mirror of
https://github.com/cjudice-commits/prediction-market-arb.git
synced 2026-07-27 13:37:46 +00:00
Casey Judice
a65256ca74
New arb/prepare.py + GET /api/prepare: for one monthly arb pair it re-pulls fresh quotes (incl. real Kalshi top-of-book ask size) and builds the exact order pair a cross-venue hedge would need -- sides from best_side, size capped to the thinner book, limit = ask + slippage buffer, capital required, guaranteed worst-case, and warnings. Places NO orders and touches no order endpoints anywhere. UI: a "Prepare trade" button in the monthly drawer's breakdown card opens a PREVIEW-ONLY ticket modal (max-size + slippage-cent inputs that re-price live; a deliberately disabled Confirm button as the Step-2 placeholder). Also reorders the expanded drawer so the breakdown/Prepare card is the wide left column. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
825 lines
38 KiB
JavaScript
825 lines
38 KiB
JavaScript
"use strict";
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const ASSET = {
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BTC: "#f7931a", ETH: "#7b87ff", SOL: "#19fb9b", XRP: "#3fb6e8",
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BNB: "#f3ba2f", DOGE: "#c2a633", HYPE: "#22d3a6", ZEC: "#f4b728",
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};
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const ac = (a) => ASSET[a] || "#7c8cff";
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const COLS_MONTHLY = [
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{ k: "_mkt", t: "Market", align: "l", sort: "kalshi_ticker" },
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{ k: "best_side", t: "Side", align: "l" },
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{ k: "_px", t: "K / P px", align: "l", sort: "combined_cost" },
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{ k: "combined_cost", t: "Comb $", f: "px" },
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{ k: "worst_pnl", t: "Min $/ct", f: "s4" },
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{ k: "net_return", t: "Net Ret", f: "pctBig" },
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{ k: "annualized", t: "Annual", f: "pct" },
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{ k: "max_contracts", t: "Max Ct", f: "sz" },
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{ k: "total_gain", t: "Tot $", f: "s2" },
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{ k: "poly_volume", t: "P Vol", f: "money" },
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{ k: "days_to_expiry",t: "Days", f: "int" },
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{ k: "status", t: "Status", align: "l", f: "status" },
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];
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const COLS_HOURLY = [
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{ k: "_mkt", t: "Market", align: "l", sort: "asset" },
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{ k: "_window", t: "Window", align: "l", sort: "minutes_to_resolve" },
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{ k: "kalshi_strike", t: "K Strike", f: "strike" },
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{ k: "implied_strike",t: "Binance open", f: "strike" },
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{ k: "best_side", t: "Side", align: "l" },
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{ k: "_px", t: "K / P px", align: "l", sort: "combined_cost" },
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{ k: "combined_cost", t: "Comb $", f: "px" },
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{ k: "worst_pnl", t: "Min $/ct", f: "s4" },
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{ k: "net_return", t: "Net Ret", f: "pctBig" },
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{ k: "divergence", t: "Feed Δ", f: "div" },
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{ k: "poly_volume", t: "P Vol", f: "money" },
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{ k: "status", t: "Status", align: "l", f: "status" },
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];
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const COLS_DAILY = [
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{ k: "_mkt", t: "Market", align: "l", sort: "ibkr_label" },
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{ k: "ibkr_strike", t: "IBKR Strike",f: "strike" },
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{ k: "kalshi_strike", t: "K Strike", f: "strike" },
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{ k: "basis_pct", t: "Basis", f: "pct" },
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{ k: "best_side", t: "Side", align: "l" },
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{ k: "_px", t: "K / I px", align: "l", sort: "combined_cost" },
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{ k: "combined_cost", t: "Comb $", f: "px" },
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{ k: "worst_pnl", t: "Min $/ct", f: "s4" },
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{ k: "net_return", t: "Net Ret", f: "pctBig" },
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{ k: "_settle", t: "Settle", align: "l" },
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{ k: "status", t: "Status", align: "l", f: "status" },
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];
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let MODE = "monthly", POS_VIEW = "venue";
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const COLS = () => MODE === "daily" ? COLS_DAILY
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: MODE === "hourly" ? COLS_HOURLY : COLS_MONTHLY;
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const endpoint = () => MODE === "positions" ? "/api/positions"
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: MODE === "daily" ? "/api/scan/daily"
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: MODE === "hourly" ? "/api/scan/hourly" : "/api/scan";
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let RAW = [], sortKey = "net_return", sortAsc = false, openKey = null;
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const $ = (id) => document.getElementById(id);
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const esc = (s) => String(s == null ? "" : s).replace(/[&<>"]/g,
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(c) => ({ "&": "&", "<": "<", ">": ">", '"': """ }[c]));
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const rid = (r) => (r.asset || "") + "|" + (r.kalshi_ticker || "") +
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"|" + (r.poly_slug || "");
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function fmt(v, kind) {
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if (v === null || v === undefined || v === "")
