pandora-cli-skills 1.1.56 → 1.1.57

package/SKILL.md

@@ -1,7 +1,7 @@
 ---
 name: pandora-cli-skills
 summary: Canonical skill and operator guide for Pandora CLI including mirror, polymarket, resolve, and LP flows.
-version: 1.1.56
+version: 1.1.57
 ---
 
 # Pandora CLI & Skills

package/cli/lib/arb_command_service.cjs

@@ -14,7 +14,7 @@ const ARB_MARKET_FIELDS = [
 ];
 
 const ARB_USAGE =
-  'pandora arb scan [--source pandora|polymarket] [--markets <csv>] --output ndjson|json [--limit <n>] [--min-net-spread-pct <n>|--min-spread-pct <n>] [--min-tvl <usdc>] [--fee-pct-per-leg <n>] [--slippage-pct-per-leg <n>] [--amount-usdc <n>] [--combinatorial] [--max-bundle-size <n>] [--interval-ms <ms>] [--iterations <n>] [--indexer-url <url>] [--timeout-ms <ms>]';
+  'pandora arb scan [--source pandora|polymarket] [--markets <csv>] --output ndjson|json [--limit <n>] [--min-net-spread-pct <n>|--min-spread-pct <n>] [--min-tvl <usdc>] [--fee-pct-per-leg <n>] [--slippage-pct-per-leg <n>] [--amount-usdc <n>] [--combinatorial] [--max-bundle-size <n>] [--similarity-threshold <0-1>] [--min-token-score <0-1>] [--max-close-diff-hours <n>] [--question-contains <text>] [--interval-ms <ms>] [--iterations <n>] [--indexer-url <url>] [--timeout-ms <ms>]';
 
 function requireDep(deps, name) {
   if (!deps || typeof deps[name] !== 'function') {
@@ -340,6 +340,10 @@ function parseArbScanFlags(args, deps) {
     amountUsdc: 100,
     combinatorial: false,
     maxBundleSize: 4,
+    similarityThreshold: 0.35,
+    minTokenScore: 0.12,
+    maxCloseDiffHours: 24,
+    questionContains: null,
     intervalMs: 5_000,
     iterations: null,
   };
@@ -406,6 +410,29 @@ function parseArbScanFlags(args, deps) {
       i += 1;
       continue;
     }
+    if (token === '--similarity-threshold') {
+      options.similarityThreshold = parseNumber(requireFlagValue(rest, i, '--similarity-threshold'), '--similarity-threshold');
+      i += 1;
+      continue;
+    }
+    if (token === '--min-token-score') {
+      options.minTokenScore = parseNumber(requireFlagValue(rest, i, '--min-token-score'), '--min-token-score');
+      i += 1;
+      continue;
+    }
+    if (token === '--max-close-diff-hours') {
+      options.maxCloseDiffHours = parsePositiveNumber(
+        requireFlagValue(rest, i, '--max-close-diff-hours'),
+        '--max-close-diff-hours',
+      );
+      i += 1;
+      continue;
+    }
+    if (token === '--question-contains') {
+      options.questionContains = String(requireFlagValue(rest, i, '--question-contains')).trim();
+      i += 1;
+      continue;
+    }
     if (token === '--interval-ms') {
       options.intervalMs = parsePositiveInteger(requireFlagValue(rest, i, '--interval-ms'), '--interval-ms');
       i += 1;
@@ -443,6 +470,12 @@ function parseArbScanFlags(args, deps) {
   if (options.slippagePctPerLeg < 0) {
     throw new CliError('INVALID_FLAG_VALUE', '--slippage-pct-per-leg must be >= 0.');
   }
+  if (options.similarityThreshold < 0 || options.similarityThreshold > 1) {
+    throw new CliError('INVALID_FLAG_VALUE', '--similarity-threshold must be between 0 and 1.');
+  }
+  if (options.minTokenScore < 0 || options.minTokenScore > 1) {
+    throw new CliError('INVALID_FLAG_VALUE', '--min-token-score must be between 0 and 1.');
+  }
 
