kalshi** — sports + US-regulated markets on Solana
-- **moonpay-fund-polymarket** — fund USDC.e + POL on Polygon
+- **moonpay-prediction-market** — venue chooser (Polymarket vs Kalshi)
+- **moonpay-polymarket-feeds** — read-only data surface
+- **moonpay-polymarket-strategy** — trading playbooks
+- **moonpay-fund-polymarket** — fund pUSD + POL on Polygon
 - **moonpay-check-wallet** — check Polygon balances
-- **moonpay-swap-tokens** — bridge USDC → USDC.e on Polygon
+- **moonpay-swap-tokens** — bridge USDC → pUSD on Polygon
 - **moonpay-trading-automation** — automate prediction-market strategies

package/skills/moonpay-polymarket-feeds/SKILL.md

@@ -14,33 +14,33 @@ This skill is **infrastructure knowledge** — what endpoints exist and how to u
 
 | Need | Command |
 |---|---|
-| Search markets by keyword / tag | `mp prediction-market market search --provider polymarket --query "..."` |
-| Trending markets (24h volume) | `mp prediction-market market trending list --provider polymarket --limit 10` |
-| Browse categories | `mp prediction-market market tag list --provider polymarket` |
-| Full event details (every sub-market, every outcome, best bid/ask) | `mp prediction-market market event retrieve --provider polymarket --slug <event-slug>` |
-| Current price for one outcome | `mp prediction-market market price retrieve --provider polymarket --tokenId <id>` |
-| Historical price series | `mp prediction-market market price history list --provider polymarket --tokenId <id> --interval <1hr\|1d\|1w\|1m\|max>` |
+| Search events by keyword / tag | `mp prediction-market event search --provider polymarket --query "..." --tagIds <id1,id2>` |
+| Full event details (every sub-market, every outcome, current price + bid/ask + volume + liquidity) | `mp prediction-market event retrieve --provider polymarket --slug <event-slug>` |
+| Historical price series (OHLCV) | `mp prediction-market market ohlcv list --provider polymarket --tokenId <outcome-id> --interval <1hr\|1d\|1w\|1m\|max>` |
+
+Current spot prices and bid/ask live INLINE on `event_retrieve.markets[].outcomes[]` — no separate price-retrieve call.
 
 ## Reading the event response
 
-`market event retrieve` is the highest-leverage call. One round-trip gives you:
+`event retrieve` is the highest-leverage call. One round-trip gives you:
 
 - The event metadata (slug, title, end date, total volume)
 - Every sub-market under the event (e.g., for an NFL game: "Bears moneyline," "Bears -3.5 spread," "Total over 47.5")
-- For each sub-market: the outcome tokens (`outcomeTokens[]`), each with:
-  - `tokenId` — what you pass to `price retrieve` / `position buy`
-  - `name` (e.g. "Yes" / "No")
-  - `bestBid` / `bestAsk` — top of book
-  - `lastTradePrice`
-  - `volume24h`
-  - `acceptingOrders` — gate before any buy
+- For each sub-market: `outcomes[]`, each with:
+  - `id` — what you pass to `position buy` (as `outcomeId`) or `market ohlcv list` (as `tokenId`)
+  - `label` (e.g. "Yes" / "No")
+  - `price` — current spot
+  - `bid` / `ask` — top of book
+- `marketData.volume['24h']` — 24h volume
+- `marketData.liquidity` — available liquidity
+- `status` (`"open" | "closed" | "resolved"`) — gate before any buy; only `"open"` accepts orders
 
-For most strategies, this single call replaces 5+ individual price-retrieve calls. Use it as the entry point.
+For most strategies, this single call replaces multiple individual calls. Use it as the entry point.
 
