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Deploy verified protected bundle opportunities
This commit is contained in:
Theodore Song
+106
-19
@@ -1292,6 +1292,52 @@ function negativeRiskBundleSuggestions(event,{includeUnprofitable=false,conversi
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});
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}
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function negativeRiskBundleSuggestion(event,options={}){return negativeRiskBundleSuggestions(event,options)[0]||null;}
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function negativeRiskExclusivePairSuggestion(event,{includeUnprofitable=false}={}){
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if(!event||!event.negRisk||event.enableNegRisk===false)return null;
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const rawMarkets=Array.isArray(event.markets)?event.markets:[];
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if(rawMarkets.length<3)return null;
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const groupIds=[event.negRiskMarketID,...rawMarkets.map(raw=>raw.negRiskMarketID)]
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.filter(value=>String(value||"").trim()).map(String);
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if(!groupIds.length||new Set(groupIds).size!==1)return null;
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const eventTags=Array.isArray(event.tags)?event.tags:[],category=classifyCategory(eventTags);
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const url=event.slug?`https://polymarket.com/event/${event.slug}`:"";
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const candidates=rawMarkets.map(raw=>{
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const outcomes=parseJsonField(raw.outcomes).map(outcome=>String(outcome||"").trim().toLowerCase());
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const prices=parseJsonField(raw.outcomePrices).map(toNum),tokens=parseJsonField(raw.clobTokenIds).map(String);
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const yesBid=toNum(raw.bestBid,NaN),yesAsk=toNum(raw.bestAsk,NaN),liquidity=toNum(raw.liquidityNum||raw.liquidity);
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if(raw.closed||raw.active===false||raw.acceptingOrders===false||outcomes[0]!=="yes"||outcomes[1]!=="no"
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||!String(raw.id||"")||!String(raw.conditionId||"")||!tokens[1]||!Number.isFinite(yesBid)||!Number.isFinite(yesAsk)
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||yesBid<0||yesAsk>1||yesAsk<yesBid||!Number.isFinite(prices[1])||liquidity<NEG_RISK_MIN_LIQUIDITY)return null;
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const topAsk=1-yesBid,feeSchedule=normalizeBundleFeeSchedule(raw),feesEnabled=raw.feesEnabled===false?false:true;
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const feeReserve=bundleFeeReserve({feesEnabled,feeSchedule},topAsk),entry=topAsk+feeReserve;
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if(!(entry>0&&entry<1))return null;
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return {market_id:String(raw.id),condition_id:String(raw.conditionId),question:(raw.question||"").trim(),side:"NO",token_id:tokens[1],
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top_ask_price:+topAsk.toFixed(4),fee_reserve:feeReserve,fees_enabled:feesEnabled,fee_schedule:feeSchedule,
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entry_price:+entry.toFixed(4),current_price:+Number(prices[1]).toFixed(4),liquidity,url,
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volume:toNum(raw.volumeNum||raw.volume),volume_24hr:toNum(raw.volume24hr),spread:toNum(raw.spread,yesAsk-yesBid)};
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}).filter(Boolean).sort((a,b)=>a.entry_price-b.entry_price||b.liquidity-a.liquidity);
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if(candidates.length<2)return null;
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const legs=candidates.slice(0,2),cost=legs.reduce((sum,leg)=>sum+leg.entry_price,0),payout=1,profit=payout-cost;
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const netReturn=cost>0?profit/cost:0,actionable=profit>=NEG_RISK_MIN_NET_PROFIT&&netReturn>=NEG_RISK_MIN_NET_RETURN;
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if(!actionable&&!includeUnprofitable)return null;
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const eventId=String(event.id||event.slug||groupIds[0]),bundleId=`neg-risk-pair:${eventId}:${legs.map(leg=>leg.market_id).join(":")}`;
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return {market_id:bundleId,bundle_id:bundleId,bundle_event_id:eventId,bundle_side:"NO",bundle_logic:"neg-risk-exclusive-no-pair",
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question:`Exclusive NO pair: ${event.title||"multi-outcome event"}`,event:event.title||"",url,category,
