Library by Polymarket input

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.

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.

Owns every amend and cancel operation against the CLOB for orders Polytraders has placed. Strategies do not cancel directly — they emit an OrderAdjustment intent which this bot validates, sequences, and submits via the EIP-712 v2 envelope. Maintains a strict monotonic intent sequence per order so cancels can never race amends.

LiquidityGuard prevents strategies from placing orders that would consume too much of the visible order-book depth on a given market. It checks book depth, spread, and top-of-book freshness on every OrderIntent and either approves, downsizes, or rejects the order. It cannot change the market, the direction, or the strategy intent — only the size and the timing of execution.

NonceShepherd manages the on-chain nonce sequence for the Polytraders signing wallet on Polygon, ensuring that every V2 EIP-712 signed order carries a valid, non-colliding nonce. It detects nonce gaps (caused by dropped or reverted transactions), resequences pending orders when a gap is found, and enforces a ceiling on the number of pending signed-but-unposted orders. NonceShepherd also tracks CLOB ClobAuth credential TTLs and triggers re-authentication before they expire.

Stamps every approved OrderIntent with an explicit fee + slippage estimate before the order shaper sees it. The estimate is a structured object (maker_fee_bps, taker_fee_bps, expected_slippage_bps, total_cost_usd) that downstream tools and UIs all read instead of guessing.

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.

LiquidityGuard prevents strategies from placing orders that would consume too much of the visible order-book depth on a given market. It checks book depth, spread, and top-of-book freshness on every OrderIntent and either approves, downsizes, or rejects the order. It cannot change the market, the direction, or the strategy intent — only the size and the timing of execution.

Rejects any OrderIntent whose required pUSD collateral cannot be covered by the funded balance of the assigned wallet, including a configurable buffer. Prevents the system from submitting orders that would fail at the exchange for insufficient funds, which burns latency and creates noisy reject metrics.

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.

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.

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.

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.

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.

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.

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.

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.

QueueWarden polices the rate at which orders and cancel-replace operations are sent to the Polymarket CLOB V2 and manages the maker queue position of resting orders. It enforces a cap on cancel-replace operations per minute to avoid CLOB rate-limit rejections, monitors drift between the resting quote price and the best bid/ask, and cancels stale resting orders that have not been filled within the stale_ttl_s window. QueueWarden also injects builderCode (bytes32) into cancel-replace messages to maintain builder attribution continuity across order lifecycle events.

GasOracle continuously monitors the Polygon network gas-price environment and advises the execution layer on whether on-chain operations (order submission, cancel-and-replace, neg-risk conversions) are economically viable at the current gas price. It defers non-urgent operations when gas is above the rolling percentile threshold, and never defers risk-critical operations such as emergency cancellations.

Re-runs any historical pipeline trace against the current bot revisions to verify that the outcome would be the same (or to surface changes). Used for regression testing, incident post-mortems, and 'what would have happened' reviews. Runs only on recorded ReportEnvelope streams — never against live state.

Compares the running BotConfig of every live bot against the latest committed config in the config repo. Any drift (running != committed) is surfaced as a ConfigDriftReport naming the bot, the field, and the drift amount. Operators are forced to either commit the change or revert it.

Produces a plain-English narrative of current portfolio exposure: which markets, which outcomes, how much pUSD is at risk, why each position was opened (linked back to the originating strategy and OrderIntent). Read by the Admin UI, the daily ops digest, and any incident review.

Tracks how quickly inside liquidity decays after our orders rest on the book. The output is a per-market liquidity-decay signal (in USD/second) that the smart router and order shaper consume to size and slice future orders. Pure observer — never blocks anything.

Prevents Polytraders from trading against itself. If an outgoing OrderIntent would cross with one of our own resting orders on the same market and outcome, SelfTradeWashGuard rejects it (full overlap) or downsizes it (partial overlap). This protects against wash-trade exposure and inadvertent self-fills.

Watches every external API surface Polytraders depends on (CLOB v2 REST, CLOB WebSocket, Polymarket metadata REST, Ethereum RPC, builder fee oracle) and publishes a per-surface health envelope (latency p50/p99, error rate, last_success_ts_ms). Risk and Strategy bots consume this envelope to decide whether to operate normally, degrade, or pause.

Produces a plain-English narrative of current portfolio exposure: which markets, which outcomes, how much pUSD is at risk, why each position was opened (linked back to the originating strategy and OrderIntent). Read by the Admin UI, the daily ops digest, and any incident review.

Watches the on-chain resolution state of every active Polymarket market. As a market approaches resolution, it emits typed warnings (T-24h, T-1h, finalising, resolved) so downstream bots can stop opening new positions and start unwinding. Pure observer — never blocks; the actual blocking is done by Risk's PreResolutionFreeze guardrail downstream.

Watches every external API surface Polytraders depends on (CLOB v2 REST, CLOB WebSocket, Polymarket metadata REST, Ethereum RPC, builder fee oracle) and publishes a per-surface health envelope (latency p50/p99, error rate, last_success_ts_ms). Risk and Strategy bots consume this envelope to decide whether to operate normally, degrade, or pause.

