clodds 1.4.2 → 1.5.1

package/dist/opportunity/index.js

@@ -315,6 +315,12 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
             // Get prices for same outcome across platforms
             const pricesByPlatform = [];
             for (const { platform, market } of match.markets) {
+                // Skip markets with stale prices (older than 5 minutes)
+                const stalenessMs = Date.now() - (market.updatedAt?.getTime?.() || 0);
+                if (market.updatedAt && stalenessMs > 5 * 60 * 1000) {
+                    logger_1.logger.debug({ platform, marketId: market.id, stalenessMs }, 'Skipping stale market in cross-platform arb');
+                    continue;
+                }
                 const yesOutcome = normalizer.findYes(market.outcomes);
                 const noOutcome = normalizer.findNo(market.outcomes);
                 if (!yesOutcome || !isValidPrice(yesOutcome.price))
@@ -323,7 +329,7 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
                     platform,
                     market,
                     yesPrice: yesOutcome.price,
-                    noPrice: noOutcome?.price || 1 - yesOutcome.price,
+                    noPrice: noOutcome?.price ?? (1 - yesOutcome.price),
                     liquidity: Math.min(yesOutcome.volume24h || 0, noOutcome?.volume24h || 0),
                 });
             }
@@ -338,12 +344,15 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
             // Strategy 2: Buy YES on low, Buy NO on high (if NO + YES_low < $1)
             const combinedCost = lowest.yesPrice + highest.noPrice;
             const grossCrossEdge = (1 - combinedCost) * 100;
-            // Calculate fee-adjusted edges (fees on both platforms)
+            // Calculate fee-adjusted edges (fees proportional to cost on each platform)
             const lowestFeeRate = (0, combinatorial_1.getPlatformFeeRate)(lowest.platform);
             const highestFeeRate = (0, combinatorial_1.getPlatformFeeRate)(highest.platform);
-            const totalFeesPct = (lowestFeeRate + highestFeeRate) * 100;
-            const spreadYes = grossSpreadYes - totalFeesPct;
-            const crossEdge = grossCrossEdge - totalFeesPct;
+            // Spread strategy fees: buy YES on low platform, sell YES on high platform
+            const spreadFeesPct = (lowest.yesPrice * lowestFeeRate + highest.yesPrice * highestFeeRate) * 100;
+            const spreadYes = grossSpreadYes - spreadFeesPct;
+            // Cross strategy fees: buy YES on low platform, buy NO on high platform
+            const crossFeesPct = (lowest.yesPrice * lowestFeeRate + highest.noPrice * highestFeeRate) * 100;
+            const crossEdge = grossCrossEdge - crossFeesPct;
             const edgePct = Math.max(spreadYes, crossEdge);
             if (edgePct < minEdge)
                 continue;
@@ -593,6 +602,7 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
     // ==========================================================================
     // REAL-TIME
     // ==========================================================================
+    let priceUpdateHandler = null;
     async function startRealtime() {
         if (isScanning)
             return;
@@ -606,19 +616,14 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
                 await scan();
             }
         }, cfg.scanIntervalMs);
-        // Subscribe to price updates
-        for (const platform of cfg.platforms) {
-            try {
-                feeds.on('priceUpdate', (update) => {
-                    if (update.platform === platform) {
-                        handlePriceUpdate(update);
-                    }
-                });
+        // Subscribe to price updates with a single listener (not one per platform)
+        const platformSet = new Set(cfg.platforms);
+        priceUpdateHandler = (update) => {
+            if (platformSet.has(update.platform)) {
+                handlePriceUpdate(update);
             }
-            catch (error) {
-                logger_1.logger.warn({ error, platform }, 'Failed to subscribe to price updates');
-            }
-        }
+        };
+        feeds.on('priceUpdate', priceUpdateHandler);
         emitter.emit('started');
     }
     function stopRealtime() {
@@ -627,22 +632,45 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
             clearInterval(scanInterval);
             scanInterval = null;
         }
+        // Remove price update listener to prevent leaks
+        if (priceUpdateHandler) {
+            feeds.off('priceUpdate', priceUpdateHandler);
+            priceUpdateHandler = null;
+        }
         logger_1.logger.info('Stopped real-time opportunity scanning');
         emitter.emit('stopped');
     }
     function handlePriceUpdate(update) {
         // Check if this affects any active opportunities
+        const toExpire = [];
         for (const [id, opp] of activeOpportunities) {
             const affected = opp.markets.find((m) => m.platform === update.platform && m.marketId === update.marketId);
             if (affected) {
-                // Update price and recalculate
+                // Update price and recalculate edge based on new prices
                 affected.price = update.price;
+                // Recalculate edgePct based on opportunity type
+                if (opp.type === 'internal' && opp.markets.length === 2) {
+                    const sum = opp.markets[0].price + opp.markets[1].price;
+                    const feeRate = (0, combinatorial_1.getPlatformFeeRate)(opp.markets[0].platform);
+                    const totalFees = sum * feeRate;
+                    opp.edgePct = (1 - sum) * 100 - totalFees * 100;
+                    opp.profitPer100 = (opp.edgePct / 100) * 100;
+                }
+                else if (opp.type === 'cross_platform' && opp.markets.length === 2) {
+                    const m0 = opp.markets[0];
+                    const m1 = opp.markets[1];
+                    const combinedCost = m0.price + m1.price;
+                    const fee0 = m0.price * (0, combinatorial_1.getPlatformFeeRate)(m0.platform);
+                    const fee1 = m1.price * (0, combinatorial_1.getPlatformFeeRate)(m1.platform);
+                    opp.edgePct = (1 - combinedCost) * 100 - (fee0 + fee1) * 100;
+                    opp.profitPer100 = (opp.edgePct / 100) * 100;
+                }
                 const rescored = scorer.score(opp);
                 Object.assign(opp, rescored);
                 // Check if still valid
                 if (opp.edgePct < cfg.minEdge) {
                     opp.status = 'expired';
-                    activeOpportunities.delete(id);
+                    toExpire.push(id);
                     emitter.emit('expired', opp);
                 }
                 else {
@@ -650,6 +678,10 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
                 }
             }
         }
+        // Delete expired entries outside the iteration loop
+        for (const id of toExpire) {
+            activeOpportunities.delete(id);
+        }
     }
     // ==========================================================================
     // MARKET LINKING
@@ -675,6 +707,7 @@ function createOpportunityFinder(db, feeds, embeddings, config = {}) {
         if (opp) {
             opp.status = 'taken';
             opp.outcome = { taken: true, fillPrices };
+            activeOpportunities.delete(id);
             analytics.recordTaken(opp);
             emitter.emit('taken', opp);
         }