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tags:eventTags.map(tag=>tag.label).filter(Boolean).slice(0,4),side:"NO",entry_price:+(cost/2).toFixed(4),yes_price:+(1-cost/2).toFixed(4),
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no_price:+(cost/2).toFixed(4),fair_value:0.5,edge:+netReturn.toFixed(4),net_edge:+netReturn.toFixed(4),
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friction:+legs.reduce((sum,leg)=>sum+leg.fee_reserve,0).toFixed(4),chase_penalty:0,evidence_score:1,evidence_source_count:0,
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quality:"bundle-arb",conviction:+clamp(80+Math.max(0,netReturn)*1200,80,96).toFixed(1),
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volume:legs.reduce((sum,leg)=>sum+leg.volume,0),volume_24hr:legs.reduce((sum,leg)=>sum+leg.volume_24hr,0),
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liquidity:Math.min(...legs.map(leg=>leg.liquidity)),spread:Math.max(...legs.map(leg=>leg.spread)),
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price_change_1h:0,price_change_1d:0,price_change_1w:0,momentum_strength:0,signal_strength:1,signal_confidence:1,signal_type:"bundle-arb",
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trade_ready:actionable,entry_candidate:actionable,audited_observation_only:!actionable,adaptive_promotion:false,watch_only:!actionable,
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jump_risk:false,requires_live:true,opportunity_actionable:actionable,days_to_resolution:daysUntil(event.endDate),neg_risk_market_id:groupIds[0],
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bundle_cost_per_unit:+cost.toFixed(4),bundle_payout_per_unit:payout,bundle_settlement_payout_per_unit:payout,
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bundle_net_profit_per_unit:+profit.toFixed(4),bundle_legs:legs.map(({volume,volume_24hr,spread,...leg})=>leg),
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depth_verified:false,fees_verified:false,execution_model:"top-of-book-estimate",
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drivers:["same negative-risk event","mutually exclusive YES outcomes","at least one NO pays at settlement","positive margin after estimated costs"],
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rationale:`Negative-risk exclusivity: these two outcomes cannot both resolve YES, so at least one of the two NO legs pays $1.00 at settlement. The indicative all-in pair cost is ${cost.toFixed(4)}, leaving a guaranteed floor margin of ${profit.toFixed(4)} (${(netReturn*100).toFixed(2)}%). Entry remains blocked until both live order books, the shared negative-risk market ID, and each exact CLOB fee schedule verify.`};
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}
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function binaryComplementBundleSuggestions(event,{includeUnprofitable=false}={}){
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if(!event)return [];
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const eventTags=Array.isArray(event.tags)?event.tags:[],category=classifyCategory(eventTags),eventId=String(event.id||event.slug||"");
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@@ -1583,23 +1629,27 @@ async function verifyExecutableBundles(candidates){
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&&Number(candidate.bundle_net_profit_per_unit)>=NEG_RISK_MIN_NET_PROFIT&&Number(candidate.net_edge)>=NEG_RISK_MIN_NET_RETURN
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&&Number(candidate.bundle_capital_efficiency)>=BUNDLE_MIN_DAILY_RETURN
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&&(candidate.bundle_legs||[]).every(leg=>leg.fee_config_valid));
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const feeCheckIds=new Set(potentiallyActionable.map(candidate=>String(candidate.bundle_id||candidate.market_id||"")));
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const reportedFees=await fetchBundleFeeSchedules(potentiallyActionable.flatMap(candidate=>candidate.bundle_legs.map(leg=>leg.condition_id)));
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return depthChecked.map(candidate=>{
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const feeConfigValid=(candidate.bundle_legs||[]).every(leg=>leg.fee_config_valid);
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const feesVerified=feeConfigValid&&(candidate.bundle_legs||[]).every(leg=>{
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const feeCheckAttempted=feeCheckIds.has(String(candidate.bundle_id||candidate.market_id||""));
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const feesVerified=feeConfigValid&&feeCheckAttempted&&(candidate.bundle_legs||[]).every(leg=>{
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const reported=reportedFees.get(String(leg.condition_id||""));return bundleFeeSchedulesMatch(leg.fee_schedule,reported);