Watches the on-chain resolution state of every active Polymarket market. As a market approaches resolution, it emits typed warnings (T-24h, T-1h, finalising, resolved) so downstream bots can stop opening new positions and start unwinding. Pure observer — never blocks; the actual blocking is done by Risk's PreResolutionFreeze guardrail downstream.

Prevents Polytraders from trading against itself. If an outgoing OrderIntent would cross with one of our own resting orders on the same market and outcome, SelfTradeWashGuard rejects it (full overlap) or downsizes it (partial overlap). This protects against wash-trade exposure and inadvertent self-fills.

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.

Owns every amend and cancel operation against the CLOB for orders Polytraders has placed. Strategies do not cancel directly — they emit an OrderAdjustment intent which this bot validates, sequences, and submits via the EIP-712 v2 envelope. Maintains a strict monotonic intent sequence per order so cancels can never race amends.

LiquidityGuard prevents strategies from placing orders that would consume too much of the visible order-book depth on a given market. It checks book depth, spread, and top-of-book freshness on every OrderIntent and either approves, downsizes, or rejects the order. It cannot change the market, the direction, or the strategy intent — only the size and the timing of execution.

Tracks how quickly inside liquidity decays after our orders rest on the book. The output is a per-market liquidity-decay signal (in USD/second) that the smart router and order shaper consume to size and slice future orders. Pure observer — never blocks anything.

CancelReplaceOptimizer selects the cheapest path to modify a resting order: amend-in-place if queue priority is preserved, or cancel-then-replace if the delta exceeds the amend threshold. It enforces rate-limit budgets across cancel and amend operations.

LatencyProfiler continuously measures round-trip order submission latency by route and surfaces regressions. It probes each configured route at probe_interval_s and emits ObservationReports when p95 or p99 thresholds are breached.

DustAndRoundingCleaner prevents creation of dust positions — holdings so small that their eventual pUSD value at settlement is less than the transaction cost of acquiring or selling them. It rounds order sizes to economically viable minimums and sweeps existing dust positions on a configurable cron schedule.

PnLReporter reconciles all fill events into realised and unrealised P&L, denominated in pUSD. It reads fee from the fill's match event (not from the signed order — fees are operator-set at match time in V2). It accrues maker rebates (20–25% of fees, paid in pUSD, per market) and credits them against gross fees. It groups P&L by bot, market, and builder as configured. It emits a SettlementReport after every fill and on the configured window cadence for regulatory retention. PnLReporter is the authoritative post-trade ledger for all pUSD flows.

PortfolioSync keeps the in-memory portfolio state — open positions and open orders — continuously synchronised with on-chain pUSD balances and CLOB open-order state. It reconciles the internal position store against clob_auth open orders and the Polygon on-chain balance every sync_interval_s. For negative-risk markets (NegRiskAdapter), it correctly aggregates multi-outcome positions using the negRisk flag. On discrepancy beyond discrepancy_alert_usd, it emits an alert and, if configured, pauses the affected strategy to prevent trading against a stale view of risk. Emits both a SettlementReport (position deltas) and an OperationsReport (sync health) on every cycle.

RateLimitGovernor prevents the system from exceeding Polymarket's CLOB order send-rate limits at both the per-market and per-account levels. It reads live rate-limit headers from CLOB responses (X-RateLimit-Remaining, X-RateLimit-Reset), maintains sliding-window counters, and either delays (reshapes) or rejects OrderIntents when the remaining budget falls below configured thresholds. Cancel and risk-flatten requests always receive priority allocation over new open orders. The bot is fail-closed: if rate-limit state cannot be determined, new order intents are rejected until state is re-established.

InventoryUnwinder detects when a position has breached its concentration or capital limit — either because an OrderIntent would push it over, or because an existing position is already over the limit (e.g. after a parameter change or strategy crash). When a breach is detected it generates unwind OrderIntents targeting the source bot, using the NegRiskAdapter on Polygon for negRisk markets, and routes them back into the execution pipeline. It can also hard-reject incoming intents that would worsen an already-breached position. Builder codes from the original strategy are preserved on unwind intents for attribution. Fail-closed: if position data is unavailable, all new intents for the affected market are rejected.

Render a plain-English summary of every EIP-712 signature before the wallet shows the modal.

Nag the user to rotate signing keys on a schedule; prevent key reuse across environments.

Maker-Wide is a passive market-making strategy designed for thin, illiquid binary markets where the natural spread is wider than Maker-Tight's target. It posts resting maker quotes at a wider edge (80–200 bps from mid), a smaller clip size, and with a longer expected holding period. The stale-book detector (time since last fill > stale_book_minutes) prevents continuous requoting on markets with no real two-way flow. Volatility of mid over the last hour determines the spread width dynamically: higher vol → wider edge. This is a user-controlled liquidity-provision tool. Maker rebates (20–25% of platform fees, paid in pUSD) contribute to the return profile. No performance claims are made.