package/dist/opportunity/index.js.map

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package/dist/opportunity/matching.js

@@ -281,10 +281,20 @@ function createMarketMatcher(db, embeddings, config = {}) {
         // Only flag if there are specific numbers that differ significantly
         const uniqueToA = [...setA].filter((n) => {
             // Check if there's a close number in B
-            return ![...setB].some((b) => Math.abs(n - b) / Math.max(n, b) < 0.1);
+            return ![...setB].some((b) => {
+                const maxVal = Math.max(Math.abs(n), Math.abs(b));
+                if (maxVal === 0)
+                    return true; // Both zero = same
+                return Math.abs(n - b) / maxVal < 0.1;
+            });
         });
         const uniqueToB = [...setB].filter((n) => {
-            return ![...setA].some((a) => Math.abs(n - a) / Math.max(n, a) < 0.1);
+            return ![...setA].some((a) => {
+                const maxVal = Math.max(Math.abs(n), Math.abs(a));
+                if (maxVal === 0)
+                    return true; // Both zero = same
+                return Math.abs(n - a) / maxVal < 0.1;
+            });
         });
         if (uniqueToA.length > 0 && uniqueToB.length > 0) {
             return `Different key numbers: ${uniqueToA.join(',')} vs ${uniqueToB.join(',')}`;

package/dist/opportunity/matching.js.map

@@ -1 +1 @@
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package/dist/skills/bundled/analytics/index.js