   if (!Number.isInteger(options.maxBundleSize) || options.maxBundleSize < 3) {
     throw new CliError('INVALID_FLAG_VALUE', '--max-bundle-size must be an integer >= 3.');
@@ -559,13 +592,13 @@ function createRunArbCommand(deps) {
           limit: Math.max(options.limit * 4, 100),
           minSpreadPct: options.minNetSpreadPct,
           minLiquidityUsd: options.minTvlUsdc,
-          maxCloseDiffHours: 24,
-          similarityThreshold: 0.86,
-          minTokenScore: 0.12,
+          maxCloseDiffHours: options.maxCloseDiffHours,
+          similarityThreshold: options.similarityThreshold,
+          minTokenScore: options.minTokenScore,
           crossVenueOnly: true,
           withRules: false,
           includeSimilarity: false,
-          questionContains: null,
+          questionContains: options.questionContains,
         });
         pairwiseOpportunities = buildCrossVenueArbOpportunities(crossVenuePayload, options);
         combinatorialOpportunities = [];
@@ -653,6 +686,10 @@ function createRunArbCommand(deps) {
           amountUsdc: options.amountUsdc,
           combinatorial: options.combinatorial,
           maxBundleSize: options.maxBundleSize,
+          similarityThreshold: options.similarityThreshold,
+          minTokenScore: options.minTokenScore,
+          maxCloseDiffHours: options.maxCloseDiffHours,
+          questionContains: options.questionContains,
         },
         opportunities: iterationSnapshots.flatMap((row) => row.opportunities),
         snapshots: iterationSnapshots,

package/cli/pandora.cjs

@@ -3602,7 +3602,8 @@ async function filterHedgeableMarkets({ indexerUrl, timeoutMs, options, items })
       minSpreadPct: 0,
       minLiquidityUsd: 0,
       maxCloseDiffHours: 24,
-      similarityThreshold: 0.86,
+      similarityThreshold: 0.35,
+      minTokenScore: 0.12,
       crossVenueOnly: true,
       withRules: false,
       includeSimilarity: false,
@@ -3628,13 +3629,17 @@ async function filterHedgeableMarkets({ indexerUrl, timeoutMs, options, items })
     if (!hasPolymarket) continue;
     for (const leg of legs) {
       if (leg && leg.venue === 'pandora' && leg.marketId) {
-        matchedPandoraIds.add(String(leg.marketId));
+        const key = normalizeLookupKey(leg.marketId);
+        if (key) matchedPandoraIds.add(key);
       }
     }
   }
 
   return {
-    items: normalizedItems.filter((item) => matchedPandoraIds.has(String(item && item.id))),
+    items: normalizedItems.filter((item) => {
+      const key = normalizeLookupKey(item && item.id);
+      return key ? matchedPandoraIds.has(key) : false;
+    }),
     unfilteredCount: normalizedItems.length,
     diagnostics: [],
   };
@@ -3745,18 +3750,28 @@ function buildAmmQuoteEstimateFromReserves(liquidity, side, amountUsdc) {
   let spotPrice = null;
   let impliedProbability = null;
   if (isYes) {
+    // Binary AMM execution path is mint+swap:
+    // 1) deposit collateral => mint amount YES + amount NO
+    // 2) swap minted NO into pool for extra YES along x*y=k
     const nextReserveNo = reserveNo + amountUsdc;
     if (!Number.isFinite(nextReserveNo) || nextReserveNo <= 0) return null;
     const nextReserveYes = kValue / nextReserveNo;
-    estimatedShares = reserveYes - nextReserveYes;
-    spotPrice = reserveNo / reserveYes;
+    const swapOutputYes = reserveYes - nextReserveYes;
+    if (!Number.isFinite(swapOutputYes) || swapOutputYes < 0) return null;
+    estimatedShares = amountUsdc + swapOutputYes;
+    spotPrice = reserveNo / (reserveYes + reserveNo);
     impliedProbability = reserveNo / (reserveYes + reserveNo);
   } else {
+    // Binary AMM execution path is mint+swap:
+    // 1) deposit collateral => mint amount YES + amount NO
+    // 2) swap minted YES into pool for extra NO along x*y=k
     const nextReserveYes = reserveYes + amountUsdc;
     if (!Number.isFinite(nextReserveYes) || nextReserveYes <= 0) return null;
     const nextReserveNo = kValue / nextReserveYes;
-    estimatedShares = reserveNo - nextReserveNo;
-    spotPrice = reserveYes / reserveNo;
+    const swapOutputNo = reserveNo - nextReserveNo;
+    if (!Number.isFinite(swapOutputNo) || swapOutputNo < 0) return null;
+    estimatedShares = amountUsdc + swapOutputNo;
+    spotPrice = reserveYes / (reserveYes + reserveNo);
     impliedProbability = reserveYes / (reserveYes + reserveNo);
   }
 
@@ -4864,9 +4879,100 @@ function computePositionMarkValue(yesBalance, noBalance, odds) {
   return round(yesAmount * yesProbability + noAmount * noProbability, 6);
 }
 
