investing 0.1.309 → 0.1.310

package/dist/prediction/analysis/r-multiple.d.ts

@@ -0,0 +1,159 @@
+/**
+ * R-multiple conversion for resolved prediction-market positions.
+ *
+ * A pure, deterministic utility that turns a list of already-reconstructed,
+ * fully-realized positions into the per-trade R-multiples consumed by
+ * {@link computeForecasterTrustScore} (see `./trust-score.ts`). An R-multiple
+ * expresses a position's realized profit or loss in units of the risk taken:
+ *
+ *     R = netRealizedPnl / initialRisk
+ *
+ * where `initialRisk` is the net premium paid to open the position (the most
+ * that can be lost, since a prediction-market share's downside is bounded at
+ * zero). A position that loses its entire stake therefore scores exactly -1R,
+ * matching the research paper's convention (§3.2).
+ *
+ * BOUNDARY: this module sits at the clean edge of the pipeline. It performs NO
+ * I/O, DB, network, or clock access; it does NOT reconstruct positions from raw
+ * trade history, ingest settlement/redemption events, impute resolution
+ * outcomes, size positions, or place orders. All of that is upstream, impure
+ * work that produces the {@link ResolvedPosition} array this function consumes.
+ * A `cutoff` is passed in, never read from the system clock, so the function
+ * stays referentially transparent and leak-free: a Trust Score at a historical
+ * cutoff must only see outcomes known by that cutoff, and the caller enforces
+ * that by supplying the cutoff here.
+ *
+ * Error philosophy mirrors `trust-score.ts`: malformed INPUT SHAPES throw
+ * (programmer error), while DATA-QUALITY problems in otherwise well-formed
+ * records (unresolved, non-finite financials, non-positive risk, timestamps
+ * after the cutoff) are reported as soft exclusions, never thrown and never
+ * silently coerced. Every value in the returned `rMultiples` is a finite
+ * number, so the downstream Trust Score never has to defend against NaN/Infinity.
+ */
+/** Why a {@link ResolvedPosition} was dropped from the R-multiple sample. */
+export type RMultipleExclusionReason = 
+/** `resolved === false`: the position is still open / not yet realized. */
+"unresolved"
+/**
+ * `initialRisk` is at or below the accepted floor (`<= minInitialRisk`,
+ * default `0`). Includes the zero-risk divide-by-zero case; no R is emitted
+ * rather than an infinite one.
+ */
+ | "non-positive-risk"
+/**
+ * `netRealizedPnl` or `initialRisk` is not a finite number, or the computed
+ * R-multiple overflowed to a non-finite value.
+ */
+ | "non-finite"
+/**
+ * A `cutoff` was supplied but the position's `resolutionTimestamp` is `null`
+ * or non-finite, so it cannot be placed relative to the cutoff.
+ */
+ | "missing-timestamp"
+/**
+ * A `cutoff` was supplied and `resolutionTimestamp > cutoff`: the outcome was
+ * not known by the cutoff, so including it would leak future information.
+ */
+ | "after-cutoff";
+/** Every exclusion reason, in a fixed order, for zero-filling tallies. */
+export declare const R_MULTIPLE_EXCLUSION_REASONS: readonly RMultipleExclusionReason[];
+/**
+ * One completed (fully realized) prediction-market position, already netted by
+ * the upstream impure adapter. The YES/NO distinction does not appear here: it
+ * is folded into the signed `netRealizedPnl` and the `initialRisk` before this
+ * function sees it.
+ */
+export interface ResolvedPosition {
+    /** Stable identifier, e.g. `${trader}:${conditionId}:${outcomeIndex}`. */
+    positionId: string;
+    /**
+     * Net realized profit or loss in USDC: sale proceeds + settlement redemptions
+     * minus entry cost minus fees. May be negative, or exactly `0` (break-even).
+     */
+    netRealizedPnl: number;
+    /**
+     * Initial risk in USDC: the net premium paid to open the position. Must be
+     * strictly positive (and above `minInitialRisk`) to be usable as the R
+     * denominator.
+     */
+    initialRisk: number;
+    /**
+     * Whether the position's P&L is fully realized — either the market settled at
+     * resolution or the position was fully exited early. Open positions
+     * (`false`) are never scored.
+     */
+    resolved: boolean;
+    /**
+     * Epoch seconds at which the realized P&L became known (settlement time, or
+     * the final exit trade's time). Required (finite) for cutoff gating; `null`
+     * when the position is unresolved or the time is unknown.
+     */
+    resolutionTimestamp: number | null;
+}
+/** A single dropped position and the reason it was dropped. */
+export interface ExcludedPosition {
+    positionId: string;
+    /** The reason; never the implicit "included" state. */
+    reason: RMultipleExclusionReason;
+}
+/** Options for {@link rMultiplesFromResolvedPositions}. */
+export interface RMultipleOptions {
+    /**
+     * Historical cutoff in epoch seconds. When supplied, only positions whose
+     * `resolutionTimestamp` is finite and `<= cutoff` are included; the rest are
+     * excluded as `after-cutoff` or `missing-timestamp`. Omitted means no gate.
+     */
+    cutoff?: number;
+    /**
+     * Exclusive lower bound on `initialRisk` (USDC). A position is usable only
+     * when `initialRisk > minInitialRisk`. Defaults to `0`, so any strictly
+     * positive risk is accepted. Must be a finite, non-negative number.
+     */
+    minInitialRisk?: number;
+}
+/** Result of {@link rMultiplesFromResolvedPositions}. */
+export interface RMultipleConversion {
+    /**
+     * Finite R-multiples for the included positions, in the order they appeared
+     * in the input. Ready to pass straight to `computeForecasterTrustScore`.
+     */
+    rMultiples: number[];
+    /** Number of included positions; always equals `rMultiples.length`. */
+    included: number;
+    /** One entry per dropped position, in input order, with its reason. */
+    excluded: ExcludedPosition[];
+    /**
+     * Count of exclusions per reason. Every {@link RMultipleExclusionReason} key
+     * is present and zero-filled, so callers can read any reason without a guard.
+     */
+    excludedCounts: Record<RMultipleExclusionReason, number>;
+}
+/**
+ * Converts resolved prediction-market positions into per-position R-multiples,
+ * reporting every position that is dropped and why.
+ *
+ * Soft exclusions are evaluated in a fixed precedence; the first failing check
+ * wins, so each dropped position carries exactly one reason:
+ *   1. `unresolved`         — `resolved === false`.
+ *   2. `missing-timestamp`  — a `cutoff` is set but `resolutionTimestamp` is
+ *                             `null`/non-finite.
+ *   3. `after-cutoff`       — a `cutoff` is set and `resolutionTimestamp > cutoff`.
+ *   4. `non-finite` (risk)  — `initialRisk` is NaN or ±Infinity (checked before
+ *                             the threshold, so `+Infinity` cannot slip through).
+ *   5. `non-positive-risk`  — finite `initialRisk <= minInitialRisk`.
+ *   6. `non-finite` (P&L)   — `netRealizedPnl` is NaN or ±Infinity.
+ *   7. `non-finite` (R)     — the finite division overflowed to a non-finite R.
+ *
+ * @param positions - Completed positions produced by the upstream adapter.
+ * @param options - See {@link RMultipleOptions}.
+ * @returns A {@link RMultipleConversion}: the finite R-multiples (input order),
+ *   the included count, the excluded positions with reasons, and a zero-filled
+ *   per-reason tally.
+ * @throws {TypeError} If `positions` is not an array, or any element is not a
+ *   well-formed {@link ResolvedPosition} (missing/ wrong-typed `positionId`,
+ *   `netRealizedPnl`, `initialRisk`, `resolved`, or `resolutionTimestamp`).
+ * @throws {RangeError} If `cutoff` is supplied and is not finite, or
+ *   `minInitialRisk` is supplied and is not a finite, non-negative number.
+ */
+export declare function rMultiplesFromResolvedPositions(positions: readonly ResolvedPosition[], options?: RMultipleOptions): RMultipleConversion;
+//# sourceMappingURL=r-multiple.d.ts.map