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});
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const profitClears=Number(candidate.bundle_net_profit_per_unit)>=NEG_RISK_MIN_NET_PROFIT;
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const returnClears=Number(candidate.net_edge)>=NEG_RISK_MIN_NET_RETURN;
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const capitalEfficient=Number(candidate.bundle_capital_efficiency)>=BUNDLE_MIN_DAILY_RETURN;
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const actionable=candidate.depth_verified&&feesVerified&&capitalEfficient
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&&Number(candidate.bundle_net_profit_per_unit)>=NEG_RISK_MIN_NET_PROFIT&&Number(candidate.net_edge)>=NEG_RISK_MIN_NET_RETURN;
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const feeState=!feeConfigValid?"fee-schedule-unavailable":(feesVerified?"verified-market-specific":"fee-verification-unavailable");
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const blockState=!capitalEfficient?"capital-efficiency-too-low":feeState;
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const actionable=candidate.depth_verified&&feesVerified&&capitalEfficient&&profitClears&&returnClears;
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const feeState=!feeConfigValid?"fee-schedule-unavailable":(!feeCheckAttempted?"fee-check-not-required":(feesVerified?"verified-market-specific":"fee-verification-unavailable"));
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const blockState=!feeConfigValid?"fee-schedule-unavailable":(!profitClears?"profit-below-floor":(!returnClears?"return-below-floor":(!capitalEfficient?"capital-efficiency-too-low":feeState)));
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const friction=(candidate.bundle_legs||[]).reduce((sum,leg)=>sum+Number(leg.fee_per_share||0),0);
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return Object.assign({},candidate,{fees_verified:feesVerified,fee_model:feeState,trade_ready:actionable,entry_candidate:actionable,
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return Object.assign({},candidate,{fees_verified:feesVerified,fee_check_attempted:feeCheckAttempted,fee_model:feeState,trade_ready:actionable,entry_candidate:actionable,
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opportunity_actionable:actionable,watch_only:!actionable,audited_observation_only:!actionable,
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verification_status:actionable?"executable":(candidate.depth_verified?blockState:candidate.verification_status),
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friction:+friction.toFixed(6),drivers:[...(candidate.drivers||[]).filter(driver=>driver!=="positive margin after estimated costs"),
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"live order-book VWAP",capitalEfficient?"capital lock return clears floor":"capital lock return below floor",feesVerified?"CLOB-verified fee schedule":"fee check blocks entry"],
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"live order-book VWAP",capitalEfficient?"capital lock return clears floor":"capital lock return below floor",
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feesVerified?"CLOB-verified fee schedule":(feeCheckAttempted?"fee verification blocks entry":"economic gate blocks fee check")],
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rationale:`${candidate.rationale} Live verification modeled ${Number(candidate.execution_units||0).toFixed(2)} equal units (${candidate.execution_notional==null?"unavailable":fmtUSD(candidate.execution_notional)}) across every leg and applied the taker fee curve at each consumed ask. ${actionable?`All legs had sufficient depth, their CLOB fee state matched Gamma, and executable worst-case profit is ${Number(candidate.bundle_net_profit_per_unit).toFixed(4)} per unit after ${friction.toFixed(4)} in fees per unit, above the ${(BUNDLE_MIN_DAILY_RETURN*100).toFixed(2)}% daily locked-capital floor.`:`Entry is blocked: ${candidate.depth_verified?blockState:"one or more legs lacked sufficient ask depth"}.`}`});
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}).sort(compareBundleOpportunities);
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}
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@@ -1614,7 +1664,8 @@ async function fetchNegativeRiskBundles(limit=NEG_RISK_EVENT_SCAN_LIMIT){
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}
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const audited=events.flatMap(event=>{
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const complete=negativeRiskBundleSuggestions(event,{includeUnprofitable:true});
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return [...complete,...dominanceBundleSuggestions(event,{includeUnprofitable:true}),