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return '<span class="dimv">—</span>';
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const sign = (n, body, big) => {
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const c = n > 0 ? "pos" : n < 0 ? "neg" : "dimv";
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return `<span class="num ${c}${big ? " big" : ""}">${body}</span>`;
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};
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switch (kind) {
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case "int": return String(Math.round(v));
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case "sz": return (+v).toLocaleString(undefined, { maximumFractionDigits: 0 });
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case "px": return `<span class="mono">${(+v).toFixed(3)}</span>`;
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case "money": return "$" + (+v).toLocaleString(undefined, { notation: v >= 1e6 ? "compact" : "standard", maximumFractionDigits: 1 });
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case "pct": return sign(v, (v * 100).toFixed(1) + "%");
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case "pctBig":return sign(v, (v > 0 ? "+" : "") + (v * 100).toFixed(2) + "%", true);
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case "s4": return sign(v, (v > 0 ? "+" : "") + (+v).toFixed(4));
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case "s2": return sign(v, (v > 0 ? "+" : "") + "$" + (+v).toFixed(2));
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case "strike":return `<span class="mono">${(+v).toLocaleString(undefined, { maximumFractionDigits: v < 10 ? 4 : 0 })}</span>`;
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case "div": { const p = (v * 100), hot = Math.abs(p) >= 0.3;
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return `<span class="mono ${hot ? "neg" : "dimv"}">${p >= 0 ? "+" : ""}${p.toFixed(3)}%</span>`; }
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case "status":{ const s = String(v).replace(/\s+/g, "");
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return `<span class="pill ${s}">${v}</span>`; }
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default: return esc(v);
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}
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}
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function thumb(r, sz) {
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const s = sz || 34;
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if (r.image)
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return `<img class="thumb" style="width:${s}px;height:${s}px"
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src="${esc(r.image)}" loading="lazy"
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onerror="this.replaceWith(Object.assign(document.createElement('div'),
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{className:'badge',style:'width:${s}px;height:${s}px;background:${ac(r.asset)}',
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textContent:'${esc(r.asset || "?").slice(0,4)}'}))">`;
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return `<div class="badge" style="width:${s}px;height:${s}px;background:${ac(r.asset)}">${esc((r.asset || "?").slice(0, 4))}</div>`;
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}
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function cellMarket(r) {
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const title = r.ibkr_label || r.kalshi_title || r.poly_question ||
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`${r.asset} ${r.direction} ${r.kalshi_strike ?? ""}`;
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const secondLabel = (MODE === "daily")
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? `K $${r.kalshi_strike ?? "—"} · I $${r.ibkr_strike ?? "—"}`
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: `K $${r.kalshi_strike ?? "—"} · P $${r.poly_strike ?? "—"}`;
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return `<div class="mkt">${thumb(r)}
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<div class="info">
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<div class="qa">
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<span class="achip" style="background:${ac(r.asset)}22;color:${ac(r.asset)}">${esc(r.asset || "?")}</span>
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<span class="q" title="${esc(title)}">${esc(title)}</span>
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</div>
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<div class="sub"><span class="dir">${esc(r.direction || "")}</span> ${esc(secondLabel)}</div>
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</div></div>`;
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}
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function cellSettle(r) {
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const iso = r.kalshi_close_iso || r.ibkr_close_iso;
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if (!iso) return '<span class="dimv">—</span>';
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try {
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const d = new Date(iso);
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const opts = { month: "short", day: "numeric", hour: "numeric" };
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return `<span class="mono">${d.toLocaleString(undefined, opts)}</span>`;
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} catch (e) { return esc(iso); }
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}
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function cellPx(r) {
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const k = r.kalshi_price, p = r.poly_price, c = r.combined_cost;
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if (k == null || p == null) return '<span class="dimv">—</span>';
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const pct = Math.min(100, (c / 1) * 100);
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const col = c < 1 ? "var(--good)" : "var(--bad)";
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const otherL = MODE === "daily" ? "I" : "P";
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return `<div class="pricebar">
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<div class="lbl"><span>K ${k.toFixed(3)}</span><span>${otherL} ${p.toFixed(3)}</span></div>
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<div class="track"><div class="fill" style="width:${pct}%;background:${col}"></div></div>
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<div class="lbl"><span class="dimv">cost vs $1</span><span class="${c < 1 ? "pos" : "neg"}">${c.toFixed(3)}</span></div>
