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research: data-moat hardening — durable settle logs, offline-proof forward backfill, nightly market-metadata snapshot

Browse Source 
- surgebot/oraclebot: settles now append-only to /data/*_settles.jsonl
  (SETTLED_TRIM rotation can never lose a settle; graders pull them)
- forward.py: backfills any tape-covered day missing from the ledger —
  a Mac offline gap > RESCORE_DAYS no longer leaves verdict-evidence holes
- meta_snap.py: nightly gzipped snapshot of all active markets (12k, 2MB/d,
  local-only) — end dates make tau knowable at trigger for every tape
  trigger; token->outcome maps kill the label-gap scorer artifact class
- .gitignore: pulled raw streams + meta stay local (re-fetchable, lean repo)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-23 00:43:11 -04:00
parent 5a6b74b155
commit e6730ef579
11 changed files with 927 additions and 9 deletions
Download Patch File Download Diff File Expand all files Collapse all files
research/forward.py
+24 -3
View File
@@ -186,9 +186,30 @@ def main():
flow_p = json.load(open(os.path.join(HERE, "params", "study_flow.json")))
fz = flow_p["frozen"]
frozen_at = flow_p["frozen_at"]
t_max = db.execute("SELECT max(ts) FROM trades").fetchone()[0]
days = [time.strftime("%Y-%m-%d", time.gmtime(t_max - i * 86400))
for i in range(RESCORE_DAYS)]
t_min, t_max = db.execute("SELECT min(ts), max(ts) FROM trades").fetchone()
days = {time.strftime("%Y-%m-%d", time.gmtime(t_max - i * 86400))
for i in range(RESCORE_DAYS)}
# offline-proofing (2026-07-22): a Mac gap > RESCORE_DAYS must not leave
# permanent holes in the verdict evidence — also score any tape-covered
# day the ledger has never seen (additive; scoring method unchanged)
have = set()
try:
for ln in open(LEDGER):
try:
r_ = json.loads(ln)
if r_.get("study") == "flow":
have.add(r_["day"])
except Exception:
pass
except FileNotFoundError:
pass
t = t_min
while t < t_max:
d_ = time.strftime("%Y-%m-%d", time.gmtime(t))
if d_ not in have:
days.add(d_)
t += 86400
days = sorted(days)
now = time.strftime("%Y-%m-%d %H:%M UTC", time.gmtime())
with open(LEDGER, "a") as fh:
for d in days:
research/grade_oracle.py
+2
View File
@@ -43,6 +43,8 @@ def main():
os.path.join(HERE, ".oracle_attempts.pull.jsonl"))
sftp("/data/oracle_markouts.jsonl",
os.path.join(HERE, ".oracle_markouts.pull.jsonl"))
sftp("/data/oracle_settles.jsonl",
os.path.join(HERE, ".oracle_settles.pull.jsonl"))
if not os.path.exists(TMP) or os.path.getsize(TMP) == 0:
print("[grade_oracle] box unreachable or no state yet — skip")
return 0
research/grade_surge.py
+2
View File
@@ -42,6 +42,8 @@ def main():
sftp("/data/surge_attempts.jsonl", ATT_PULL)
sftp("/data/surge_markouts.jsonl",
os.path.join(HERE, ".surge_markouts.pull.jsonl"))
sftp("/data/surge_settles.jsonl",
os.path.join(HERE, ".surge_settles.pull.jsonl"))
if not ok:
print("[grade_surge] box unreachable or no state yet — skip")
return 0
research/meta_snap.py
+88
View File
@@ -0,0 +1,88 @@
#!/usr/bin/env python3
"""Nightly market-metadata snapshot — the tape records prints and ticks but
not what markets ARE. This closes that gap additively: one gzipped JSONL
per UTC day under research/meta/ (LOCAL-only, gitignored — re-fetchable,
so repo stays lean) with every active market's cond, question, slug,
end date, tags, tokens/outcomes and neg-risk flag.