AntiToxicFill detects toxic order-flow patterns on the target market immediately before order submission and reshapes or cancels the ExecutionPlan to avoid being adversely selected. It monitors three primary toxicity signals: one-sided sweeps through more than three book levels in the last 5 seconds, a cancel-storm on the opposite side, and realised post-fill drift over a rolling window. If an adverse news event is detected within ±30 seconds of a planned fill, the bot enters a cooldown. Depending on signal severity, AntiToxicFill either widens the limit price by requote_widen_bps, reduces the order size by downsize_factor, or cancels the order outright. It cannot alter the trade direction, market, or outcome leg.

FillQualityAnalyzer scores every completed fill on price slippage, execution latency, and post-fill toxicity relative to the original intent. Low-scoring fills generate WARN annotations; systematic poor scores feed back to strategy tuning.

PartialFillHandler decides what to do with the unfilled remainder after a partial fill: hold and wait, cancel the remainder, or chase the market by submitting a new order. It respects the strategy's declared partial-fill policy and current book state.

CancelReplaceOptimizer selects the cheapest path to modify a resting order: amend-in-place if queue priority is preserved, or cancel-then-replace if the delta exceeds the amend threshold. It enforces rate-limit budgets across cancel and amend operations.

ExchangeStatusMonitor treats Polymarket itself as a degradable dependency. It polls CLOB V2 endpoint health, watches for reject-rate spikes, and parses public maintenance signals. When degradation is confirmed, it emits ObservationReports that trigger pause or de-risk actions across the exec layer.

PriceBandValidator is a fat-finger and decimal-shift catcher. It rejects or warns on any order priced outside a sanity band relative to the current top-of-book mid, preventing obviously erroneous prices from reaching the CLOB V2 signing step.

DustAndRoundingCleaner prevents creation of dust positions — holdings so small that their eventual pUSD value at settlement is less than the transaction cost of acquiring or selling them. It rounds order sizes to economically viable minimums and sweeps existing dust positions on a configurable cron schedule.

PnLReporter reconciles all fill events into realised and unrealised P&L, denominated in pUSD. It reads fee from the fill's match event (not from the signed order — fees are operator-set at match time in V2). It accrues maker rebates (20–25% of fees, paid in pUSD, per market) and credits them against gross fees. It groups P&L by bot, market, and builder as configured. It emits a SettlementReport after every fill and on the configured window cadence for regulatory retention. PnLReporter is the authoritative post-trade ledger for all pUSD flows.

Paper-Trade Runner mirrors every live signal against a simulated paper account in real time (mode=paper). It subscribes to the live CLOB order book and signal streams, runs the strategy under test through the full execution path, and simulates fills against the current order book snapshot without submitting any real orders. It is the mandatory pre-promotion environment for all new strategies. Paper-Trade Runner emits OperationsReport records (and paper-tagged copies of any report kind it simulates) to polytraders.reports.operations, partitioned by bot_slug+epoch, retained for 1 year. A strategy may only be promoted to limited live when Paper-Trade Runner has accumulated at least min_paper_days of continuous paper trading with require_positive_risk_adj=true passing. Paper-Trade Runner never signs orders, never submits to the CLOB, and never touches on-chain state.

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.

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

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

InventoryUnwinder detects when a position has breached its concentration or capital limit — either because an OrderIntent would push it over, or because an existing position is already over the limit (e.g. after a parameter change or strategy crash). When a breach is detected it generates unwind OrderIntents targeting the source bot, using the NegRiskAdapter on Polygon for negRisk markets, and routes them back into the execution pipeline. It can also hard-reject incoming intents that would worsen an already-breached position. Builder codes from the original strategy are preserved on unwind intents for attribution. Fail-closed: if position data is unavailable, all new intents for the affected market are rejected.

TailLossSimulator applies scripted adverse shock scenarios to the combined portfolio (open positions plus the proposed order) and rejects or downsizes the order if the simulated tail loss exceeds the configured maximum. It acts as a pre-trade stress test, replacing post-hoc margin calls with a forward-looking gate.

FeeAndGasGuard estimates the total transaction cost (CLOB maker/taker fee plus Polygon gas) for a proposed order and rejects or downsizes it when the cost-to-edge ratio exceeds the configured ceiling. It prevents strategies from placing orders where fee drag exceeds the expected edge, turning a positive-expected-value intent into a negative-EV execution.

Neg-Risk Sum Arb exploits pricing dislocations on Polymarket’s negative-risk (multi-outcome) markets, where the sum of YES token prices across N outcomes must equal $1.00 at resolution. When sum(YES asks across outcomes) < $1.00 net of fees, the bot buys the underpriced YES tokens and — where profitable — routes the position through the NegRiskAdapter on Polygon to convert NO tokens across the set into pUSD. The 'Other' outcome is always excluded from the conversion path. This is a user-controlled execution tool that targets a structural pricing constraint specific to negative-risk event design on Polymarket. It is the multi-outcome counterpart to sum-to-one-arb.