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</div>`;
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}
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function cellWindow(r) {
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if (!r.window_start) return '<span class="dimv">—</span>';
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const m = r.minutes_to_resolve;
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const mc = m != null && m <= 10 ? "neg" : m != null && m <= 25 ? "pos" : "dimv";
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return `<div class="info">
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<div class="q mono">${esc(r.window_start)} → ${esc(r.window_close)}</div>
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<div class="sub ${mc}">${m != null ? "resolves in " + m + "m" : ""}</div>
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</div>`;
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}
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function renderHead() {
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$("head").innerHTML = COLS().map((c) => {
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const sk = c.sort || c.k;
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let cls = c.align === "l" ? "l" : "";
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if (sk === sortKey) cls += sortAsc ? " asc" : " sorted";
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return `<th class="${cls}" data-sk="${sk}">${c.t}</th>`;
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}).join("");
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document.querySelectorAll("#head th").forEach((th) => {
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th.onclick = () => {
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const k = th.dataset.sk;
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if (k === sortKey) sortAsc = !sortAsc; else { sortKey = k; sortAsc = false; }
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renderHead(); renderBody();
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};
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});
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}
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function activeStatus() {
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const b = document.querySelector("#statusSeg button.on");
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return b ? b.dataset.s : "";
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}
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function activeAssets() {
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return [...document.querySelectorAll("#assetChips .ac.on")].map((e) => e.dataset.a);
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}
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function filtered() {
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const q = $("search").value.trim().toLowerCase();
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const s = activeStatus(), as = activeAssets(), fav = $("favOnly").checked;
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return RAW.filter((r) => {
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if (s && r.status !== s) return false;
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if (as.length && !as.includes(r.asset)) return false;
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if (fav && !r.basis_favorable) return false;
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if (q) {
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const h = `${r.asset} ${r.kalshi_ticker} ${r.poly_slug || ""} ${r.kalshi_title || ""} ${r.poly_question || ""}`.toLowerCase();
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if (!h.includes(q)) return false;
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}
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return true;
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});
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}
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function sortRows(rows) {
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return rows.sort((x, y) => {
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let a = x[sortKey], b = y[sortKey];
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a = a == null ? -Infinity : a; b = b == null ? -Infinity : b;
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if (typeof a === "string" || typeof b === "string")
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return sortAsc ? String(a).localeCompare(b) : String(b).localeCompare(a);
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return sortAsc ? a - b : b - a;
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});
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}
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function drawer(r) {
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const kv = (k, v) => `<div class="k">${k}</div><div class="v">${v}</div>`;
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const money = (n, d = 4) => n == null ? "—"
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: `<span class="${n > 0 ? "pos" : n < 0 ? "neg" : ""}">${n > 0 ? "+" : ""}${(+n).toFixed(d)}</span>`;
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const kCard = `<div class="vcard">
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<h4><span class="tag k">Kalshi</span> ${esc(r.kalshi_ticker)}</h4>
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<div class="title">${esc(r.kalshi_title || "—")}</div>
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<div class="legs">
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<div class="leg"><div class="k">Yes ask</div><div class="v">${r.kalshi_price != null && r.best_side === "YES+NO" ? r.kalshi_price.toFixed(3) : "—"}</div></div>
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<div class="leg"><div class="k">No ask</div><div class="v">${r.kalshi_price != null && r.best_side === "NO+YES" ? r.kalshi_price.toFixed(3) : "—"}</div></div>
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<div class="leg"><div class="k">Open int</div><div class="v">${r.kalshi_size != null ? Math.round(r.kalshi_size).toLocaleString() : "—"}</div></div>
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</div>
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<div class="desc">${esc(r.kalshi_rules || "Resolution rules unavailable.")}</div>
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</div>`;
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const pImg = r.image ? `<img class="hero-img" src="${esc(r.image)}" onerror="this.remove()">` : "";