package/dist/prediction/analysis/r-multiple.d.ts.map

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package/dist/prediction/analysis/trust-score.d.ts

@@ -0,0 +1,158 @@
+/**
+ * Forecaster Trust Score.
+ *
+ * A pure, deterministic implementation of the "Forecaster Trust Score"
+ * described in the AI Broker research paper
+ * (`apps/ai-broker-web/content/docs/agents/ai-broker-research-paper.md`, §3.2),
+ * which extends the per-trade Sharpe ratio with a sample-size confidence term so
+ * that a long, consistent track record is trusted more than a short, lucky one.
+ *
+ * Stated formula (paper §3.2):
+ *
+ *     Trust = (meanR / stdR) * sqrt(N)
+ *
+ * where
+ *   - meanR = mean R-multiple per resolved trade (edge per unit of risk),
+ *   - stdR  = standard deviation of R-multiples (consistency),
+ *   - N     = number of resolved trades (sample size).
+ *
+ * The leading `meanR / stdR` factor is the per-trade Sharpe ratio; `sqrt(N)` is
+ * the standard-error amplification that rewards larger samples. A forecaster
+ * with zero mean R-multiple scores zero regardless of N (paper §3.2.3), which is
+ * the no-edge baseline that distinguishes skill from luck.
+ *
+ * This module only computes the score. It deliberately does NOT read trades from
+ * a database or API, resolve markets, size positions, or place orders — it is a
+ * self-contained numeric function with no network, no clock, and no execution
+ * side effects, so it can be unit-tested and reasoned about in isolation.
+ *
+ * NOTE ON THE PAPER'S WORKED TABLE: the example table in §3.2 (forecasters
+ * P1–P10) is internally inconsistent for three rows. P5, P6 and P7 print a
+ * `Trust` value that disagrees with the paper's own `Sharpe` column and with the
+ * stated formula `Sharpe * sqrt(N)` (e.g. P7: 0.46 * sqrt(120) = 5.07, not the
+ * printed 4.00). The other seven rows agree with the formula to within rounding.
+ * This implementation follows the stated formula; the test file documents each
+ * discrepancy explicitly.
+ */
+/** Why a score is (or is not) reliable. See {@link ForecasterTrustScore}. */
+export type TrustScoreReason = 
+/** Score computed and sample size meets the minimum — safe to rely on. */
+"ok"
+/** No trades supplied; nothing to score. */
+ | "empty"
+/** Score computed, but fewer than `minSampleSize` trades — treat as weak. */
+ | "insufficient-sample"
+/**
+ * R-multiples have zero dispersion while the mean is non-zero, so the
+ * Sharpe ratio (and therefore the score) is undefined rather than infinite.
+ */
+ | "zero-variance"
+/**
+ * R-multiples have zero dispersion AND a zero mean (every trade identical,
+ * e.g. an all-zero / all-break-even history). There is no edge and no spread
+ * to measure, so this carries no information — not a reliable zero.
+ */
+ | "no-information"
+/**
+ * Inputs were individually finite but their sum or dispersion overflowed to
+ * a non-finite value, so no finite score exists.
+ */
+ | "overflow";
+/** Options for {@link computeForecasterTrustScore}. */
+export interface ForecasterTrustScoreOptions {
+    /**
+     * Minimum number of resolved trades for a score to be considered reliable.
+     * Defaults to 25, matching the `N >= 25` threshold used throughout the paper.
+     * A score is still computed below this, but is flagged `reliable: false`.
+     */
+    minSampleSize?: number;
+    /**
+     * Delta degrees of freedom for the standard deviation of R-multiples:
+     *   - `1` (default): sample standard deviation (divides the sum of squared
+     *     deviations by `N - 1`), matching the finance Sharpe-ratio convention the
+     *     paper's Sharpe column is built on.
+     *   - `0`: population standard deviation (divides by `N`).
+     * With a single trade (`N - ddof <= 0`) the dispersion is not estimable and is
+     * treated as zero variance.
+     */
+    ddof?: 0 | 1;
+}
+/** Result of {@link computeForecasterTrustScore}. */
