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Learn from verified maker quote outcomes
This commit is contained in:
Theodore Song
+185
-33
@@ -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 52 · build 63</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 53 · build 64</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 63 active:</b> Value Hunter can stage paired resting bids in low-volatility, reward-scoring markets when the two quotes cost less than their $1 combined payout. Paper profit is never credited from a hypothetical reward or unfilled order: each leg must cross on a later live cycle, and unmatched inventory is closed after 24 hours. Directional promotion still requires separate positive 24-hour and 72-hour evidence from independent current-strategy events. This remains paper trading; profits are not guaranteed.</div>
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<div class="live-build-banner"><b>Build 64 active:</b> Value Hunter verifies resting-bid touches from Polymarket's live CLOB price history, then learns from every locked pair, adverse one-leg exit, and unfilled quote. Profitable cohorts can receive modestly larger quotes; persistently losing cohorts are rotated out while a bounded exploration slot keeps the learner adaptable. Offline snapshots can value positions but cannot invent fills. This remains paper trading; 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 63 · Adaptive strategy 52 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
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Build 64 · Adaptive strategy 53 · 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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@@ -774,9 +774,9 @@ 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 = 63;
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const SUGGESTION_ENGINE_VERSION = 52;
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const PREVIOUS_STRATEGY_VERSION = 51;
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const BUILD_VERSION = 64;
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const SUGGESTION_ENGINE_VERSION = 53;
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const PREVIOUS_STRATEGY_VERSION = 52;
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const LEGACY_BUILD_STRATEGY_LINEAGE = Object.freeze({40:40,41:40});
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function normalizedStrategyVersion(value){
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const version=Number(value||0);
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@@ -1159,6 +1159,9 @@ const MAKER_MAX_QUOTE_CAPITAL_PCT=0.02;
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const MAKER_TOTAL_CAPITAL_PCT=0.10;
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const MAKER_QUOTE_EXPIRY_HOURS=24;
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const MAKER_MIN_LOCK_MARGIN=0.005;
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const MAKER_OUTCOME_LIMIT=120;
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const MAKER_MIN_COHORT_ATTEMPTS=5;
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const MAKER_TOUCH_FIDELITY_MINUTES=1;
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const clamp=(x,a,b)=>Math.max(a,Math.min(b,x));
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function liquiditySignal(m){const vol=Math.min(1,Math.log10(m.volume+1)/6.0);const liq=Math.min(1,Math.log10(m.liquidity+1)/5.3);return 0.6*vol+0.4*liq;}
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function momentumSignal(m){const da=m.volume_1wk?m.volume_1wk/7:0;if(da<=0)return m.volume_24hr>0?0.3:0;return clamp((m.volume_24hr/da-0.5)/2.0,0,1);}
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@@ -1406,7 +1409,7 @@ function generateSuggestions(markets,total=SUGGESTION_TOTAL,perCategory=SUGGESTI
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}
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/* ---------- Multi-agent store ---------- */
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function defaultPortfolio(){return {cash:STARTING_BALANCE,starting_balance:STARTING_BALANCE,positions:[],maker_quotes:[],closed:[],history:[],snapshots:[],stopped:{},lastDecision:null};}
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function defaultPortfolio(){return {cash:STARTING_BALANCE,starting_balance:STARTING_BALANCE,positions:[],maker_quotes:[],maker_outcomes:[],closed:[],history:[],snapshots:[],stopped:{},lastDecision:null};}
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function defaultState(){const agents={};AGENTS.forEach(a=>agents[a.id]=defaultPortfolio());return {date:null,last_run:null,last_cycle_hour:null,
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engine_version:BUILD_VERSION,strategy_version:SUGGESTION_ENGINE_VERSION,engine_started_at:nowIso(),build_started_at:nowIso(),agents,signal_ledger:defaultSignalLedger(),seeded:false};}
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function reconcileStateVersions(st){
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@@ -1447,6 +1450,7 @@ function loadState(){
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if(!st.agents[a.id])st.agents[a.id]=defaultPortfolio();
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if(!st.agents[a.id].stopped)st.agents[a.id].stopped={};
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if(!Array.isArray(st.agents[a.id].maker_quotes))st.agents[a.id].maker_quotes=[];
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if(!Array.isArray(st.agents[a.id].maker_outcomes))st.agents[a.id].maker_outcomes=[];
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if(!("lastDecision" in st.agents[a.id]))st.agents[a.id].lastDecision=null;
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});
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migrated=reconcileStateVersions(st)||migrated;
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@@ -1459,6 +1463,7 @@ function compactPortfolioForSync(p,limits=SYNC_LIMITS){
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const out=Object.assign({},p);
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out.positions=Array.isArray(p.positions)?p.positions:[];
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out.maker_quotes=Array.isArray(p.maker_quotes)?p.maker_quotes.slice(-MAKER_MAX_QUOTES):[];
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out.maker_outcomes=Array.isArray(p.maker_outcomes)?p.maker_outcomes.slice(-MAKER_OUTCOME_LIMIT):[];
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out.closed=Array.isArray(p.closed)?p.closed.slice(-limits.closed):[];