Why (2026-07-22 data-moat pass): end dates make τ knowable AT TRIGGER for
every tape trigger (not just harness fills); tags replace title-heuristic
niches for future studies; token->outcome maps kill the label-gap class of
scorer artifact (FINDINGS round 3 disclosure 2). Append-only by
construction: a day file is written once and never rewritten (rerun same
day = idempotent overwrite of today only)."""
import gzip
import json
import os
import ssl
import time
import urllib.request
HERE = os.path.dirname(os.path.abspath(__file__))
OUT_DIR = os.path.join(HERE, "meta")
GAMMA = "https://gamma-api.polymarket.com/markets"
PAGE = 100 # gamma hard-caps limit at 100
SSL_CTX = ssl._create_unverified_context()
KEEP = ("id", "conditionId", "question", "slug", "endDate", "endDateIso",
"category", "tags", "clobTokenIds", "outcomes", "negRisk",
"closed", "active", "volumeNum", "liquidityNum", "startDate")
def fetch(url):
req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
with urllib.request.urlopen(req, timeout=30, context=SSL_CTX) as r:
return json.loads(r.read().decode())
def iso(t):
return time.strftime("%Y-%m-%dT%H:%M:%SZ", time.gmtime(t))
def main():
os.makedirs(OUT_DIR, exist_ok=True)
day = time.strftime("%Y%m%d", time.gmtime())
out = os.path.join(OUT_DIR, f"meta_{day}.jsonl.gz")
# gamma 422s past offset ~2100, so page inside end-date windows instead
now = time.time()
D = 86400
edges = [now - 30 * D, now, now + 2 * D, now + 7 * D, now + 30 * D,
now + 120 * D, now + 730 * D, now + 3650 * D]
seen, rows = set(), []
for dmin, dmax in zip(edges, edges[1:]):
offset = 0
while True:
try:
page = fetch(f"{GAMMA}?active=true&closed=false&limit={PAGE}"
f"&offset={offset}&end_date_min={iso(dmin)}"
f"&end_date_max={iso(dmax)}")
except Exception as e:
print(f"[meta_snap] window {iso(dmin)[:10]}: fetch failed at "
f"offset {offset}: {e} — moving on")
break
if not page:
break
for m in page:
if m.get("id") in seen:
continue
seen.add(m.get("id"))
rows.append({k: m.get(k) for k in KEEP})
offset += len(page)
if len(page) < PAGE or offset >= 2000: # stay under the 422 wall
break
if not rows:
print("[meta_snap] nothing fetched — keeping yesterday's file")
return 0
fetched_at = int(time.time())
tmp = out + ".tmp"
with gzip.open(tmp, "wt") as fh:
for r in rows:
r["fetched_at"] = fetched_at
fh.write(json.dumps(r) + "\n")
os.replace(tmp, out)
print(f"[meta_snap] {len(rows)} active markets -> {os.path.basename(out)} "
f"({os.path.getsize(out) // 1024}KB)")
return 0
if __name__ == "__main__":
main()
research/nightly.sh
+1
View File
@@ -55,6 +55,7 @@ done
"$PY" grade_surge.py >> forward.log 2>&1 || true # A2 measurement -> chain truth
"$PY" surge_book_replay.py >> forward.log 2>&1 || true # virtual $100/5% book
"$PY" grade_oracle.py >> forward.log 2>&1 || true # oracle paper -> chain truth
"$PY" meta_snap.py >> forward.log 2>&1 || true # market metadata (local gz)
cd ..
