Add cross-venue scanner (xarb.py); verdict: PM<->Kalshi is efficient

xarb.py pulls Polymarket (Gamma) + Kalshi (elections API, ~65k markets),
matches the same contract (token overlap + same resolution month + exact
numeric match on thresholds/scores/dates), and computes both arb directions
with Kalshi's 0.07*P*(1-P) taker fee.

Verified verdict: no retail cross-venue arb. On liquid, identical, cleanly-
matched contracts the venues agree to ~1c and locking both sides costs >$1
after fees (worked example: Brazil-Morocco BTTS, PM 0.46/0.47 vs Kalshi
0.47/0.48 -> every direction negative). The big apparent edges are false
matches, illiquid wide-spread markets, or stale snapshot timing.

README now records the full project conclusion: six systematic public-data
edges tested, all efficient/illusory. Durable edge needs speed/infra, private
information, or liquidity provision -- not a turnkey public-data scanner.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

.gitignore

@@ -15,3 +15,6 @@ copyable_77.csv
 lp_markets.csv
 follow_10.json
 lp_paper_state.json
+
+# cross-venue scanner output
+xarb_hits.csv