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out.history=Array.isArray(p.history)?p.history.slice(-limits.history):[];
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out.snapshots=Array.isArray(p.snapshots)?p.snapshots.slice(-limits.snapshots):[];
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@@ -2337,6 +2342,55 @@ function markToMarket(p,priceMap,cfg=null,{policyExits=false,executeTrades=true}
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}
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p.positions=stillOpen;
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}
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function makerSpreadBand(spread){return Number(spread)<=0.03?"tight":Number(spread)<=0.05?"medium":"wide";}
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function summarizeMakerOutcomes(rows){
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const weighted=[];
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(rows||[]).forEach(row=>{
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const version=normalizedStrategyVersion(row.strategy_version),weight=version===SUGGESTION_ENGINE_VERSION?1:(version===PREVIOUS_STRATEGY_VERSION?0.5:0.2);
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const reserved=Math.max(0.01,Number(row.reserved_capital||row.deployed_capital||0.01));
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weighted.push({value:Number(row.pnl||0)/reserved,weight,status:row.status});
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});
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const totalWeight=weighted.reduce((sum,row)=>sum+row.weight,0),attempts=weighted.length;
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const mean=totalWeight?weighted.reduce((sum,row)=>sum+row.value*row.weight,0)/totalWeight:0;
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const variance=totalWeight?weighted.reduce((sum,row)=>sum+row.weight*(row.value-mean)**2,0)/totalWeight:0;
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const margin=attempts>1?1.282*Math.sqrt(variance/Math.max(1,totalWeight)):1;
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return {attempts,effective_attempts:+totalWeight.toFixed(2),locked:weighted.filter(row=>row.status==="locked").length,
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adverse:weighted.filter(row=>row.status==="single-exit").length,unfilled:weighted.filter(row=>row.status==="unfilled").length,
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pnl:+(rows||[]).reduce((sum,row)=>sum+Number(row.pnl||0),0).toFixed(2),mean:+mean.toFixed(5),
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lower:+(mean-margin).toFixed(5),upper:+(mean+margin).toFixed(5),confidence:+(totalWeight/(totalWeight+8)).toFixed(4)};
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}
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function buildMakerProfile(p){
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const outcomes=(p&&p.maker_outcomes||[]).slice(-MAKER_OUTCOME_LIMIT),buckets={};
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const add=(key,row)=>{if(!buckets[key])buckets[key]=[];buckets[key].push(row);};
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outcomes.forEach(row=>{add(`category:${row.category||"Other"}`,row);add(`spread:${row.spread_band||makerSpreadBand(row.spread)}`,row);});
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return {version:SUGGESTION_ENGINE_VERSION,outcomes:outcomes.length,global:summarizeMakerOutcomes(outcomes),
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buckets:Object.fromEntries(Object.entries(buckets).map(([key,rows])=>[key,summarizeMakerOutcomes(rows)]))};
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}
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function makerCandidateLearning(candidate,profile){
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const matching=[profile.global,profile.buckets[`category:${candidate.category}`],profile.buckets[`spread:${makerSpreadBand(candidate.spread)}`]].filter(Boolean);
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const mature=matching.filter(stats=>stats.attempts>=MAKER_MIN_COHORT_ATTEMPTS),losing=mature.find(stats=>stats.upper<0),
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profitable=mature.filter(stats=>stats.lower>0&&stats.locked>=2).sort((a,b)=>b.lower-a.lower)[0];
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const exploration=Boolean(losing)&&stableHash(`maker-explore:${candidate.market_id}`)%100<20;
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if(losing&&!exploration)return null;
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const multiplier=profitable?clamp(1+profitable.lower*8*profitable.confidence,1,1.5):1;
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const units=+(candidate.units*multiplier).toFixed(2),requiredCapital=+(units*candidate.paired_cost).toFixed(2),lockedProfit=+(units*(1-candidate.paired_cost)).toFixed(2);
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const learned=mature.length?mature.reduce((sum,stats)=>sum+stats.mean,0)/mature.length:0;
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return Object.assign({},candidate,{units,required_capital:requiredCapital,locked_profit:lockedProfit,
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maker_learning_multiplier:+multiplier.toFixed(3),maker_learning_state:profitable?"promoted":losing?"exploration":"observing",
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maker_expected_return:+learned.toFixed(5),score:+(candidate.score+learned*60+(profitable?profitable.lower*100:0)).toFixed(4)});
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}
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function recordMakerOutcome(p,quote,status,pnl,deployedCapital){
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p.maker_outcomes=Array.isArray(p.maker_outcomes)?p.maker_outcomes:[];
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if(p.maker_outcomes.some(row=>row.quote_id===quote.id))return false;
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const reserved=Math.max(0.01,Number(quote.required_capital||deployedCapital||0.01));
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p.maker_outcomes.push({quote_id:quote.id,market_id:quote.market_id,condition_id:quote.condition_id||"",question:quote.question,
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category:quote.category||"Other",spread:Number(quote.spread||0),spread_band:makerSpreadBand(quote.spread),status,pnl:+Number(pnl||0).toFixed(2),