git add research/forward_ledger.jsonl research/params/informed_set.json \
research/oraclebot.py
+9 -3
View File
@@ -65,6 +65,7 @@ CLOB = "https://clob.polymarket.com"
STATE = os.environ.get("ORACLE_STATE", "/data/oracle_state.json")
ATTEMPTS = os.environ.get("ORACLE_ATTEMPTS", "/data/oracle_attempts.jsonl")
MARKOUTS = os.environ.get("ORACLE_MARKOUTS", "/data/oracle_markouts.jsonl")
SETTLES = os.environ.get("ORACLE_SETTLES", "/data/oracle_settles.jsonl")
DEBUG = bool(os.environ.get("ORACLE_DEBUG"))
SEM_VER = "b1" # bump on ANY semantics-altering change
MARKOUT_OFFSETS = (60, 300, 1800) # observational re-reads per fill
@@ -669,11 +670,16 @@ class OracleBot:
c = self.state["counters"]
c["settled_total"] += 1
c["settle_tick" if source == "tick" else "settle_clob"] += 1
self.state["settled"].append(
{**lot, "payout": pay, "source": source, "provisional": True,
"settled_ts": int(time.time()), "pnl": pnl})
rec = {**lot, "payout": pay, "source": source, "provisional": True,
"settled_ts": int(time.time()), "pnl": pnl}
self.state["settled"].append(rec)
del self.state["settled"][:-SETTLED_TRIM]
del self.state["open"][lid]
try: # durable append-log: SETTLED_TRIM can
with open(SETTLES, "a") as fh: # never rotate a settle away
fh.write(json.dumps(rec) + "\n")
except Exception as e:
log(f"⚠ settles log write failed: {e}")
word = "WON" if pay == 1.0 else "refund" if pay == 0.5 else "lost"
log(f"SETTLE[{source}] {word} {lot['title'][:36]} {pnl:+.2f} · "
f"realized {self.state['pnl_realized']:+.2f}")
research/replay_out/replay_1784652375.json
+375
View File
@@ -0,0 +1,375 @@
{
"ran_at": 1784652368,
"tape": [
1784307337.0,
1784649573.0
],
"lag_s": 6.7,
"results": {
"current@500": {
"bankroll": 500.0,
"copies": 488,
"realized": 63.27,
"open_mark": 36.17,
"end_equity": 599.43,
"misses": {
"crater": 48,
"entry_band": 17,
"capital": 463
},
"capital_miss_hypo": -64.6,
"peak_deploy_pct": 97.2,
"mean_deploy": 290.51,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 6.63,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 30.6,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 19.69,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 6.34
}
},
"current@1000": {
"bankroll": 1000.0,
"copies": 488,
"realized": 137.05,
"open_mark": 76.01,
"end_equity": 1213.07,
"misses": {
"crater": 49,
"entry_band": 17,
"capital": 463
},
"capital_miss_hypo": -133.03,
"peak_deploy_pct": 97.5,
"mean_deploy": 586.57,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 19.94,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 62.58,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 39.7,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 14.83
}
},
"current@2000": {
"bankroll": 2000.0,
"copies": 493,
"realized": 206.5,
"open_mark": 147.21,
"end_equity": 2353.71,
"misses": {
"crater": 50,
"entry_band": 17,
"capital": 459
},
"capital_miss_hypo": -191.6,
"peak_deploy_pct": 99.9,
"mean_deploy": 1193.53,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 40.61,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 74.12,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 57.65,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 34.11
}
},
"current@5000": {
"bankroll": 5000.0,
"copies": 579,
"realized": 270.42,
"open_mark": 200.29,
"end_equity": 5470.72,
"misses": {
"crater": 57,
"entry_band": 17,
"capital": 429
},
"capital_miss_hypo": -481.29,
"peak_deploy_pct": 99.7,
"mean_deploy": 2960.77,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 99.43,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 28.35,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 57.65,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 84.99
}
},
"current_plus_bench5@500": {
"bankroll": 500.0,
"copies": 388,
"realized": 94.71,
"open_mark": -24.08,
"end_equity": 570.63,
"misses": {
"crater": 81,
"capital": 1385,
"entry_band": 20
},
"capital_miss_hypo": 385.23,
"peak_deploy_pct": 99.8,
"mean_deploy": 352.7,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 53.64,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -0.85,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": -4.03,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 22.07,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 56.98,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 0.11,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -18.96,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 6.42,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -20.66
}
},
"current_plus_bench5@1000": {
"bankroll": 1000.0,
"copies": 396,
"realized": 249.83,
"open_mark": -17.13,
"end_equity": 1232.7,
"misses": {
"crater": 87,
"capital": 1379,
"entry_band": 20
},
