clodds 1.1.0

package/dist/weather/edge.js

@@ -0,0 +1,281 @@
+"use strict";
+/**
+ * Weather Edge Calculator
+ *
+ * Calculate betting edge by comparing NOAA forecasts to Polymarket odds.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WeatherEdgeCalculator = void 0;
+exports.getWeatherEdgeCalculator = getWeatherEdgeCalculator;
+const logger_1 = require("../utils/logger");
+const noaa_1 = require("./noaa");
+const markets_1 = require("./markets");
+// Edge thresholds
+const MIN_EDGE_PERCENT = 5; // Minimum edge to consider
+const HIGH_EDGE_PERCENT = 15; // High confidence threshold
+const KELLY_FRACTION = 0.25; // Use quarter Kelly
+// ============================================================================
+// Edge Calculator
+// ============================================================================
+class WeatherEdgeCalculator {
+    noaa;
+    markets;
+    constructor(noaa, markets) {
+        this.noaa = noaa || (0, noaa_1.getNOAAClient)();
+        this.markets = markets || (0, markets_1.getWeatherMarketFinder)();
+    }
+    /**
+     * Calculate edge for a specific market
+     */
+    async calculateEdge(market) {
+        // Get forecast if we have coordinates
+        let forecast = null;
+        let noaaProbability = 50; // Default to 50% if we can't determine
+        if (market.coordinates && market.targetDate) {
+            try {
+                forecast = await this.getForecastForDate(market.coordinates.lat, market.coordinates.lon, market.targetDate);
+                if (forecast) {
+                    noaaProbability = this.calculateNOAAProbability(market, forecast);
+                }
+            }
+            catch (error) {
+                logger_1.logger.warn(`[EdgeCalc] Could not get forecast for ${market.location}:`, error);
+            }
+        }
+        // Get YES price from market
+        const yesOutcome = market.outcomes.find(o => o.name.toLowerCase() === 'yes' ||
+            o.name.toLowerCase().includes('yes'));
+        const marketPrice = yesOutcome?.price || 0.5;
+        // Calculate edge
+        const noaaDecimal = noaaProbability / 100;
+        const edge = noaaDecimal - marketPrice;
+        const edgePercent = edge * 100;
+        // Determine confidence
+        let confidence = 'low';
+        if (forecast && market.coordinates) {
+            if (Math.abs(edgePercent) >= HIGH_EDGE_PERCENT) {
+                confidence = 'high';
+            }
+            else if (Math.abs(edgePercent) >= MIN_EDGE_PERCENT) {
+                confidence = 'medium';
+            }
+        }
+        // Determine recommendation
+        let recommendation = 'SKIP';
+        let reasoning = '';
+        if (Math.abs(edgePercent) < MIN_EDGE_PERCENT) {
+            reasoning = `Edge of ${edgePercent.toFixed(1)}% is below minimum threshold of ${MIN_EDGE_PERCENT}%`;
+        }
+        else if (!forecast) {
+            reasoning = 'No forecast data available for accurate edge calculation';
+        }
+        else if (edge > 0) {
+            recommendation = 'YES';
+            reasoning = `NOAA probability (${noaaProbability.toFixed(0)}%) exceeds market price (${(marketPrice * 100).toFixed(0)}%) by ${edgePercent.toFixed(1)}%`;
+        }
+        else {
+            recommendation = 'NO';
+            reasoning = `Market price (${(marketPrice * 100).toFixed(0)}%) exceeds NOAA probability (${noaaProbability.toFixed(0)}%) by ${Math.abs(edgePercent).toFixed(1)}%`;
+        }
+        return {
+            market,
+            forecast,
+            noaaProbability,
+            marketPrice,
+            edge,
+            edgePercent,
+            confidence,
+            recommendation,
+            reasoning,
+        };
+    }
+    /**
+     * Scan all weather markets for edge opportunities
+     */
+    async scanForEdge(minEdgePercent = MIN_EDGE_PERCENT) {
+        const markets = await this.markets.getWeatherMarkets({ activeOnly: true });
+        const edges = [];
+        for (const market of markets) {
+            try {
+                const edge = await this.calculateEdge(market);
+                if (Math.abs(edge.edgePercent) >= minEdgePercent && edge.recommendation !== 'SKIP') {
+                    edges.push(edge);
+                }
+            }
+            catch (error) {
+                logger_1.logger.warn(`[EdgeCalc] Failed to calculate edge for ${market.id}:`, error);
+            }
+        }
+        // Sort by absolute edge (best opportunities first)
+        edges.sort((a, b) => Math.abs(b.edgePercent) - Math.abs(a.edgePercent));
+        return {
+            scannedAt: new Date(),
+            totalMarkets: markets.length,
+            marketsWithEdge: edges.length,
+            topOpportunities: edges.slice(0, 10),
+        };
+    }
+    /**
+     * Get bet recommendation with position sizing
+     */
+    getBetRecommendation(edge, bankroll = 100) {
+        if (edge.recommendation === 'SKIP')
+            return null;
+        const side = edge.recommendation;
+        const edgeDecimal = Math.abs(edge.edge);
+        // Kelly criterion: f = (bp - q) / b
+        // Where b = decimal odds - 1, p = probability, q = 1 - p
+        // Simplified for binary markets: f = edge / odds
+        const odds = side === 'YES' ? edge.marketPrice : (1 - edge.marketPrice);
+        const kellyFraction = edgeDecimal / (1 - odds);
+        // Use fractional Kelly for safety
+        const adjustedKelly = Math.min(kellyFraction * KELLY_FRACTION, 0.1); // Cap at 10%
+        const suggestedAmount = Math.max(bankroll * adjustedKelly, 1); // Minimum $1