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const exclusivePair=negativeRiskExclusivePairSuggestion(event,{includeUnprofitable:true});
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return [...complete,...(exclusivePair?[exclusivePair]:[]),...dominanceBundleSuggestions(event,{includeUnprofitable:true}),
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...binaryComplementBundleSuggestions(event,{includeUnprofitable:true})];
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}).sort(compareBundleOpportunities);
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const executableAudit=await verifyExecutableBundles(audited);
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@@ -1625,8 +1676,11 @@ async function fetchNegativeRiskBundles(limit=NEG_RISK_EVENT_SCAN_LIMIT){
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const closest=executableAudit.find(candidate=>candidate.depth_verified)||executableAudit[0]||null;
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const conversions=executableAudit.filter(candidate=>candidate.bundle_conversion_candidate);
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const closestConversion=conversions.find(candidate=>candidate.depth_verified)||conversions[0]||null;
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const exclusivePairs=executableAudit.filter(candidate=>candidate.bundle_logic==="neg-risk-exclusive-no-pair");
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const closestExclusivePair=exclusivePairs.find(candidate=>candidate.depth_verified)||exclusivePairs[0]||null;
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return {candidates:prioritized,audit:{status:"ok",scanned_at:nowIso(),event_scan_limit:limit,events_scanned:events.length,
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evaluated_structures:audited.length,depth_checked_structures:executableAudit.length,depth_verified_structures:executableAudit.filter(candidate=>candidate.depth_verified).length,
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fee_check_eligible_structures:executableAudit.filter(candidate=>candidate.fee_check_attempted).length,
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fee_verified_structures:executableAudit.filter(candidate=>candidate.fees_verified).length,actionable_bundles:unique.length,
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conversion_candidates_scanned:audited.filter(candidate=>candidate.bundle_conversion_candidate).length,
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conversion_structures:conversions.length,conversion_depth_verified:conversions.filter(candidate=>candidate.depth_verified).length,
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@@ -1636,6 +1690,10 @@ async function fetchNegativeRiskBundles(limit=NEG_RISK_EVENT_SCAN_LIMIT){
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closest_conversion_margin_cents:closestConversion?+(Number(closestConversion.bundle_net_profit_per_unit)*100).toFixed(2):null,
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closest_conversion_return_pct:closestConversion?+(Number(closestConversion.net_edge)*100).toFixed(3):null,
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closest_conversion_title:closestConversion?closestConversion.question:null,
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exclusive_pair_structures:exclusivePairs.length,exclusive_pair_depth_verified:exclusivePairs.filter(candidate=>candidate.depth_verified).length,
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actionable_exclusive_pairs:unique.filter(candidate=>candidate.bundle_logic==="neg-risk-exclusive-no-pair").length,
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closest_exclusive_pair_margin_cents:closestExclusivePair?+(Number(closestExclusivePair.bundle_net_profit_per_unit)*100).toFixed(2):null,
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closest_exclusive_pair_return_pct:closestExclusivePair?+(Number(closestExclusivePair.net_edge)*100).toFixed(3):null,
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actionable_events:new Set(unique.map(bundleEventKey).filter(Boolean)).size,returned_events:new Set(prioritized.map(bundleEventKey).filter(Boolean)).size,
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closest_margin_cents:closest?+(Number(closest.bundle_net_profit_per_unit)*100).toFixed(2):null,
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closest_return_pct:closest?+(Number(closest.net_edge)*100).toFixed(3):null,
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@@ -1704,7 +1762,7 @@ const BUNDLE_MIN_NOTIONAL=50;
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const BUNDLE_MIN_UNITS=5;
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const BUNDLE_MAX_VERIFIED_NOTIONAL=400;
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const BUNDLE_EVENT_CAP_PCT=0.12;
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const BUNDLE_MIN_DAILY_RETURN=0.0002;