"capital_miss_hypo": 430.94,
"peak_deploy_pct": 99.3,
"mean_deploy": 726.02,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 107.67,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -1.71,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 33.73,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 50.51,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 129.56,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 0.21,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -37.92,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 9.13,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -41.36
}
},
"current_plus_bench5@2000": {
"bankroll": 2000.0,
"copies": 400,
"realized": 565.54,
"open_mark": -44.98,
"end_equity": 2520.56,
"misses": {
"crater": 94,
"capital": 1374,
"entry_band": 20
},
"capital_miss_hypo": 994.23,
"peak_deploy_pct": 99.9,
"mean_deploy": 1479.45,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 215.29,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -3.41,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 67.35,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 101.75,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 260.48,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 57.65,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -73.98,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 23.11,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -82.7
}
},
"current_plus_bench5@5000": {
"bankroll": 5000.0,
"copies": 306,
"realized": -294.03,
"open_mark": -557.2,
"end_equity": 4148.77,
"misses": {
"crater": 77,
"capital": 1451,
"entry_band": 20
},
"capital_miss_hypo": 7826.46,
"peak_deploy_pct": 100.0,
"mean_deploy": 2849.91,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 385.26,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -8.31,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": -203.48,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": -170.65,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 29.92,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 56.62,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -185.87,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 6.61,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -204.14
}
},
"bench5_only@500": {
"bankroll": 500.0,
"copies": 96,
"realized": 163.71,
"open_mark": -91.34,
"end_equity": 572.37,
"misses": {
"crater": 108,
"entry_band": 3,
"capital": 576
},
"capital_miss_hypo": 45.23,
"peak_deploy_pct": 99.9,
"mean_deploy": 349.25,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 35.11,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -0.9,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 142.64,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 16.11,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -29.24
}
},
"bench5_only@1000": {
"bankroll": 1000.0,
"copies": 96,
"realized": 327.41,
"open_mark": -182.68,
"end_equity": 1144.73,
"misses": {
"crater": 108,
"entry_band": 3,
"capital": 578
},
"capital_miss_hypo": 79.55,
"peak_deploy_pct": 99.9,
"mean_deploy": 698.5,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 70.22,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -1.81,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 285.27,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 32.22,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -58.49
}
},
"bench5_only@2000": {
"bankroll": 2000.0,
"copies": 100,
"realized": 663.55,
"open_mark": -365.32,
"end_equity": 2298.23,
"misses": {
"crater": 118,
"entry_band": 3,
"capital": 576
},
"capital_miss_hypo": 146.74,
"peak_deploy_pct": 99.5,
"mean_deploy": 1416.72,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 140.11,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -3.61,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 573.81,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 66.27,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -113.03
}
},
"bench5_only@5000": {
"bankroll": 5000.0,
"copies": 108,
"realized": 1686.63,
"open_mark": -905.76,
"end_equity": 5780.87,
"misses": {
"crater": 126,
"entry_band": 3,
"capital": 579
},
"capital_miss_hypo": 281.19,
"peak_deploy_pct": 100.0,
"mean_deploy": 3776.85,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 345.54,
"0x73afc8160c17830c0c7281a7bf570c871455b880": -8.9,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 1428.46,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 162.79,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": -241.27
}
},
"tape_top8@500": {
"bankroll": 500.0,
"copies": 24,
"realized": 234.06,
"open_mark": -34.09,
"end_equity": 699.97,
"misses": {
"crater": 56,
"capital": 1899,
"entry_band": 4