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deployed_capital:+Number(deployedCapital||0).toFixed(2),reserved_capital:+reserved.toFixed(2),return_on_reserved:+(Number(pnl||0)/reserved).toFixed(5),
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created_at:quote.created_at,completed_at:cycleIso(),hours_to_outcome:+hoursSince(quote.created_at).toFixed(2),
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strategy_version:SUGGESTION_ENGINE_VERSION,build_version:BUILD_VERSION});
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p.maker_outcomes=p.maker_outcomes.slice(-MAKER_OUTCOME_LIMIT);
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return true;
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}
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function makerPairCandidate(m){
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if(!m||m.closed||m.accepting_orders===false)return null;
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const bid=Number(m.best_bid),ask=Number(m.best_ask),spread=ask-bid,tick=Math.max(0.001,Number(m.tick_size||0.01));
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@@ -2346,33 +2400,61 @@ function makerPairCandidate(m){
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if(!(reward>=1&&spread>=0.02&&spread<=0.08&&maxSpread>0&&spread/2<=maxSpread&&yesQuote>=tick&&noQuote>=tick
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&&pairedCost<=1-MAKER_MIN_LOCK_MARGIN&&dayMove<=Math.max(0.02,spread)&&Number(m.liquidity||0)>=5000
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&&Number(m.volume_24hr||0)>=2000&&requiredCapital>0))return null;
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const rewardYield=reward/requiredCapital,competition=clamp(Number(m.competitive||0),0,1);
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const competition=clamp(Number(m.competitive||0),0,1),activity=Math.log10(Math.max(1,Number(m.volume_24hr||0)))+Math.log10(Math.max(1,Number(m.liquidity||0)));
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return {market_id:String(m.id),condition_id:m.condition_id||"",question:m.question,event:m.event,url:m.url||"",category:m.category||"Other",
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clob_token_ids:(m.clob_token_ids||[]).slice(0,2),
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yes_quote:+yesQuote.toFixed(4),no_quote:+noQuote.toFixed(4),paired_cost:+pairedCost.toFixed(4),units:+minSize.toFixed(2),
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required_capital:+requiredCapital.toFixed(2),locked_profit:+(minSize*(1-pairedCost)).toFixed(2),reward_daily_rate:+reward.toFixed(3),
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competitive:+competition.toFixed(4),spread:+spread.toFixed(4),tick_size:tick,day_move:+dayMove.toFixed(4),
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score:+(rewardYield*(1-competition*0.5)*100+spread*25).toFixed(4)};
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score:+(activity*0.25+(1-competition)*1.5+spread*20-dayMove*12+Math.log10(reward+1)*0.2).toFixed(4)};
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}
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function stageMakerQuotes(p,markets){
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p.maker_quotes=Array.isArray(p.maker_quotes)?p.maker_quotes:[];
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const eq=equity(p),existing=new Set(p.maker_quotes.map(quote=>String(quote.market_id))),held=new Set((p.positions||[]).map(pos=>String(pos.market_id)));
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let reserved=p.maker_quotes.reduce((sum,quote)=>sum+Number(quote.required_capital||0),0),staged=0;
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const candidates=(markets||[]).map(makerPairCandidate).filter(Boolean).sort((a,b)=>b.score-a.score);
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const makerProfile=buildMakerProfile(p);
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const candidates=(markets||[]).map(makerPairCandidate).filter(Boolean).map(candidate=>makerCandidateLearning(candidate,makerProfile)).filter(Boolean).sort((a,b)=>b.score-a.score);
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for(const candidate of candidates){
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if(p.maker_quotes.length>=MAKER_MAX_QUOTES||reserved>=eq*MAKER_TOTAL_CAPITAL_PCT)break;
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if(existing.has(candidate.market_id)||held.has(candidate.market_id)||candidate.required_capital>eq*MAKER_MAX_QUOTE_CAPITAL_PCT
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||reserved+candidate.required_capital>Math.min(p.cash,eq*MAKER_TOTAL_CAPITAL_PCT))continue;
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const quote=Object.assign({},candidate,{id:`maker:${candidate.market_id}:${Date.now()}:${p.maker_quotes.length}`,
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created_at:cycleIso(),strategy_version:SUGGESTION_ENGINE_VERSION,build_version:BUILD_VERSION,
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const createdAt=cycleIso(),quote=Object.assign({},candidate,{id:`maker:${candidate.market_id}:${Date.now()}:${p.maker_quotes.length}`,
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created_at:createdAt,yes_quote_updated_at:createdAt,no_quote_updated_at:createdAt,strategy_version:SUGGESTION_ENGINE_VERSION,build_version:BUILD_VERSION,
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yes_filled_at:null,no_filled_at:null,yes_fill_price:null,no_fill_price:null});
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p.maker_quotes.push(quote);existing.add(candidate.market_id);reserved+=candidate.required_capital;staged++;
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p.history.push({date:logDay(),action:"QUOTE",question:candidate.question,side:"PAIR",
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detail:`Staged ${candidate.units} resting YES @ ${pct(candidate.yes_quote)} and NO @ ${pct(candidate.no_quote)} · paired cost ${pct(candidate.paired_cost)} · ${fmtUSD(candidate.locked_profit)} locked settlement margin only if both legs fill · no hypothetical reward credited`});
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detail:`Staged ${candidate.units} resting YES @ ${pct(candidate.yes_quote)} and NO @ ${pct(candidate.no_quote)} · paired cost ${pct(candidate.paired_cost)} · ${fmtUSD(candidate.locked_profit)} locked settlement margin only if both legs fill · maker learning ${candidate.maker_learning_state} at ${candidate.maker_learning_multiplier.toFixed(2)}x · no hypothetical reward credited`});