Bregman-Projection Arb detects when the joint probability distribution implied by a neg-risk multi-outcome market's order book diverges from the closest valid (simplex-constrained) distribution by more than kl_divergence_threshold nats. It uses a Frank-Wolfe iterative projection to find the nearest valid distribution, measures the KL-divergence of the observed book from that projection, and emits a set of up to max_legs_per_trade OrderIntents to exploit the divergence. This is a user-controlled execution tool for multi-outcome neg-risk markets. It never trades standard 2-outcome binary markets (those are handled by Sum-to-One Arb). No performance claims are made; the tool automates the mechanical detection and sizing of Bregman-projection violations.

Cross-Market Arb detects logically constrained relationships between pairs of Polymarket binary markets — e.g. 'Candidate A wins primary' should price at or below 'Candidate A wins general', or 'Team X advances to semi-final' should price at or below 'Team X wins tournament'. When the logical constraint is violated by more than tolerance_bps (after fee buffer), the bot emits a pair of OrderIntents (one per market) to exploit the mispricing. Market pairs must pass manual review before the bot will trade them (require_manual_pair_review=true). This is a user-controlled execution tool; it does not copy trades or make performance claims.

Cross-Venue Arb identifies price divergences between Polymarket and external prediction markets (Kalshi, PredictIt) that share an identical resolution source, then emits an OrderIntent to trade the cheaper leg on Polymarket. Both venues must resolve via the same authority; any mismatch blocks the trade.

News Materiality Trader positions ahead of the book's full digestion of material news events. It receives news items from the NewsIngest pipeline (Reuters, AP, Bloomberg, league wires), scores them using a NLP materiality classifier, resolves the news entity to one or more watchlisted Polymarket markets via an entity-resolution dictionary, and emits an IOC OrderIntent when materiality_score >= materiality_threshold. A cooldown period (cooldown_s) prevents re-trading the same entity-market pair within the window. Order TTL (order_ttl_s) limits exposure if the IOC is not immediately filled. This is a user-controlled execution tool for reacting to material news before book equilibration; it does not predict resolution outcomes or make performance claims.

Sports Model computes a quantitative fair-value probability for Polymarket sports markets using an internal power-rating model fed by league APIs (NBA, NFL, EPL, ATP/WTA, MLB), lineup and injury data via SportsFeed-Adapter, and weather data for outdoor events. When the CLOB mid-price diverges from the model price by more than min_edge_bps_vs_model, the bot sizes an IOC OrderIntent using a fractional-Kelly position sizing formula (kelly_fraction) bounded by max_per_bet_usd. The bot targets the Apr 2026 $5M pUSD maker rebate pool for sports+esports markets when the edge direction permits maker posting. This is a user-controlled execution tool that automates quantitative sports market trading decisions. No performance claims are made.

Resolution Fair-Value detects Polymarket binary markets that are close to resolution and priced away from their fair value (e.g. trading at ¢96 when the outcome is virtually certain). It emits an IOC OrderIntent to trade toward fair value on unambiguous markets whose oracle signal is clean and within resolution window.

Late-Resolution Spread captures the time-decay component of high-probability outcomes near market maturity. As a binary or multi-outcome market approaches its endDate (from Gamma API), a token priced at $0.95–$0.99 retains a positive expected settlement of $1.00 if the leading outcome holds. The spread between the current market price and $1.00 shrinks deterministically as resolution approaches. This bot monitors gamma.market.endDate to identify markets within max_minutes_to_resolution of close, checks that the price-to-$1.00 spread exceeds the configurable minimum, and emits a buy OrderIntent sized to max_clip_usd. It never averages down (never_average_down is locked true). This is a user-controlled execution tool exploiting time-value decay in near-resolution predictive markets; it is not a directional price forecast.

Mean-Reversion Sniper fades price momentum in markets that have overreacted to recent information. It monitors markets where the best-ask for YES tokens exceeds price_threshold (default 0.80), computes a rolling z-score of the price change over a lookback window, and checks for order-book signals of a momentum reversal (aggressor side flips and large cancels on the heavy side). When z_score >= z_score_min and no active news cycle is detected by the NewsIngest event-density feed, the bot emits an IOC OrderIntent to sell YES tokens at or above price_threshold. An automatic time exit (time_exit_s) and stop-loss (stop_bps) control downside risk. This is a user-controlled execution tool; it does not predict outcomes or make performance claims.

Breakout-Follower is a momentum strategy that enters Polymarket binary markets when a high-confidence news event causes a price breakout beyond configurable Bollinger Band thresholds. It scales in across multiple steps and trails a stop using an ATR multiple, acting as the directional complement to Mean-Reversion Sniper.

Liquidity-Pulse is a market-analytics tool that monitors emerging Polymarket markets for early liquidity opportunities. When a market's volume and attention signal crosses configured thresholds, the bot emits an OrderIntent for user-controlled maker quote placement. All execution decisions remain with the user; this bot provides structured analytics and sizing recommendations only.

VolatilityHarvest quotes inside the spread on volatile Polymarket event markets with thick books, collecting maker rebates while managing inventory skew. It enters when realised volatility exceeds min_realised_vol, quotes inside the current spread by quote_inside_bps, and limits total position via max_inventory_skew. After a losing quote it cools off for cool_off_after_loss seconds.