},
"capital_miss_hypo": 10255.45,
"peak_deploy_pct": 98.6,
"mean_deploy": 256.68,
"per_wallet": {
"0x717990979ff84a32d47205a7eede94317aab7d79": 92.14,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 21.95,
"0x80d8dddcfdc075eb70f6d2d774a27bfb255ab703": 40.93,
"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 17.91,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 61.13
}
},
"tape_top8@1000": {
"bankroll": 1000.0,
"copies": 24,
"realized": 468.11,
"open_mark": -68.18,
"end_equity": 1399.94,
"misses": {
"crater": 56,
"capital": 1899,
"entry_band": 4
},
"capital_miss_hypo": 20493.44,
"peak_deploy_pct": 98.6,
"mean_deploy": 513.36,
"per_wallet": {
"0x717990979ff84a32d47205a7eede94317aab7d79": 184.28,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 43.91,
"0x80d8dddcfdc075eb70f6d2d774a27bfb255ab703": 81.86,
"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 35.82,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 122.25
}
},
"tape_top8@2000": {
"bankroll": 2000.0,
"copies": 24,
"realized": 936.23,
"open_mark": -136.35,
"end_equity": 2799.87,
"misses": {
"crater": 56,
"capital": 1899,
"entry_band": 4
},
"capital_miss_hypo": 39961.13,
"peak_deploy_pct": 98.6,
"mean_deploy": 1026.72,
"per_wallet": {
"0x717990979ff84a32d47205a7eede94317aab7d79": 368.56,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 87.81,
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"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 71.63,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 244.5
}
},
"tape_top8@5000": {
"bankroll": 5000.0,
"copies": 32,
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"open_mark": -603.02,
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"misses": {
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"capital": 1884,
"entry_band": 4
},
"capital_miss_hypo": 82755.52,
"peak_deploy_pct": 99.5,
"mean_deploy": 2630.6,
"per_wallet": {
"0x00093a689df7fb09a137f9db7102d9e967c85497": 17.26,
"0x717990979ff84a32d47205a7eede94317aab7d79": 667.1,
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"0x9ab303a355bf22a29e485d98fb88d140abb43044": 611.26
}
}
}
}
research/replay_out/replay_1784652901.json
+375
View File
@@ -0,0 +1,375 @@
{
"ran_at": 1784652878,
"tape": [
1784307337.0,
1784649573.0
],
"lag_s": 6.7,
"results": {
"current@500": {
"bankroll": 500.0,
"copies": 109,
"realized": 69.65,
"open_mark": 2.56,
"end_equity": 572.22,
"misses": {
"crater": 45,
"entry_band": 10
},
"capital_miss_hypo": 0.0,
"peak_deploy_pct": 61.9,
"mean_deploy": 148.42,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 20.64,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 31.14,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 16.34,
"0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb": 1.53
}
},
"current@1000": {
"bankroll": 1000.0,
"copies": 109,
"realized": 139.31,
"open_mark": 5.11,
"end_equity": 1144.42,
"misses": {
"crater": 45,
"entry_band": 10
},
"capital_miss_hypo": 0.0,
"peak_deploy_pct": 61.9,
"mean_deploy": 296.79,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 41.28,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 62.28,
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"0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb": 3.07
}
},
"current@2000": {
"bankroll": 2000.0,
"copies": 111,
"realized": 260.97,
"open_mark": 8.54,
"end_equity": 2269.51,
"misses": {
"crater": 45,
"entry_band": 10
},
"capital_miss_hypo": 0.0,
"peak_deploy_pct": 59.9,
"mean_deploy": 583.65,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 82.56,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 107.15,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 65.13,
"0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb": 6.13
}
},
"current@5000": {
"bankroll": 5000.0,
"copies": 113,
"realized": 593.04,
"open_mark": 13.2,
"end_equity": 5606.23,
"misses": {
"crater": 47,
"entry_band": 10
},
"capital_miss_hypo": 0.0,
"peak_deploy_pct": 55.0,
"mean_deploy": 1337.55,
"per_wallet": {
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": 206.38,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 209.69,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 162.0,
"0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb": 14.97
}
},
"current_plus_bench5@500": {
"bankroll": 500.0,
"copies": 434,
"realized": 96.51,
"open_mark": -48.9,
"end_equity": 547.61,
"misses": {
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"entry_band": 15,
"capital": 681
},
"capital_miss_hypo": -780.99,
"peak_deploy_pct": 99.0,
"mean_deploy": 318.8,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 11.83,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 2.28,
