polly-gamba 1.0.20 → 1.0.22

package/dist/claude-trader.js

@@ -108,7 +108,7 @@ RULES:
 
 ## POSITION DISCIPLINE:
 - Max $100 per market (20% of $500 budget). The MCP enforces this — don't fight it.
-- To add to an existing position: you MUST cite a specific new catalyst (news published in last 24h, not price movement). Price dipping is NOT a catalyst. Price rising is NOT a catalyst. New information is a catalyst.
+- To add to an existing position with the SAME outcome: (1) you MUST cite a specific new catalyst (news published in last 24h, not price movement), AND (2) the current price must be ≥20% below your last entry price (e.g. if you bought YES at 0.15, new entry only valid at ≤0.12). The MCP enforces this — attempts at a smaller discount will be rejected. Price dipping alone is NOT a catalyst. New information is a catalyst.
 - exit_trigger is required on every trade. Be specific: "Exit when price hits 0.X" or "Exit when [specific news event]" — not "when narrative converges."
 - Call get_budget_status at the start of each scan to know available capital.`
                 }
@@ -272,7 +272,7 @@ CLOSE RULES — apply ALL that match, no thesis override allowed:
 2. Position is down >35% AND the fundamental thesis has materially weakened or been disproven (market structure changed, key assumption invalidated).
 3. Your side of the position is priced below 10% — HARD CLOSE. The market has strongly repriced against you. Do NOT override this with "thesis not disproven yet." At <10%, expected value of holding is near zero.
 4. Position is down >50% — HARD CLOSE regardless of thesis. Cut losses. No exceptions.
-5. You have 2+ open positions in the SAME market and both are losing — close the one with the higher percentage loss to reduce duplicate exposure.
+5. You have 2+ open positions in the SAME market with the SAME outcome — close the NEWER entry (higher ts value) regardless of P&L. Duplicate same-outcome positions double exposure without incremental edge. Keep the original entry.
 
 HOLD RULES: If NONE of the close rules apply and exit trigger NOT triggered, do nothing (no output needed).`;
         const msg = JSON.stringify({

package/dist/mcp-server.js

@@ -137,6 +137,20 @@ server.setRequestHandler(types_js_1.CallToolRequestSchema, async (req) => {
                     }]
             };
         }
+        // Check 1b: Same-outcome re-entry requires ≥20% price improvement (prevents pyramiding into losers)
+        const sameOutcomePositions = sameMarketPositions.filter((p) => String(p.outcome).toLowerCase() === String(a.outcome).toLowerCase());
+        if (sameOutcomePositions.length > 0) {
+            const lastEntry = Math.max(...sameOutcomePositions.map((p) => p.price || 0));
+            const requiredPrice = lastEntry * 0.80;
+            if (a.price > requiredPrice) {
+                return {
+                    content: [{
+                            type: 'text',
+                            text: `Error: Re-entry blocked. Last ${a.outcome} entry at ${lastEntry.toFixed(4)}. Require price ≤ ${requiredPrice.toFixed(4)} (20% better) to add same-direction position. Current price ${a.price.toFixed(4)} is too close to last entry. Wait for a larger dislocation before averaging.`
+                        }]
+                };
+            }
+        }
         // Check 2: $500 total budget cap
         const totalDeployed = openPositions.reduce((s, p) => s + (p.size_usdc || 0), 0);
         if (totalDeployed + a.size_usdc > TOTAL_BUDGET) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "polly-gamba",
-  "version": "1.0.20",
+  "version": "1.0.22",
   "description": "Coinbase price signal → Claude brain → Polymarket CLOB execution",
   "main": "dist/index.js",
   "bin": {