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const BUNDLE_MIN_DAILY_RETURN=0.00002;
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const BUNDLE_EXIT_PROFIT_CAPTURE=0.85;
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const BUNDLE_EXIT_MIN_REALIZED_PROFIT=0.01;
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const SPORTS_FAVORITE_MIN_ENTRY=0.03;
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@@ -5458,7 +5516,7 @@ function renderSuggestions(){
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const analyzed=Number(data.analyzed_count||data.market_count||0).toLocaleString();
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const audit=data.opportunity_audit||null;
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const auditText=audit&&audit.status==="ok"
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?` Bundle scanner checked ${Number(audit.events_scanned||0).toLocaleString()} events and ${Number(audit.evaluated_structures||0).toLocaleString()} complete, dominance, and binary-complement structures, depth-tested ${Number(audit.depth_checked_structures||0)}, and found ${Number(audit.depth_verified_structures||0)} with $50 depth; ${Number(audit.actionable_bundles||0)} also cleared the market-specific fee and profit gates. Exact complete-NO conversion: ${Number(audit.conversion_candidates_scanned||0)} discovered, ${Number(audit.conversion_structures||0)} depth-tested in its reserved lane, ${Number(audit.conversion_terms_verified||0)} adapter-verified, ${Number(audit.conversion_depth_verified||0)} depth-verified, ${Number(audit.conversion_fee_verified||0)} CLOB-fee-verified, ${Number(audit.actionable_conversions||0)} actionable.${audit.closest_conversion_margin_cents!=null?` Closest conversion margin: ${Number(audit.closest_conversion_margin_cents)>=0?"+":""}${Number(audit.closest_conversion_margin_cents).toFixed(2)}c (${Number(audit.closest_conversion_return_pct)>=0?"+":""}${Number(audit.closest_conversion_return_pct).toFixed(2)}%).`:""}${audit.closest_margin_cents!=null?` Closest overall depth-tested margin: ${Number(audit.closest_margin_cents)>=0?"+":""}${Number(audit.closest_margin_cents).toFixed(2)}c per bundle.`:""}`
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?` Bundle scanner checked ${Number(audit.events_scanned||0).toLocaleString()} events and ${Number(audit.evaluated_structures||0).toLocaleString()} complete, exclusivity-pair, dominance, and binary-complement structures, depth-tested ${Number(audit.depth_checked_structures||0)}, and found ${Number(audit.depth_verified_structures||0)} with $50 depth; ${Number(audit.fee_check_eligible_structures||0)} reached exact fee verification and ${Number(audit.actionable_bundles||0)} cleared every profit gate. Exclusive NO pairs: ${Number(audit.exclusive_pair_structures||0)} depth-tested, ${Number(audit.exclusive_pair_depth_verified||0)} depth-verified, ${Number(audit.actionable_exclusive_pairs||0)} actionable.${audit.closest_exclusive_pair_margin_cents!=null?` Closest pair margin: ${Number(audit.closest_exclusive_pair_margin_cents)>=0?"+":""}${Number(audit.closest_exclusive_pair_margin_cents).toFixed(2)}c (${Number(audit.closest_exclusive_pair_return_pct)>=0?"+":""}${Number(audit.closest_exclusive_pair_return_pct).toFixed(2)}%).`:""} Exact complete-NO conversion: ${Number(audit.conversion_candidates_scanned||0)} discovered, ${Number(audit.conversion_structures||0)} depth-tested in its reserved lane, ${Number(audit.conversion_terms_verified||0)} adapter-verified, ${Number(audit.conversion_depth_verified||0)} depth-verified, ${Number(audit.conversion_fee_verified||0)} CLOB-fee-verified, ${Number(audit.actionable_conversions||0)} actionable.${audit.closest_conversion_margin_cents!=null?` Closest conversion margin: ${Number(audit.closest_conversion_margin_cents)>=0?"+":""}${Number(audit.closest_conversion_margin_cents).toFixed(2)}c (${Number(audit.closest_conversion_return_pct)>=0?"+":""}${Number(audit.closest_conversion_return_pct).toFixed(2)}%).`:""}${audit.closest_margin_cents!=null?` Closest overall depth-tested margin: ${Number(audit.closest_margin_cents)>=0?"+":""}${Number(audit.closest_margin_cents).toFixed(2)}c per bundle.`:""}`
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:(audit?" Bundle scanner was unavailable during this cycle; the site did not treat cached bundle prices as executable.":"");
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$("focusNote").textContent=focus==="All"
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? `Loaded the ${scanned} most active markets, analyzed ${analyzed}, and kept ${all.length} ideas (${buyCount} TRADE READY, ${watchCount} WATCH). Showing ${filtered.length}; directional signals remain WATCH until their own event-clustered cohorts earn positive promotion. Complete bundles are trade ready only after every leg clears a live $50 order-book depth check and the CLOB fee state agrees with the market-specific taker curve while preserving a positive worst-case payout margin. Cash is retained when neither condition is met. Avg evidence ${evAvg}.${auditText}`