@@ -59,18 +59,229 @@ async function execute(args) {
                 let output = `**Opportunity Analytics** (${days}d)\n\n`;
                 output += `Total found: ${stats.totalFound}\n`;
                 output += `Taken: ${stats.taken}\n`;
-                output += `Win rate: ${(stats.winRate * 100).toFixed(1)}%\n`;
+                output += `Win rate: ${stats.winRate.toFixed(1)}%\n`;
                 output += `Total profit: $${stats.totalProfit.toLocaleString()}\n`;
                 output += `Avg edge: ${stats.avgEdge.toFixed(2)}%\n`;
                 return output;
             }
+            case 'today': {
+                const stats = analytics.getStats({ days: 1 });
+                let output = `**Today's Performance**\n\n`;
+                output += `Opportunities found: ${stats.totalFound}\n`;
+                output += `Taken: ${stats.taken}\n`;
+                output += `Win rate: ${stats.winRate.toFixed(1)}%\n`;
+                output += `Profit: $${stats.totalProfit.toLocaleString()}\n`;
+                output += `Avg edge: ${stats.avgEdge.toFixed(2)}%\n`;
+                if (stats.bestPlatformPair) {
+                    output += `\nBest pair: ${stats.bestPlatformPair.platforms.join(' <-> ')} (${stats.bestPlatformPair.winRate.toFixed(0)}% WR)\n`;
+                }
+                return output;
+            }
+            case 'week': {
+                const stats = analytics.getStats({ days: 7 });
+                let output = `**Weekly Performance** (7d)\n\n`;
+                output += `Opportunities found: ${stats.totalFound}\n`;
+                output += `Taken: ${stats.taken}\n`;
+                output += `Win rate: ${stats.winRate.toFixed(1)}%\n`;
+                output += `Profit: $${stats.totalProfit.toLocaleString()}\n`;
+                output += `Avg edge: ${stats.avgEdge.toFixed(2)}%\n`;
+                if (Object.keys(stats.byType).length > 0) {
+                    output += `\n**By Type:**\n`;
+                    for (const [type, data] of Object.entries(stats.byType)) {
+                        output += `  ${type}: ${data.count} opps, ${data.winRate.toFixed(0)}% WR, $${data.profit.toFixed(2)}\n`;
+                    }
+                }
+                return output;
+            }
+            case 'month': {
+                const stats = analytics.getStats({ days: 30 });
+                let output = `**Monthly Performance** (30d)\n\n`;
+                output += `Opportunities found: ${stats.totalFound}\n`;
+                output += `Taken: ${stats.taken}\n`;
+                output += `Win rate: ${stats.winRate.toFixed(1)}%\n`;
+                output += `Profit: $${stats.totalProfit.toLocaleString()}\n`;
+                output += `Avg edge: ${stats.avgEdge.toFixed(2)}%\n`;
+                output += `Avg score: ${stats.avgScore.toFixed(1)}\n`;
+                if (Object.keys(stats.byType).length > 0) {
+                    output += `\n**By Type:**\n`;
+                    for (const [type, data] of Object.entries(stats.byType)) {
+                        output += `  ${type}: ${data.count} opps, ${data.winRate.toFixed(0)}% WR, $${data.profit.toFixed(2)}, avg edge ${data.avgEdge.toFixed(2)}%\n`;
+                    }
+                }
+                if (stats.bestPlatformPair) {
+                    output += `\nBest pair: ${stats.bestPlatformPair.platforms.join(' <-> ')} (${stats.bestPlatformPair.count} opps, ${stats.bestPlatformPair.winRate.toFixed(0)}% WR)\n`;
+                }
+                return output;
+            }
+            case 'attribution': {
+                const periodFlag = parts.find((p) => p.match(/^\d+d$/));
+                const days = periodFlag ? parseInt(periodFlag) : 30;
+                const attr = analytics.getPerformanceAttribution({ days });
+                let output = `**Performance Attribution** (${days}d)\n\n`;
+                output += `**By Edge Source:**\n`;
+                for (const [source, bucket] of Object.entries(attr.byEdgeSource)) {
+                    if (bucket.count === 0)
+                        continue;
+                    output += `  ${source}: ${bucket.count} opps, ${bucket.winRate.toFixed(0)}% WR, $${bucket.totalPnL.toFixed(2)} PnL, avg edge ${bucket.avgEdge.toFixed(2)}%\n`;
+                }
+                output += `\n**Execution Quality:**\n`;
+                output += `  Avg slippage: ${attr.executionQuality.avgSlippagePct.toFixed(2)}%\n`;
+                output += `  Avg execution: ${attr.executionQuality.avgExecutionTimeMs.toFixed(0)}ms\n`;
+                output += `  Fill rate: ${attr.executionQuality.fillRatePct.toFixed(0)}%\n`;
+                output += `  Partial fills: ${attr.executionQuality.partialFills}\n`;
+                return output;
+            }
+            case 'by-platform': {
+                const pairs = analytics.getPlatformPairs();