 ## Reading price history
 
 ```bash
-mp prediction-market market price history list --provider polymarket --tokenId <id> --interval 1w
+mp prediction-market market ohlcv list --provider polymarket --tokenId <outcome-id> --interval 1w
 ```
 
 Interval options:
@@ -63,11 +63,12 @@ These would be net new `mp` commands. The agent should **not** invent them — s
 
 | Want | Status | Workaround |
 |---|---|---|
-| **Order-book depth** (full bid/ask ladder, not just best) | Not wrapped | `bestBid` / `bestAsk` from `market event retrieve` is the full picture today |
-| **Public trade tape** (every fill across all users on a market) | Not wrapped | Workaround: `lastTradePrice` from event retrieve, plus polled price-history at `1hr`, gives a coarse approximation |
-| **WebSocket / streaming** (live book diffs, live fills) | Not wrapped | Poll `market event retrieve` on a 5-30s interval inside an automation. The data is fresh enough for non-HFT strategies |
-| **Subgraph queries** (historical positions, splits, redemptions per wallet) | Not wrapped | `mp prediction-market activity list --wallet <addr>` covers user-scoped history; no public-by-wallet lookup yet |
-| **Aggregate market stats** (open interest, daily volume by tag, top movers) | Not wrapped | `trending list` covers top-by-volume; the rest needs a custom command |
+| **Order-book depth** (full bid/ask ladder, not just best) | Not wrapped | `outcomes[].bid` / `outcomes[].ask` from `event retrieve` is best-of-book only |
+| **Public trade tape** (every fill across all users on a market) | Not wrapped | Workaround: `outcomes[].price` from event retrieve, plus polled price-history at `1hr`, gives a coarse approximation |
+| **WebSocket / streaming** (live book diffs, live fills) | Not wrapped | Poll `event retrieve` on a 5-30s interval inside an automation. The data is fresh enough for non-HFT strategies |
+| **Subgraph queries** (historical positions, splits, redemptions per wallet) | Not wrapped | `mp prediction-market position list --status closed --wallet <addr>` covers user-scoped redeemed history; no public-by-wallet lookup yet |
+| **Trending / volume-sorted discovery** | Not wrapped | Was dropped in v2 — paginate `event search` and sort client-side by `marketData.volume['24h']` |
+| **Aggregate market stats** (open interest, daily volume by tag, top movers) | Not wrapped | Not exposed today; would need a custom command |
 
 When the agent needs one of these and it isn't wrapped, the right answer is:
 
@@ -79,22 +80,22 @@ Don't reach for web search or raw HTTP for Polymarket data when one of the exist
 
 For strategies that fire every 5 min (or faster), don't re-pull the same event details on every fire. Use the resumed chat session memory:
 
-1. First fire: pull `market event retrieve`, extract `outcomeTokens[]`, persist `tokenId` + `slug` + `endDate` in memory.
-2. Subsequent fires: only call `market price retrieve --tokenId <cached-id>`. Don't re-pull the event details unless the market structure changed (rare).
-3. If the market has resolved (current time > endDate), check `market event retrieve` once to confirm and stop the strategy.
+1. First fire: pull `event retrieve`, extract `outcomes[]`, persist `outcome.id` + `slug` + `endsAt` in memory.
+2. Subsequent fires: re-pull `event retrieve` only if you need fresh prices — the same call returns updated bid/ask/price. No separate price endpoint to hit.
+3. If the market has resolved (current time > `endsAt` OR `status === "resolved"`), confirm via one `event retrieve` and stop the strategy.
 
 This keeps the agent fast and stays well under any rate limits.
 
 ## Tips
 
-- `--json` is a global flag, placed BEFORE the subcommand: `mp --json prediction-market market event retrieve ...`
-- Polymarket markets are EVM tokens on Polygon — `tokenId` is a long decimal string, NOT a regular UUID. Treat as opaque.
-- `negRisk` markets (multi-outcome events) split price math differently — for any odds-based strategy, check the `negRisk` flag and document the assumption.
-- Polymarket settles in **USDC.e** on Polygon, NOT regular USDC. If you need to compute USD position values, treat USDC.e as $1.
+- `--json` is a global flag, placed BEFORE the subcommand: `mp --json prediction-market event retrieve ...`
+- Polymarket markets are EVM tokens on Polygon — `outcome.id` is a long decimal string, NOT a regular UUID. Treat as opaque, round-trip unchanged.
+- The unified output strips venue-specific noise — no `negRisk`, `tickSize`, `conditionId`, or `outcomeTokens[]` fields. If you need those for low-level Polymarket-API work, call Gamma directly.
+- Polymarket settles in **pUSD** on Polygon (Polymarket USD, `0xc011a7e12a19f7b1f670d46f03b03f3342e82dfb`, 1:1 USDC-backed), NOT regular USDC and NOT USDC.e. If you need to compute USD position values, treat pUSD as $1.
 