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@@ -7551,6 +7609,24 @@ function runEngineSelfTest(){
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{id:"bundle-b",question:"B wins",outcomes:'["Yes","No"]',outcomePrices:'["0.315","0.685"]',clobTokenIds:'["b-yes","b-no"]',bestBid:0.31,bestAsk:0.32,liquidityNum:28000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
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{id:"bundle-draw",question:"Draw",outcomes:'["Yes","No"]',outcomePrices:'["0.305","0.695"]',clobTokenIds:'["d-yes","d-no"]',bestBid:0.30,bestAsk:0.31,liquidityNum:20000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
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]});
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const exclusivePairEvent={id:"exclusive-pair-test",title:"Exclusive outcome pair",slug:"exclusive-pair-test",negRisk:true,enableNegRisk:true,
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negRiskMarketID:"0xexclusive-pair",endDate:new Date(Date.now()+5*86400000).toISOString(),markets:[
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{id:"exclusive-a",conditionId:"exclusive-condition-a",question:"A wins",outcomes:'["Yes","No"]',outcomePrices:'["0.65","0.35"]',clobTokenIds:'["exclusive-a-yes","exclusive-a-no"]',bestBid:0.65,bestAsk:0.66,negRiskMarketID:"0xexclusive-pair",feesEnabled:false,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
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{id:"exclusive-b",conditionId:"exclusive-condition-b",question:"B wins",outcomes:'["Yes","No"]',outcomePrices:'["0.55","0.45"]',clobTokenIds:'["exclusive-b-yes","exclusive-b-no"]',bestBid:0.55,bestAsk:0.56,negRiskMarketID:"0xexclusive-pair",feesEnabled:false,liquidityNum:28000,volumeNum:90000,volume24hr:9000,acceptingOrders:true},
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{id:"exclusive-c",conditionId:"exclusive-condition-c",question:"C wins",outcomes:'["Yes","No"]',outcomePrices:'["0.10","0.90"]',clobTokenIds:'["exclusive-c-yes","exclusive-c-no"]',bestBid:0.10,bestAsk:0.11,negRiskMarketID:"0xexclusive-pair",feesEnabled:false,liquidityNum:20000,volumeNum:80000,volume24hr:8000,acceptingOrders:true},
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]};
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const exclusivePairSuggestion=negativeRiskExclusivePairSuggestion(exclusivePairEvent);
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const unprofitableExclusivePairRejected=negativeRiskExclusivePairSuggestion(Object.assign({},exclusivePairEvent,{id:"exclusive-expensive",markets:exclusivePairEvent.markets.map((row,index)=>Object.assign({},row,{id:`exclusive-expensive-${index}`,conditionId:`exclusive-expensive-condition-${index}`,bestBid:[0.49,0.48,0.10][index]}))}))===null;
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const unprofitableExclusivePairAudited=negativeRiskExclusivePairSuggestion(Object.assign({},exclusivePairEvent,{id:"exclusive-expensive-audit",markets:exclusivePairEvent.markets.map((row,index)=>Object.assign({},row,{id:`exclusive-expensive-audit-${index}`,conditionId:`exclusive-expensive-audit-condition-${index}`,bestBid:[0.49,0.48,0.10][index]}))}),{includeUnprofitable:true});
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const mismatchedExclusivePairRejected=negativeRiskExclusivePairSuggestion(Object.assign({},exclusivePairEvent,{id:"exclusive-mismatch",markets:exclusivePairEvent.markets.map((row,index)=>Object.assign({},row,{negRiskMarketID:index===1?"0xwrong-pair":"0xexclusive-pair"}))}))===null;
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const executableExclusivePair=Object.assign({},exclusivePairSuggestion,{depth_verified:true,fees_verified:true,fee_model:"verified-zero-fee",
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execution_model:"fixture-vwap",verification_status:"executable",execution_units:100,bundle_capital_efficiency:BUNDLE_MIN_DAILY_RETURN*2});
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const exclusivePairBook=defaultPortfolio(),exclusivePairOpen=openNegativeRiskBundle(exclusivePairBook,agentById("value"),executableExclusivePair,100,{mode:"Fixture"});
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const exclusivePairUnits=exclusivePairBook.positions[0]&&exclusivePairBook.positions[0].shares;
|
||||
markToMarket(exclusivePairBook,{
|
||||
"exclusive-a":market({id:"exclusive-a",yes_price:1,no_price:0,closed:true,accepting_orders:false}),
|
||||
"exclusive-b":market({id:"exclusive-b",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
|
||||
},agentById("value"),{policyExits:true,executeTrades:true});
|
