Signal Service

MarketScanner continuously scans every live Polymarket market on each scan cycle and scores each one for tradability based on volume, book depth, spread, and resolution metadata. Markets that pass all filters emit an OrderIntent candidate to the Strategy layer for further evaluation. MarketScanner is strictly read-only — it never submits, signs, or modifies orders. All output is a recommendation that Strategy may accept or ignore.

Detect semantically identical or dangerously overlapping Polymarket markets to prevent accidental correlated exposure and to surface cross-market arbitrage opportunities. Emits ObservationReports tagging each duplicate cluster with a similarity score.

Map every Polymarket market to a known real-world calendar event (elections, sports fixtures, court dates, FOMC releases, earnings, debates) and emit a time-tagged ObservationReport so strategies can act on pre-event positioning logic.

Poll the Gamma API at high frequency to detect newly listed markets as soon as they appear, parse their initial metadata, and emit ObservationReports so strategies can evaluate early liquidity opportunities before the book fills.

NewsIngest continuously pulls news from external feeds (RSS, partner APIs), resolves named entities to Polymarket market IDs via the Gamma API, and scores each story for materiality. High-materiality stories trigger immediate ObservationReport emission; routine items are sampled 1/10. NewsIngest is strictly read-only — it never submits, signs, or modifies orders. Output is consumed by news-materiality-trader and contradictiondetector.

OracleWatcher streams the UMA Optimistic Oracle on-chain, detecting assertion proposals, dispute filings, DVM debate escalations, and final vote outcomes for every Polymarket condition ID. It emits an ObservationReport on every state change. OracleWatcher is strictly read-only — it never submits or signs anything. Output is the primary feed for oracleriskmonitor, which uses it to gate positions during contested resolutions.

OrderFlowAnalyzer subscribes to ws_market for real-time trade prints and clob_public for order-book snapshots, then classifies each flow event as toxic (informed, likely to precede adverse price movement), benign (noise/retail), or informed (structural, correlated with neg-risk rebalancing). It emits an ObservationReport for every toxic flip and samples 1/10 routine ticks. Output feeds liquidity-aware strategies and the LiquidityGuard risk bot. OrderFlowAnalyzer is strictly read-only — it never submits or signs orders.

CrossMarketGraph builds and maintains a directed graph of semantically equivalent and logically linked Polymarket markets by embedding market titles and rules text, applying cosine-similarity clustering, and supplementing with manual override pairs. Each node is a condition_id; each edge carries a relation_type (SAME_EVENT, COMPLEMENTARY, NEG_RISK_SIBLING, SUPERSEDES) and a confidence score. The graph is the foundation for cross-market correlation signals used by SumToOneArb and liquidity-aware strategies to detect near-duplicate markets and hedge opportunities. CrossMarketGraph is strictly read-only — it never submits or signs orders.

OnChainWatcher monitors Polygon on-chain events for a configured list of high-signal wallet addresses, detecting CTFExchangeV2 order fills, position transfers, and pUSD balance changes that exceed min_position_change_usd. It emits an ObservationReport for each qualifying wallet event after a publish_delay_s hold (to prevent front-running its own signals). Output feeds liquidity-aware strategies and the LiquidityGuard risk bot with smart-money flow intelligence. OnChainWatcher is strictly read-only — it never submits or signs orders.

SportsFeed-Adapter ingests structured sports data from league APIs (NBA, NFL, EPL, ATP/WTA, MLB) and odds-feed providers, normalises it into a canonical SportsFeedEvent schema, and emits an ObservationReport for each qualifying update (lineup changes, injury reports, score updates, and pre-game odds shifts). It supplements primary API feeds with ws_sports for low-latency in-play state and falls back to web extraction for sports without direct API coverage. Output feeds sports-model strategies with the event data they need to price Polymarket sports markets. SportsFeed-Adapter is strictly read-only — it never submits or signs orders.

Flag statistical anomalies in book, trades, or feed data for human review.

Surface markets whose resolution rule contradicts itself, the title, or a parent neg-risk constraint.

Predict near-term book depth and trade pacing per market for sizing decisions.

Cluster markets into events, themes, and underlying entities for cross-market reasoning.

Detect and emit any post-listing edit to a market's resolution rule.

Lightweight, secondary social-sentiment input — never primary trigger.

Sanity-check that the source listed in a market's rule actually publishes what's needed for resolution.

Score on-chain wallets on historical edge over a long window — emitted as a feature, never as a copy-trade signal.