CalendarCompression identifies pairs of related Polymarket markets resolving on different dates (e.g. 'Will X happen by June?' vs 'Will X happen by December?') and trades the price differential when it deviates from the fair time-decay spread. The bot buys the underpriced near-expiry leg and/or sells the overpriced far-expiry leg to capture calendar compression.

ResolutionCurveTrader models the expected time-path of a Polymarket binary market's probability from the current moment to resolution, then trades when the market price deviates significantly from the model's projected curve. It captures mispricing in the temporal dimension rather than just the endpoint.

Dispute-Risk Pricing identifies Polymarket markets affected by UMA dispute uncertainty where the current price does not reflect the true resolution probability given the dispute risk. The bot buys positions that appear mispriced due to dispute-inflated uncertainty, but only when the resolution-rule reading is unambiguous and the parser confidence is at maximum.

Rule-Risk Discount fades Polymarket binary markets where the resolution rule is ambiguous and the current market price does not reflect that ambiguity risk. When a market's price implies high certainty but the resolution rule has a significant ambiguity score, the bot takes the opposite position to capture the mean-reversion when uncertainty is priced in.

NarrativeCrowdingFade detects Polymarket binary markets where social attention and narrative momentum have pushed prices above the statistical base rate. When attention Z-score and price drift signal crowding, the bot fades the move — taking the opposite position to capture reversion toward the base rate.

FundingRotationBot manages idle pUSD capital by rotating between pre-approved safe-yield routes and Polymarket deployment, ensuring the user's deployable budget is efficiently allocated without exceeding configured reserve requirements. All rotation decisions require the user's opt-in and stay within a whitelisted route set.

PortfolioHedger monitors the user's Polymarket portfolio for correlated exposure flagged by the Risk guardrail and builds offsetting positions to reduce net directional risk. When correlated market clusters exceed target_residual_corr and hedging cost is within max_hedge_cost_bps, the bot emits hedge OrderIntents to neutralise the correlation.

BasisTrader identifies and trades the price basis between a Polymarket market and an off-platform reference (sportsbook line, futures price, or consensus poll) when the resolution rules of both platforms are provably identical. The bot buys the Polymarket leg when it is cheap relative to the reference and the basis exceeds min_basis_bps after fees.

MarketCreationScout monitors newly created Polymarket markets and identifies those worth seeding with early maker liquidity before the spread tightens. It evaluates quality score, market age, and event category, then emits GTC post-only OrderIntents to seed the book with initial maker quotes, generating rebate income from early-adopter taker flow.

Maker-Wide is a passive market-making strategy designed for thin, illiquid binary markets where the natural spread is wider than Maker-Tight's target. It posts resting maker quotes at a wider edge (80–200 bps from mid), a smaller clip size, and with a longer expected holding period. The stale-book detector (time since last fill > stale_book_minutes) prevents continuous requoting on markets with no real two-way flow. Volatility of mid over the last hour determines the spread width dynamically: higher vol → wider edge. This is a user-controlled liquidity-provision tool. Maker rebates (20–25% of platform fees, paid in pUSD) contribute to the return profile. No performance claims are made.

News Materiality Trader positions ahead of the book's full digestion of material news events. It receives news items from the NewsIngest pipeline (Reuters, AP, Bloomberg, league wires), scores them using a NLP materiality classifier, resolves the news entity to one or more watchlisted Polymarket markets via an entity-resolution dictionary, and emits an IOC OrderIntent when materiality_score >= materiality_threshold. A cooldown period (cooldown_s) prevents re-trading the same entity-market pair within the window. Order TTL (order_ttl_s) limits exposure if the IOC is not immediately filled. This is a user-controlled execution tool for reacting to material news before book equilibration; it does not predict resolution outcomes or make performance claims.

Bregman-Projection Arb detects when the joint probability distribution implied by a neg-risk multi-outcome market's order book diverges from the closest valid (simplex-constrained) distribution by more than kl_divergence_threshold nats. It uses a Frank-Wolfe iterative projection to find the nearest valid distribution, measures the KL-divergence of the observed book from that projection, and emits a set of up to max_legs_per_trade OrderIntents to exploit the divergence. This is a user-controlled execution tool for multi-outcome neg-risk markets. It never trades standard 2-outcome binary markets (those are handled by Sum-to-One Arb). No performance claims are made; the tool automates the mechanical detection and sizing of Bregman-projection violations.

AttributionRevenueReporter reconciles builder-code rebates with internal fill records and publishes a daily auditable SettlementReport. Retained 7 years for financial and regulatory compliance.

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.

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

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

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

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

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

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.

CorrelationShockGuard monitors the rolling pairwise return correlation of open positions and blocks new orders when the portfolio correlation exceeds the configured ceiling. It detects sudden hidden correlation shocks where previously independent markets begin resolving together, increasing tail risk beyond what the capital model assumes.

TailLossSimulator applies scripted adverse shock scenarios to the combined portfolio (open positions plus the proposed order) and rejects or downsizes the order if the simulated tail loss exceeds the configured maximum. It acts as a pre-trade stress test, replacing post-hoc margin calls with a forward-looking gate.

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.