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}
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return {staged,active:p.maker_quotes.length,candidates:candidates.length,reserved:+reserved.toFixed(2)};
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return {staged,active:p.maker_quotes.length,candidates:candidates.length,reserved:+reserved.toFixed(2),profile:makerProfile};
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}
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function makerQuotePosition(p,quote,side){return (p.positions||[]).find(pos=>pos.maker_quote_id===quote.id&&pos.side===side);}
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function fillMakerLeg(p,quote,side,fresh){
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async function fetchMakerTouchHistory(quotes,marketMap){
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const active=(quotes||[]).filter(quote=>hoursSince(quote.created_at)<=MAKER_QUOTE_EXPIRY_HOURS+1);
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if(!active.length)return {};
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const tokens=new Set(),created=[];
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active.forEach(quote=>{
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const fresh=marketMap&&marketMap[String(quote.market_id)],ids=(quote.clob_token_ids&"e.clob_token_ids.length===2)?quote.clob_token_ids:(fresh&&fresh.clob_token_ids||[]);
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if(ids.length===2){quote.clob_token_ids=ids.slice(0,2).map(String);ids.slice(0,2).forEach(id=>tokens.add(String(id)));}
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const ts=new Date(quote.created_at).getTime();if(Number.isFinite(ts))created.push(Math.floor(ts/1000));
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});
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if(!tokens.size||!created.length)return {};
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try{
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const endTs=Math.floor(Date.now()/1000),startTs=Math.max(endTs-(MAKER_QUOTE_EXPIRY_HOURS+1)*3600,Math.min(...created)-60);
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const response=await fetchWithTimeout(`${CLOB}/batch-prices-history`,{method:"POST",headers:{"content-type":"application/json"},
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body:JSON.stringify({markets:[...tokens].slice(0,20),start_ts:startTs,end_ts:endTs,fidelity:MAKER_TOUCH_FIDELITY_MINUTES})},PRICE_REQUEST_TIMEOUT_MS*2);
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if(!response.ok)return {};
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const payload=await response.json();return payload&&payload.history&&typeof payload.history==="object"?payload.history:{};
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}catch(e){return {};}
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}
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function makerTouchEvidence(quote,side,touchHistory){
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const token=quote.clob_token_ids&"e.clob_token_ids[side==="YES"?0:1];if(!token)return null;
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const updatedAt=quote[`${side.toLowerCase()}_quote_updated_at`]||quote.created_at;
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const threshold=Number(side==="YES"?quote.yes_quote:quote.no_quote),created=Math.max(new Date(quote.created_at).getTime(),new Date(updatedAt).getTime())/1000+RUN_INTERVAL_MS/1000*0.8;
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const points=(touchHistory&&touchHistory[String(token)]||[]).filter(point=>Number(point.t)>=created&&Number.isFinite(Number(point.p)));
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const touched=points.filter(point=>Number(point.p)<=threshold+0.00001).sort((a,b)=>Number(a.t)-Number(b.t))[0];
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return touched?{source:"clob-price-history",timestamp:new Date(Number(touched.t)*1000).toISOString(),price:+Number(touched.p).toFixed(4)}:null;
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}
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function fillMakerLeg(p,quote,side,fresh,evidence="live-book-cross"){
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const price=Number(side==="YES"?quote.yes_quote:quote.no_quote),cost=+(Number(quote.units)*price).toFixed(2);
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if(!(cost>0)||cost>p.cash)return false;
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const current=side==="YES"?Number(fresh.yes_price):Number(fresh.no_price),tokenIndex=side==="YES"?0:1;
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@@ -2380,14 +2462,14 @@ function fillMakerLeg(p,quote,side,fresh){
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p.positions.push({market_id:quote.market_id,question:quote.question,side,shares:quote.units,token_id:fresh.clob_token_ids&&fresh.clob_token_ids[tokenIndex]||null,
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entry_price:+price.toFixed(4),current_price:+current.toFixed(4),cost,value:+(quote.units*current).toFixed(2),original_shares:quote.units,original_cost:cost,
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||||
unrealized_pnl:+(quote.units*current-cost).toFixed(2),conviction:80,peer_conviction:80,category:quote.category,opened_at:cycleIso(),url:quote.url||"",
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||||
peer_note:"paired resting quote",entry_reason:"Resting maker bid crossed on a later live cycle; no reward assumed",net_edge:1-quote.paired_cost,
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peer_note:"paired resting quote",entry_reason:`Resting maker bid touch verified by ${evidence}; no reward assumed`,net_edge:1-quote.paired_cost,
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||||
evidence_score:1,evidence_source_count:0,friction:0,chase_penalty:0,quality:"maker-pair",strategy_version:SUGGESTION_ENGINE_VERSION,
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build_version:BUILD_VERSION,momentum_strength:0,signal_strength:1,signal_confidence:1,signal_type:"maker-pair",price_change_1d:quote.day_move,
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price_change_1w:0,days_to_resolution:null,jump_risk:false,maker_quote_id:quote.id,maker_pair_pending:true,requires_complete_bundle:false,
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||||
learning_score:0,learning_confidence:0,market_learning_score:0,market_learning_confidence:0,learning_state:"maker-fill",market_learning_state:"maker-fill",