+export interface ForecasterTrustScore {
+    /**
+     * The Trust Score `(meanR / stdR) * sqrt(N)`, or `null` when it is not finitely
+     * defined (no trades, zero dispersion, or overflow). Never `NaN` or `Infinity`.
+     */
+    score: number | null;
+    /**
+     * Whether `score` is a finite number — i.e. the formula is mathematically
+     * defined for this input. Independent of sample size. Equivalent to
+     * `score !== null`.
+     */
+    isDefined: boolean;
+    /**
+     * Whether `sampleSize >= minSampleSize` — i.e. there is enough evidence to
+     * trust the number. Independent of whether the score is defined.
+     */
+    hasSufficientSample: boolean;
+    /**
+     * Safe to act on: `isDefined && hasSufficientSample`. A single flag for the
+     * common "should I use this?" check; inspect `isDefined` / `hasSufficientSample`
+     * (or `reason`) to see which condition failed.
+     */
+    reliable: boolean;
+    /** Number of resolved trades used (array length). */
+    sampleSize: number;
+    /** Mean R-multiple. `0` when there are no trades. */
+    meanR: number;
+    /** Standard deviation of R-multiples under `ddof`. `0` when undefined. */
+    stdR: number;
+    /** Per-trade Sharpe ratio `meanR / stdR`, or `null` when `stdR` is `0`. */
+    sharpe: number | null;
+    /** Machine-readable explanation of `score` / `reliable`. */
+    reason: TrustScoreReason;
+    /** The effective minimum sample size used for the reliability decision. */
+    minSampleSize: number;
+}
+/** Default minimum resolved-trade count for a reliable score (paper: N >= 25). */
+export declare const DEFAULT_MIN_SAMPLE_SIZE = 25;
+/**
+ * Computes the Trust Score directly from pre-aggregated moments.
+ *
+ * This is the exact formula `(meanR / stdR) * sqrt(sampleSize)` with safe
+ * handling of the degenerate cases, kept separate from
+ * {@link computeForecasterTrustScore} so callers that already have summary
+ * statistics (for example, the paper's worked table) can use it without
+ * reconstructing a per-trade array.
+ *
+ * @param meanR - Mean R-multiple.
+ * @param stdR - Standard deviation of R-multiples (must be `>= 0`).
+ * @param sampleSize - Number of resolved trades (non-negative integer).
+ * @returns The finite Trust Score, or `null` when it is undefined: no trades
+ *   (`sampleSize === 0`) or zero dispersion (`stdR === 0`, including a zero mean
+ *   — the t-statistic needs non-zero sample variance). A zero mean with POSITIVE
+ *   variance scores `0` (no edge), per the paper. Never `NaN`/`Infinity`.
+ * @throws {TypeError} If any argument is not a finite number.
+ * @throws {RangeError} If `sampleSize` is negative or non-integer, or `stdR < 0`.
+ */
+export declare function trustScoreFromMoments(meanR: number, stdR: number, sampleSize: number): number | null;
+/**
+ * Computes a {@link ForecasterTrustScore} from a forecaster's resolved-trade
+ * R-multiples.
+ *
+ * Each element is one resolved trade's R-multiple (profit or loss expressed in
+ * units of the risk taken on that trade). The caller is responsible for turning
+ * raw trade history into R-multiples; this function performs no resolution,
+ * I/O, or time-dependent work.
+ *
+ * @param rMultiples - Finite R-multiples, one per resolved trade.
+ * @param options - See {@link ForecasterTrustScoreOptions}.
+ * @returns A fully populated {@link ForecasterTrustScore}. Insufficient evidence
+ *   is reported via `reliable`/`reason`, never hidden behind a bare number.
+ * @throws {TypeError} If `rMultiples` is not an array or contains a non-finite
+ *   value.
+ * @throws {RangeError} If `minSampleSize` is not a positive integer, or `ddof`
+ *   is not `0` or `1`.
+ */
+export declare function computeForecasterTrustScore(rMultiples: readonly number[], options?: ForecasterTrustScoreOptions): ForecasterTrustScore;
+//# sourceMappingURL=trust-score.d.ts.map

