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live: add authoritative Copy P&L to the sharp feed

Browse Source 
display_stats now computes copy_pnl: what a flat-$50 copier of a wallet's
conviction bets ACTUALLY realizes since Jun 1 — replays their entries,
mirrors their exits, and settles held bets at AUTHORITATIVE clob
resolution (winner by token_id). This is the truth for copyability and
exposes scalpers whose position win% looks great but lose when copied
(ArbTrader 99.5% conv win but -$793 copy; iohihoo 88.7% but -$749).

Position win%/record/P&L stay on the cache (large 180d sample). Added a
clob resolver (_clob_winner) + activity-replay; only Kruto2027 (+1184),
S888, oliman2, fortuneking (+430) etc. are positive to copy.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-06-23 12:13:42 -06:00
parent 8a07d0d365
commit 66f4229e3d
2 changed files with 130 additions and 42 deletions
Download Patch File Download Diff File Expand all files Collapse all files
live/validate_timing.py
+74 -17
View File
@@ -13,8 +13,10 @@ it doesn't matter: either way the window is too tight to mirror.
import json
import os
import ssl
import statistics as st
import time
import urllib.request
from concurrent.futures import ThreadPoolExecutor
import cache
@@ -22,33 +24,58 @@ import smart_money as sm
HERE = os.path.dirname(__file__)
COPYABLE_MED_LEAD = 24.0 # median lead (h) on winning conviction bets to count as copyable
JUN1 = time.mktime(time.strptime("2026-06-01", "%Y-%m-%d")) # portfolio copy-start
STAKE = 50.0 # flat $/trade the copy portfolio uses
_SSL = ssl._create_unverified_context()
_CLOB = {} # conditionId -> {token_id: winner-price 1/0/None}
def _clob_winner(cond, token):
"""Authoritative resolution for a token: 1 if it won, 0 if it lost, None if the
market hasn't resolved. Matched by token_id (exact, no outcome-name guessing)."""
if cond not in _CLOB:
try:
req = urllib.request.Request("https://clob.polymarket.com/markets/" + cond,
headers={"User-Agent": "Mozilla/5.0"})
m = json.loads(urllib.request.urlopen(req, timeout=20, context=_SSL).read())
_CLOB[cond] = {str(t.get("token_id")):
(1 if t.get("winner") is True else 0 if t.get("winner") is False else None)
for t in (m.get("tokens") or [])}
except Exception:
_CLOB[cond] = {}
return _CLOB[cond].get(str(token))
def _bet_pnl(b):
"""Resolved (outcome) P&L of one bet: a $size stake bought at avg price p pays
size/p if it resolved a win, else $0 — so P&L = size·(1−p)/p if won else −size.
The cache's `won` already unions redeemed + resolved-unredeemed, so this is
survivorship-correct."""
"""Resolved (outcome) P&L of one cache bet: a $size stake at avg price p pays
size/p if won, else $0 — so P&L = size·(1−p)/p if won else −size."""
p = max(0.001, min(0.999, b["p"] or 0))
return b["size"] * ((1 - p) / p if b["won"] else -1)
def display_stats(w):
"""Everything the dashboard's sharp table renders, precomputed so the page makes
ZERO per-wallet data-api calls (it just reads the feed). Computed from the cache
(every resolved bet over the 180d window, survivorship-correct):
ZERO per-wallet data-api calls.
conv win%/record/P&L : over ALL of the wallet's conviction bets (top-20% stake)
realized P&L : over the most recent 500 resolved bets (any size)
name / last-bet : one /activity pull (record `name`; latest BUY >= trade p80)
conv win%/record/P&L : over the wallet's conviction (top-20%-stake) bets — a
POSITION stat from the cache (large 180d sample)
realized P&L : reconstructed P&L over the last 500 resolved bets
copy P&L : the TRUTH for a copier — what a flat-$50 copy of their
conviction bets ACTUALLY realizes since Jun 1: replays
their entries, mirrors their exits, settles held bets at
AUTHORITATIVE clob resolution (by token id). This exposes
scalpers whose position win% looks great but don't copy
(e.g. ArbTrader: ~100% conv win but −$790 copy P&L).