|
||||
historical_prior_score:0,historical_prior_confidence:0,historical_prior_features:[],historical_requires_promotion:false,learning_multiplier:1,
|
||||
learning_exploration:false,risk_budget_pct:2,peak_price:+current.toFixed(4),gain_stops:{},stop_losses:{}});
|
||||
quote[`${side.toLowerCase()}_filled_at`]=cycleIso();quote[`${side.toLowerCase()}_fill_price`]=+price.toFixed(4);
|
||||
quote[`${side.toLowerCase()}_filled_at`]=cycleIso();quote[`${side.toLowerCase()}_fill_price`]=+price.toFixed(4);quote[`${side.toLowerCase()}_fill_evidence`]=evidence;
|
||||
p.history.push({date:logDay(),action:"MAKER_FILL",question:quote.question,side,
|
||||
detail:`Resting ${side} bid filled at ${pct(price)} for ${fmtUSD(cost)}; the complementary quote remains live and this inventory is not counted as a locked pair yet`});
|
||||
return true;
|
||||
@@ -2399,45 +2481,60 @@ function completeMakerPair(p,quote){
|
||||
if(margin<MAKER_MIN_LOCK_MARGIN-0.0001)return false;
|
||||
positions.forEach(pos=>{pos.maker_pair_pending=false;pos.requires_complete_bundle=true;pos.bundle_id=quote.id;pos.bundle_name=quote.question;
|
||||
pos.bundle_leg_count=2;pos.bundle_payout_per_unit=1;pos.bundle_net_profit_per_unit=+margin.toFixed(4);});
|
||||
const deployed=Number(quote.units)*(Number(quote.yes_fill_price)+Number(quote.no_fill_price)),pnl=Number(quote.units)*margin;
|
||||
recordMakerOutcome(p,quote,"locked",pnl,deployed);
|
||||
p.history.push({date:logDay(),action:"MAKER_LOCK",question:quote.question,side:"PAIR",
|
||||
detail:`Both resting legs filled for ${pct(1-margin)} combined · locked settlement value ${fmtUSD(Number(quote.units)*margin)} before any separately verified reward`});
|
||||
return true;
|
||||
}
|
||||
function unwindMakerInventory(p,quote,fresh){
|
||||
const side=quote.yes_filled_at&&!quote.no_filled_at?"YES":quote.no_filled_at&&!quote.yes_filled_at?"NO":null;
|
||||
if(!side)return true;
|
||||
if(!side){
|
||||
recordMakerOutcome(p,quote,"unfilled",0,0);
|
||||
p.history.push({date:logDay(),action:"MAKER_EXPIRE",question:quote.question,side:"PAIR",detail:`Both resting bids expired after ${MAKER_QUOTE_EXPIRY_HOURS}h without a verified touch; no fill or profit was recorded`});
|
||||
return true;
|
||||
}
|
||||
const pos=makerQuotePosition(p,quote,side);if(!pos)return true;
|
||||
const executable=side==="YES"?Number(fresh.best_bid):1-Number(fresh.best_ask);
|
||||
if(!(executable>0&&executable<1))return false;
|
||||
pos.current_price=+executable.toFixed(4);pos.value=+(pos.shares*pos.current_price).toFixed(2);pos.unrealized_pnl=+(pos.value-pos.cost).toFixed(2);
|
||||
recordMakerOutcome(p,quote,"single-exit",pos.value-pos.cost,pos.cost);
|
||||
closePosition(p,pos,`Paired maker quote expired after ${MAKER_QUOTE_EXPIRY_HOURS}h without the complementary fill`,"MAKER_EXIT");
|
||||
p.positions=(p.positions||[]).filter(item=>item!==pos);
|
||||
return true;
|
||||
}
|
||||
function manageMakerQuotes(p,marketMap,{executeTrades=false}={}){
|
||||
function manageMakerQuotes(p,marketMap,{executeTrades=false,touchHistory={}}={}){
|
||||
p.maker_quotes=Array.isArray(p.maker_quotes)?p.maker_quotes:[];
|
||||
if(!executeTrades)return {active:p.maker_quotes.length,fills:0,locked:0,expired:0};
|
||||
const keep=[];let fills=0,locked=0,expired=0;
|
||||
const keep=[];let fills=0,locked=0,expired=0,historyTouches=0;
|
||||
for(const quote of p.maker_quotes){
|
||||
const fresh=marketMap[String(quote.market_id)];
|
||||
if(!fresh){keep.push(quote);continue;}
|
||||
const age=hoursSince(quote.created_at),oldEnough=age>=RUN_INTERVAL_MS/3600000*0.8;
|
||||
if(oldEnough&&!quote.yes_filled_at&&Number(fresh.best_ask)>0&&Number(fresh.best_ask)<=Number(quote.yes_quote)+0.00001){if(fillMakerLeg(p,quote,"YES",fresh))fills++;}
|
||||
const yesTouch=oldEnough&&!quote.yes_filled_at?makerTouchEvidence(quote,"YES",touchHistory):null;
|
||||
if(oldEnough&&!quote.yes_filled_at&&(yesTouch||(Number(fresh.best_ask)>0&&Number(fresh.best_ask)<=Number(quote.yes_quote)+0.00001))){
|
||||
if(fillMakerLeg(p,quote,"YES",fresh,yesTouch?yesTouch.source:"live-book-cross")){fills++;if(yesTouch)historyTouches++;}
|
||||
}
|
||||
const noAsk=1-Number(fresh.best_bid);
|
||||
if(oldEnough&&!quote.no_filled_at&&Number(fresh.best_bid)>0&&noAsk<=Number(quote.no_quote)+0.00001){if(fillMakerLeg(p,quote,"NO",fresh))fills++;}
|
||||
const noTouch=oldEnough&&!quote.no_filled_at?makerTouchEvidence(quote,"NO",touchHistory):null;
|
||||
if(oldEnough&&!quote.no_filled_at&&(noTouch||(Number(fresh.best_bid)>0&&noAsk<=Number(quote.no_quote)+0.00001))){
|
||||
if(fillMakerLeg(p,quote,"NO",fresh,noTouch?noTouch.source:"live-book-cross")){fills++;if(noTouch)historyTouches++;}
|
||||
}
|
||||
if(quote.yes_filled_at&"e.no_filled_at){if(completeMakerPair(p,quote)){locked++;continue;}}
|
||||
if(age>=MAKER_QUOTE_EXPIRY_HOURS){if(unwindMakerInventory(p,quote,fresh)){expired++;continue;}}
|
||||
if(quote.yes_filled_at&&!quote.no_filled_at){
|
||||
const cap=1-Number(quote.yes_fill_price)-MAKER_MIN_LOCK_MARGIN,currentNoBid=1-Number(fresh.best_ask);
|
||||
quote.no_quote=+Math.min(cap,Math.max(Number(quote.no_quote),currentNoBid)).toFixed(4);
|
||||
const nextNo=+Math.min(cap,Math.max(Number(quote.no_quote),currentNoBid)).toFixed(4);
|
||||
if(nextNo>Number(quote.no_quote)+0.00001){quote.no_quote=nextNo;quote.no_quote_updated_at=cycleIso();}
|
||||
}else if(quote.no_filled_at&&!quote.yes_filled_at){
|
||||
const cap=1-Number(quote.no_fill_price)-MAKER_MIN_LOCK_MARGIN,currentYesBid=Number(fresh.best_bid);
|
||||
quote.yes_quote=+Math.min(cap,Math.max(Number(quote.yes_quote),currentYesBid)).toFixed(4);
|
||||
const nextYes=+Math.min(cap,Math.max(Number(quote.yes_quote),currentYesBid)).toFixed(4);
|
||||
if(nextYes>Number(quote.yes_quote)+0.00001){quote.yes_quote=nextYes;quote.yes_quote_updated_at=cycleIso();}
|
||||
}
|
||||
keep.push(quote);
|
||||
}
|
||||
p.maker_quotes=keep;
|
||||
return {active:keep.length,fills,locked,expired};
|
||||
return {active:keep.length,fills,locked,expired,historyTouches,profile:buildMakerProfile(p)};
|
||||
}
|
||||
function peerMarketStats(st,selfId){
|
||||
const stats={};
|
||||
@@ -2881,7 +2978,9 @@ async function runDailyCycle(){
|
||||
const executeTrades=runMode==="live"||cachePolicy.exitsAllowed;
|
||||
const quoteMarketMap=Object.assign({},cachedById,freshById);
|
||||
const valuePortfolio=st.agents.value;
|
||||
const makerActivity=manageMakerQuotes(valuePortfolio,quoteMarketMap,{executeTrades:runMode==="live"&&executeTrades});
|
||||