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const pSideRaw = (r.best_side || "—").split("+")[1] || "—";
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const pSide = MODE === "hourly"
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? (pSideRaw === "NO" ? "Down" : pSideRaw === "YES" ? "Up" : pSideRaw)
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: pSideRaw;
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const pCard = `<div class="vcard">
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<h4><span class="tag p">Polymarket</span> ${esc(r.poly_slug || "no paired market")}</h4>
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${pImg}
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<div class="title">${esc(r.poly_question || "—")}</div>
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<div class="legs">
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<div class="leg"><div class="k">Side held</div><div class="v">${esc(pSide)}</div></div>
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<div class="leg"><div class="k">Poly px</div><div class="v">${r.poly_price != null ? r.poly_price.toFixed(3) : "—"}</div></div>
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<div class="leg"><div class="k">Volume</div><div class="v">$${(r.poly_volume || 0).toLocaleString(undefined, { maximumFractionDigits: 0 })}</div></div>
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</div>
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<div class="desc">${esc(r.poly_description || "Market description unavailable.")}</div>
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</div>`;
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const hourly = MODE === "hourly";
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const scen = `<div class="scen">
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<div class="b"><div class="t">${hourly ? "Worst case" : "Min / guaranteed"}</div><div class="x">${money(r.worst_pnl)}</div></div>
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<div class="b"><div class="t">Strike gap</div><div class="x">${r.mid_pnl == null ? '<span class="dimv">none</span>' : money(r.mid_pnl)}</div></div>
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<div class="b"><div class="t">Best case</div><div class="x">${money(r.best_pnl)}</div></div>
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</div>`;
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const hRows = hourly ? `
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${kv("Window", esc((r.window_start || "—") + " → " + (r.window_close || "—")))}
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${kv("Resolves in", r.minutes_to_resolve != null ? r.minutes_to_resolve + " min" : "—")}
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${kv("Implied strike (Binance open)", r.implied_strike != null ? r.implied_strike.toLocaleString() : "—")}
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${kv("Binance spot / CF spot", `${r.binance_spot != null ? r.binance_spot.toLocaleString() : "—"} / ${r.cf_spot != null ? r.cf_spot.toLocaleString() : "n/a"}`)}
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${kv("Feed divergence", fmt(r.divergence, "div"))}` : `
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${kv("Annualized", fmt(r.annualized, "pct"))}
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${kv("Total guaranteed $", money(r.total_gain, 2))}
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${kv("Days to expiry", r.days_to_expiry ?? "—")}`;
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const bd = `<div class="vcard">
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<h4>${hourly ? "Speculative breakdown" : "Arb breakdown"}</h4>
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${scen}
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${hourly ? '<div class="warn-line">Different settlement feeds — legs are not a locked hedge.</div>' : ""}
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<div class="kv">
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${kv("Best side", esc(r.best_side || "—"))}
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${kv("Combined cost", r.combined_cost != null ? "$" + r.combined_cost.toFixed(4) : "—")}
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${kv("Total fee / ct", r.total_fee != null ? "$" + r.total_fee.toFixed(4) : "—")}
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${kv("Net return", fmt(r.net_return, "pctBig"))}
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${kv("Basis %", fmt(r.basis_pct, "pct") + (r.basis_favorable ? ' <span class="pos">✓ favorable</span>' : ' <span class="neg">✗ risk</span>'))}
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${kv("Max contracts", r.max_contracts != null ? Math.round(r.max_contracts).toLocaleString() : "—")}
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${hRows}
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</div>${MODE === "monthly" && r.best_side && r.kalshi_ticker && r.poly_slug
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? `<div class="prep-row">
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<button class="prep-btn" data-ticker="${esc(r.kalshi_ticker)}" data-slug="${esc(r.poly_slug)}">Prepare trade ▸</button>
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<span class="prep-hint">read-only preview · places nothing</span>
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</div>` : ""}</div>`;
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return `<tr class="detail"><td colspan="${COLS().length}">
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<div class="drawer">${bd}${kCard}${pCard}</div></td></tr>`;
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}
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function renderBody() {
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const rows = sortRows(filtered());
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$("rowCount").textContent = `${rows.length} of ${RAW.length} markets`;
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$("empty").hidden = rows.length > 0;
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const html = [];
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for (const r of rows) {
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const id = rid(r), isOpen = id === openKey;
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html.push(`<tr class="r${isOpen ? " open" : ""}" data-id="${esc(id)}">` +
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COLS().map((c) => {
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const cls = c.align === "l" ? "l" : "";
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if (c.k === "_mkt") return `<td class="${cls}">${cellMarket(r)}</td>`;