package/dist/prediction/analysis/trust-score.d.ts.map

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package/dist/prediction/api/analytics.d.ts.map

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package/dist/prediction/api/leaderboard.d.ts

@@ -1,22 +1,40 @@
 import { PolymarketCategory } from '../constants';
+export type LeaderboardTimePeriod = "all" | "1d" | "7d" | "30d";
+/** Most rows the data-api leaderboard returns per request. */
+export declare const LEADERBOARD_PAGE_LIMIT = 50;
+/** Highest offset the data-api leaderboard accepts. */
+export declare const LEADERBOARD_MAX_OFFSET = 1000;
 /**
- * Fetches the Polymarket leaderboard with top traders ranked by volume or PnL.
+ * Builds the data-api leaderboard URL. The API's enums are upper-case
+ * (`timePeriod=ALL`, `category=OVERALL`) and it rejects `limit` above 50 and
+ * `offset` above 1000, so the friendlier values callers pass ("all", "Overall",
+ * a limit of 100) are normalized here — sending them verbatim made every
+ * leaderboard sync fail with a 400.
+ */
+export declare function buildLeaderboardUrl(options?: {
+    timePeriod?: LeaderboardTimePeriod | string;
+    orderBy?: "VOL" | "PNL";
+    limit?: number;
+    offset?: number;
+    category?: PolymarketCategory | Lowercase<PolymarketCategory> | string;
+}): URL;
+/**
+ * Fetches one page of the Polymarket leaderboard, ranked by volume or PnL.
  * @param options - Configuration options for the leaderboard query
  * @param options.timePeriod - Time period filter: "all", "1d", "7d", or "30d" (default: "all")
  * @param options.orderBy - Sort order: "VOL" for volume or "PNL" for profit/loss (default: "VOL")
- * @param options.limit - Maximum number of entries to retrieve (default: 20)
- * @param options.offset - Number of entries to skip for pagination (default: 0)
- * @param options.category - Category filter (default: "overall")
+ * @param options.limit - Entries to retrieve, at most 50 (default: 20)
+ * @param options.offset - Entries to skip for pagination, at most 1000 (default: 0)
+ * @param options.category - Category filter (default: "Overall")
  * @returns Array of leaderboard entries
  * @throws Error if the API request fails
  */
-export declare function fetchLeaderboard(options?: {
-    timePeriod?: "all" | "1d" | "7d" | "30d";
-    orderBy?: "VOL" | "PNL";
-    limit?: number;
-    offset?: number;
-    category?: PolymarketCategory | Lowercase<PolymarketCategory>;
-}): Promise<unknown>;
+export declare function fetchLeaderboard(options?: Parameters<typeof buildLeaderboardUrl>[0]): Promise<any[]>;
+/**
+ * Fetches up to `limit` leaderboard entries, paging through the API's
+ * 50-row pages until it runs dry or the offset cap is reached.
+ */
+export declare function fetchLeaderboardPages(options?: Omit<Parameters<typeof buildLeaderboardUrl>[0] & {}, "offset">): Promise<any[]>;
 /**
  * Fetches top traders from Polymarket Analytics API sorted by overall gain.
  * @param limit - Maximum number of traders to retrieve (default: 50)

