mirror of
https://github.com/theodore-song/polymarket-analyst.git
synced 2026-08-23 20:48:08 +00:00
Cap bundle orders to verified market depth
This commit is contained in:
Theodore Song
@@ -34,7 +34,7 @@ jobs:
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- run: node scripts/run-autonomous-cycle.mjs
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env:
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ARENA_URL: https://polymarket-site-eta.vercel.app
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EXPECTED_BUILD: "101"
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EXPECTED_BUILD: "102"
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RUNTIME_BRANCH: runtime-state
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RUNTIME_STATE_PATH: runtime/state.json
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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@@ -20,7 +20,7 @@ market snapshots. During an outage, cycles continue locally; cached entries are
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allowed for 90 minutes, older snapshots become mark-only, and all cached data
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expires after 24 hours.
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Build 101 runs the headless GitHub Actions runtime every five minutes, continues
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Build 102 runs the headless GitHub Actions runtime every five minutes, continues
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from the previous agent snapshot,
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and runs the next due paper cycle even when no browser is open. It writes a
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sanitized snapshot to the `runtime-state` branch and `/api/state` uses that as a
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@@ -41,14 +41,15 @@ Polymarket event key. Related Ethereum or Bitcoin contracts cannot create
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several simultaneous copies of one move, and outcomes from the same underlying
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three-hour shock window count as one learner event.
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Each Build 101 cycle also scans the 1,000 most-active Polymarket events for
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Each Build 102 cycle also scans the 1,000 most-active Polymarket events for
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complete negative-risk bundles and logically nested threshold or deadline
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pairs. Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee
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reserve for markets declared fee-free. The closest 60 structures are then
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repriced from batched CLOB asks at the equal-unit size needed for at least a $50
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paper order. The scanner applies each market's Gamma fee schedule at every
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consumed ask level and checks the CLOB fee-rate endpoint for a matching enabled
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or fee-free state. A bundle can enter Value Discipline only when that fee check
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or fee-free state. Any opened position is capped to the exact equal-unit size
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that passed this depth test. A bundle can enter Value Discipline only when that fee check
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passes and the resulting worst-case payout clears both the three-tenths-cent
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profit floor and the 0.15% return floor. Top-of-book gaps, missing books,
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incomplete fee schedules, and unavailable fee verification remain audit-only.
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@@ -56,7 +57,7 @@ The Suggestions view stores scan, depth, fee, actionable, and closest
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executable-margin counts so an empty lane is evidence rather than an ambiguous
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failure.
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Build 101 retains Build 100's retirement of the old 3-6 day resolution-window
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Build 102 retains Build 100's retirement of the old 3-6 day resolution-window
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capital permission. That audit clustered confidence by event but still averaged
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several correlated contracts inside each event, while production could choose
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only one. The corrected replay chooses the highest-volume eligible contract per event and
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+12
-8
@@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<nav class="topnav">
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<div class="brand">
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<div class="logo">🏆</div>
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<div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 60 · depth-verified bundles · build 101</div></div>
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<div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 60 · depth-capped bundles · build 102</div></div>
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</div>
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<div class="tabs" id="tabs">
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<button class="tab" data-tab="overview">Overview</button>
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@@ -363,7 +363,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<div class="personal-banner" id="personalBanner">
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<b>Personal research mode.</b> This copy is for your own analysis, paper tracking, and manual trade research only. It does not pool money, onboard investors, custody funds, bypass eligibility rules, or place orders without your manual approval.