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if (c.k === "_px") return `<td class="${cls}">${cellPx(r)}</td>`;
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if (c.k === "_window") return `<td class="${cls}">${cellWindow(r)}</td>`;
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if (c.k === "_settle") return `<td class="${cls}">${cellSettle(r)}</td>`;
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if (c.k === "best_side") {
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let bs = r.best_side || "—";
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if (MODE === "hourly" && bs !== "—")
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bs = bs === "YES+NO" ? "K-Yes · P-Down" : "K-No · P-Up";
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else if (MODE === "daily" && bs !== "—")
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bs = bs === "YES+NO" ? "K-Yes · I-No" : "K-No · I-Yes";
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return `<td class="${cls}"><span class="mono">${esc(bs)}</span></td>`;
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}
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return `<td class="${cls}">${fmt(r[c.k], c.f)}</td>`;
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}).join("") + "</tr>");
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if (isOpen) html.push(drawer(r));
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}
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$("body").innerHTML = html.join("");
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document.querySelectorAll("#body tr.r").forEach((tr) => {
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tr.onclick = () => {
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openKey = openKey === tr.dataset.id ? null : tr.dataset.id;
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renderBody();
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};
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});
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document.querySelectorAll("#body .prep-btn").forEach((btn) => btn.onclick = (e) => {
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e.stopPropagation();
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openTicket(btn.dataset.ticker, btn.dataset.slug);
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});
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}
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function renderSummary(s) {
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const cards = MODE === "hourly" ? [
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["ARB", "Edges", "s-arb"], ["NO ARB", "No edge", ""],
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["BAD BASIS", "Bad basis", "s-bad"], ["NO DATA", "No data", ""],
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["total", "Assets", ""],
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] : MODE === "daily" ? [
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["ARB", "Live arbs", "s-arb"], ["NO ARB", "No edge", ""],
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["BAD BASIS", "Bad basis", "s-bad"], ["NO KALSHI", "No K match", ""],
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["total", "Contracts", ""],
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] : [
|
||
["ARB", "Live arbs", "s-arb"], ["NO ARB", "No edge", ""],
|
||
["BAD BASIS", "Bad basis", "s-bad"], ["LOW SIZE", "Low size", "s-warn"],
|
||
["NO POLY", "No Poly", ""], ["total", "Scanned", ""],
|
||
];
|
||
$("summary").innerHTML = cards.map(([k, l, cls]) =>
|
||
`<div class="stat ${cls}"><div class="n">${s[k] ?? 0}</div>
|
||
<div class="l">${l}</div></div>`).join("") +
|
||
`<div class="stat"><div class="n">${s.fetch_ms ?? "—"}<span style="font-size:13px;color:var(--faint)">ms</span></div>
|
||
<div class="l">Fetch time</div></div>`;
|
||
}
|
||
|
||
function renderHero(rows) {
|
||
const hourly = MODE === "hourly";
|
||
const top = rows.filter((r) => r.status === "ARB" && r.net_return > 0)
|
||
.sort((a, b) => b.net_return - a.net_return).slice(0, 4);
|
||
const h = $("hero");
|
||
h.querySelector("h2").textContent =
|
||
hourly ? "Top dislocations" : "Top opportunities";
|
||
h.querySelector(".muted").textContent = hourly
|
||
? "combined cost < $1 — speculative, basis risk applies"
|
||
: "positive guaranteed return, ranked";
|
||
if (!top.length) { h.hidden = true; return; }
|
||
h.hidden = false;
|
||
$("heroCards").innerHTML = top.map((r) => `
|
||
<div class="hcard${hourly ? " spec" : ""}" data-id="${esc(rid(r))}">
|
||
<div class="glow"></div>
|
||
<div class="top">${thumb(r, 38)}
|
||
<div class="q">${esc(r.kalshi_title || r.poly_question || r.asset)}</div></div>
|
||
<div class="ret">+${(r.net_return * 100).toFixed(2)}%</div>
|
||
<div class="meta">
|
||
${hourly
|
||
? `<span><b>${r.minutes_to_resolve ?? "—"}m</b> left</span>
|
||
<span><b>${r.divergence != null ? (r.divergence * 100).toFixed(3) + "%" : "—"}</b> feed Δ</span>`
|
||
: `<span><b>${r.annualized ? (r.annualized * 100).toFixed(0) + "%" : "—"}</b> annual</span>
|
||
<span><b>$${(r.total_gain || 0).toFixed(2)}</b> locked</span>`}
|
||
<span><b>${Math.round(r.max_contracts || 0).toLocaleString()}</b> ct</span>
|
||
<span class="mono">${esc(r.best_side)}</span>
|
||
</div>
|
||
</div>`).join("");
|
||
document.querySelectorAll(".hcard").forEach((c) => c.onclick = () => {
|
||
openKey = c.dataset.id;
|
||
document.querySelector("#statusSeg button.on")?.classList.remove("on");
|
||
document.querySelector('#statusSeg button[data-s=""]').classList.add("on");
|
||
renderBody();
|
||
document.querySelector(`#body tr.r[data-id="${CSS.escape(c.dataset.id)}"]`)
|
||
?.scrollIntoView({ behavior: "smooth", block: "center" });
|
||
});
|
||
}
|
||
|
||
let POS_DATA = null;
|
||
|
||
const usd = (n, d = 2) => n == null ? "—"
|
||
: "$" + (+n).toLocaleString(undefined, { minimumFractionDigits: d, maximumFractionDigits: d });
|
||
function pnl(n, pct) {
|
||
if (n == null) return '<span class="dimv">—</span>';
|
||
const c = n > 0 ? "pos" : n < 0 ? "neg" : "dimv";
|
||
const p = pct != null ? ` <span class="pp">(${(pct * 100).toFixed(1)}%)</span>` : "";
|
||
return `<span class="num ${c}">${n > 0 ? "+" : ""}${usd(n)}${p}</span>`;
|
||
}
|
||
|
||
function posThumb(p) {
|
||
if (p.icon) return `<img class="thumb" style="width:30px;height:30px"
|
||
src="${esc(p.icon)}" loading="lazy" onerror="this.remove()">`;
|
||
const a = p.asset ? p.asset.slice(0, 4) : "?";
|
||
return `<div class="badge" style="width:30px;height:30px;background:${ac(p.asset)}">${esc(a)}</div>`;
|
||
}
|
||
|
||
function venuePanel(name, tag, v) {
|
||
const setup = (body) => `<div class="vcard setup">
|
||
<h4><span class="tag ${tag}">${name}</span> not connected</h4>${body}</div>`;