package/dist/prediction/api/leaderboard.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"leaderboard.d.ts","sourceRoot":"","sources":["../../../src/prediction/api/leaderboard.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAEvD,MAAM,MAAM,qBAAqB,GAAG,KAAK,GAAG,IAAI,GAAG,IAAI,GAAG,KAAK,CAAC;AAEhE,8DAA8D;AAC9D,eAAO,MAAM,sBAAsB,KAAK,CAAC;AACzC,uDAAuD;AACvD,eAAO,MAAM,sBAAsB,OAAO,CAAC;AAY3C;;;;;;GAMG;AACH,wBAAgB,mBAAmB,CACjC,OAAO,GAAE;IACP,UAAU,CAAC,EAAE,qBAAqB,GAAG,MAAM,CAAC;IAC5C,OAAO,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;IACxB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,kBAAkB,GAAG,SAAS,CAAC,kBAAkB,CAAC,GAAG,MAAM,CAAC;CACnE,GACL,GAAG,CA0BL;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,gBAAgB,CACpC,OAAO,GAAE,UAAU,CAAC,OAAO,mBAAmB,CAAC,CAAC,CAAC,CAAM,GACtD,OAAO,CAAC,GAAG,EAAE,CAAC,CAQhB;AAED;;;GAGG;AACH,wBAAsB,qBAAqB,CACzC,OAAO,GAAE,IAAI,CAAC,UAAU,CAAC,OAAO,mBAAmB,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,EAAE,QAAQ,CAAM,GAC3E,OAAO,CAAC,GAAG,EAAE,CAAC,CAehB;AAED;;;;;GAKG;AACH,wBAAsB,eAAe,CAAC,KAAK,SAAK,kBA4C/C;AAED;;;;;GAKG;AACH,wBAAsB,oBAAoB,CAAC,QAAQ,EAAE,MAAM,oBAe1D;AAED,MAAM,WAAW,aAAa;IAC5B,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;IAChB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,cAAc,EAAE,MAAM,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;CACtB;AAED;;;;;GAKG;AACH,wBAAsB,mBAAmB,CACvC,SAAS,EAAE,MAAM,EAAE,GAClB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,aAAa,CAAC,CAAC,CA0ErC;AAED;;GAEG;AACH,MAAM,MAAM,YAAY,GACpB,OAAO,GACP,OAAO,GACP,OAAO,GACP,QAAQ,GACR,QAAQ,GACR,YAAY,GACZ,cAAc,CAAC;AAEnB;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,MAAM,EAAE,CAAC;IAClB,IAAI,CAAC,EAAE,YAAY,EAAE,CAAC;IACtB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,MAAM,CAAC,EAAE,WAAW,GAAG,QAAQ,GAAG,MAAM,CAAC;IACzC,aAAa,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IAC/B,IAAI,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;CACvB;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,IAAI,EAAE,YAAY,CAAC;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe,EAAE,MAAM,CAAC;IACxB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IACtB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,qBAAqB,CAAC,EAAE,MAAM,CAAC;CAChC;AAED;;;;;GAKG;AACH,wBAAsB,mBAAmB,CACvC,OAAO,EAAE,oBAAoB,GAC5B,OAAO,CAAC,cAAc,EAAE,CAAC,CA8C3B;AAED;;;;;;GAMG;AACH,wBAAsB,sBAAsB,CAC1C,IAAI,EAAE,MAAM,EACZ,OAAO,GAAE,IAAI,CAAC,oBAAoB,EAAE,MAAM,GAAG,QAAQ,CAAM,EAC3D,UAAU,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,IAAI,KAAK,IAAI,GAC3D,OAAO,CAAC,cAAc,EAAE,CAAC,CAiC3B"}