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</div>
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<div class="live-build-banner"><b>Build 101 active:</b> The public paper agents run autonomously every five minutes while every user device is closed. Each cycle scans the 1,000 most-active events for complete negative-risk and same-event dominance bundles, then checks the closest 60 against live CLOB depth for at least a $50 equal-unit order. A bundle can enter only when every leg has enough asks and Polymarket's fee endpoint agrees with the market-specific fee curve applied at each fill; top-of-book gaps alone cannot trigger a trade. The corrected four-day resolution candidate remains a zero-capital learner until 40 independent settlements clear its confidence gate. Phones and computers display the same read-only autonomous state. Profits are not guaranteed.</div>
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<div class="live-build-banner"><b>Build 102 active:</b> The public paper agents run autonomously every five minutes while every user device is closed. Each cycle scans the 1,000 most-active events for complete negative-risk and same-event dominance bundles, then checks the closest 60 against live CLOB depth for at least a $50 equal-unit order. A bundle can enter only when every leg has enough asks and Polymarket's fee endpoint agrees with the market-specific fee curve applied at each fill; its opened size is capped to the quantity actually depth-tested. Top-of-book gaps alone cannot trigger a trade. The corrected four-day resolution candidate remains a zero-capital learner until 40 independent settlements clear its confidence gate. Phones and computers display the same read-only autonomous state. Profits are not guaranteed.</div>
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<!-- ============ OVERVIEW ============ -->
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<section class="tabpanel" data-tab="overview">
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@@ -745,7 +745,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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</section>
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<footer>
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Build 101 · Adaptive strategy 60 · Five-minute autonomous scans · Live depth and fee-verified bundle audit · Corrected one-decision-per-event settlement audit · 4-day NO forward learner · Zero capital before 40 independent positive outcomes · Autonomous runtime 1 · Offline runtime 2 · Maker research 3 · Agent learning 3 · Paper trading only · Live prices from Polymarket's public Gamma and CLOB APIs · Not financial advice ·
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Build 102 · Adaptive strategy 60 · Five-minute autonomous scans · Live depth, fee, and size-verified bundle audit · Corrected one-decision-per-event settlement audit · 4-day NO forward learner · Zero capital before 40 independent positive outcomes · Autonomous runtime 1 · Offline runtime 2 · Maker research 3 · Agent learning 3 · Paper trading only · Live prices from Polymarket's public Gamma and CLOB APIs · Not financial advice ·
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<a class="market-link" href="https://github.com/theodore-song/polymarket-analyst" target="_blank" rel="noopener">Source on GitHub</a>
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</footer>
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</div>
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@@ -774,7 +774,7 @@ const POLITICS_TREND_MIN_HOLD_HOURS = 72;
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const EXIT_CONFIRM_HOURS = 6;
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const AGENTS_KEY = "pma_agents_v2";
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const SUG_KEY = "pma_suggestions_v5";
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const BUILD_VERSION = 101;
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const BUILD_VERSION = 102;
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const AGENT_LEARNING_VERSION = 3;
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const SUGGESTION_ENGINE_VERSION = 60;
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const MAKER_STRATEGY_VERSION = 3;
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@@ -3733,10 +3733,10 @@ function rankSuggestionsForAgent(cfg,suggestions){
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return [...adaptive,...ranked];
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}
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function openNegativeRiskBundle(p,cfg,s,stake,decision){
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const legs=Array.isArray(s.bundle_legs)?s.bundle_legs:[],unitCost=Number(s.bundle_cost_per_unit);
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const legs=Array.isArray(s.bundle_legs)?s.bundle_legs:[],unitCost=Number(s.bundle_cost_per_unit),verifiedUnits=Number(s.execution_units);
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if(legs.length<2||!s.depth_verified||!s.fees_verified||s.verification_status!=="executable"
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||!(unitCost>0)||!(Number(s.bundle_net_profit_per_unit)>0))return null;
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const units=+(Math.max(0,stake)/unitCost).toFixed(2);if(units<=0)return null;
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||!(verifiedUnits>0)||!(unitCost>0)||!(Number(s.bundle_net_profit_per_unit)>0))return null;
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const units=+Math.min(verifiedUnits,Math.max(0,stake)/unitCost).toFixed(2);if(units<=0)return null;
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const bundleSide=s.bundle_side||s.side||"NO";
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const openedAt=cycleIso(),positions=legs.map(leg=>{
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const entry=Number(leg.entry_price),current=Number(leg.current_price),cost=+(units*entry).toFixed(2),side=leg.side||bundleSide;
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@@ -6740,10 +6740,12 @@ function runEngineSelfTest(){
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]}).length===0;