|
||
if (!v || v.configured === false) {
|
||
if (name === "Polymarket")
|
||
return setup(`<p>Add your wallet to <code>data/secrets.json</code>:</p>
|
||
<pre>{ "polymarket_wallet": "0xYourProxyWallet" }</pre>
|
||
<p class="dimv">Public address only — no private key. Copy
|
||
<code>data/secrets.example.json</code> to start.</p>`);
|
||
return setup(`<p>Create a read-only API key in Kalshi → Settings → API Keys,
|
||
save the private-key file locally, then add to
|
||
<code>data/secrets.json</code>:</p>
|
||
<pre>{ "kalshi_key_id": "…",
|
||
"kalshi_private_key_path": "/abs/path/key.pem" }</pre>
|
||
<p class="dimv">Signed locally via openssl — the key never leaves your
|
||
machine. ${v && v.reason === "key_file_not_found"
|
||
? '<span class="neg">Key file not found at that path.</span>' : ""}</p>`);
|
||
}
|
||
if (v.error)
|
||
return `<div class="vcard"><h4><span class="tag ${tag}">${name}</span></h4>
|
||
<p class="neg">${esc(v.error)}</p></div>`;
|
||
const ps = v.positions || [];
|
||
const head = `<div class="vc-head">
|
||
<h4><span class="tag ${tag}">${name}</span> ${ps.length} open</h4>
|
||
<span class="vc-tot">${usd(v.total_value)}</span></div>`;
|
||
if (!ps.length)
|
||
return `<div class="vcard">${head}<p class="dimv">No open positions.</p></div>`;
|
||
const rows = ps.sort((a, b) => (b.value || 0) - (a.value || 0)).map((p) => `
|
||
<tr>
|
||
<td class="l"><div class="mkt">${posThumb(p)}<div class="info">
|
||
<div class="q" title="${esc(p.market)}">${esc(p.market)}</div>
|
||
<div class="sub mono">${esc(p.ref || "")}</div></div></div></td>
|
||
<td><span class="sidetag ${String(p.side).toLowerCase()}">${esc(p.side)}</span></td>
|
||
<td class="num">${(p.size || 0).toLocaleString(undefined, { maximumFractionDigits: 0 })}</td>
|
||
<td class="num mono">${p.avg_price != null ? (+p.avg_price).toFixed(3) : "—"} → ${p.cur_price != null ? (+p.cur_price).toFixed(3) : "—"}</td>
|
||
<td class="num">${usd(p.cost)}</td>
|
||
<td class="num">${usd(p.value)}</td>
|
||
<td class="num">${pnl(p.pnl, p.pnl_pct)}</td>
|
||
</tr>`).join("");
|
||
return `<div class="vcard">${head}
|
||
<table class="ptbl"><thead><tr>
|
||
<th class="l">Market</th><th>Side</th><th>Size</th>
|
||
<th>Avg → Cur</th><th>Cost</th><th>Value</th><th>P&L</th>
|
||
</tr></thead><tbody>${rows}</tbody></table></div>`;
|
||
}
|
||
|
||
function kindBadge(r) {
|
||
const m = {
|
||
matched: ["matched", "#16c784", "#16c78422"],
|
||
"basis+": ["basis +", "#e0a93b", "#e0a93b22"],
|
||
"basis-": ["basis −", "#ef5350", "#ef535022"],
|
||
single: ["one leg", "#8a93a6", "#8a93a622"],
|
||
};
|
||
const fb = r.complete ? ["paired", "#16c784", "#16c78422"] : m.single;
|
||
const [label, fg, bg] = m[r.kind] || fb;
|
||
return `<span class="kindpill" style="background:${bg};color:${fg}">${label}</span>`;
|
||
}
|
||
|
||
function strikeBand(r) {
|
||
if (r.low_strike == null && r.high_strike == null) return "";
|
||
const f = (v) => (v == null ? "?" : v >= 1000 ? `${(v / 1000).toLocaleString()}k` : `${v}`);
|
||
if (r.kind === "matched") return `<span class="dimv mono">@ ${f(r.low_strike)}</span>`;
|
||
const lo = Math.min(r.low_strike, r.high_strike);
|
||
const hi = Math.max(r.low_strike, r.high_strike);
|
||
return `<span class="dimv mono">${f(lo)}–${f(hi)}</span>`;
|
||
}
|
||
|
||
function pairedView(rows) {
|
||
if (!rows || !rows.length)
|
||
return `<div class="vcard"><h4>Paired exposure</h4>
|
||
<p class="dimv">No held positions yet. Cross-venue hedges are matched
|
||
automatically from your live book and shown here; everything also appears
|
||
under <b>By venue</b>.</p></div>`;
|
||
const body = rows.map((r) => {
|
||
const legs = r.legs.map((l) => `<div class="leg2">
|
||
<span class="tag ${l.venue === "Kalshi" ? "k" : "p"}">${l.venue[0]}</span>
|
||
<span class="sidetag ${String(l.side).toLowerCase()}">${esc(l.side)}</span>
|
||
<span class="dimv mono">${esc(l.ref || "")}</span>
|
||
<span class="num">${(l.size || 0).toLocaleString(undefined, { maximumFractionDigits: 0 })}</span>
|
||
<span>${pnl(l.pnl)}</span></div>`).join("");
|
||
return `<tr>
|
||
<td class="l"><span class="achip" style="background:${ac(r.asset)}22;color:${ac(r.asset)}">${esc(r.asset || "?")}</span>
|
||
<div class="pairmeta">${kindBadge(r)} ${strikeBand(r)}</div>
|
||
${r.note ? `<div class="dimv pairnote">${esc(r.note)}</div>` : ""}</td>
|
||
<td class="l">${legs}</td>
|
||
<td class="num">${usd(r.cost)}</td>
|
||
<td class="num">${usd(r.value)}</td>
|
||
<td class="num">${pnl(r.pnl, r.pnl_pct)}</td>
|
||
</tr>`;
|
||
}).join("");
|
||
return `<div class="vcard"><h4>Paired / netted exposure</h4>
|
||
<table class="ptbl"><thead><tr>
|
||
<th class="l">Hedge</th><th class="l">Legs</th>
|
||
<th>Cost</th><th>Value</th><th>Net P&L</th>
|
||
</tr></thead><tbody>${body}</tbody></table></div>`;
|
||
}
|
||
|
||
function historyCard(name, tag, rows, note) {
|
||
const head = `<div class="vc-head">
|
||
<h4><span class="tag ${tag}">${name}</span> ${rows.length} settled${note ? ` <span class="dimv">· ${note}</span>` : ""}</h4>
|
||
<span class="vc-tot">${pnl(rows.reduce((s, r) => s + (r.realized || 0), 0))}</span></div>`;
|
||
if (!rows.length)
|
||
return `<div class="vcard">${head}<p class="dimv">No settled markets found.</p></div>`;
|
||
const body = rows.slice().sort((a, b) =>
|
||
(b.settled_date || "").localeCompare(a.settled_date || "")).map((r) => `
|
||
<tr>
|
||
<td class="l"><div class="mkt">
|
||
${r.icon ? `<img class="thumb" style="width:26px;height:26px" src="${esc(r.icon)}" loading="lazy" onerror="this.remove()">` : ""}
|
||
<div class="info"><div class="q" title="${esc(r.market)}">${esc(r.market)}</div>
|
||
<div class="sub mono">${esc(r.settled_date || "")}</div></div></div></td>
|
||
<td><span class="sidetag ${String(r.result).toLowerCase()}">${esc(r.result)}</span></td>
|
||
<td><span class="sidetag ${String(r.side).toLowerCase()}">${esc(r.side || "—")}</span></td>
|
||
<td class="num">${(r.size || 0).toLocaleString(undefined, { maximumFractionDigits: 0 })}</td>
|
||
<td class="num">${usd(r.cost)}</td>
|
||
<td class="num">${usd(r.payout)}</td>
|
||
<td class="num">${pnl(r.realized)}</td>
|
||
</tr>`).join("");
|
||
return `<div class="vcard">${head}
|
||
<table class="ptbl"><thead><tr>
|
||
<th class="l">Market</th><th>Result</th><th>Side</th><th>Size</th>
|
||
<th>Cost</th><th>Payout</th><th>Realized</th>
|
||
</tr></thead><tbody>${body}</tbody></table></div>`;
|
||
}
|
||
|
||
function historyView(h) {
|
||
h = h || {};
|
||
return `<div class="vstack">
|
||
${historyCard("Kalshi", "k", h.kalshi || [], "exact (settlements)")}
|
||
${historyCard("Polymarket", "p", h.polymarket || [], "reconstructed · payout derived")}
|
||
</div>`;
|
||
}
|
||
|
||
function renderPositions(d) {
|
||