name / last-bet : from the /activity pull
"""
# ---- position win%/record/P&L from the cache (large, survivorship-corrected) ----
bets = [b for b in cache.get_bets(w) if (b["size"] or 0) > 0]
thr = cache.conv_cutoff(b["size"] for b in bets)
conv = [b for b in bets if b["size"] >= thr] # ALL conviction bets
conv = [b for b in bets if b["size"] >= thr]
won = sum(1 for b in conv if b["won"])
recent = sorted(bets, key=lambda b: b["res_t"] or 0, reverse=True)[:500] # last 500 resolved
recent = sorted(bets, key=lambda b: b["res_t"] or 0, reverse=True)[:500]
cut30 = time.time() - 30 * 86400
conv30 = [b for b in conv if (b["res_t"] or 0) >= cut30] # conviction bets resolved in last 30d
conv30 = [b for b in conv if (b["res_t"] or 0) >= cut30]
won30 = sum(1 for b in conv30 if b["won"])
out = {
"conv_win": round(100 * won / len(conv), 1) if conv else None,
@@ -58,18 +85,48 @@ def display_stats(w):
"conv30_won": won30, "conv30_lost": len(conv30) - won30,
"conv30_pnl": round(sum(_bet_pnl(b) for b in conv30)),
"realized_pnl": round(sum(_bet_pnl(b) for b in recent)),
"avg_bet": round(sum(b["size"] for b in conv) / len(conv)) if conv else 0, # avg conviction stake
"name": None, "last_trade": 0, "last_conv_bet": 0,
"avg_bet": round(sum(b["size"] for b in conv) / len(conv)) if conv else 0,
"copy_pnl": 0, "name": None, "last_trade": 0, "last_conv_bet": 0,
}
a = sm.get_json("/activity", {"user": w, "type": "TRADE", "limit": 300}) or []
# ---- activity: name, last-bet, and the flat-$50 copy replay (copy P&L) ----
a = []
for off in range(0, 4000, 500):
pg = sm.get_json("/activity", {"user": w, "type": "TRADE", "limit": 500, "offset": off}) or []
a += pg
if len(pg) < 500 or (pg and (pg[-1].get("timestamp", 0) < JUN1)):
break
if a:
out["last_trade"] = a[0].get("timestamp", 0)
out["name"] = next((t.get("name") for t in a if t.get("name")), None)
tthr = cache.conv_cutoff(t.get("usdcSize", 0) for t in a if t.get("side") == "BUY")
# position-level conviction: each market's TOTAL buy stake, top-20% (p80)
mkt = {}
for t in a:
if t.get("side") == "BUY" and (t.get("usdcSize", 0) or 0) >= tthr:
if t.get("side") == "BUY" and t.get("conditionId"):
mkt[t["conditionId"]] = mkt.get(t["conditionId"], 0) + (t.get("usdcSize", 0) or 0)
cthr = cache.conv_cutoff(mkt.values())
for t in a:
if t.get("side") == "BUY" and mkt.get(t.get("conditionId"), 0) >= cthr:
out["last_conv_bet"] = t.get("timestamp", 0)
break
# replay a flat-$50 copy of their conviction markets since Jun 1
ev = sorted([t for t in a if t.get("timestamp", 0) >= JUN1], key=lambda t: t.get("timestamp", 0))
openp, entered, copy = {}, set(), 0.0
for t in ev:
c, pr, asset = t.get("conditionId"), t.get("price", 0) or 0, t.get("asset")
if not c or pr <= 0:
continue
if t.get("side") == "BUY":
if mkt.get(c, 0) < cthr or c in entered or c in openp:
continue
entered.add(c); openp[c] = {"sh": STAKE / pr, "a": asset}
elif c in openp: # mirror their exit
copy += openp[c]["sh"] * pr - STAKE; del openp[c]
for c, p in openp.items(): # settle held bets at AUTHORITATIVE resolution
wv = _clob_winner(c, p["a"])
if wv is None:
continue # not resolved yet -> exclude
copy += (p["sh"] if wv else 0) - STAKE
out["copy_pnl"] = round(copy)
return out