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"0xd7d36345c4aab150e59577e360696b01d01d698b": 9.12,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 11.67
}
},
"current_plus_bench5@1000": {
"bankroll": 1000.0,
"copies": 435,
"realized": 186.95,
"open_mark": -92.66,
"end_equity": 1094.3,
"misses": {
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"entry_band": 15,
"capital": 674
},
"capital_miss_hypo": -1544.3,
"peak_deploy_pct": 99.8,
"mean_deploy": 645.43,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 23.68,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 4.56,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 58.75,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": -74.43,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 52.89,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 78.53,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 8.58,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 18.25,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 16.14
}
},
"current_plus_bench5@2000": {
"bankroll": 2000.0,
"copies": 470,
"realized": 356.86,
"open_mark": -190.71,
"end_equity": 2166.15,
"misses": {
"crater": 96,
"entry_band": 15,
"capital": 669
},
"capital_miss_hypo": -3901.46,
"peak_deploy_pct": 99.9,
"mean_deploy": 1340.49,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 47.1,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 9.07,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 117.37,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": -148.01,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 46.58,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 181.56,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 17.06,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 36.29,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 49.86
}
},
"current_plus_bench5@5000": {
"bankroll": 5000.0,
"copies": 580,
"realized": 602.28,
"open_mark": -449.4,
"end_equity": 5152.89,
"misses": {
"crater": 103,
"entry_band": 15,
"capital": 565
},
"capital_miss_hypo": -6685.68,
"peak_deploy_pct": 100.0,
"mean_deploy": 3566.07,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": 115.41,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 22.16,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 294.84,
"0x921433c93558b9a4ba807ec824d02aad7ea2ddbf": -361.39,
"0xa1d57d329227c75b12b09f927fb3d6d6ef8f1343": 244.07,
"0xbadaf319415c17f28824a43ae0cd912b9d84d874": 118.04,
"0xc684828f6b03487759ced2ebdd975f91f3532228": 41.88,
"0xd7d36345c4aab150e59577e360696b01d01d698b": 89.05,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 38.22
}
},
"bench5_only@500": {
"bankroll": 500.0,
"copies": 127,
"realized": 48.5,
"open_mark": -94.98,
"end_equity": 453.52,
"misses": {
"crater": 93,
"entry_band": 2,
"capital": 210
},
"capital_miss_hypo": 184.83,
"peak_deploy_pct": 97.1,
"mean_deploy": 325.49,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": -16.3,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 2.13,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 69.79,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -23.15,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 16.03
}
},
"bench5_only@1000": {
"bankroll": 1000.0,
"copies": 127,
"realized": 99.87,
"open_mark": -189.92,
"end_equity": 909.95,
"misses": {
"crater": 98,
"entry_band": 2,
"capital": 209
},
"capital_miss_hypo": 369.7,
"peak_deploy_pct": 97.8,
"mean_deploy": 662.35,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": -32.59,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 4.25,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 139.58,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -43.23,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 31.85
}
},
"bench5_only@2000": {
"bankroll": 2000.0,
"copies": 127,
"realized": 197.83,
"open_mark": -379.72,
"end_equity": 1818.11,
"misses": {
"crater": 97,
"entry_band": 2,
"capital": 210
},
"capital_miss_hypo": 738.84,
"peak_deploy_pct": 97.7,
"mean_deploy": 1323.77,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": -65.12,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 8.51,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 279.15,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -87.06,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 62.35
}
},
"bench5_only@5000": {
"bankroll": 5000.0,
"copies": 134,
"realized": 407.96,
"open_mark": -947.69,
"end_equity": 4460.27,
"misses": {
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"entry_band": 2,
"capital": 223
},
"capital_miss_hypo": 1823.59,
"peak_deploy_pct": 100.0,
"mean_deploy": 3502.73,
"per_wallet": {
"0x40ce68f1564f3c751b12d88a393d8cc0651dbf90": -160.06,