 ## Related skills
 
 - **moonpay-polymarket** — venue overview + buy/sell + position management
 - **moonpay-polymarket-strategy** — applied strategies that compose these feeds (mispricing detection, momentum, mean-reversion, catalyst confirmation)
 - **moonpay-prediction-market** — venue chooser (Polymarket vs Kalshi)
-- **moonpay-fund-polymarket** — bridging USDC → USDC.e on Polygon
+- **moonpay-fund-polymarket** — bridging USDC → pUSD on Polygon

package/skills/moonpay-polymarket-strategy/SKILL.md

@@ -14,8 +14,8 @@ Each strategy below is intentionally small + composable. Pick one. Don't run thr
 
 - **Sample cadence**: 5 minutes for fast markets (sports during games, breaking news), 15 minutes for slower ones (politics, monthly macro). The agent's chat session holds state between fires — no `state.json` file needed.
 - **Sizing**: default $10 / position. Cap any single open position at 5% of the strategy bankroll. Strategies should ask the user for bankroll on first run.
-- **Entry guard**: never trade if `acceptingOrders === false` on the target market.
-- **Slippage cap**: skip if `(bestAsk - bestBid) / bestAsk > 0.05` (>5% spread = illiquid, get out).
+- **Entry guard**: never trade if `status !== "open"` on the target market.
+- **Slippage cap**: skip if `(outcomes[].ask - outcomes[].bid) / outcomes[].ask > 0.05` (>5% spread = illiquid, get out).
 - **Memory keys**: `bankroll`, `entry_price`, `entry_size`, `entry_at`, `position_open`, `target`, `stop`, `last_seen_price`, `last_action_at`.
 
 The **moonpay-trailing-stop**, **moonpay-take-profit-ladder**, and **moonpay-buy-the-dip** skills all already implement these patterns for spot tokens — same defaults, same memory shape, just different math. Borrow from them.
@@ -26,9 +26,9 @@ The **moonpay-trailing-stop**, **moonpay-take-profit-ladder**, and **moonpay-buy
 
 **Loop (every 15 min):**
 
-1. Pull trending markets: `mp prediction-market market trending list --provider polymarket --limit 20`.
+1. Pull trending markets: `mp prediction-market event search --provider polymarket --query "*" --limit 20`.
 2. Filter to high-volume (`volume24h > $50k`) and active (`endDate > now + 24h`).
-3. For each candidate, pull `market event retrieve` once and remember `(tokenId, lastTradePrice, bestAsk)`.
+3. For each candidate, pull `event retrieve` once and remember `(outcomeId, price, ask)`.
 4. Cross-reference with web search for last-hour news on the event topic.
 5. **Flag, don't trade.** Surface candidates as: market question, current YES odds, news headline, why they look mispriced.
 6. Use chat memory to skip markets you've already flagged this week unless the price has moved >10pp since the flag.
@@ -41,9 +41,9 @@ This is the catalyst-trader template's core. It's a research strategy — it sou
 
 **Loop (every 5 min):**
 
-1. Pull `market price history list --tokenId <id> --interval 1hr`.
+1. Pull `market ohlcv list --tokenId <id> --interval 1hr`.
 2. Compute the last-15-minute price velocity (price now − price 3 buckets ago).
-3. **Entry rule:** if velocity > +0.05 (5pp move in 15 min) AND volume confirms (compare `volume24h` vs the 7d average from a wider price-history pull), open a YES position at `bestAsk + 0.01` (1pp above best ask, taker-style).
+3. **Entry rule:** if velocity > +0.05 (5pp move in 15 min) AND volume confirms (compare `marketData.volume["24h"]` vs the 7d average from a wider price-history pull), open a YES position at `outcomes[].ask + 0.01` (1pp above best ask, taker-style).
 4. Persist entry price and timestamp in memory.
 5. **Exit rule (combine with mean-reversion below or trailing stop):** `moonpay-trailing-stop` skill, with trailing % set to 8% of the entry price.
 