PriceBandValidator is a fat-finger and decimal-shift catcher. It rejects or warns on any order priced outside a sanity band relative to the current top-of-book mid, preventing obviously erroneous prices from reaching the CLOB V2 signing step.

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

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

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.

InventoryUnwinder detects when a position has breached its concentration or capital limit — either because an OrderIntent would push it over, or because an existing position is already over the limit (e.g. after a parameter change or strategy crash). When a breach is detected it generates unwind OrderIntents targeting the source bot, using the NegRiskAdapter on Polygon for negRisk markets, and routes them back into the execution pipeline. It can also hard-reject incoming intents that would worsen an already-breached position. Builder codes from the original strategy are preserved on unwind intents for attribution. Fail-closed: if position data is unavailable, all new intents for the affected market are rejected.

BlacklistKeeper maintains a dual-registry of banned market condition IDs and banned counterparty wallet addresses. On every OrderIntent it checks both registries and hard-rejects any intent whose target market or counterparty appears on either list. The bot also monitors for ambiguity signals (undefined resolution sources, prior dispute history, time-to-resolution below threshold) and rejects structurally hostile markets before execution. It is fail-closed: if the registry cannot be read, the intent is rejected.

StrategySuitabilityGate screens every OrderIntent against the user's declared experience tier and capital envelope, blocking strategy types that exceed the user's configured risk profile. It prevents novice-tier users from executing advanced multi-leg or high-leverage strategies without explicit elevation.

CorrelationShockGuard monitors the rolling pairwise return correlation of open positions and blocks new orders when the portfolio correlation exceeds the configured ceiling. It detects sudden hidden correlation shocks where previously independent markets begin resolving together, increasing tail risk beyond what the capital model assumes.

Render a plain-English summary of every EIP-712 signature before the wallet shows the modal.

Cross-Market Arb detects logically constrained relationships between pairs of Polymarket binary markets — e.g. 'Candidate A wins primary' should price at or below 'Candidate A wins general', or 'Team X advances to semi-final' should price at or below 'Team X wins tournament'. When the logical constraint is violated by more than tolerance_bps (after fee buffer), the bot emits a pair of OrderIntents (one per market) to exploit the mispricing. Market pairs must pass manual review before the bot will trade them (require_manual_pair_review=true). This is a user-controlled execution tool; it does not copy trades or make performance claims.

Late-Resolution Spread captures the time-decay component of high-probability outcomes near market maturity. As a binary or multi-outcome market approaches its endDate (from Gamma API), a token priced at $0.95–$0.99 retains a positive expected settlement of $1.00 if the leading outcome holds. The spread between the current market price and $1.00 shrinks deterministically as resolution approaches. This bot monitors gamma.market.endDate to identify markets within max_minutes_to_resolution of close, checks that the price-to-$1.00 spread exceeds the configurable minimum, and emits a buy OrderIntent sized to max_clip_usd. It never averages down (never_average_down is locked true). This is a user-controlled execution tool exploiting time-value decay in near-resolution predictive markets; it is not a directional price forecast.

Liquidity-Pulse is a market-analytics tool that monitors emerging Polymarket markets for early liquidity opportunities. When a market's volume and attention signal crosses configured thresholds, the bot emits an OrderIntent for user-controlled maker quote placement. All execution decisions remain with the user; this bot provides structured analytics and sizing recommendations only.

Late-Resolution Spread captures the time-decay component of high-probability outcomes near market maturity. As a binary or multi-outcome market approaches its endDate (from Gamma API), a token priced at $0.95–$0.99 retains a positive expected settlement of $1.00 if the leading outcome holds. The spread between the current market price and $1.00 shrinks deterministically as resolution approaches. This bot monitors gamma.market.endDate to identify markets within max_minutes_to_resolution of close, checks that the price-to-$1.00 spread exceeds the configurable minimum, and emits a buy OrderIntent sized to max_clip_usd. It never averages down (never_average_down is locked true). This is a user-controlled execution tool exploiting time-value decay in near-resolution predictive markets; it is not a directional price forecast.

Neg-Risk Sum Arb exploits pricing dislocations on Polymarket’s negative-risk (multi-outcome) markets, where the sum of YES token prices across N outcomes must equal $1.00 at resolution. When sum(YES asks across outcomes) < $1.00 net of fees, the bot buys the underpriced YES tokens and — where profitable — routes the position through the NegRiskAdapter on Polygon to convert NO tokens across the set into pUSD. The 'Other' outcome is always excluded from the conversion path. This is a user-controlled execution tool that targets a structural pricing constraint specific to negative-risk event design on Polymarket. It is the multi-outcome counterpart to sum-to-one-arb.

Stamps every approved OrderIntent with an explicit fee + slippage estimate before the order shaper sees it. The estimate is a structured object (maker_fee_bps, taker_fee_bps, expected_slippage_bps, total_cost_usd) that downstream tools and UIs all read instead of guessing.

HealthHeartbeat monitors the liveness of all 97 production bots by polling each bot's internal health endpoint at a configurable interval. If a bot misses missed_heartbeats_to_alert consecutive polls, HealthHeartbeat emits a page-severity alert and optionally triggers an auto-restart. It emits an OperationsReport after every sweep cycle summarising bot health across all layers. Internal-only — no external API surface.