if (d) POS_DATA = d;
|
||
d = POS_DATA;
|
||
const t = d.totals || {};
|
||
const stat = (n, l, cls) =>
|
||
`<div class="stat ${cls || ""}"><div class="n">${n}</div><div class="l">${l}</div></div>`;
|
||
const pstat = (n, l, big) => {
|
||
if (n == null)
|
||
return `<div class="stat"><div class="n">—</div><div class="l">${l}</div></div>`;
|
||
const cls = n > 0 ? "s-arb" : n < 0 ? "s-bad" : "";
|
||
const v = (n > 0 ? "+" : n < 0 ? "-" : "") +
|
||
"$" + Math.abs(n).toLocaleString(undefined,
|
||
{ minimumFractionDigits: 2, maximumFractionDigits: 2 });
|
||
return `<div class="stat ${cls}${big ? " stat-lg" : ""}">
|
||
<div class="n">${v}</div><div class="l">${l}</div></div>`;
|
||
};
|
||
const strip = `<div class="summary">
|
||
${stat(usd(t.poly_value), "Polymarket value")}
|
||
${stat(t.kalshi_value == null ? "—" : usd(t.kalshi_value), "Kalshi value")}
|
||
${pstat(t.kalshi_pnl, "Kalshi P&L")}
|
||
${pstat(t.poly_pnl, "Polymarket P&L")}
|
||
${(() => {
|
||
const n = t.total_pnl, r = t.total_return;
|
||
if (n == null)
|
||
return `<div class="stat stat-lg"><div class="n">—</div><div class="l">Total P&L</div></div>`;
|
||
const cls = n > 0 ? "s-arb" : n < 0 ? "s-bad" : "";
|
||
const v = (n > 0 ? "+" : n < 0 ? "-" : "") + "$" +
|
||
Math.abs(n).toLocaleString(undefined,
|
||
{ minimumFractionDigits: 2, maximumFractionDigits: 2 });
|
||
const sub = r == null ? "" :
|
||
`<div class="stat-sub ${r > 0 ? "pos" : r < 0 ? "neg" : ""}">${r > 0 ? "+" : ""}${(r * 100).toFixed(2)}% return</div>`;
|
||
return `<div class="stat stat-lg ${cls}"><div class="n">${v}</div>${sub}<div class="l">Total P&L</div></div>`;
|
||
})()}
|
||
${pstat(t.total_realized, "Realized P&L")}
|
||
${stat(t.open_positions ?? 0, "Open positions")}
|
||
${stat(t.settled_count ?? 0, "Settled")}
|
||
${stat(t.paired_count ?? 0, "Complete pairs", "s-arb")}</div>`;
|
||
const tab = (v, l) =>
|
||
`<button data-v="${v}" class="${POS_VIEW === v ? "on" : ""}">${l}</button>`;
|
||
const seg = `<div class="seg posseg">
|
||
${tab("venue", "By venue")}${tab("paired", "Paired")}${tab("history", "History")}
|
||
</div>`;
|
||
const content = POS_VIEW === "paired" ? pairedView(d.paired)
|
||
: POS_VIEW === "history" ? historyView(d.history)
|
||
: `<div class="vstack">
|
||
${venuePanel("Polymarket", "p", d.polymarket)}
|
||
${venuePanel("Kalshi", "k", d.kalshi)}</div>`;
|
||
$("positions").innerHTML = strip +
|
||
`<div class="postoolbar">${seg}
|
||
<span class="dimv pos-note">Read-only · credentials stay in local
|
||
data/secrets.json</span></div>` + content;
|
||
$("positions").querySelectorAll(".posseg button").forEach((b) =>
|
||
b.onclick = () => {
|
||
POS_VIEW = b.dataset.v; renderPositions();
|
||
});
|
||
}
|
||
|
||
function toast(msg, kind) {
|
||
const t = $("toast");
|
||
t.textContent = msg; t.className = "toast" + (kind ? " " + kind : "");
|
||
t.hidden = false; clearTimeout(toast._t);
|
||
toast._t = setTimeout(() => (t.hidden = true), kind === "err" ? 7000 : 2800);
|
||
}
|
||
|
||
function applyChrome() {
|
||
const scanner = MODE !== "positions";
|
||
$("summary").hidden = !scanner;
|
||
document.querySelector(".toolbar").hidden = !scanner;
|
||
document.querySelector("main").hidden = !scanner;
|
||
$("positions").hidden = scanner;
|
||
if (!scanner) { $("hero").hidden = true; $("hbanner").hidden = true; }
|
||
if (MODE !== "daily") $("ibkrSetup").hidden = true;
|
||
}
|
||
|
||
function showIbkrSetup(payload) {
|
||
const reason = payload.reason || "";
|
||
const gw = payload.gateway || {};
|
||
const titleEl = $("ibkrSetupTitle");
|
||
const msgEl = $("ibkrSetupMsg");
|
||
if (reason === "no_contracts_file") {
|
||
titleEl.textContent = "No IBKR contracts configured.";
|
||
msgEl.innerHTML = ` Copy <code>data/ibkr_contracts.example.json</code> → <code>data/ibkr_contracts.json</code> and fill in your daily-BTC conids. `;
|
||
} else if (reason === "gateway_not_running") {
|
||
titleEl.textContent = "IBKR Gateway not running.";
|
||
msgEl.innerHTML = ` Start the Client Portal Gateway on this Mac (default port 5000). Detail: <code>${esc(gw.message || "no connection")}</code>. `;
|
||
} else if (payload.error) {
|
||
titleEl.textContent = "IBKR session needs re-auth.";
|
||
msgEl.innerHTML = ` ${esc(payload.error)} `;
|
||
} else if (reason && reason.startsWith("bad_json")) {
|
||
titleEl.textContent = "data/ibkr_contracts.json is invalid JSON.";
|
||
msgEl.innerHTML = ` <code>${esc(reason)}</code> `;
|
||
} else {
|
||
titleEl.textContent = "IBKR not connected.";
|
||
msgEl.textContent = "";
|
||
}
|
||
$("ibkrSetup").hidden = false;
|
||
}
|
||
|
||
async function load(force) {
|
||
const b = $("refresh");
|
||
b.disabled = true; b.classList.add("loading");
|
||
b.querySelector(".blabel").textContent =
|
||
MODE === "positions" ? "Loading…" : "Scanning…";
|
||
applyChrome();
|
||
try {
|
||
const res = await fetch(endpoint() + (force ? "?force=1" : ""));
|
||
const d = await res.json();
|
||
if (!res.ok) throw new Error(d.error || res.status);
|
||
if (MODE === "positions") {
|
||
renderPositions(d);
|
||
$("meta").textContent =
|
||
`${d.generated_at} · ${d.totals.open_positions} open`;
|
||
} else if (MODE === "daily" && d.configured === false) {
|
||
RAW = [];
|
||
renderSummary({ total: 0 });
|
||
buildAssetChips();
|
||
renderHero(RAW);
|
||
renderBody();
|
||
showIbkrSetup(d);
|
||
$("meta").textContent = "IBKR not connected";
|
||
} else {
|
||
RAW = d.rows || [];
|
||
renderSummary(d.summary || { total: RAW.length });
|
||
buildAssetChips();
|
||
renderHero(RAW);
|
||
renderBody();
|
||
updateBanner(d.summary);
|
||
if (MODE === "daily") {
|
||
$("ibkrSetup").hidden = false;
|
||
$("ibkrSetupTitle").textContent = "IBKR connected.";
|
||
$("ibkrSetupMsg").innerHTML =
|
||
' Local-only feature; updates as long as the Client Portal Gateway is running and authenticated. ';
|
||
}
|
||
const unit = MODE === "hourly" ? "assets"
|
||
: MODE === "daily" ? "pairs" : "pairs";
|
||
const ga = d.generated_at || "—";
|
||
$("meta").textContent = `${ga} · ${RAW.length} ${unit}`;
|
||
}
|
||
} catch (e) {
|
||
toast((MODE === "positions" ? "Load" : "Scan") + " failed: " + e.message, "err");
|
||
$("meta").textContent = "load failed";
|
||
} finally {
|
||
b.disabled = false; b.classList.remove("loading");
|
||
b.querySelector(".blabel").textContent = "Refresh";
|
||
}
|
||
}
|
||
|
||
function updateBanner(summary) {
|
||
const b = $("hbanner");
|
||
if (MODE !== "hourly") { b.hidden = true; return; }
|
||
b.hidden = false;
|
||
const d = summary && summary.max_divergence;
|
||
const el = $("hbDiv");
|
||
if (d == null) { el.textContent = "n/a"; el.classList.remove("hot"); return; }
|
||
const pct = (d * 100);
|
||
el.textContent = "max " + pct.toFixed(3) + "%";
|
||
el.classList.toggle("hot", pct >= 0.3);
|
||
}
|
||
|
||