@@ -55,9 +55,9 @@ This is the catalyst-trader template's core. It's a research strategy — it sou
 
 **Loop (every 5 min):**
 
-1. Pull current price for your `tokenId`.
+1. Pull `event retrieve` for the current price of your `outcomeId`.
 2. Update high-water-mark (HWM) in memory.
-3. **Exit rule:** if current price < HWM × 0.93 (-7% from peak) AND HWM > entry_price × 1.10 (you're already up 10% from entry), sell the entire position at `bestBid - 0.01`.
+3. **Exit rule:** if current price < HWM × 0.93 (-7% from peak) AND HWM > entry_price × 1.10 (you're already up 10% from entry), sell the entire position at `outcomes[].bid - 0.01`.
 4. Mark the position closed and stop the strategy.
 
 This is a take-profit, not a stop-loss — the entry condition (`HWM > entry × 1.10`) gates it on already being profitable. For pure stop-loss, use **moonpay-trailing-stop** directly.
@@ -68,11 +68,11 @@ This is a take-profit, not a stop-loss — the entry condition (`HWM > entry ×
 
 **Loop (every 5 min in the catalyst window):**
 
-1. Pull `market event retrieve` for the target event.
+1. Pull `event retrieve` for the target event.
 2. Cross-reference real-time data:
    - For elections / votes: web search for "race called" / "AP projects" / official tally
    - For sports: web search for "final score" / time remaining
-3. **Entry rule:** if the news strongly implies one outcome (e.g., race called) AND the market is still pricing < 0.95, BUY that outcome at `bestAsk` (or up to 0.92, whichever is lower).
+3. **Entry rule:** if the news strongly implies one outcome (e.g., race called) AND the market is still pricing < 0.95, BUY that outcome at `outcomes[].ask` (or up to 0.92, whichever is lower).
 4. **Exit:** hold to resolution. Each share resolves to $1, profit = (1 − entry_price) × shares.
 5. **Bail rule:** if it's been 30 min since the news call and the market hasn't moved past 0.85, the news might be wrong or the market knows something — exit at break-even or better.
 
@@ -84,7 +84,7 @@ This is the certainty-arbitrage template's core. It's high-conviction, short-dur
 
 **Status:** can't do today — needs full order-book depth (`market book retrieve`), which we don't wrap yet.
 
-**Workaround:** use `market event retrieve`'s `bestBid`/`bestAsk` per outcome to estimate, but the depth matters here — don't trade on it without the real ladder.
+**Workaround:** use `event retrieve`'s `outcomes[].bid`/`outcomes[].ask` per outcome to estimate, but the depth matters here — don't trade on it without the real ladder.
 
 This is documented as a placeholder so a future PR knows what command to add and why.
 
@@ -100,10 +100,10 @@ When adding a new template, pick a strategy here, set the defaults, and write th
 
 ## Hard rules
 
-- Never run two strategies on the same `tokenId` simultaneously. They will fight each other.
+- Never run two strategies on the same `outcomeId` simultaneously. They will fight each other.
 - Strategies must persist `position_open` in memory. On every fire, that's the FIRST thing to check.
 - After any sell that closes a position, stop the strategy. Don't auto-reopen — the user explicitly asks if they want another.
-- Sizing math is in USDC.e (Polygon's USDC). 1 USDC.e ≈ 1 USD; treat as $1.
+- Sizing math is in pUSD (Polymarket USD on Polygon, 1:1 USDC-backed). 1 pUSD ≈ 1 USD; treat as $1.
 - Never override an exit rule because "it'll come back." That's the whole point of mechanical execution.
 