-async function enrichPortfolioPositions(indexerUrl, positions, timeoutMs) {
+function parseTokenAmountMaybeRaw(value) {
+  const numeric = toOptionalNumber(value);
+  if (!Number.isFinite(numeric)) return null;
+
+  const rawText = typeof value === 'string' ? value.trim() : '';
+  if (rawText.includes('.')) {
+    return round(numeric, 6);
+  }
+
+  if (Number.isInteger(numeric) && Math.abs(numeric) >= 1_000_000) {
+    return round(numeric / 1_000_000, 6);
+  }
+  return round(numeric, 6);
+}
+
+function normalizeTradeSide(value) {
+  const normalized = String(value || '').trim().toLowerCase();
+  if (['yes', 'y', 'true', '1'].includes(normalized)) return 'yes';
+  if (['no', 'n', 'false', '0'].includes(normalized)) return 'no';
+  return null;
+}
+
+async function fetchPortfolioTradeBalanceMap(indexerUrl, options, timeoutMs) {
+  const where = { trader: options.wallet };
+  if (options.chainId !== null) {
+    where.chainId = options.chainId;
+  }
+  const query = buildGraphqlListQuery(
+    'tradess',
+    'tradesFilter',
+    ['id', 'marketAddress', 'side', 'tradeType', 'tokenAmount', 'tokenAmountOut'],
+  );
+  const variables = {
+    where,
+    orderBy: 'timestamp',
+    orderDirection: 'desc',
+    before: null,
+    after: null,
+    // Keep this bounded: larger values can trigger indexer INTERNAL_SERVER_ERROR.
+    limit: Math.min(Math.max((Number(options.limit) || 100) * 5, 100), 500),
+  };
+
+  let page;
+  try {
+    const data = await graphqlRequest(indexerUrl, query, variables, timeoutMs);
+    page = normalizePageResult(data.tradess);
+  } catch {
+    return { balancesByMarket: new Map(), diagnostics: [] };
+  }
+
+  const balancesByMarket = new Map();
+  for (const trade of page.items || []) {
+    const marketKey = normalizeLookupKey(trade && trade.marketAddress);
+    if (!marketKey) continue;
+    const side = normalizeTradeSide(trade && trade.side);
+    if (!side) continue;
+
+    const tradeType = String(trade && trade.tradeType ? trade.tradeType : '').toLowerCase();
+    const tokenAmount = parseTokenAmountMaybeRaw(trade && trade.tokenAmount);
+    const tokenAmountOut = parseTokenAmountMaybeRaw(trade && trade.tokenAmountOut);
+
+    let delta = null;
+    if (
+      tradeType.includes('sell') ||
+      tradeType.includes('remove') ||
+      tradeType.includes('burn') ||
+      tradeType.includes('redeem')
+    ) {
+      delta = tokenAmount !== null ? -tokenAmount : tokenAmountOut !== null ? -tokenAmountOut : null;
+    } else {
+      delta = tokenAmountOut !== null ? tokenAmountOut : tokenAmount;
+    }
+    if (!Number.isFinite(delta)) continue;
+
+    const entry = balancesByMarket.get(marketKey) || { yesBalance: 0, noBalance: 0 };
+    if (side === 'yes') {
+      entry.yesBalance = round(entry.yesBalance + delta, 6);
+    } else {
+      entry.noBalance = round(entry.noBalance + delta, 6);
+    }
+    balancesByMarket.set(marketKey, entry);
+  }
+
+  const diagnostics = [];
+  if (page && page.pageInfo && page.pageInfo.hasNextPage) {
+    diagnostics.push('Portfolio token balances use capped trade history; increase --limit for deeper reconstruction.');
+  }
+
+  return { balancesByMarket, diagnostics };
+}
+
+async function enrichPortfolioPositions(indexerUrl, positions, options, timeoutMs) {
   if (!Array.isArray(positions) || !positions.length) {
-    return [];
+    return { items: [], diagnostics: [] };
   }
 
   const uniqueMarketAddresses = Array.from(
@@ -4896,7 +5002,10 @@ async function enrichPortfolioPositions(indexerUrl, positions, timeoutMs) {
     pollsByKey = new Map();
   }
 
-  return positions.map((position) => {
+  const tradeBalances = await fetchPortfolioTradeBalanceMap(indexerUrl, options, timeoutMs);
+  const tradeBalanceByMarket = tradeBalances.balancesByMarket;
+
+  const items = positions.map((position) => {
     const marketKey = normalizeLookupKey(position && position.marketAddress);
     const market = marketKey ? marketsByAddress.get(marketKey) : null;
     const liquidity = market ? buildMarketLiquidityMetrics(market) : buildMarketLiquidityMetrics({});
@@ -4912,8 +5021,17 @@ async function enrichPortfolioPositions(indexerUrl, positions, timeoutMs) {
       ? firstMappedValue(pollsByKey, [market.pollAddress, market.pollId, market.poll && market.poll.id])
       : null;
 