+        // Expected value
+        const winProb = side === 'YES' ? edge.noaaProbability / 100 : 1 - edge.noaaProbability / 100;
+        const winPayout = suggestedAmount / odds - suggestedAmount;
+        const lossPayout = -suggestedAmount;
+        const expectedValue = winProb * winPayout + (1 - winProb) * lossPayout;
+        return {
+            market: edge.market,
+            side,
+            edge: edge.edgePercent,
+            suggestedAmount: Math.round(suggestedAmount * 100) / 100,
+            kellyFraction: adjustedKelly,
+            expectedValue: Math.round(expectedValue * 100) / 100,
+        };
+    }
+    // --------------------------------------------------------------------------
+    // Private Methods
+    // --------------------------------------------------------------------------
+    /**
+     * Get forecast for a specific date
+     */
+    async getForecastForDate(lat, lon, targetDate) {
+        const forecast = await this.noaa.getForecast(lat, lon);
+        for (const period of forecast.periods) {
+            const periodStart = new Date(period.startTime);
+            const periodEnd = new Date(period.endTime);
+            if (targetDate >= periodStart && targetDate < periodEnd) {
+                return period;
+            }
+        }
+        // If exact match not found, find closest
+        const targetTime = targetDate.getTime();
+        let closest = null;
+        let closestDiff = Infinity;
+        for (const period of forecast.periods) {
+            const periodStart = new Date(period.startTime).getTime();
+            const diff = Math.abs(periodStart - targetTime);
+            if (diff < closestDiff) {
+                closestDiff = diff;
+                closest = period;
+            }
+        }
+        return closest;
+    }
+    /**
+     * Calculate NOAA probability based on market type and forecast
+     */
+    calculateNOAAProbability(market, forecast) {
+        switch (market.metric) {
+            case 'temperature':
+                return this.calculateTempProbability(market, forecast);
+            case 'precipitation':
+                return this.calculatePrecipProbability(market, forecast);
+            case 'snow':
+                return this.calculateSnowProbability(market, forecast);
+            default:
+                return 50; // Default for unknown metrics
+        }
+    }
+    /**
+     * Calculate temperature probability
+     */
+    calculateTempProbability(market, forecast) {
+        if (!market.threshold)
+            return 50;
+        const temp = forecast.temperature;
+        const threshold = market.threshold;
+        const comparison = market.comparison || 'above';
+        // Temperature forecasts are usually accurate within +/- 3°F
+        const accuracy = 3;
+        if (comparison === 'above') {
+            // Probability of exceeding threshold
+            if (temp >= threshold + accuracy)
+                return 95;
+            if (temp >= threshold)
+                return 75;
+            if (temp >= threshold - accuracy)
+                return 50;
+            if (temp >= threshold - accuracy * 2)
+                return 25;
+            return 5;
+        }
+        else {
+            // Probability of being below threshold
+            if (temp <= threshold - accuracy)
+                return 95;
+            if (temp <= threshold)
+                return 75;
+            if (temp <= threshold + accuracy)
+                return 50;
+            if (temp <= threshold + accuracy * 2)
+                return 25;
+            return 5;
+        }
+    }
+    /**
+     * Calculate precipitation probability
+     */
+    calculatePrecipProbability(market, forecast) {
+        // NOAA provides precipitation probability directly
+        const noaaProb = forecast.probabilityOfPrecipitation.value;
+        if (noaaProb === null)
+            return 50;
+        // If market is about "will it rain", use NOAA probability directly
+        if (!market.threshold) {
+            return noaaProb;
+        }
+        // If market has amount threshold (e.g., "more than 1 inch")
+        // Adjust probability based on amount (rough heuristic)
+        const threshold = market.threshold;
+        // Higher amounts are less likely
+        if (threshold >= 2)
+            return Math.min(noaaProb * 0.3, 30);
+        if (threshold >= 1)
+            return Math.min(noaaProb * 0.5, 50);
+        if (threshold >= 0.5)
+            return Math.min(noaaProb * 0.7, 70);
+        return noaaProb;
+    }
+    /**
+     * Calculate snow probability
+     */
+    calculateSnowProbability(market, forecast) {
+        const temp = forecast.temperature;
+        const precipProb = forecast.probabilityOfPrecipitation.value || 0;
+        // Snow requires cold temps and precipitation
+        if (temp > 40)
+            return 5;
+        if (temp > 35)
+            return precipProb * 0.2;
+        if (temp > 32)
+            return precipProb * 0.5;
+        if (temp > 28)
+            return precipProb * 0.8;
+        return precipProb * 0.9;
+    }
+}
+exports.WeatherEdgeCalculator = WeatherEdgeCalculator;
+// ============================================================================
+// Factory
+// ============================================================================
+let edgeCalculatorInstance = null;
+function getWeatherEdgeCalculator() {
+    if (!edgeCalculatorInstance) {
+        edgeCalculatorInstance = new WeatherEdgeCalculator();
+    }
+    return edgeCalculatorInstance;
+}
+//# sourceMappingURL=edge.js.map