||||
const binaryComplementSuggestion=binaryComplementBundleSuggestions({id:"binary-test",title:"Binary test",slug:"binary-test",endDate:"2026-09-01T00:00:00Z",markets:[
|
||||
{id:"binary-market",question:"Will binary pass?",outcomes:'["Yes","No"]',outcomePrices:'["0.5","0.5"]',clobTokenIds:'["binary-yes","binary-no"]',
|
||||
bestBid:0.49,bestAsk:0.50,feesEnabled:false,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
|
||||
@@ -7706,7 +7782,7 @@ function runEngineSelfTest(){
|
||||
{bundle_id:"dominance:dominance-test:held-a:held-b",bundle_event_id:"dominance-test",requires_complete_bundle:true,cost:600,value:600},
|
||||
{bundle_id:"dominance:dominance-test:held-c:held-d",bundle_event_id:"dominance-test",requires_complete_bundle:true,cost:600,value:600},
|
||||
];
|
||||
openPositions(eventCapBook,AGENTS.find(a=>a.id==="value"),[dominanceSuggestion],"All",{
|
||||
openPositions(eventCapBook,agentById("diversifier"),[dominanceSuggestion],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(eventCapBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const diversifierBundleBook=defaultPortfolio();
|
||||
@@ -7716,7 +7792,7 @@ function runEngineSelfTest(){
|
||||
const slowCapitalBook=defaultPortfolio(),slowCapitalSuggestion=Object.assign({},dominanceSuggestion,{
|
||||
bundle_id:"dominance:slow-capital-event:a:b",bundle_event_id:"slow-capital-event",bundle_capital_efficiency:BUNDLE_MIN_DAILY_RETURN/2,
|
||||
});
|
||||
openPositions(slowCapitalBook,AGENTS.find(a=>a.id==="value"),[slowCapitalSuggestion],"All",{
|
||||
openPositions(slowCapitalBook,agentById("diversifier"),[slowCapitalSuggestion],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(slowCapitalBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const unverifiedBundleBook=defaultPortfolio(),unverifiedBundleOpen=openNegativeRiskBundle(unverifiedBundleBook,AGENTS.find(a=>a.id==="value"),
|
||||
@@ -7751,37 +7827,37 @@ function runEngineSelfTest(){
|
||||
applyCompleteBundleAccountingMarks(optimisticBundleMarkBook);
|
||||
const undersizedBoundaryCandidate=Object.assign({},repricedBoundaryCandidate,{execution_units:50.04});
|
||||
const undersizedBoundaryBook=defaultPortfolio();
|
||||
openPositions(undersizedBoundaryBook,AGENTS.find(a=>a.id==="value"),[undersizedBoundaryCandidate],"All",{
|
||||
openPositions(undersizedBoundaryBook,agentById("diversifier"),[undersizedBoundaryCandidate],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(undersizedBoundaryBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const dominanceBook=defaultPortfolio(),offlineDominanceSuggestion=prepareCycleSuggestions([dominanceSuggestion],"offline-cache",true)[0];
|
||||
openPositions(dominanceBook,AGENTS.find(a=>a.id==="value"),[dominanceSuggestion],"All",{
|
||||
openPositions(dominanceBook,agentById("diversifier"),[dominanceSuggestion],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(dominanceBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const dominanceOpenedPositions=dominanceBook.positions.length,dominanceUnits=dominanceBook.positions[0]&&dominanceBook.positions[0].shares;
|
||||
markToMarket(dominanceBook,{
|
||||
"dominance-low":market({id:"dominance-low",yes_price:1,no_price:0,closed:true,accepting_orders:false}),
|
||||
"dominance-high":market({id:"dominance-high",yes_price:1,no_price:0,closed:true,accepting_orders:false}),
|
||||
},AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
|
||||
},agentById("diversifier"),{policyExits:true,executeTrades:true});
|
||||
const deadlineBook=defaultPortfolio(),offlineDeadlineSuggestion=prepareCycleSuggestions([deadlineSuggestion],"offline-cache",true)[0];
|
||||
openPositions(deadlineBook,AGENTS.find(a=>a.id==="value"),[deadlineSuggestion],"All",{
|
||||
openPositions(deadlineBook,agentById("diversifier"),[deadlineSuggestion],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(deadlineBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const deadlineOpenedPositions=deadlineBook.positions.length,deadlineUnits=deadlineBook.positions[0]&&deadlineBook.positions[0].shares;
|
||||
markToMarket(deadlineBook,{
|
||||
"deadline-early":market({id:"deadline-early",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
|
||||
"deadline-late":market({id:"deadline-late",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
|
||||
},AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
|
||||
},agentById("diversifier"),{policyExits:true,executeTrades:true});
|
||||
const settleDeadlineCase=(earlyYes,lateYes)=>{
|
||||
const book=defaultPortfolio();
|
||||
openPositions(book,AGENTS.find(a=>a.id==="value"),[deadlineSuggestion],"All",{
|
||||
openPositions(book,agentById("diversifier"),[deadlineSuggestion],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(book),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const units=book.positions[0]&&book.positions[0].shares;
|
||||
markToMarket(book,{
|