Backtester replays historical CLOB snapshots and the full report archive through the live execution path at tick resolution. It runs in replay mode (mode=replay), consuming archived ObservationReport, DecisionReport, RiskVote, ExecutionReport, and SettlementReport envelopes and re-executing the strategy under test against them. It emits replay-tagged OperationsReport records (and replay-tagged copies of every simulated report kind) to polytraders.reports.operations, partitioned by bot_slug+epoch, retained for 1 year. Backtester is used by the governance team to validate parameter changes, A/B test strategies, and produce audit-quality evidence before any strategy is promoted to live. Backtester never signs orders or touches the live CLOB.

CronRunner maintains the authoritative cron schedule for the entire Polytraders system. It reads a declarative cron manifest (cron_expression per task, UTC), fires each task at the correct wall-clock moment, serialises concurrent firings into an ordered queue, and emits an OperationsReport heartbeat after each dispatch. CronRunner never executes strategy logic or touches the CLOB directly; it is purely a scheduling and dispatch service. Internal-only — no API surface beyond the internal bus.

ExperimentTracker manages shadow and limited-live A/B experiments, records matched-pair samples, computes confidence intervals, and emits a drift signal to StrategyRegistry when a variant underperforms.

ParameterChangeAuditor intercepts every config edit across the Polytraders fleet, records what changed, who changed it, when, and the before/after values with replay-grade detail.

IncidentCommander coordinates halts, flattens, and post-mortems when a guard, monitor, or operator declares an incident. It records the incident timeline, dispatches auto-actions by severity, pages on-call, and tracks RCA completion.

UserActivityLedger records every user-initiated action — strategy starts, parameter changes, halts, and overrides — as a SettlementReport, providing a per-user, per-session compliance ledger retained for 7 years.

AttributionRevenueReporter reconciles builder-code rebates with internal fill records and publishes a daily auditable SettlementReport. Retained 7 years for financial and regulatory compliance.

SLAMonitor tracks service-level objectives committed to internally and to users, measures error-budget burn rate, and emits alerts when burn rate approaches the SLO budget limit. Retained 7 years as a compliance-grade availability record.

ManualOverrideAuditor intercepts every request to bypass or adjust a guardrail, enforces a rate limit on overrides per time window, requires a non-empty justification string, and emits an immutable RiskVote audit record for every approved or rejected override attempt. It ensures that manual guardrail bypasses cannot occur silently and that every override is visible to the risk team.

Bregman-Projection Arb detects when the joint probability distribution implied by a neg-risk multi-outcome market's order book diverges from the closest valid (simplex-constrained) distribution by more than kl_divergence_threshold nats. It uses a Frank-Wolfe iterative projection to find the nearest valid distribution, measures the KL-divergence of the observed book from that projection, and emits a set of up to max_legs_per_trade OrderIntents to exploit the divergence. This is a user-controlled execution tool for multi-outcome neg-risk markets. It never trades standard 2-outcome binary markets (those are handled by Sum-to-One Arb). No performance claims are made; the tool automates the mechanical detection and sizing of Bregman-projection violations.

Cross-Market Arb detects logically constrained relationships between pairs of Polymarket binary markets — e.g. 'Candidate A wins primary' should price at or below 'Candidate A wins general', or 'Team X advances to semi-final' should price at or below 'Team X wins tournament'. When the logical constraint is violated by more than tolerance_bps (after fee buffer), the bot emits a pair of OrderIntents (one per market) to exploit the mispricing. Market pairs must pass manual review before the bot will trade them (require_manual_pair_review=true). This is a user-controlled execution tool; it does not copy trades or make performance claims.

News Materiality Trader positions ahead of the book's full digestion of material news events. It receives news items from the NewsIngest pipeline (Reuters, AP, Bloomberg, league wires), scores them using a NLP materiality classifier, resolves the news entity to one or more watchlisted Polymarket markets via an entity-resolution dictionary, and emits an IOC OrderIntent when materiality_score >= materiality_threshold. A cooldown period (cooldown_s) prevents re-trading the same entity-market pair within the window. Order TTL (order_ttl_s) limits exposure if the IOC is not immediately filled. This is a user-controlled execution tool for reacting to material news before book equilibration; it does not predict resolution outcomes or make performance claims.

ExchangeStatusMonitor treats Polymarket itself as a degradable dependency. It polls CLOB V2 endpoint health, watches for reject-rate spikes, and parses public maintenance signals. When degradation is confirmed, it emits ObservationReports that trigger pause or de-risk actions across the exec layer.

PnLReporter reconciles all fill events into realised and unrealised P&L, denominated in pUSD. It reads fee from the fill's match event (not from the signed order — fees are operator-set at match time in V2). It accrues maker rebates (20–25% of fees, paid in pUSD, per market) and credits them against gross fees. It groups P&L by bot, market, and builder as configured. It emits a SettlementReport after every fill and on the configured window cadence for regulatory retention. PnLReporter is the authoritative post-trade ledger for all pUSD flows.