-    const yesBalance = pickFiniteNumber(position && position.yesTokenAmount, position && position.yesBalance);
-    const noBalance = pickFiniteNumber(position && position.noTokenAmount, position && position.noBalance);
+    const tradeBalance = marketKey ? tradeBalanceByMarket.get(marketKey) : null;
+    const yesBalance = pickFiniteNumber(
+      position && position.yesTokenAmount,
+      position && position.yesBalance,
+      tradeBalance && tradeBalance.yesBalance,
+    );
+    const noBalance = pickFiniteNumber(
+      position && position.noTokenAmount,
+      position && position.noBalance,
+      tradeBalance && tradeBalance.noBalance,
+    );
     const markValueUsdc = computePositionMarkValue(yesBalance, noBalance, odds);
 
     return {
@@ -4935,6 +5053,11 @@ async function enrichPortfolioPositions(indexerUrl, positions, timeoutMs) {
       markValueUsdc,
     };
   });
+
+  return {
+    items,
+    diagnostics: tradeBalances.diagnostics,
+  };
 }
 
 async function fetchPortfolioLiquidityEvents(indexerUrl, options, timeoutMs) {
@@ -5001,7 +5124,13 @@ async function collectPortfolioSnapshot(indexerUrl, options, timeoutMs) {
   }
 
   const positions = Array.isArray(positionsPage.items) ? positionsPage.items : [];
-  const enrichedPositions = await enrichPortfolioPositions(indexerUrl, positions, timeoutMs);
+  const enrichedPositionResult = await enrichPortfolioPositions(indexerUrl, positions, options, timeoutMs);
+  const enrichedPositions = Array.isArray(enrichedPositionResult && enrichedPositionResult.items)
+    ? enrichedPositionResult.items
+    : [];
+  const positionDiagnostics = Array.isArray(enrichedPositionResult && enrichedPositionResult.diagnostics)
+    ? enrichedPositionResult.diagnostics
+    : [];
   const liquidityEvents = Array.isArray(liquidityPage.items) ? liquidityPage.items : [];
   const claimEvents = Array.isArray(claimPage.items) ? claimPage.items : [];
   const lpPositions = Array.isArray(lpPayload && lpPayload.items) ? lpPayload.items : [];
@@ -5018,6 +5147,7 @@ async function collectPortfolioSnapshot(indexerUrl, options, timeoutMs) {
     },
     diagnostics: {
       lp: lpDiagnostics,
+      positions: positionDiagnostics,
     },
   };
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "pandora-cli-skills",
-  "version": "1.1.56",
+  "version": "1.1.57",
   "description": "Pandora CLI & Skills",
   "main": "cli/pandora.cjs",
   "bin": {

package/tests/unit/combinatorial_arb.test.cjs

@@ -70,6 +70,8 @@ test('arb scan combinatorial flags parse with strict defaults', () => {
   assert.equal(parsed.combinatorial, false);
   assert.equal(parsed.slippagePctPerLeg, 0);
   assert.equal(parsed.maxBundleSize, 4);
+  assert.equal(parsed.similarityThreshold, 0.35);
+  assert.equal(parsed.minTokenScore, 0.12);
 });
 
 test('arb scan combinatorial mode enforces minimum market count', () => {
@@ -79,6 +81,38 @@ test('arb scan combinatorial mode enforces minimum market count', () => {
   );
 });
 
+test('arb scan accepts cross-venue matching controls', () => {
+  const parsed = parseFlags([
+    'scan',
+    '--source',
+    'polymarket',
+    '--similarity-threshold',
+    '0.42',
+    '--min-token-score',
+    '0.2',
+    '--max-close-diff-hours',
+    '6',
+    '--question-contains',
+    'bitcoin',
+  ]);
+  assert.equal(parsed.source, 'polymarket');
+  assert.equal(parsed.similarityThreshold, 0.42);
+  assert.equal(parsed.minTokenScore, 0.2);
+  assert.equal(parsed.maxCloseDiffHours, 6);
+  assert.equal(parsed.questionContains, 'bitcoin');
+});
+
+test('arb scan rejects out-of-range similarity controls', () => {
+  assert.throws(
+    () => parseFlags(['scan', '--source', 'polymarket', '--similarity-threshold', '1.2']),
+    (err) => err && err.code === 'INVALID_FLAG_VALUE',
+  );
+  assert.throws(
+    () => parseFlags(['scan', '--source', 'polymarket', '--min-token-score', '-0.1']),
+    (err) => err && err.code === 'INVALID_FLAG_VALUE',
+  );
+});
+
 test('buildCombinatorialArbOpportunities applies fee + slippage to net edge', () => {
   const opportunities = buildCombinatorialArbOpportunities({
     marketSnapshots: [