package/service.log

@@ -177,3 +177,115 @@ npm warn deprecated prebuild-install@7.1.3: No longer maintained. Please contact
 [gamma] Loaded 496 markets (filtered from 500)
 [expiring] 0 expiring markets for review
 [expiring] no expiring markets found this cycle
+[polly-gamba] Starting paper trading service
+[polly-gamba] Claude cwd: /Users/feral/polly-gamba
+[polly-gamba] Expiring trader cwd: /Users/feral/polly-gamba-expiring
+[coinbase-ws] Connecting to wss://ws-feed.exchange.coinbase.com
+[polly-gamba] Listening for BTC/ETH price signals (threshold: 0.5% in 60s)...
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[coinbase-ws] Connected
+[position-monitor] checked=24 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[claude-trader:anthropic] ready
+[claude-trader:ollama] ready
+[claude-trader:expiring] ready
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[polly-gamba] Starting paper trading service
+[polly-gamba] Claude cwd: /Users/feral/polly-gamba
+[polly-gamba] Expiring trader cwd: /Users/feral/polly-gamba-expiring
+[coinbase-ws] Connecting to wss://ws-feed.exchange.coinbase.com
+[polly-gamba] Listening for BTC/ETH price signals (threshold: 0.5% in 60s)...
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[coinbase-ws] Connected
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[claude-trader:anthropic] ready
+[claude-trader:ollama] ready
+[claude-trader:expiring] ready
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[gamma] Loaded 496 markets (filtered from 500)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle
+[position-monitor] checked=25 review_candidates=7 hard_stops=0 (moved>5% or <72h expiry)
+[scan] fetching high-quality markets (vol24h>$50k, liq>$50k, price 0.10-0.90)
+[gamma] Fetching active markets from https://gamma-api.polymarket.com/markets?active=true&closed=false&limit=500
+[gamma] Loaded 496 markets (filtered from 500)
+[scan] 16 high-quality markets for autonomous review
+[expiring] fetching expiring markets (closing within 72h, vol24h>$10k, liq>$10k, price 0.05-0.95)
+[expiring] 0 expiring markets for review
+[expiring] no expiring markets found this cycle

package/src/claude-trader.ts

@@ -124,7 +124,7 @@ RULES:
 
 ## POSITION DISCIPLINE:
 - Max $100 per market (20% of $500 budget). The MCP enforces this — don't fight it.
-- To add to an existing position: you MUST cite a specific new catalyst (news published in last 24h, not price movement). Price dipping is NOT a catalyst. Price rising is NOT a catalyst. New information is a catalyst.
+- To add to an existing position with the SAME outcome: (1) you MUST cite a specific new catalyst (news published in last 24h, not price movement), AND (2) the current price must be ≥20% below your last entry price (e.g. if you bought YES at 0.15, new entry only valid at ≤0.12). The MCP enforces this — attempts at a smaller discount will be rejected. Price dipping alone is NOT a catalyst. New information is a catalyst.
 - exit_trigger is required on every trade. Be specific: "Exit when price hits 0.X" or "Exit when [specific news event]" — not "when narrative converges."
 - Call get_budget_status at the start of each scan to know available capital.`
         }
@@ -323,7 +323,7 @@ CLOSE RULES — apply ALL that match, no thesis override allowed:
 2. Position is down >35% AND the fundamental thesis has materially weakened or been disproven (market structure changed, key assumption invalidated).
 3. Your side of the position is priced below 10% — HARD CLOSE. The market has strongly repriced against you. Do NOT override this with "thesis not disproven yet." At <10%, expected value of holding is near zero.
 4. Position is down >50% — HARD CLOSE regardless of thesis. Cut losses. No exceptions.
-5. You have 2+ open positions in the SAME market and both are losing — close the one with the higher percentage loss to reduce duplicate exposure.
+5. You have 2+ open positions in the SAME market with the SAME outcome — close the NEWER entry (higher ts value) regardless of P&L. Duplicate same-outcome positions double exposure without incremental edge. Keep the original entry.
 
 HOLD RULES: If NONE of the close rules apply and exit trigger NOT triggered, do nothing (no output needed).`
 

package/src/mcp-server.ts

@@ -138,6 +138,23 @@ server.setRequestHandler(CallToolRequestSchema, async (req) => {
       }
     }
 
+    // Check 1b: Same-outcome re-entry requires ≥20% price improvement (prevents pyramiding into losers)
+    const sameOutcomePositions = sameMarketPositions.filter((p: any) =>
+      String(p.outcome).toLowerCase() === String(a.outcome).toLowerCase()
+    )
+    if (sameOutcomePositions.length > 0) {
+      const lastEntry = Math.max(...sameOutcomePositions.map((p: any) => p.price || 0))
+      const requiredPrice = lastEntry * 0.80
+      if (a.price > requiredPrice) {
+        return {
+          content: [{
+            type: 'text',
+            text: `Error: Re-entry blocked. Last ${a.outcome} entry at ${lastEntry.toFixed(4)}. Require price ≤ ${requiredPrice.toFixed(4)} (20% better) to add same-direction position. Current price ${a.price.toFixed(4)} is too close to last entry. Wait for a larger dislocation before averaging.`
+          }]
+        }
+      }
+    }
+
     // Check 2: $500 total budget cap
     const totalDeployed = openPositions.reduce((s: number, p: any) => s + (p.size_usdc || 0), 0)
     if (totalDeployed + a.size_usdc > TOTAL_BUDGET) {