+                const stats = analytics.getStats({ days: 30 });
+                let output = '**Performance by Platform**\n\n';
+                if (Object.keys(stats.byPlatform).length > 0) {
+                    for (const [platform, data] of Object.entries(stats.byPlatform)) {
+                        output += `  ${platform}: ${data.count} opps, ${data.winRate.toFixed(0)}% WR, $${data.profit.toFixed(2)}\n`;
+                    }
+                }
+                if (pairs.length > 0) {
+                    output += `\n**Platform Pairs:**\n`;
+                    for (const p of pairs) {
+                        output += `  ${p.platforms.join(' <-> ')}: ${p.count} opps, ${p.winRate.toFixed(0)}% WR, $${p.totalProfit.toFixed(2)} profit, avg edge ${p.avgEdge.toFixed(2)}%\n`;
+                    }
+                }
+                if (Object.keys(stats.byPlatform).length === 0 && pairs.length === 0) {
+                    output += 'No platform data yet.\n';
+                }
+                return output;
+            }
+            case 'by-category': {
+                const stats = analytics.getStats({ days: 30 });
+                let output = '**Performance by Category (Type)**\n\n';
+                if (Object.keys(stats.byType).length === 0)
+                    return 'No category data yet.';
+                for (const [type, data] of Object.entries(stats.byType)) {
+                    output += `  ${type}: ${data.count} opps, ${data.taken} taken, ${data.winRate.toFixed(0)}% WR, $${data.profit.toFixed(2)}, avg edge ${data.avgEdge.toFixed(2)}%\n`;
+                }
+                return output;
+            }
+            case 'by-strategy': {
+                const periodFlag = parts.find((p) => p.match(/^\d+d$/));
+                const days = periodFlag ? parseInt(periodFlag) : 30;
+                const strategies = analytics.getBestStrategies({ days, minSamples: 1 });
+                if (!strategies.length)
+                    return 'No strategy data yet.';
+                let output = `**Performance by Strategy** (${days}d)\n\n`;
+                for (const s of strategies) {
+                    output += `  ${s.type}`;
+                    if (s.platformPair)
+                        output += ` (${s.platformPair.join(' <-> ')})`;
+                    output += `: ${s.samples} trades, ${s.winRate.toFixed(0)}% WR, avg $${s.avgProfit.toFixed(2)}\n`;
+                }
+                return output;
+            }
+            case 'best-times':
+            case 'by-hour':
+            case 'by-day': {
+                const periodFlag = parts.find((p) => p.match(/^\d+d$/));
+                const days = periodFlag ? parseInt(periodFlag) : 30;
+                const attr = analytics.getPerformanceAttribution({ days });
+                let output = '';
+                if (cmd === 'by-day') {
+                    const dayNames = ['Sunday', 'Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday'];
+                    output = `**Performance by Day of Week** (${days}d)\n\n`;
+                    for (let d = 0; d < 7; d++) {
+                        const bucket = attr.byDayOfWeek[d];
+                        if (!bucket || bucket.count === 0)
+                            continue;
+                        output += `  ${dayNames[d]}: ${bucket.count} opps, ${bucket.winRate.toFixed(0)}% WR, $${bucket.totalPnL.toFixed(2)} PnL\n`;
+                    }
+                }
+                else {
+                    output = `**Performance by Hour (UTC)** (${days}d)\n\n`;
+                    const hourEntries = [];
+                    for (let h = 0; h < 24; h++) {
+                        const bucket = attr.byHour[h];
+                        if (bucket && bucket.count > 0) {
+                            hourEntries.push({ hour: h, bucket });
+                        }
+                    }
+                    if (cmd === 'best-times') {
+                        hourEntries.sort((a, b) => b.bucket.avgPnL - a.bucket.avgPnL);
+                        output = `**Best Trading Hours (UTC)** (${days}d)\n\n`;
+                    }
+                    for (const { hour, bucket } of hourEntries) {
+                        output += `  ${String(hour).padStart(2, '0')}:00: ${bucket.count} opps, ${bucket.winRate.toFixed(0)}% WR, avg $${bucket.avgPnL.toFixed(2)}, total $${bucket.totalPnL.toFixed(2)}\n`;
+                    }
+                }
+                if (output.endsWith('\n\n'))
+                    output += 'No time data yet.\n';
+                return output;
+            }
+            case 'edge-decay': {
+                const typeFlag = parts.indexOf('--type');
+                const type = typeFlag >= 0 ? parts[typeFlag + 1] : undefined;
+                const periodFlag = parts.find((p) => p.match(/^\d+d$/));