package/dist/prediction/api/markets.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../../src/prediction/api/markets.ts"],"names":[],"mappings":"AACA;;;;;;;GAOG;AACH,wBAAsB,YAAY,CAChC,KAAK,SAAK,EACV,MAAM,SAAe,EACrB,MAAM,SAAI,oBAiCX;AAED;;;;;;GAMG;AACH,wBAAsB,eAAe,CACnC,MAAM,SAAe,EACrB,UAAU,SAAO,kBAyDlB;AAED;;;;;;GAMG;AACH,wBAAsB,aAAa,CAAC,KAAK,EAAE,MAAM,EAAE,KAAK,SAAM,gBAkB7D;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAsB,YAAY,CAAC,OAAO,EAAE;IAC1C,CAAC,EAAE,MAAM,CAAC;IACV,KAAK,CAAC,EAAE,OAAO,CAAC;IAChB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,UAAU,CAAC,EAAE,MAAM,EAAE,CAAC;IACtB,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,SAAS,CAAC,EAAE,OAAO,CAAC;IACpB,WAAW,CAAC,EAAE,OAAO,CAAC;IACtB,eAAe,CAAC,EAAE,OAAO,CAAC;IAC1B,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,cAAc,CAAC,EAAE,MAAM,EAAE,CAAC;IAC1B,SAAS,CAAC,EAAE,OAAO,CAAC;CACrB,oBAqDA"}

package/dist/prediction/api/prices.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"prices.d.ts","sourceRoot":"","sources":["../../../src/prediction/api/prices.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAsB,iBAAiB,CAAC,OAAO,EAAE;IAC/C,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,GAAG,CAAC,EAAE,OAAO,CAAC;CACf,oBA2CA"}
+{"version":3,"file":"prices.d.ts","sourceRoot":"","sources":["../../../src/prediction/api/prices.ts"],"names":[],"mappings":"AACA;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAsB,iBAAiB,CAAC,OAAO,EAAE;IAC/C,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,GAAG,CAAC,EAAE,OAAO,CAAC;CACf,oBA2CA"}

package/dist/prediction/db/markets.d.ts

@@ -4,6 +4,15 @@
  * @param marketsData - Array of market objects from the API
  */
 export declare function saveMarkets(marketsData: any[]): Promise<void>;
+/** `listing_controls.kind` for a Polymarket market. */
+export declare const PM_MARKET_LISTING_KIND = "pm-market";
+/**
+ * Condition matching markets an admin has not unpublished. Markets with no
+ * `listing_controls` row are published — new markets from a sync show up
+ * without anyone having to approve them — so this is a NOT EXISTS over the
+ * unpublished rows rather than a join over published ones.
+ */
+export declare function publishedMarketCondition(): import('drizzle-orm').SQL<unknown>;
 /**
  * Retrieves markets from the database with filtering and sorting options.
  * @param options - Query configuration options
@@ -11,6 +20,7 @@ export declare function saveMarkets(marketsData: any[]): Promise<void>;
  * @param options.sortBy - Sort field: "volume24hr", "volumeTotal", or "createdAt" (default: "volume24hr")
  * @param options.category - Optional category tag to filter by
  * @param options.activeOnly - Only include active markets (default: true)
+ * @param options.includeUnpublished - Also return markets an admin unpublished (default: false)
  * @returns Array of market records matching the criteria
  */
 export declare function getMarkets(options?: {
@@ -19,6 +29,7 @@ export declare function getMarkets(options?: {
     sortBy?: "volume24hr" | "volumeTotal" | "createdAt";
     category?: string;
     activeOnly?: boolean;
+    includeUnpublished?: boolean;
 }): Promise<{
     id: string;
     conditionId: string | null;
@@ -51,6 +62,7 @@ export declare function getMarkets(options?: {
  * @param options.sortBy - Sort field: "volume24hr", "volumeTotal", or "createdAt" (default: "volume24hr")
  * @param options.category - Optional category tag to filter by
  * @param options.activeOnly - Only include active markets (default: true)
+ * @param options.includeUnpublished - Also return markets an admin unpublished (default: false)
  * @returns Array of market records matching the search term
  */
 export declare function searchMarketsInDB(searchTerm: string, options?: {
@@ -59,6 +71,7 @@ export declare function searchMarketsInDB(searchTerm: string, options?: {
     sortBy?: "volume24hr" | "volumeTotal" | "createdAt";
     category?: string;
     activeOnly?: boolean;
+    includeUnpublished?: boolean;
 }): Promise<{
     id: string;
     conditionId: string | null;

package/dist/prediction/db/markets.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../../src/prediction/db/markets.ts"],"names":[],"mappings":"AAoCA;;;;GAIG;AACH,wBAAsB,WAAW,CAAC,WAAW,EAAE,GAAG,EAAE,iBAwFnD;AAED,uDAAuD;AACvD,eAAO,MAAM,sBAAsB,cAAc,CAAC;AAElD;;;;;GAKG;AACH,wBAAgB,wBAAwB,uCAEvC;AAED;;;;;;;;;GASG;AACH,wBAAsB,UAAU,CAC9B,OAAO,GAAE;IACP,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,YAAY,GAAG,aAAa,GAAG,WAAW,CAAC;IACpD,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,kBAAkB,CAAC,EAAE,OAAO,CAAC;CACzB;;;;;;;;;;;;;;;;;;;;;;;KA8CP;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,iBAAiB,CACrC,UAAU,EAAE,MAAM,EAClB,OAAO,GAAE;IACP,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,YAAY,GAAG,aAAa,GAAG,WAAW,CAAC;IACpD,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,kBAAkB,CAAC,EAAE,OAAO,CAAC;CACzB;;;;;;;;;;;;;;;;;;;;;;;KAsDP;AAED;;;GAGG;AACH,wBAAsB,oBAAoB,mCAyBzC"}