"0x73afc8160c17830c0c7281a7bf570c871455b880": 21.28,
"0x82d2e4dbb0a849ff8e2f5380719769145648beea": 697.03,
"0xc684828f6b03487759ced2ebdd975f91f3532228": -241.8,
"0xe542afd3881c4c330ba0ebbb603bb470b2ba0a37": 91.51
}
},
"tape_top8@500": {
"bankroll": 500.0,
"copies": 24,
"realized": 214.57,
"open_mark": -50.93,
"end_equity": 663.64,
"misses": {
"crater": 36,
"capital": 1090,
"entry_band": 4
},
"capital_miss_hypo": 5677.4,
"peak_deploy_pct": 98.4,
"mean_deploy": 256.45,
"per_wallet": {
"0x00093a689df7fb09a137f9db7102d9e967c85497": 11.06,
"0x717990979ff84a32d47205a7eede94317aab7d79": 67.99,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 21.95,
"0x80d8dddcfdc075eb70f6d2d774a27bfb255ab703": 6.42,
"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 17.91,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 89.24
}
},
"tape_top8@1000": {
"bankroll": 1000.0,
"copies": 24,
"realized": 429.14,
"open_mark": -101.87,
"end_equity": 1327.27,
"misses": {
"crater": 36,
"capital": 1090,
"entry_band": 4
},
"capital_miss_hypo": 11311.08,
"peak_deploy_pct": 98.4,
"mean_deploy": 512.88,
"per_wallet": {
"0x00093a689df7fb09a137f9db7102d9e967c85497": 22.11,
"0x717990979ff84a32d47205a7eede94317aab7d79": 135.98,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 43.91,
"0x80d8dddcfdc075eb70f6d2d774a27bfb255ab703": 12.85,
"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 35.82,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 178.48
}
},
"tape_top8@2000": {
"bankroll": 2000.0,
"copies": 26,
"realized": 890.73,
"open_mark": -209.48,
"end_equity": 2681.24,
"misses": {
"crater": 39,
"capital": 1086,
"entry_band": 4
},
"capital_miss_hypo": 21847.33,
"peak_deploy_pct": 100.0,
"mean_deploy": 1086.46,
"per_wallet": {
"0x00093a689df7fb09a137f9db7102d9e967c85497": 29.1,
"0x717990979ff84a32d47205a7eede94317aab7d79": 271.96,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 87.81,
"0x80d8dddcfdc075eb70f6d2d774a27bfb255ab703": 25.7,
"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 71.63,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 404.53
}
},
"tape_top8@5000": {
"bankroll": 5000.0,
"copies": 31,
"realized": 2047.62,
"open_mark": -790.63,
"end_equity": 6256.99,
"misses": {
"crater": 45,
"capital": 1077,
"entry_band": 4
},
"capital_miss_hypo": 47556.82,
"peak_deploy_pct": 99.7,
"mean_deploy": 2581.86,
"per_wallet": {
"0x00093a689df7fb09a137f9db7102d9e967c85497": 29.1,
"0x3d3bbf5d4855ea12fbc610b4c2b49438ace728bd": 202.16,
"0x717990979ff84a32d47205a7eede94317aab7d79": 497.19,
"0x7547479d43f4b52d892a6f2254050eea50edd158": 90.09,
"0x80d8dddcfdc075eb70f6d2d774a27bfb255ab703": 64.24,
"0x81a994924efdbed20c3d360bbea3913b0b6bdf08": 179.08,
"0x9ab303a355bf22a29e485d98fb88d140abb43044": 985.76
}
}
}
}
research/surge_book.json
+39
View File
@@ -0,0 +1,39 @@
{
"computed_at": "2026-07-22 22:29 UTC",
"spec": {
"bank": 100.0,
"stake_pct": 0.05,
"stake_floor": 1.0,
"event_cap": 2,
"fee_rate": 0.03,
"slip_cap": 0.05
},
"sem_ver_source": "a2 attempts stream",
"equity": 98.32,
"cash": 13.32,
"open_n": 17,
"settled": 0,
"wins": 0,
"losses": 0,
"pnl_realized": 0.0,
"chain_graded_settles": 0,
"counters": {
"attempts_seen": 20,
"taken": 17,
"cash_skip": 0,
"event_skip": 0,
"open_skip": 0,
"crater": 3,
"open_unresolved": 17
},
"curve": [
[
1784759179,
100.0
],
[
1784759375,
98.32
]
]
}
research/surgebot.py
+9 -3
View File
@@ -61,6 +61,7 @@ SET_URL = ("https://raw.githubusercontent.com/jaxperro/winning-wallet-finder/"
STATE = os.environ.get("SURGE_STATE", "/data/surge2_state.json")
ATTEMPTS = os.environ.get("SURGE_ATTEMPTS", "/data/surge_attempts.jsonl")
MARKOUTS = os.environ.get("SURGE_MARKOUTS", "/data/surge_markouts.jsonl")
SETTLES = os.environ.get("SURGE_SETTLES", "/data/surge_settles.jsonl")
SEM_VER = "a2" # bump on ANY semantics-altering change
MARKOUT_OFFSETS = (60, 300, 1800) # observational re-reads per fill
BID_LEVELS = 3
@@ -410,11 +411,16 @@ class Surge:
c = self.state["counters"]
c["settled_total"] += 1
c["settle_clob"] += 1
self.state["settled"].append(
{**lot, "payout": pay, "provisional": True,
"settled_ts": int(time.time()), "pnl": pnl})
rec = {**lot, "payout": pay, "provisional": True,
"settled_ts": int(time.time()), "pnl": pnl}
self.state["settled"].append(rec)
del self.state["settled"][:-SETTLED_TRIM]
del self.state["open"][lid]
try: # durable append-log: SETTLED_TRIM can
with open(SETTLES, "a") as fh: # never rotate a settle away
fh.write(json.dumps(rec) + "\n")
except Exception as e:
log(f"⚠ settles log write failed: {e}")
word = "WON" if pay == 1.0 else "refund" if pay == 0.5 else "lost"
log(f"SETTLE {word} {lot['title'][:36]} {pnl:+.2f} · "
f"realized {self.state['pnl_realized']:+.2f}")