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const invalidDeadlineRejected=parseDominanceDeadline("Will Acme launch by February 30, 2026?")===null;
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[bundleSuggestion,yesBundleSuggestion,dominanceSuggestion,deadlineSuggestion].filter(Boolean).forEach(suggestion=>Object.assign(suggestion,{
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depth_verified:true,fees_verified:true,fee_model:"verified-zero-fee",execution_model:"fixture-vwap",verification_status:"executable",
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depth_verified:true,fees_verified:true,fee_model:"verified-zero-fee",execution_model:"fixture-vwap",verification_status:"executable",execution_units:1000,
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}));
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const unverifiedBundleBook=defaultPortfolio(),unverifiedBundleOpen=openNegativeRiskBundle(unverifiedBundleBook,AGENTS.find(a=>a.id==="value"),
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Object.assign({},bundleSuggestion,{depth_verified:false,verification_status:"top-of-book-estimate"}),100,null);
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const depthCappedBundleBook=defaultPortfolio(),depthCappedBundle=Object.assign({},bundleSuggestion,{execution_units:50});
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openNegativeRiskBundle(depthCappedBundleBook,AGENTS.find(a=>a.id==="value"),depthCappedBundle,400,null);
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const dominanceBook=defaultPortfolio(),offlineDominanceSuggestion=prepareCycleSuggestions([dominanceSuggestion],"offline-cache",true)[0];
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openPositions(dominanceBook,AGENTS.find(a=>a.id==="value"),[dominanceSuggestion],"All",{
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minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(dominanceBook),marketLearning:{samples:0,pending:0,buckets:{}},
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@@ -7182,6 +7184,8 @@ function runEngineSelfTest(){
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appliesPublishedFeeCurve:bundleFeePerShare({rate:0.07,exponent:1,takerOnly:true},0.5)===0.0175,
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depthVwapConsumesMultipleAskLevels:depthVwapFixture===0.396,
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blocksUnverifiedBundleEntry:unverifiedBundleOpen===null&&unverifiedBundleBook.positions.length===0&&unverifiedBundleBook.cash===STARTING_BALANCE,
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capsOpenedUnitsToVerifiedDepth:depthCappedBundleBook.positions.length===3
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&&depthCappedBundleBook.positions.every(position=>position.shares===50),
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rejectsNonBinaryMarketLabels:nonBinaryMarketRejected,
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rejectsNonBinaryBundleLabels:nonBinaryBundleRejected,
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identifiesAboveThresholdDominance:Boolean(dominanceSuggestion&&dominanceSuggestion.bundle_logic==="threshold-dominance"
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@@ -128,7 +128,7 @@ async function main() {
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const branch = process.env.RUNTIME_BRANCH || "runtime-state";
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const pathname = process.env.RUNTIME_STATE_PATH || "runtime/state.json";
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const arenaUrl = (process.env.ARENA_URL || "https://polymarket-site-eta.vercel.app").replace(/\/$/, "");
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const expectedBuild = Number(required("EXPECTED_BUILD", "101"));
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const expectedBuild = Number(required("EXPECTED_BUILD", "102"));
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await ensureRuntimeBranch(repository, branch);
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const prior = await readRuntimeFile(repository, branch, pathname);
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if (prior.snapshot) validateRuntimeSnapshot(prior.snapshot, 0, { allowIncomplete: true });
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@@ -9,7 +9,7 @@ const runner = fs.readFileSync(new URL("./run-autonomous-cycle.mjs", import.meta
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const resolutionAudit = JSON.parse(fs.readFileSync(new URL("../research/resolution-week-no-audit.json", import.meta.url), "utf8"));
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const build = Number(index.match(/const BUILD_VERSION = (\d+);/)?.[1]);
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assert.equal(build, 101);
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assert.equal(build, 102);
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assert.deepEqual([...ALLOWED_RUNTIME_KEYS].sort(), ["pma_agents_v2", "pma_suggestions_v5"]);
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assert.match(index, /function collectPublicRuntimeItems\(\)/);
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assert.match(index, /const PUBLIC_RUNTIME_KEYS=Object\.freeze\(\[AGENTS_KEY,SUG_KEY\]\)/);
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@@ -26,7 +26,7 @@ assert.match(api, /Buffer\.from\(file\.content/);
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assert.match(api, /searchParams\.set\("runtime", `\$\{Date\.now\(\)\}/);
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assert.match(workflow, /cron: "2,7,12,17,22,27,32,37,42,47,52,57 \* \* \* \*"/);
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assert.match(workflow, /contents: write/);
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assert.match(workflow, /EXPECTED_BUILD: "101"/);
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assert.match(workflow, /EXPECTED_BUILD: "102"/);
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assert.match(index, /saveSuggestions\(sugs,markets\.length,analysisMarkets\.length,bundleAudit\)/);
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assert.match(index, /const NEG_RISK_EVENT_SCAN_LIMIT=1000;/);
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assert.match(index, /bundleOpportunityTelemetry:true/);
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