package/dist/prediction/db/trade-history.d.ts

@@ -73,6 +73,41 @@ export declare function getTraderTradeHistory(traderId: string, options?: {
     syncedAt: Date;
     createdAt: Date;
 }[]>;
+/**
+ * Loads every stored TRADE row for one Polymarket proxy wallet through an
+ * inclusive execution-time cutoff.
+ *
+ * This query intentionally has no pagination limit: position reconstruction
+ * needs the opening fills as well as the closing fills. Rows are ordered by
+ * execution time and then primary key so same-second activity has a stable
+ * caller order.
+ *
+ * This establishes only what is present in the local table. It does not prove
+ * that upstream activity synchronization captured the wallet's complete
+ * history.
+ */
+export declare function getTraderTradesThroughCutoff(traderId: string, cutoff: Date): Promise<{
+    id: string;
+    traderId: string;
+    transactionHash: string;
+    conditionId: string;
+    marketTitle: string | null;
+    marketSlug: string | null;
+    eventSlug: string | null;
+    type: string;
+    side: string | null;
+    outcome: string | null;
+    outcomeIndex: number | null;
+    size: number;
+    usdcSize: number;
+    price: number | null;
+    traderName: string | null;
+    traderBio: string | null;
+    traderProfileImage: string | null;
+    timestamp: Date;
+    syncedAt: Date;
+    createdAt: Date;
+}[]>;
 /**
  * Gets trade statistics for a trader.
  * @param traderId - The trader wallet address

package/dist/prediction/db/trade-history.d.ts.map

@@ -1 +1 @@
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package/dist/prediction/index.d.ts

@@ -12,10 +12,16 @@ export * from './db/positions';
 export * from './db/debates';
 export * from './db/prices';
 export * from './db/trade-history';
+export * from './utils/token-ids';
 export * from './analysis/price-changes';
 export * from './analysis/categories';
 export * from './analysis/greeks';
 export * from './analysis/detector';
+export * from './analysis/trust-score';
+export * from './analysis/r-multiple';
+export * from './analysis/position-reconstruction';
+export * from './analysis/position-settlement';
+export * from './analysis/polymarket-wallet-trust';
 export * from './sync/markets';
 export * from './sync/incremental-markets';
 export * from './sync/leaderboard';
@@ -23,4 +29,5 @@ export * from './sync/prices';
 export * from './sync/holders';
 export * from './sync/orchestration';
 export * from './sync/trade-history';
+export * from './sync/refill';
 //# sourceMappingURL=index.d.ts.map

package/dist/prediction/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/prediction/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,qBAAqB,EAAE,KAAK,kBAAkB,EAAE,MAAM,aAAa,CAAC;AAC7E,cAAc,SAAS,CAAC;AACxB,cAAc,QAAQ,CAAC;AAGvB,cAAc,eAAe,CAAC;AAC9B,cAAc,mBAAmB,CAAC;AAClC,cAAc,iBAAiB,CAAC;AAChC,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAG5B,cAAc,cAAc,CAAC;AAC7B,cAAc,kBAAkB,CAAC;AACjC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,oBAAoB,CAAC;AAEnC,cAAc,mBAAmB,CAAC;AAGlC,cAAc,0BAA0B,CAAC;AACzC,cAAc,uBAAuB,CAAC;AACtC,cAAc,mBAAmB,CAAC;AAClC,cAAc,qBAAqB,CAAC;AACpC,cAAc,wBAAwB,CAAC;AACvC,cAAc,uBAAuB,CAAC;AACtC,cAAc,oCAAoC,CAAC;AACnD,cAAc,gCAAgC,CAAC;AAC/C,cAAc,oCAAoC,CAAC;AAGnD,cAAc,gBAAgB,CAAC;AAC/B,cAAc,4BAA4B,CAAC;AAC3C,cAAc,oBAAoB,CAAC;AACnC,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC;AAC/B,cAAc,sBAAsB,CAAC;AACrC,cAAc,sBAAsB,CAAC;AACrC,cAAc,eAAe,CAAC"}