live/watch_sharps.json
+56 -25
View File
@@ -22,8 +22,9 @@
"conv30_pnl": 460,
"realized_pnl": 1091,
"avg_bet": 37,
"copy_pnl": 132,
"last_trade": 1782086444,
"last_conv_bet": 1782054398
"last_conv_bet": 1781993771
},
{
"wallet": "0x72e1597864456eda62878413cf3e60c332e4a45d",
@@ -48,8 +49,9 @@
"conv30_pnl": 163104,
"realized_pnl": 234921,
"avg_bet": 1044,
"copy_pnl": -793,
"last_trade": 1782233929,
"last_conv_bet": 1782220372
"last_conv_bet": 1782213148
},
{
"wallet": "0xade74a23c444d0eebee00034459fbc269fab58af",
@@ -74,6 +76,7 @@
"conv30_pnl": 109,
"realized_pnl": 754,
"avg_bet": 17,
"copy_pnl": -269,
"last_trade": 1782074558,
"last_conv_bet": 1781957009
},
@@ -100,8 +103,9 @@
"conv30_pnl": 5061,
"realized_pnl": 11965,
"avg_bet": 116,
"copy_pnl": -749,
"last_trade": 1782219238,
"last_conv_bet": 1782219238
"last_conv_bet": 1781957035
},
{
"wallet": "0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb",
@@ -126,6 +130,7 @@
"conv30_pnl": 28179,
"realized_pnl": 41615,
"avg_bet": 772,
"copy_pnl": 1184,
"last_trade": 1782200713,
"last_conv_bet": 1781868172
},
@@ -152,6 +157,7 @@
"conv30_pnl": 381,
"realized_pnl": 28463,
"avg_bet": 143,
"copy_pnl": 1,
"last_trade": 1781425081,
"last_conv_bet": 1781425081
},
@@ -178,8 +184,9 @@
"conv30_pnl": 10357,
"realized_pnl": 39533,
"avg_bet": 1485,
"last_trade": 1782206200,
"last_conv_bet": 1782206200
"copy_pnl": -1,
"last_trade": 1782235157,
"last_conv_bet": 1782203888
},
{
"wallet": "0x0711e162e05349de3d87626dea4285d08537f03c",
@@ -204,8 +211,9 @@
"conv30_pnl": 4413,
"realized_pnl": 4261,
"avg_bet": 83,
"copy_pnl": 584,
"last_trade": 1782234103,
"last_conv_bet": 1782228299
"last_conv_bet": 1782233780
},
{
"wallet": "0x86c878cde72660ec52f5e6f0f0438b76de8fc867",
@@ -230,8 +238,9 @@
"conv30_pnl": 72324,
"realized_pnl": 105542,
"avg_bet": 2704,
"last_trade": 1782227731,
"last_conv_bet": 1782227731
"copy_pnl": 430,
"last_trade": 1782236510,
"last_conv_bet": 1782236510
},
{
"wallet": "0xa9aca75fb5d8f04c2ec9eeb0eb0c30d2e526c5d1",
@@ -256,7 +265,8 @@
"conv30_pnl": 161996,
"realized_pnl": 148652,
"avg_bet": 3408,
"last_trade": 1782234881,
"copy_pnl": 205,
"last_trade": 1782237215,
"last_conv_bet": 1782234301
},
{
@@ -282,8 +292,9 @@
"conv30_pnl": 138747,
"realized_pnl": 52510,
"avg_bet": 1225,
"last_trade": 1782234818,
"last_conv_bet": 1782218009
"copy_pnl": 63,
"last_trade": 1782237787,
"last_conv_bet": 1782226264
},
{
"wallet": "0x1a98d3f2e7f460bc08b6ca3a8cba99ec3122639d",
@@ -308,6 +319,7 @@
"conv30_pnl": 826,
"realized_pnl": 365,
"avg_bet": 18,
"copy_pnl": -381,
"last_trade": 1782184066,
"last_conv_bet": 1782043363
},
@@ -334,8 +346,9 @@
"conv30_pnl": 1772,
"realized_pnl": -526,
"avg_bet": 113,
"copy_pnl": -190,
"last_trade": 1782066605,
"last_conv_bet": 1781799883
"last_conv_bet": 1781877404
},
{
"wallet": "0xaf4635074c8f9966ff44f2497183b53fc0578c1d",
@@ -360,6 +373,7 @@
"conv30_pnl": 8580,
"realized_pnl": 15558,
"avg_bet": 962,
"copy_pnl": 201,
"last_trade": 1782229096,
"last_conv_bet": 1782229096
},
@@ -386,8 +400,9 @@
"conv30_pnl": 2269,
"realized_pnl": 8234,
"avg_bet": 219,
"last_trade": 1782235048,
"last_conv_bet": 1782233972
"copy_pnl": 137,
"last_trade": 1782238036,
"last_conv_bet": 1781978246
},
{
