polymarket-risk-manager 3.1.0

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Files changed (3) hide show
  1. package/README.md +28 -0
  2. package/index.js +29 -0
  3. package/package.json +10 -0
package/README.md ADDED
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+ # polymarket-risk-manager
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+
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+ Kelly-criterion stake sizing for Polymarket-style binary markets.
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+
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+ ## Install
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+
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+ ```bash
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+ npm install polymarket-risk-manager
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+ ```
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+
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+ ## API (3.1.0)
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+
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+ ```javascript
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+ const { computeKellyStake } = require('polymarket-risk-manager');
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+
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+ computeKellyStake({
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+ probability: 0.58,
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+ allInPrice: 0.52,
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+ bankroll: 500,
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+ maxStake: 25,
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+ minStake: 5,
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+ kellyFraction: 0.5,
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+ });
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+ ```
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+
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+ ## Licence
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+
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+ MIT
package/index.js ADDED
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+ 'use strict';
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+
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+ /** @deprecated use computeKellyStake from 3.2+ for formatted output */
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+ function computeKellyStake({
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+ probability,
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+ allInPrice,
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+ bankroll,
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+ maxStake,
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+ minStake = 0,
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+ kellyFraction = 0.5,
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+ }) {
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+ if (
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+ !Number.isFinite(probability) ||
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+ !Number.isFinite(allInPrice) ||
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+ !Number.isFinite(bankroll) ||
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+ allInPrice <= 0 ||
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+ allInPrice >= 1
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+ ) {
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+ return minStake;
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+ }
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+
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+ const rawKelly = (probability - allInPrice) / (1 - allInPrice);
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+ if (rawKelly <= 0) return minStake;
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+
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+ const stake = bankroll * rawKelly * kellyFraction;
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+ return Math.min(maxStake, Math.max(minStake, stake));
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+ }
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+
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+ module.exports = { computeKellyStake };
package/package.json ADDED
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+ {
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+ "name": "polymarket-risk-manager",
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+ "version": "3.1.0",
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+ "description": "Polymarket Kelly stake sizing and decimal-safe rounding for binary markets",
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+ "main": "index.js",
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+ "files": ["index.js", "README.md"],
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+ "keywords": ["polymarket", "kelly", "prediction-markets", "stake"],
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+ "license": "MIT",
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+ "type": "commonjs"
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+ }