if(runMode==="live"&&(valuePortfolio.maker_quotes||[]).length)setStatus("verifying resting quote touches…",true);
|
||||
const makerTouchHistory=runMode==="live"?await fetchMakerTouchHistory(valuePortfolio.maker_quotes,quoteMarketMap):{};
|
||||
const makerActivity=manageMakerQuotes(valuePortfolio,quoteMarketMap,{executeTrades:runMode==="live"&&executeTrades,touchHistory:makerTouchHistory});
|
||||
for(const cfg of AGENTS){
|
||||
const p=st.agents[cfg.id];
|
||||
markToMarket(p,priceMap,cfg,{policyExits:executeTrades,executeTrades});
|
||||
@@ -2900,7 +2999,8 @@ async function runDailyCycle(){
|
||||
if(cfg.id==="value"&&runMode==="live"&&entriesAllowed){
|
||||
const staged=stageMakerQuotes(p,analysisMarkets);
|
||||
p.lastDecision=Object.assign({},p.lastDecision,{makerQuotes:p.maker_quotes.length,makerCandidates:staged.candidates,makerStaged:staged.staged,
|
||||
makerFills:makerActivity.fills,makerLocked:makerActivity.locked,makerExpired:makerActivity.expired,makerReserved:staged.reserved});
|
||||
makerFills:makerActivity.fills,makerLocked:makerActivity.locked,makerExpired:makerActivity.expired,makerHistoryTouches:makerActivity.historyTouches,
|
||||
makerReserved:staged.reserved,makerProfile:makerActivity.profile});
|
||||
if(staged.staged||makerActivity.fills||makerActivity.locked||makerActivity.expired){
|
||||
p.lastDecision.allocationStatus=`${p.lastDecision.allocationStatus||""} Paired maker book: ${p.maker_quotes.length} active quote${p.maker_quotes.length===1?"":"s"}, ${makerActivity.fills} fill${makerActivity.fills===1?"":"s"}, ${makerActivity.locked} newly locked pair${makerActivity.locked===1?"":"s"}; no hypothetical rewards credited.`.trim();
|
||||
}
|
||||
@@ -3093,7 +3193,8 @@ function decisionSummary(p){
|
||||
const blockers=blockerRows.length?` Blocks: ${blockerRows.slice(0,4).map(([key,count])=>`${blockerLabels[key]||key} ${count}`).join(", ")}.`:"";
|
||||
const learning=d.learning?` Learning: ${d.learning.samples} completed trades retained with older strategies down-weighted, ${(d.learning.global_score*100).toFixed(2)}% shrunk expectancy; ${d.learning.current_samples||0} completed under adaptive strategy ${SUGGESTION_ENGINE_VERSION}${d.learning.best?`; strongest ${d.learning.best.feature.replace(":"," ")}`:""}${d.learning.worst?`; weakest ${d.learning.worst.feature.replace(":"," ")}`:""}.`:"";
|
||||
const calibration=d.marketLearning?` Walk-forward calibration: ${d.marketLearning.samples||0} net-of-cost checkpoint observations across ${d.marketLearning.events||d.marketLearning.markets||0} event clusters / ${d.marketLearning.markets||0} markets, graded separately near ${SIGNAL_EVAL_HORIZONS.join("h and ")}h (${d.marketLearning.current_samples||0} observations / ${d.marketLearning.current_events||0} events under adaptive strategy ${SUGGESTION_ENGINE_VERSION}), ${d.marketLearning.pending||0} awaiting a future checkpoint${d.marketLearning.expired_ungraded?`, ${d.marketLearning.expired_ungraded} expired checkpoints`:""}; ${d.marketLearning.promoted_buckets||0} horizon-specific feature cohorts promoted and ${d.marketLearning.demoted_buckets||0} demoted. Promotion requires positive current-strategy evidence at both horizons across independent events. Missed windows expire rather than borrowing a later price. New observations prioritize under-sampled signal/side/category cohorts and independent events before repeats. Correlated outcome markets in one event count as one effective outcome. Historical prior: every directional trend and reversal remains observation-only until its exact recent cohorts independently promote; settlement-jump barriers stay excluded.`:"";
|
||||
const maker=d.makerQuotes!=null?` Paired maker book: ${d.makerQuotes} active, ${d.makerFills||0} fills and ${d.makerLocked||0} completed locks this cycle, ${fmtUSD(d.makerReserved||0)} quote capital reserved. Rewards remain excluded until externally verified.`:"";
|
||||
const makerStats=d.makerProfile&&d.makerProfile.global;
|
||||
const maker=d.makerQuotes!=null?` Paired maker book: ${d.makerQuotes} active, ${d.makerFills||0} fills (${d.makerHistoryTouches||0} verified from CLOB history) and ${d.makerLocked||0} completed locks this cycle, ${fmtUSD(d.makerReserved||0)} quote capital reserved.${makerStats?` Learning ledger: ${makerStats.attempts} attempts, ${makerStats.locked} locked, ${makerStats.adverse} adverse exits, ${makerStats.unfilled} unfilled, ${fmtUSD(makerStats.pnl)} net.`:""} Rewards remain excluded until externally verified.`:"";
|
||||
return `${d.mode} mode: ${d.reason}${emotion} Limits now: ${d.maxNew} new trade${d.maxNew===1?"":"s"}, max ${(d.maxFrac*100).toFixed(1)}% per position${d.minConv?`, conviction ${d.minConv}+`:""}.${learning}${calibration}${maker}${exposure}${allocation}${candidates}${blockers}`;
|
||||
}
|
||||
function renderAgentBrief(cfg,p,st){
|
||||
@@ -3339,6 +3440,7 @@ function renderPortfolioTab(){
|
||||
document.querySelectorAll("#agentSel .segbtn").forEach(el=>el.addEventListener("click",()=>{localStorage.setItem(VIEW_KEY,el.dataset.agent);renderPortfolioTab();}));
|
||||
const p=st.agents[viewId]||defaultPortfolio();const eq=equity(p),pnl=eq-p.starting_balance;
|
||||
const change24h=portfolioChange24h(p,eq);
|
||||
const makerProfile=buildMakerProfile(p);
|
||||
const engineBase=Number(p.engine_baseline&&normalizedStrategyVersion(p.engine_baseline.version)===SUGGESTION_ENGINE_VERSION?p.engine_baseline.equity:eq),enginePnl=eq-engineBase;
|
||||
renderAgentBrief(cfg,p,st);
|
||||
const stats=[
|
||||
@@ -3350,6 +3452,7 @@ function renderPortfolioTab(){
|
||||
{ic:"🧪",label:"Adaptive",value:fmtPct(engineBase>0?(eq/engineBase-1)*100:0),cls:signClass(enginePnl)},
|
||||
{ic:"📂",label:"Open",value:p.positions.length},
|
||||
{ic:"⇄",label:"Resting quotes",value:(p.maker_quotes||[]).length},
|
||||
{ic:"Σ",label:"Maker net",value:fmtUSD(makerProfile.global.pnl),cls:signClass(makerProfile.global.pnl)},
|
||||
];
|
||||
$("statsPf").innerHTML=stats.map(s=>`<div class="stat"><div class="ic">${s.ic}</div><div class="label">${s.label}</div><div class="value ${s.cls||""}">${s.value}</div></div>`).join("");
|
||||
const sort=$("positionSort");
|
||||
@@ -3415,7 +3518,7 @@ function agentCompetitionPlan(cfg,row,rank,leader){
|
||||
}
|
||||
function recentActionSummary(p){
|
||||
const recent=(p.history||[]).slice(-8);
|
||||
const counts={STOP:0,GAIN:0,EXIT:0,CLOSE:0,OPEN:0,RISK:0,QUOTE:0,MAKER_FILL:0,MAKER_LOCK:0,MAKER_EXIT:0};
|
||||
const counts={STOP:0,GAIN:0,EXIT:0,CLOSE:0,OPEN:0,RISK:0,QUOTE:0,MAKER_FILL:0,MAKER_LOCK:0,MAKER_EXIT:0,MAKER_EXPIRE:0};
|
||||
recent.forEach(h=>{if(counts[h.action]!==undefined)counts[h.action]++;});