package/dist/weather/edge.js.map

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package/dist/weather/index.d.ts

@@ -0,0 +1,6 @@
+/**
+ * Weather Module - NOAA Integration for Polymarket Weather Markets
+ */
+export * from './noaa';
+export * from './markets';
+export * from './edge';

package/dist/weather/index.js

@@ -0,0 +1,23 @@
+"use strict";
+/**
+ * Weather Module - NOAA Integration for Polymarket Weather Markets
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./noaa"), exports);
+__exportStar(require("./markets"), exports);
+__exportStar(require("./edge"), exports);
+//# sourceMappingURL=index.js.map

package/dist/weather/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/weather/index.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;;;;;;;;;;;AAEH,yCAAuB;AACvB,4CAA0B;AAC1B,yCAAuB"}

package/dist/weather/markets.d.ts

@@ -0,0 +1,84 @@
+/**
+ * Polymarket Weather Market Matching
+ *
+ * Discover and match Polymarket weather markets with NOAA forecasts.
+ */
+export interface WeatherMarket {
+    id: string;
+    conditionId: string;
+    slug: string;
+    question: string;
+    description?: string;
+    location: string;
+    coordinates?: {
+        lat: number;
+        lon: number;
+    };
+    metric: 'temperature' | 'precipitation' | 'record' | 'snow' | 'wind' | 'other';
+    threshold?: number;
+    thresholdUnit?: string;
+    comparison?: 'above' | 'below' | 'exactly';
+    targetDate?: Date;
+    endDate: Date;
+    outcomes: WeatherOutcome[];
+    volume: number;
+    liquidity: number;
+    active: boolean;
+}
+export interface WeatherOutcome {
+    id: string;
+    name: string;
+    price: number;
+    tokenId: string;
+}
+export interface MarketSearchParams {
+    location?: string;
+    metric?: 'temperature' | 'precipitation' | 'record' | 'snow' | 'wind';
+    minVolume?: number;
+    activeOnly?: boolean;
+}
+export declare class WeatherMarketFinder {
+    private marketCache;
+    private readonly cacheTTL;
+    /**
+     * Get all active weather markets from Polymarket
+     */
+    getWeatherMarkets(params?: MarketSearchParams): Promise<WeatherMarket[]>;
+    /**
+     * Get a specific market by ID or slug
+     */
+    getMarket(idOrSlug: string): Promise<WeatherMarket | null>;
+    /**
+     * Search all markets (internal)
+     */
+    private searchMarkets;
+    /**
+     * Check if a market is weather-related
+     */
+    private isWeatherMarket;
+    /**
+     * Parse raw market data into WeatherMarket
+     */
+    private parseWeatherMarket;
+    /**
+     * Extract location from market text
+     */
+    private extractLocation;
+    /**
+     * Get coordinates for a location
+     */
+    private getCoordinates;
+    /**
+     * Determine the metric type
+     */
+    private determineMetric;
+    /**
+     * Extract threshold value
+     */
+    private extractThreshold;
+    /**
+     * Extract date from text
+     */
+    private extractDate;
+}
+export declare function getWeatherMarketFinder(): WeatherMarketFinder;