package/dist/prediction/sync/incremental-markets.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"incremental-markets.d.ts","sourceRoot":"","sources":["../../../src/prediction/sync/incremental-markets.ts"],"names":[],"mappings":"AAMA;;;;;;;;;GASG;AACH,wBAAsB,sBAAsB,CAC1C,UAAU,SAAO,EACjB,oBAAoB,UAAO,EAC3B,eAAe,UAAO;;;;;;GAyJvB"}
+{"version":3,"file":"incremental-markets.d.ts","sourceRoot":"","sources":["../../../src/prediction/sync/incremental-markets.ts"],"names":[],"mappings":"AAOA;;;;;;;;;GASG;AACH,wBAAsB,sBAAsB,CAC1C,UAAU,SAAO,EACjB,oBAAoB,UAAO,EAC3B,eAAe,UAAO;;;;;;GAyJvB"}

package/dist/prediction/sync/leaderboard.d.ts

@@ -11,7 +11,7 @@ export declare function syncLeaderboard(options?: {
     orderBy?: "VOL" | "PNL";
     limit?: number;
 }): Promise<{
-    leaders: any;
+    leaders: number;
 }>;
 /**
  * Syncs top traders, their positions, and category analytics from Polymarket.

package/dist/prediction/sync/leaderboard.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"leaderboard.d.ts","sourceRoot":"","sources":["../../../src/prediction/sync/leaderboard.ts"],"names":[],"mappings":"AA0BA;;;;;;;GAOG;AACH,wBAAsB,eAAe,CACnC,OAAO,GAAE;IACP,UAAU,CAAC,EAAE,KAAK,GAAG,IAAI,GAAG,IAAI,GAAG,KAAK,CAAC;IACzC,OAAO,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;IACxB,KAAK,CAAC,EAAE,MAAM,CAAC;CACX;;GASP;AAED;;;;GAIG;AACH,wBAAsB,wBAAwB;;;GAuB7C"}
+{"version":3,"file":"leaderboard.d.ts","sourceRoot":"","sources":["../../../src/prediction/sync/leaderboard.ts"],"names":[],"mappings":"AA0BA;;;;;;;GAOG;AACH,wBAAsB,eAAe,CACnC,OAAO,GAAE;IACP,UAAU,CAAC,EAAE,KAAK,GAAG,IAAI,GAAG,IAAI,GAAG,KAAK,CAAC;IACzC,OAAO,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;IACxB,KAAK,CAAC,EAAE,MAAM,CAAC;CACX;;GAUP;AAED;;;;GAIG;AACH,wBAAsB,wBAAwB;;;GAuB7C"}

package/dist/prediction/sync/markets.d.ts

@@ -1,6 +1,6 @@
 /**
  * Syncs markets from Polymarket API to the database.
- * Clears existing markets and fetches fresh data sorted by 24h volume.
+ * Upserts fresh data sorted by 24h volume (existing rows are kept).
  * Also fetches and stores price history for markets with token IDs.
  * @param limit - Maximum number of markets to sync (default: 200)
  * @param syncPriceHistoryFlag - Whether to also fetch price history (default: true)
@@ -12,7 +12,7 @@ export declare function syncMarkets(limit?: number, syncPriceHistoryFlag?: boole
 }>;
 /**
  * Syncs all active markets from Polymarket API to the database.
- * Clears existing markets and fetches all available data sorted by 24h volume.
+ * Upserts all available markets sorted by 24h volume (existing rows are kept).
  * Also fetches and stores price history for markets with token IDs.
  * @param maxMarkets - Maximum total number of markets to sync (default: 0 for unlimited, fetches ALL active markets)
  * @param syncPriceHistoryFlag - Whether to also fetch price history (default: true)

package/dist/prediction/sync/markets.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../../src/prediction/sync/markets.ts"],"names":[],"mappings":"AAKA;;;;;;;GAOG;AACH,wBAAsB,WAAW,CAAC,KAAK,SAAM,EAAE,oBAAoB,UAAO;;;GAiEzE;AAED;;;;;;;GAOG;AACH,wBAAsB,cAAc,CAClC,UAAU,SAAI,EACd,oBAAoB,UAAO;;;GA+D5B"}

package/dist/prediction/sync/orchestration.d.ts

@@ -5,7 +5,7 @@
  */
 export declare function syncAll(): Promise<{
     markets: any;
-    leaderboard: any;
+    leaderboard: number;
     leaders: number;
     positions: number;
 }>;

package/dist/prediction/sync/refill-limits.d.ts

@@ -0,0 +1,9 @@
+/**
+ * Refill size limits, kept apart from refill.ts so callers that only validate
+ * input (route handlers, tests) do not import the database client.
+ */
+/** Upper bound an admin refill may request, so one click cannot run all night. */
+export declare const MAX_REFILL_MARKETS = 5000;
+/** Clamps a requested refill size to 1…MAX_REFILL_MARKETS (0 or junk → default). */
+export declare function clampRefillSize(value: unknown, fallback?: number): number;
+//# sourceMappingURL=refill-limits.d.ts.map

package/dist/prediction/sync/refill-limits.d.ts.map

@@ -0,0 +1 @@
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