|
||||
const bits=[];
|
||||
if(counts.STOP)bits.push(`${counts.STOP} stop-loss sale${counts.STOP===1?"":"s"}`);
|
||||
@@ -3427,6 +3530,7 @@ function recentActionSummary(p){
|
||||
if(counts.MAKER_FILL)bits.push(`${counts.MAKER_FILL} maker fill${counts.MAKER_FILL===1?"":"s"}`);
|
||||
if(counts.MAKER_LOCK)bits.push(`${counts.MAKER_LOCK} locked pair${counts.MAKER_LOCK===1?"":"s"}`);
|
||||
if(counts.MAKER_EXIT)bits.push(`${counts.MAKER_EXIT} unmatched maker exit${counts.MAKER_EXIT===1?"":"s"}`);
|
||||
if(counts.MAKER_EXPIRE)bits.push(`${counts.MAKER_EXPIRE} unfilled quote expiry`);
|
||||
return bits.length?bits.join(", "):"no major recent trade actions";
|
||||
}
|
||||
function snapshotNearDayAgo(snaps,lastTime){
|
||||
@@ -3437,7 +3541,7 @@ function snapshotNearDayAgo(snaps,lastTime){
|
||||
}
|
||||
function dailyActionSummary(p,lastTime){
|
||||
const cutoff=lastTime-86400000;
|
||||
const counts={STOP:0,GAIN:0,EXIT:0,CLOSE:0,OPEN:0,RISK:0,QUOTE:0,MAKER_FILL:0,MAKER_LOCK:0,MAKER_EXIT:0};
|
||||
const counts={STOP:0,GAIN:0,EXIT:0,CLOSE:0,OPEN:0,RISK:0,QUOTE:0,MAKER_FILL:0,MAKER_LOCK:0,MAKER_EXIT:0,MAKER_EXPIRE:0};
|
||||
(p.history||[]).forEach(h=>{
|
||||
const t=h.date?new Date(`${h.date}T12:00:00`).getTime():NaN;
|
||||
if(Number.isFinite(t)&&t>=cutoff&&counts[h.action]!==undefined)counts[h.action]++;
|
||||
@@ -3452,6 +3556,7 @@ function dailyActionSummary(p,lastTime){
|
||||
if(counts.MAKER_FILL)bits.push(`${counts.MAKER_FILL} maker fill${counts.MAKER_FILL===1?"":"s"}`);
|
||||
if(counts.MAKER_LOCK)bits.push(`${counts.MAKER_LOCK} locked pair${counts.MAKER_LOCK===1?"":"s"}`);
|
||||
if(counts.MAKER_EXIT)bits.push(`${counts.MAKER_EXIT} unmatched maker exit${counts.MAKER_EXIT===1?"":"s"}`);
|
||||
if(counts.MAKER_EXPIRE)bits.push(`${counts.MAKER_EXPIRE} unfilled quote expiry`);
|
||||
return bits.length?bits.join(", "):recentActionSummary(p);
|
||||
}
|
||||
function recentClosedAttribution(p,lastTime){
|
||||
@@ -3807,14 +3912,18 @@ function renderPositions(positions){
|
||||
});
|
||||
root.innerHTML=ordered.map(p=>{const pnl=p.unrealized_pnl||0,col=catColor(p.category);
|
||||
const title=`<a class="market-title" href="${esc(positionUrl(p))}" target="_blank" rel="noopener">${esc(p.question)}</a>`;
|
||||
const positionRules=p.requires_complete_bundle
|
||||
? `<div class="sub">Complete paired hedge: individual stops and gain sales are disabled; the two legs stay intact through settlement.</div>`
|
||||
:p.maker_pair_pending
|
||||
? `<div class="sub">Unmatched maker leg: the complementary resting bid remains live; unresolved inventory exits at an executable bid after ${MAKER_QUOTE_EXPIRY_HOURS}h.</div>`
|
||||
:`<div class="sub">${esc(stopLossLabel(p))}</div><div class="sub">${esc(gainStopLabel(p))}</div>`;
|
||||
return `<div class="pos"><div>
|
||||
<div class="pq">${title}</div>
|
||||
<div class="sub">${p.category?`<span class="cat-badge" style="background:${col}22;color:${col}">${esc(p.category)}</span> `:""}${p.shares} ${p.side} @ ${Math.round(p.entry_price*100)}¢ → ${Math.round(p.current_price*100)}¢</div>
|
||||
${p.peer_note?`<div class="sub">Peer read: ${esc(p.peer_note)}</div>`:""}
|
||||
${p.net_edge!=null||p.evidence_score!=null?`<div class="sub">Entry quality: ${p.net_edge!=null?`net edge ${((Math.abs(p.net_edge))*100).toFixed(1)}c`:"net edge n/a"} · ${p.evidence_score!=null?`evidence ${Math.round(Number(p.evidence_score||0)*100)}`:"evidence n/a"}</div>`:""}
|
||||
${p.risk_budget_pct?`<div class="sub">Binary loss budget: max ${Number(p.risk_budget_pct).toFixed(1)}% of agent equity at entry</div>`:""}
|
||||
<div class="sub">${esc(stopLossLabel(p))}</div>
|
||||
<div class="sub">${esc(gainStopLabel(p))}</div>
|
||||
${positionRules}
|
||||
<div class="sub"><a class="market-link" href="${esc(positionUrl(p))}" target="_blank" rel="noopener">Open exact market</a></div>
|
||||
</div><div class="right"><div>${fmtUSD(p.value)}</div><div class="${signClass(pnl)}">${pnl>=0?"+":""}${fmtUSD(pnl)}</div></div></div>`;}).join("");
|
||||
}
|
||||
@@ -4704,7 +4813,9 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
|
||||
onePendingObservationPerMarketSide:true,oldestPendingEvidenceFirst:true,coverageAwareObservationSampling:true,uncertaintyGatedCalibration:true,
|
||||
directionalSignalsRequirePromotion:true,liveOnlyCompleteBundles:true,negativeRiskBundleSides:["YES","NO"],negativeRiskEventScanLimit:NEG_RISK_EVENT_SCAN_LIMIT,
|
||||
negativeRiskMinimumNetReturnPct:NEG_RISK_MIN_NET_RETURN*100,
|
||||
pairedMakerQuotes:true,makerQuoteExpiryHours:MAKER_QUOTE_EXPIRY_HOURS,makerMinimumLockMarginPct:MAKER_MIN_LOCK_MARGIN*100,hypotheticalRewardsCredited:false,
|
||||
pairedMakerQuotes:true,makerQuoteExpiryHours:MAKER_QUOTE_EXPIRY_HOURS,makerMinimumLockMarginPct:MAKER_MIN_LOCK_MARGIN*100,
|
||||
makerTouchSource:"Polymarket CLOB batch price history",makerOutcomeLimit:MAKER_OUTCOME_LIMIT,makerMinimumCohortAttempts:MAKER_MIN_COHORT_ATTEMPTS,
|
||||
makerMaximumLearningMultiplier:1.5,makerLosingCohortExplorationPct:20,hypotheticalRewardsCredited:false,
|
||||
historicalPrior:"All directional trends and reversals require positive independent cohort promotion; Sports and Crypto trends remain excluded; exact ranges and path-dependent barriers are excluded; live-priced complete negative-risk bundles and crossed paired maker quotes may trade"}),
|
||||
});
|
||||
function runEngineSelfTest(){
|
||||
@@ -4889,6 +5000,35 @@ function runEngineSelfTest(){
|
||||
const makerExpired=manageMakerQuotes(makerExpiryBook,{"maker-test":market(Object.assign({},makerMarket,{yes_price:0.36,no_price:0.64,best_bid:0.35,best_ask:0.37}))},{executeTrades:true});
|
||||
const makerOfflineBook=defaultPortfolio();stageMakerQuotes(makerOfflineBook,[makerMarket]);makerOfflineBook.maker_quotes[0].created_at=hoursAgo(1);
|
||||
const makerOffline=manageMakerQuotes(makerOfflineBook,{"maker-test":market(Object.assign({},makerMarket,{yes_price:0.39,no_price:0.61,best_bid:0.38,best_ask:0.40}))},{executeTrades:false});
|
||||
const touchBook=defaultPortfolio();stageMakerQuotes(touchBook,[makerMarket]);const touchQuote=touchBook.maker_quotes[0];touchQuote.created_at=hoursAgo(1);touchQuote.yes_quote_updated_at=touchQuote.created_at;touchQuote.no_quote_updated_at=touchQuote.created_at;
|
||||
const touchTimestamp=Math.floor((Date.now()-30*60000)/1000),touchMarket=market(Object.assign({},makerMarket,{best_bid:0.40,best_ask:0.44,yes_price:0.42,no_price:0.58}));
|
||||
const touchFill=manageMakerQuotes(touchBook,{"maker-test":touchMarket},{executeTrades:true,touchHistory:{yes:[{t:touchTimestamp,p:0.395}],no:[{t:touchTimestamp,p:0.58}]}});