function buildAssetChips() {
|
||
const el = $("assetChips");
|
||
if (el.dataset.built) return;
|
||
const assets = [...new Set(RAW.map((r) => r.asset))].filter(Boolean).sort();
|
||
el.innerHTML = assets.map((a) =>
|
||
`<span class="ac" data-a="${a}"><span class="blob" style="background:${ac(a)}"></span>${a}</span>`).join("");
|
||
el.dataset.built = "1";
|
||
el.querySelectorAll(".ac").forEach((c) => c.onclick = () => {
|
||
c.classList.toggle("on"); renderBody();
|
||
});
|
||
}
|
||
|
||
async function loadSettings() {
|
||
const s = await (await fetch("/api/settings")).json();
|
||
s_kfee.value = s.kalshi_fee_rate; s_pfee.value = s.poly_fee_rate;
|
||
s_minret.value = s.min_net_return; s_minvol.value = s.min_poly_volume;
|
||
s_minct.value = s.min_contracts;
|
||
}
|
||
|
||
// ---- Prepare-trade ticket (Step 1: read-only preview, places no orders) ----
|
||
let TICKET = null;
|
||
|
||
function openTicket(ticker, slug) {
|
||
TICKET = { ticker, slug };
|
||
$("ticketModal").hidden = false;
|
||
$("tkMax").value = "";
|
||
$("tkBuf").value = "1";
|
||
$("ticketBody").innerHTML = `<div class="tk-load">Pulling fresh quotes…</div>`;
|
||
refreshTicket();
|
||
}
|
||
|
||
function closeTicket() {
|
||
$("ticketModal").hidden = true;
|
||
TICKET = null;
|
||
}
|
||
|
||
async function refreshTicket() {
|
||
if (!TICKET) return;
|
||
const p = new URLSearchParams({ ticker: TICKET.ticker, slug: TICKET.slug });
|
||
const mx = $("tkMax").value, bf = $("tkBuf").value;
|
||
if (mx) p.set("max", mx);
|
||
if (bf !== "") p.set("buffer", bf);
|
||
try {
|
||
const res = await fetch("/api/prepare?" + p.toString());
|
||
const t = await res.json();
|
||
$("ticketBody").innerHTML =
|
||
(!res.ok || t.error) ? ticketError(t) : ticketHTML(t);
|
||
} catch (e) {
|
||
$("ticketBody").innerHTML = `<div class="tk-err">Failed: ${esc(e.message)}</div>`;
|
||
}
|
||
}
|
||
|
||
function ticketError(t) {
|
||
return `<div class="tk-err">${esc((t && t.error) || "Could not prepare")}
|
||
${t && t.status ? `<span class="dimv">(status ${esc(t.status)})</span>` : ""}</div>`;
|
||
}
|
||
|
||
function ticketHTML(t) {
|
||
const c = (n, d = 2) => n == null ? "—"
|
||
: "$" + (+n).toLocaleString(undefined, { minimumFractionDigits: d, maximumFractionDigits: d });
|
||
const ct = (n) => n == null ? "—" : Math.round(n).toLocaleString();
|
||
const order = (o) => {
|
||
const dp = o.venue === "Kalshi" ? 2 : 3;
|
||
return `<div class="tk-order">
|
||
<span class="tag ${o.venue === "Kalshi" ? "k" : "p"}">${o.venue}</span>
|
||
<span class="tk-buy">BUY</span>
|
||
<span class="sidetag ${esc(o.side)}">${esc((o.side || "—").toUpperCase())}</span>
|
||
<span class="tk-sz">${ct(o.size)}<span class="dimv"> ct</span></span>
|
||
<span class="tk-px">@ ${o.limit != null ? (+o.limit).toFixed(dp) : "—"}
|
||
<span class="dimv">(ask ${o.ask != null ? (+o.ask).toFixed(dp) : "—"})</span></span>
|
||
<span class="tk-cost">${c(o.cost)}</span>
|
||
</div>`;
|
||
};
|
||
const wp = t.guaranteed_positive, wct = t.worst_pnl_ct, wt = t.worst_pnl_total;
|
||
const stat = (l, v, cls) =>
|
||
`<div class="tk-stat"><span>${l}</span><b class="${cls || ""}">${v}</b></div>`;
|
||
const warn = (t.warnings || []).map((w) => `<li>${esc(w)}</li>`).join("");
|
||
return `<div class="tk-head">
|
||
<span class="achip" style="background:${ac(t.asset)}22;color:${ac(t.asset)}">${esc(t.asset || "?")}</span>
|
||
<span class="dimv">status ${esc(t.status || "—")} · as of ${esc(t.as_of || "")}</span>
|
||
</div>
|
||
<div class="tk-orders">${order(t.kalshi)}${order(t.poly)}</div>
|
||
<div class="tk-stats">
|
||
${stat("Size", `${ct(t.size)}${t.available != null ? ` <span class="dimv">/ ${ct(t.available)} avail</span>` : ""}`)}
|
||
${stat("Combined cost", t.combined_cost_ct != null ? "$" + (+t.combined_cost_ct).toFixed(4) + ' <span class="dimv">/ct</span>' : "—")}
|
||
${stat("Capital needed", c(t.capital_required))}
|
||
${stat("Worst-case P&L", `${wt != null ? (wt > 0 ? "+" : "") + c(wt) : "—"}${wct != null ? ` <span class="dimv">(${wct > 0 ? "+" : ""}$${(+wct).toFixed(4)}/ct)</span>` : ""}`, wp ? "pos" : "neg")}
|
||
${stat("Fees (total)", c(t.fees_total))}
|
||
${stat("Net return", t.net_return != null ? (t.net_return * 100).toFixed(2) + "%" : "—", wp ? "pos" : "")}
|
||
</div>
|
||
${warn ? `<ul class="tk-warn">${warn}</ul>` : ""}`;
|
||
}
|
||
|
||
function wire() {
|
||
document.querySelectorAll("#tabs button").forEach((b) => b.onclick = () => {
|
||
if (b.classList.contains("on")) return;
|
||
document.querySelector("#tabs button.on")?.classList.remove("on");
|
||
b.classList.add("on");
|
||
MODE = b.dataset.m;
|
||
openKey = null;
|
||
sortKey = "net_return"; sortAsc = false;
|
||
const ac = $("assetChips"); ac.dataset.built = ""; ac.innerHTML = "";
|
||
document.querySelector("#statusSeg button.on")?.classList.remove("on");
|
||
document.querySelector('#statusSeg button[data-s=""]').classList.add("on");
|
||
$("search").value = "";
|
||
renderHead();
|
||
load(true);
|
||
});
|
||
$("refresh").onclick = () => load(true);
|
||
$("search").addEventListener("input", renderBody);
|
||
$("favOnly").addEventListener("change", renderBody);
|
||
document.querySelectorAll("#statusSeg button").forEach((b) => b.onclick = () => {
|
||
document.querySelector("#statusSeg button.on")?.classList.remove("on");
|
||
b.classList.add("on"); renderBody();
|
||
});
|
||
let timer = null;
|
||
$("auto").onchange = (e) => {
|
||
clearInterval(timer);
|
||
if (e.target.checked) { load(true); timer = setInterval(() => load(true), 8000); }
|
||
};
|
||
$("settingsBtn").onclick = async () => {
|
||
await loadSettings(); $("settingsModal").hidden = false;
|
||
};
|
||
$("closeSettings").onclick = () => ($("settingsModal").hidden = true);
|
||
$("saveSettings").onclick = async () => {
|
||
const body = {
|
||
kalshi_fee_rate: +s_kfee.value, poly_fee_rate: +s_pfee.value,
|
||
min_net_return: +s_minret.value, min_poly_volume: +s_minvol.value,
|
||
min_contracts: +s_minct.value,
|
||
};
|
||
const r = await fetch("/api/settings", {
|
||
method: "POST", headers: { "Content-Type": "application/json" },
|
||
body: JSON.stringify(body),
|
||
});
|
||
if (r.ok) { $("settingsModal").hidden = true; toast("Saved — rescanning", "ok"); load(true); }
|
||
else toast("Save failed", "err");
|
||
};
|
||
|
||
// prepare-ticket modal controls
|
||
$("tkClose").onclick = closeTicket;
|
||
$("ticketModal").addEventListener("click", (e) => {
|
||
if (e.target === $("ticketModal")) closeTicket();
|
||
});
|
||
$("tkMax").addEventListener("change", refreshTicket);
|
||
$("tkBuf").addEventListener("change", refreshTicket);
|
||
document.addEventListener("keydown", (e) => {
|
||
if (e.key === "Escape" && !$("ticketModal").hidden) closeTicket();
|
||
});
|
||
}
|
||
|
||
renderHead();
|
||
wire();
|
||
load(false);
|