+                const days = periodFlag ? parseInt(periodFlag) : 30;
+                const decay = analytics.getEdgeDecayAnalysis({ type, days });
+                if (decay.decayCurve.length === 0)
+                    return 'No edge decay data yet.';
+                let output = `**Edge Decay Analysis** (${days}d)\n\n`;
+                output += `Avg lifespan: ${(decay.avgLifespanMs / 60000).toFixed(1)} minutes\n\n`;
+                output += `**Decay Curve:**\n`;
+                for (const point of decay.decayCurve) {
+                    const bar = '#'.repeat(Math.round(point.remainingEdgePct * 2));
+                    output += `  ${String(point.minutesSinceDiscovery).padStart(3)}m: ${point.remainingEdgePct.toFixed(2)}% ${bar}\n`;
+                }
+                return output;
+            }
+            case 'edge-buckets': {
+                const periodFlag = parts.find((p) => p.match(/^\d+d$/));
+                const days = periodFlag ? parseInt(periodFlag) : 30;
+                const attr = analytics.getPerformanceAttribution({ days });
+                let output = `**Performance by Edge Size** (${days}d)\n\n`;
+                const labels = {
+                    tiny: '< 1%',
+                    small: '1-2%',
+                    medium: '2-5%',
+                    large: '5-10%',
+                    huge: '> 10%',
+                };
+                let hasData = false;
+                for (const [key, bucket] of Object.entries(attr.byEdgeBucket)) {
+                    if (bucket.count === 0)
+                        continue;
+                    hasData = true;
+                    output += `  ${labels[key] || key}: ${bucket.count} opps, ${bucket.winRate.toFixed(0)}% WR, avg $${bucket.avgPnL.toFixed(2)}, total $${bucket.totalPnL.toFixed(2)}\n`;
+                }
+                if (!hasData)
+                    output += 'No edge bucket data yet.\n';
+                return output;
+            }
+            case 'liquidity': {
+                const periodFlag = parts.find((p) => p.match(/^\d+d$/));
+                const days = periodFlag ? parseInt(periodFlag) : 30;
+                const attr = analytics.getPerformanceAttribution({ days });
+                let output = `**Performance by Liquidity** (${days}d)\n\n`;
+                const labels = {
+                    low: '< $500',
+                    medium: '$500 - $5,000',
+                    high: '> $5,000',
+                };
+                let hasData = false;
+                for (const [key, bucket] of Object.entries(attr.byLiquidityBucket)) {
+                    if (bucket.count === 0)
+                        continue;
+                    hasData = true;
+                    output += `  ${labels[key] || key}: ${bucket.count} opps, ${bucket.winRate.toFixed(0)}% WR, avg $${bucket.avgPnL.toFixed(2)}, total $${bucket.totalPnL.toFixed(2)}\n`;
+                }
+                if (!hasData)
+                    output += 'No liquidity data yet.\n';
+                return output;
+            }
             case 'platforms': {
                 const pairs = analytics.getPlatformPairs();
                 if (!pairs.length)
                     return 'No platform pair data yet.';
                 let output = '**Platform Pair Performance**\n\n';
                 for (const p of pairs) {
-                    output += `${p.platforms.join(' <-> ')}: ${p.count} opps, ${(p.winRate * 100).toFixed(0)}% WR, $${p.totalProfit.toFixed(2)} profit\n`;
+                    output += `${p.platforms.join(' <-> ')}: ${p.count} opps, ${p.winRate.toFixed(0)}% WR, $${p.totalProfit.toFixed(2)} profit\n`;
                 }
                 return output;
             }
@@ -99,7 +310,20 @@ function helpText() {
     return `**Analytics Commands**
 
   /analytics                         - Summary stats
-  /analytics stats [--period 7d]     - Performance statistics
+  /analytics stats [Nd]              - Performance statistics
+  /analytics today                   - Today's performance
+  /analytics week                    - Weekly breakdown
+  /analytics month                   - Monthly breakdown
+  /analytics attribution [Nd]        - P&L by edge source
+  /analytics by-platform             - P&L by platform
+  /analytics by-category             - P&L by market category
+  /analytics by-strategy [Nd]        - P&L by strategy
+  /analytics best-times [Nd]         - Best trading hours
+  /analytics by-hour [Nd]            - Hourly performance
+  /analytics by-day [Nd]             - Day of week analysis
+  /analytics edge-decay [Nd]         - Edge decay over time
+  /analytics edge-buckets [Nd]       - Performance by edge size
+  /analytics liquidity [Nd]          - Performance by liquidity
   /analytics platforms               - Platform pair performance
   /analytics opportunities [--type X] - Browse opportunities`;
 }