|
||||
const offlineTouchBook=defaultPortfolio();stageMakerQuotes(offlineTouchBook,[makerMarket]);offlineTouchBook.maker_quotes[0].created_at=hoursAgo(1);
|
||||
const offlineTouch=manageMakerQuotes(offlineTouchBook,{"maker-test":touchMarket},{executeTrades:false,touchHistory:{yes:[{t:touchTimestamp,p:0.395}]}});
|
||||
const repriceBook=defaultPortfolio();stageMakerQuotes(repriceBook,[makerMarket]);const repriceQuote=repriceBook.maker_quotes[0];repriceQuote.created_at=hoursAgo(2);
|
||||
manageMakerQuotes(repriceBook,{"maker-test":market(Object.assign({},makerMarket,{best_bid:0.38,best_ask:0.40,yes_price:0.39,no_price:0.61}))},{executeTrades:true});
|
||||
const preRepriceTouch=manageMakerQuotes(repriceBook,{"maker-test":touchMarket},{executeTrades:true,touchHistory:{no:[{t:touchTimestamp,p:0.58}]}});
|
||||
const preRepriceIgnored=preRepriceTouch.fills===0&&repriceBook.positions.length===1&&repriceBook.maker_quotes.length===1;
|
||||
repriceQuote.no_quote_updated_at=hoursAgo(1);
|
||||
const postRepriceTouch=manageMakerQuotes(repriceBook,{"maker-test":touchMarket},{executeTrades:true,touchHistory:{no:[{t:touchTimestamp,p:0.58}]}});
|
||||
const unfilledBook=defaultPortfolio();stageMakerQuotes(unfilledBook,[makerMarket]);unfilledBook.maker_quotes[0].created_at=hoursAgo(25);
|
||||
const unfilledExpiry=manageMakerQuotes(unfilledBook,{"maker-test":touchMarket},{executeTrades:true});
|
||||
const profitableMakerBook=defaultPortfolio(),losingMakerBook=defaultPortfolio();
|
||||
for(let i=0;i<6;i++){
|
||||
profitableMakerBook.maker_outcomes.push({quote_id:`profit-${i}`,market_id:`profit-${i}`,category:"Politics",spread:0.04,spread_band:"medium",status:"locked",pnl:4,reserved_capital:100,strategy_version:SUGGESTION_ENGINE_VERSION});
|
||||
losingMakerBook.maker_outcomes.push({quote_id:`loss-${i}`,market_id:`loss-${i}`,category:"Politics",spread:0.04,spread_band:"medium",status:"single-exit",pnl:-4,reserved_capital:100,strategy_version:SUGGESTION_ENGINE_VERSION});
|
||||
}
|
||||
const profitableCandidate=makerCandidateLearning(makerPairCandidate(makerMarket),buildMakerProfile(profitableMakerBook));
|
||||
let blockedMarket=null,explorationMarket=null;
|
||||
for(let i=0;i<200&&(!blockedMarket||!explorationMarket);i++){
|
||||
const id=`maker-learning-${i}`,candidate=makerPairCandidate(Object.assign({},makerMarket,{id})),lane=stableHash(`maker-explore:${id}`)%100;
|
||||
if(lane>=20&&!blockedMarket)blockedMarket=candidate;if(lane<20&&!explorationMarket)explorationMarket=candidate;
|
||||
}
|
||||
const losingProfile=buildMakerProfile(losingMakerBook),blockedMakerCandidate=makerCandidateLearning(blockedMarket,losingProfile),explorationMakerCandidate=makerCandidateLearning(explorationMarket,losingProfile);
|
||||
const makerDedupeBook=defaultPortfolio(),dedupeQuote=Object.assign({},makerQuote,{id:"dedupe-maker"});
|
||||
recordMakerOutcome(makerDedupeBook,dedupeQuote,"unfilled",0,0);recordMakerOutcome(makerDedupeBook,dedupeQuote,"unfilled",0,0);
|
||||
const makerCompactionBook=defaultPortfolio();makerCompactionBook.maker_quotes=[Object.assign({},makerQuote)];makerCompactionBook.maker_outcomes=[...profitableMakerBook.maker_outcomes];
|
||||
const compactedMakerBook=compactPortfolioForSync(makerCompactionBook);
|
||||
const bundleSuggestion=negativeRiskBundleSuggestion({id:"bundle-test",title:"Three-way result",slug:"bundle-test",negRisk:true,enableNegRisk:true,tags:[{slug:"sports",label:"Sports"}],markets:[
|
||||
{id:"bundle-a",question:"A wins",outcomes:'["Yes","No"]',outcomePrices:'["0.415","0.585"]',clobTokenIds:'["a-yes","a-no"]',bestBid:0.41,bestAsk:0.42,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
|
||||
{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},
|
||||
@@ -5076,8 +5216,20 @@ function runEngineSelfTest(){
|
||||
secondCrossLocksComplementaryPair:makerSecond.fills===1&&makerSecond.locked===1&&makerBook.maker_quotes.length===0,
|
||||
overlapCleanupPreservesLockedPair:makerPairSurvivesOverlap,
|
||||
lockedPairSettlesAtQuotedProfit:makerBook.positions.length===0&&Math.abs(makerBook.cash-(10000+makerExpectedProfit))<=0.02,
|
||||
lockedPairRecordsLearningOutcome:makerBook.maker_outcomes.length===1&&makerBook.maker_outcomes[0].status==="locked"&&makerBook.maker_outcomes[0].pnl===makerExpectedProfit,
|
||||
unmatchedInventoryExpiresAtExecutableBid:makerExpired.expired===1&&makerExpiryBook.positions.length===0&&makerExpiryBook.maker_quotes.length===0&&Math.abs(makerExpiryBook.cash-9997.5)<=0.02,
|
||||
adverseExitRecordsNetLoss:makerExpiryBook.maker_outcomes.length===1&&makerExpiryBook.maker_outcomes[0].status==="single-exit"&&makerExpiryBook.maker_outcomes[0].pnl===-2.5,
|
||||
unfilledExpiryRecordsZero:unfilledExpiry.expired===1&&unfilledBook.maker_outcomes.length===1&&unfilledBook.maker_outcomes[0].status==="unfilled"&&unfilledBook.maker_outcomes[0].pnl===0,
|
||||
offlineSnapshotCannotInventFills:makerOffline.fills===0&&makerOfflineBook.positions.length===0&&makerOfflineBook.maker_quotes.length===1,
|
||||
clobHistoryTouchCanFillRestingBid:touchFill.fills===1&&touchFill.historyTouches===1&&touchBook.positions.length===1&&touchBook.positions[0].entry_reason.includes("clob-price-history"),
|
||||
offlineHistoryCannotInventFill:offlineTouch.fills===0&&offlineTouchBook.positions.length===0&&offlineTouchBook.maker_quotes.length===1,
|
||||
repricedQuoteRejectsEarlierTouch:preRepriceIgnored,
|
||||
repricedQuoteAcceptsLaterTouch:postRepriceTouch.fills===1&&postRepriceTouch.locked===1&&repriceBook.maker_quotes.length===0,
|
||||
profitableCohortScalesWithinCap:profitableCandidate&&profitableCandidate.maker_learning_state==="promoted"&&profitableCandidate.units>makerQuote.units&&profitableCandidate.units<=makerQuote.units*1.5,
|
||||
losingCohortRotatesOut:blockedMakerCandidate===null,
|
||||
losingCohortKeepsBoundedExploration:explorationMakerCandidate&&explorationMakerCandidate.maker_learning_state==="exploration"&&explorationMakerCandidate.maker_learning_multiplier===1,
|
||||
outcomesAreDeduplicated:makerDedupeBook.maker_outcomes.length===1,
|
||||
makerLearningSurvivesCompaction:compactedMakerBook.maker_quotes.length===1&&compactedMakerBook.maker_outcomes.length===6,
|
||||
noHypotheticalRewardCredited:makerStage.staged===1&&Math.abs(makerBook.cash-(10000+makerExpectedProfit))<=0.02,
|
||||
rejectsUnrewardedMarket:makerPairCandidate(Object.assign({},makerMarket,{rewards_daily_rate:0}))===null,
|
||||
rejectsVolatileMarket:makerPairCandidate(Object.assign({},makerMarket,{price_change_1d:0.12}))===null,
|
||||
|
||||
Reference in New Issue
Block a user