"wallet": "0x098eddabb2d388f31e79aaf525e49588f22a6fa2",
@@ -412,8 +427,9 @@
"conv30_pnl": 4685,
"realized_pnl": 12076,
"avg_bet": 391,
"copy_pnl": -321,
"last_trade": 1782229109,
"last_conv_bet": 1782218117
"last_conv_bet": 1782172970
},
{
"wallet": "0xd31801d84dbc2d4d044fd080100b28a558886f23",
@@ -438,7 +454,8 @@
"conv30_pnl": 192,
"realized_pnl": 299,
"avg_bet": 18,
"last_trade": 1782188413,
"copy_pnl": -6,
"last_trade": 1782237413,
"last_conv_bet": 1782176111
},
{
@@ -464,6 +481,7 @@
"conv30_pnl": 1,
"realized_pnl": 70,
"avg_bet": 2,
"copy_pnl": -12,
"last_trade": 1781678395,
"last_conv_bet": 1780439684
},
@@ -490,8 +508,9 @@
"conv30_pnl": 2381,
"realized_pnl": 1576,
"avg_bet": 40,
"copy_pnl": -554,
"last_trade": 1781962112,
"last_conv_bet": 1781952034
"last_conv_bet": 1781952068
},
{
"wallet": "0xbebf0f282a06a4b9de180536ee15211f77c29bae",
@@ -516,8 +535,9 @@
"conv30_pnl": 886,
"realized_pnl": 1147,
"avg_bet": 150,
"copy_pnl": -226,
"last_trade": 1782235006,
"last_conv_bet": 1781953757
"last_conv_bet": 1781955238
},
{
"wallet": "0x9f2c955bdf958f6eecb5b5b04583a2203608d0df",
@@ -542,6 +562,7 @@
"conv30_pnl": 68,
"realized_pnl": -128,
"avg_bet": 26,
"copy_pnl": -449,
"last_trade": 1782184708,
"last_conv_bet": 1782108989
},
@@ -568,8 +589,9 @@
"conv30_pnl": 35454,
"realized_pnl": 37451,
"avg_bet": 2484,
"last_trade": 1782234799,
"last_conv_bet": 1782233554
"copy_pnl": 553,
"last_trade": 1782235349,
"last_conv_bet": 1782235349
},
{
"wallet": "0x3f3f747bbabb6eb97174c687f2a89ea32dd9c912",
@@ -594,8 +616,9 @@
"conv30_pnl": 87,
"realized_pnl": 198,
"avg_bet": 20,
"copy_pnl": -46,
"last_trade": 1782094532,
"last_conv_bet": 1781840245
"last_conv_bet": 1782030181
},
{
"wallet": "0x03d0d65c51235e63805335b85ead75794830d647",
@@ -620,6 +643,7 @@
"conv30_pnl": 137,
"realized_pnl": 602,
"avg_bet": 30,
"copy_pnl": -86,
"last_trade": 1781181048,
"last_conv_bet": 1781181006
},
@@ -646,6 +670,7 @@
"conv30_pnl": 206,
"realized_pnl": 480,
"avg_bet": 26,
"copy_pnl": -186,
"last_trade": 1780942468,
"last_conv_bet": 1780840225
},
@@ -672,6 +697,7 @@
"conv30_pnl": -493,
"realized_pnl": 6481,
"avg_bet": 105,
"copy_pnl": 0,
"last_trade": 1781273640,
"last_conv_bet": 1781273640
},
@@ -698,8 +724,9 @@
"conv30_pnl": -195,
"realized_pnl": 164,
"avg_bet": 18,
"copy_pnl": 2,
"last_trade": 1782041146,
"last_conv_bet": 1782040313
"last_conv_bet": 1780936696
},
{
"wallet": "0xf5f2e5b2e98220049e3f973dcff669859ff3044e",
@@ -724,8 +751,9 @@
"conv30_pnl": -29,
"realized_pnl": -5,
"avg_bet": 11,
"copy_pnl": -231,
"last_trade": 1782218137,
"last_conv_bet": 1782215636
"last_conv_bet": 1782158270
},
{
"wallet": "0x795c15a0608ff0b52056170ea548a200dc144b43",
@@ -750,6 +778,7 @@
"conv30_pnl": 4,
"realized_pnl": 0,
"avg_bet": 1,
"copy_pnl": -144,
"last_trade": 1781567076,
"last_conv_bet": 1781567076
},
@@ -776,8 +805,9 @@
"conv30_pnl": 0,
"realized_pnl": 1540,
"avg_bet": 76,
"copy_pnl": 0,
"last_trade": 1780485735,
"last_conv_bet": 1778718399
"last_conv_bet": 1778718670
},
{
"wallet": "0x3b1f15f55716197399247392a280deee45806500",
@@ -802,7 +832,8 @@
"conv30_pnl": 0,
"realized_pnl": 10278,
"avg_bet": 936,
"copy_pnl": 373,
"last_trade": 1781531343,
"last_conv_bet": 1781463090
"last_conv_bet": 1781434959
}
]