 ## Related skills
@@ -111,5 +111,5 @@ When adding a new template, pick a strategy here, set the defaults, and write th
 - **moonpay-polymarket-feeds** — read-only data surface (REQUIRED reading before this skill)
 - **moonpay-polymarket** — venue commands (buy / sell / register / positions)
 - **moonpay-trailing-stop** / **moonpay-take-profit-ladder** / **moonpay-buy-the-dip** — companion patterns for spot tokens; same memory shape
-- **moonpay-fund-polymarket** — bridging USDC → USDC.e
+- **moonpay-fund-polymarket** — bridging USDC → pUSD on Polygon
 - **moonpay-trading-automation** — general headless automation patterns (cron / launchd)

package/skills/moonpay-prediction-market/SKILL.md

@@ -11,11 +11,11 @@ Two venues. Different chains, different specialties. Pick by topic.
 | | Polymarket | Kalshi |
 |---|---|---|
 | Chain | Polygon | Solana |
-| Settles in | USDC.e | USDC |
-| Bridging needed? | Yes (USDC → USDC.e) | No |
+| Settles in | pUSD (Polymarket USD) | USDC |
+| Bridging needed? | Yes (USDC → pUSD on Polygon) | No |
 | Strong on | politics, crypto, news, world events | sports (NBA, NFL, MLB), macro, US-regulated |
 | Liquidity | largest catalog | growing fast on sports |
-| Min order | none enforced | `size × price` must be ≥ $1 |
+| Min order | $1 minimum per order | `size × price` must be ≥ $1 |
 
 ## Pick a venue
 
@@ -27,7 +27,7 @@ Default routing rules — read first, then defer to the venue's skill:
 - User mentions **Bitcoin price target, crypto event, ETF approval** → **moonpay-polymarket**
 - User mentions **Polymarket** explicitly → **moonpay-polymarket**
 - User mentions **Kalshi** explicitly → **moonpay-kalshi**
-- Venue-agnostic ask ("what's spicy on prediction markets?") → check both with `mp prediction-market market trending list`, surface highlights
+- Venue-agnostic ask ("what's spicy on prediction markets?") → check both with `mp prediction-market event search`, surface highlights
 
 ## Cross-venue commands
 
@@ -35,18 +35,14 @@ A few things are venue-shape-identical (the `--provider` flag picks):
 
 ```bash
 # Trending across either venue
-mp prediction-market market trending list --provider polymarket --limit 10
-mp prediction-market market trending list --provider kalshi --limit 10
 
 # Search across either venue
-mp prediction-market market search --provider polymarket --query "..."
-mp prediction-market market search --provider kalshi --query "..."
+mp prediction-market event search --provider polymarket --query "..."
+mp prediction-market event search --provider kalshi --query "..."
 
-# Position list / PnL / trades / activity (per-venue, same shape)
+# Position list (per-venue, same shape)
 mp prediction-market position list --provider <venue> --wallet <addr>
-mp prediction-market pnl retrieve --provider <venue> --wallet <addr>
-mp prediction-market trade list --provider <venue> --wallet <addr>
-mp prediction-market activity list --provider <venue> --wallet <addr>
+mp prediction-market position list --provider <venue> --wallet <addr> --status closed
 ```
 
 The actual buy/sell flow + funding requirements diverge — read **moonpay-polymarket** or **moonpay-kalshi** for the venue-specific recipe.
@@ -54,13 +50,13 @@ The actual buy/sell flow + funding requirements diverge — read **moonpay-polym
 ## Tips
 
 - `--json` is a global flag, BEFORE the subcommand.
-- `acceptingOrders: true` must be present before any buy — closed markets reject orders.
-- Don't fund Polymarket with regular USDC — it's USDC.e on Polygon (a different mint). See **moonpay-fund-polymarket**.
-- Kalshi's $1 minimum: 1 share at 30¢ won't fill; 4 shares at 30¢ ($1.20) will.
+- `status === "open"` must hold before any buy — closed/resolved markets reject orders.
+- Don't fund Polymarket with regular USDC — it's pUSD on Polygon (a different mint, Polymarket-issued, 1:1 USDC-backed). See **moonpay-fund-polymarket**.
+- Polymarket and Kalshi both enforce a $1 minimum order: 1 share at 30¢ won't fill; 4 shares at 30¢ ($1.20) will.
 
 ## Related skills
 
 - **moonpay-polymarket** — full Polymarket trading workflow
 - **moonpay-kalshi** — full Kalshi trading workflow
-- **moonpay-fund-polymarket** — fund USDC.e + POL on Polygon
+- **moonpay-fund-polymarket** — fund pUSD + POL on Polygon
 - **moonpay-check-wallet** — check positions across chains