||||
"deadline-early":market({id:"deadline-early",yes_price:earlyYes,no_price:1-earlyYes,closed:true,accepting_orders:false}),
|
||||
"deadline-late":market({id:"deadline-late",yes_price:lateYes,no_price:1-lateYes,closed:true,accepting_orders:false}),
|
||||
},AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
|
||||
},agentById("diversifier"),{policyExits:true,executeTrades:true});
|
||||
return {book,units};
|
||||
};
|
||||
const deadlineEarlyCase=settleDeadlineCase(1,1),deadlineBetweenCase=settleDeadlineCase(0,1);
|
||||
@@ -8240,6 +8316,17 @@ function runEngineSelfTest(){
|
||||
blocksImmediateConversionOnMetadataFeeMismatch:Boolean(mismatchedOnchainFeeCandidate
|
||||
&&!mismatchedOnchainFeeCandidate.bundle_immediate_convert&&mismatchedOnchainFeeCandidate.conversion_verification_status==="metadata-fee-mismatch"),
|
||||
doesNotInventConversionWithoutAdapterMetadata:Boolean(bundleSuggestion&&!bundleSuggestion.bundle_immediate_convert),
|
||||
discoversExclusiveNoPair:Boolean(exclusivePairSuggestion&&exclusivePairSuggestion.bundle_logic==="neg-risk-exclusive-no-pair"
|
||||
&&exclusivePairSuggestion.bundle_legs.map(leg=>leg.market_id).join(",")==="exclusive-a,exclusive-b"
|
||||
&&exclusivePairSuggestion.bundle_cost_per_unit===0.8&&exclusivePairSuggestion.bundle_net_profit_per_unit===0.2),
|
||||
rejectsUnprofitableExclusiveNoPair:unprofitableExclusivePairRejected,
|
||||
retainsUnprofitableExclusiveNoPairForTelemetry:Boolean(unprofitableExclusivePairAudited
|
||||
&&!unprofitableExclusivePairAudited.trade_ready&&unprofitableExclusivePairAudited.bundle_net_profit_per_unit<0),
|
||||
rejectsMismatchedNegativeRiskPair:mismatchedExclusivePairRejected,
|
||||
routesExclusiveNoPairToValue:agentAcceptsSuggestion(agentById("value"),executableExclusivePair)
|
||||
&&!agentAcceptsSuggestion(agentById("diversifier"),executableExclusivePair),
|
||||
exclusiveNoPairSettlesAtGuaranteedFloor:Boolean(exclusivePairOpen&&exclusivePairUnits===100
|
||||
&&exclusivePairBook.positions.length===0&&exclusivePairBook.closed.length===2&&exclusivePairBook.cash===10020),
|
||||
discoversExecutableBinaryComplements:Boolean(binaryComplementSuggestion&&binaryComplementSuggestion.bundle_logic==="binary-complement"
|
||||
&&binaryComplementQuote.depth_verified&&bundleQuoteIsActionable(binaryComplementQuote)&&Math.abs(binaryComplementQuote.profit-0.02)<0.000001),
|
||||
immediatelyMergesBinaryCompleteSet:Boolean(binaryMergeOpen&&binaryMergeOpen.merge&&binaryMergeBook.positions.length===0
|
||||
|
||||
@@ -112,7 +112,10 @@ assert.doesNotMatch(index, /\/fee-rate\?token_id=/);
|
||||
assert.match(index, /function maximizeBundleExecution\(candidate,books,minimumUnits\)/);
|
||||
assert.match(index, /const BUNDLE_MAX_VERIFIED_NOTIONAL=400;/);
|
||||
assert.match(index, /const BUNDLE_EVENT_CAP_PCT=0\.12;/);
|
||||
assert.match(index, /const BUNDLE_MIN_DAILY_RETURN=0\.0002;/);
|
||||
assert.match(index, /const BUNDLE_MIN_DAILY_RETURN=0\.00002;/);
|
||||
assert.match(index, /fee_check_eligible_structures:executableAudit\.filter\(candidate=>candidate\.fee_check_attempted\)\.length/);
|
||||
assert.match(index, /"profit-below-floor"/);
|
||||
assert.match(index, /"return-below-floor"/);
|
||||
assert.match(index, /function compareBundleOpportunities\(a,b\)/);
|
||||
assert.match(index, /function binaryComplementBundleSuggestions\(event,\{includeUnprofitable=false\}=\{\}\)/);
|
||||
assert.match(index, /discoversExecutableBinaryComplements:/);
|
||||
@@ -122,6 +125,16 @@ assert.match(index, /immediateMergeMetadataSurvivesSync:/);
|
||||
assert.match(api, /bundle_immediate_merge: s\.bundle_immediate_merge/);
|
||||
assert.match(index, /function convertCompleteNegativeRiskNoBundle\(p,bundleId\)/);
|
||||
assert.match(index, /function negativeRiskBundleSuggestions\(event,\{includeUnprofitable=false,conversionTerms=null\}=\{\}\)/);
|
||||
assert.match(index, /function negativeRiskExclusivePairSuggestion\(event,\{includeUnprofitable=false\}=\{\}\)/);
|
||||
assert.match(index, /bundle_logic:"neg-risk-exclusive-no-pair"/);
|
||||
assert.match(index, /const exclusivePair=negativeRiskExclusivePairSuggestion\(event,\{includeUnprofitable:true\}\)/);
|
||||
assert.match(index, /discoversExclusiveNoPair:/);
|
||||
assert.match(index, /rejectsUnprofitableExclusiveNoPair:/);
|
||||
assert.match(index, /rejectsMismatchedNegativeRiskPair:/);
|
||||
assert.match(index, /routesExclusiveNoPairToValue:/);
|
||||
assert.match(index, /exclusiveNoPairSettlesAtGuaranteedFloor:/);
|
||||
assert.match(index, /exclusive_pair_structures:exclusivePairs\.length/);
|
||||
assert.match(index, /Exclusive NO pairs:/);
|
||||
assert.match(index, /preservesBothCompleteSidesThroughAudit:/);
|
||||
assert.match(index, /discoversExactCompleteNoConversion:/);
|
||||
assert.match(index, /deductsAdapterFeeFromConversionPayout:/);
|
||||
|
||||
Reference in New Issue
Block a user