PortfolioSync keeps the in-memory portfolio state — open positions and open orders — continuously synchronised with on-chain pUSD balances and CLOB open-order state. It reconciles the internal position store against clob_auth open orders and the Polygon on-chain balance every sync_interval_s. For negative-risk markets (NegRiskAdapter), it correctly aggregates multi-outcome positions using the negRisk flag. On discrepancy beyond discrepancy_alert_usd, it emits an alert and, if configured, pauses the affected strategy to prevent trading against a stale view of risk. Emits both a SettlementReport (position deltas) and an OperationsReport (sync health) on every cycle.

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.

InventoryUnwinder detects when a position has breached its concentration or capital limit — either because an OrderIntent would push it over, or because an existing position is already over the limit (e.g. after a parameter change or strategy crash). When a breach is detected it generates unwind OrderIntents targeting the source bot, using the NegRiskAdapter on Polygon for negRisk markets, and routes them back into the execution pipeline. It can also hard-reject incoming intents that would worsen an already-breached position. Builder codes from the original strategy are preserved on unwind intents for attribution. Fail-closed: if position data is unavailable, all new intents for the affected market are rejected.

FeeAndGasGuard estimates the total transaction cost (CLOB maker/taker fee plus Polygon gas) for a proposed order and rejects or downsizes it when the cost-to-edge ratio exceeds the configured ceiling. It prevents strategies from placing orders where fee drag exceeds the expected edge, turning a positive-expected-value intent into a negative-EV execution.

Track ERC-20 allowances per token and contract; alert and shrink to a tight ceiling on idle.

Probe RPC providers continuously and fail over before a stale endpoint poisons our chain view.

Cross-check every order’s chain-derived inputs (nonce, balance, allowance) against multiple sources before signing.

Resolution Fair-Value detects Polymarket binary markets that are close to resolution and priced away from their fair value (e.g. trading at ¢96 when the outcome is virtually certain). It emits an IOC OrderIntent to trade toward fair value on unambiguous markets whose oracle signal is clean and within resolution window.

Neg-Risk Sum Arb exploits pricing dislocations on Polymarket’s negative-risk (multi-outcome) markets, where the sum of YES token prices across N outcomes must equal $1.00 at resolution. When sum(YES asks across outcomes) < $1.00 net of fees, the bot buys the underpriced YES tokens and — where profitable — routes the position through the NegRiskAdapter on Polygon to convert NO tokens across the set into pUSD. The 'Other' outcome is always excluded from the conversion path. This is a user-controlled execution tool that targets a structural pricing constraint specific to negative-risk event design on Polymarket. It is the multi-outcome counterpart to sum-to-one-arb.

Neg-Risk Sum Arb exploits pricing dislocations on Polymarket’s negative-risk (multi-outcome) markets, where the sum of YES token prices across N outcomes must equal $1.00 at resolution. When sum(YES asks across outcomes) < $1.00 net of fees, the bot buys the underpriced YES tokens and — where profitable — routes the position through the NegRiskAdapter on Polygon to convert NO tokens across the set into pUSD. The 'Other' outcome is always excluded from the conversion path. This is a user-controlled execution tool that targets a structural pricing constraint specific to negative-risk event design on Polymarket. It is the multi-outcome counterpart to sum-to-one-arb.

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.

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.

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.

Late-Resolution Spread captures the time-decay component of high-probability outcomes near market maturity. As a binary or multi-outcome market approaches its endDate (from Gamma API), a token priced at $0.95–$0.99 retains a positive expected settlement of $1.00 if the leading outcome holds. The spread between the current market price and $1.00 shrinks deterministically as resolution approaches. This bot monitors gamma.market.endDate to identify markets within max_minutes_to_resolution of close, checks that the price-to-$1.00 spread exceeds the configurable minimum, and emits a buy OrderIntent sized to max_clip_usd. It never averages down (never_average_down is locked true). This is a user-controlled execution tool exploiting time-value decay in near-resolution predictive markets; it is not a directional price forecast.

AntiToxicFill detects toxic order-flow patterns on the target market immediately before order submission and reshapes or cancels the ExecutionPlan to avoid being adversely selected. It monitors three primary toxicity signals: one-sided sweeps through more than three book levels in the last 5 seconds, a cancel-storm on the opposite side, and realised post-fill drift over a rolling window. If an adverse news event is detected within ±30 seconds of a planned fill, the bot enters a cooldown. Depending on signal severity, AntiToxicFill either widens the limit price by requote_widen_bps, reduces the order size by downsize_factor, or cancels the order outright. It cannot alter the trade direction, market, or outcome leg.

FillQualityAnalyzer scores every completed fill on price slippage, execution latency, and post-fill toxicity relative to the original intent. Low-scoring fills generate WARN annotations; systematic poor scores feed back to strategy tuning.

PartialFillHandler decides what to do with the unfilled remainder after a partial fill: hold and wait, cancel the remainder, or chase the market by submitting a new order. It respects the strategy's declared partial-fill policy and current book state.

Paper-Trade Runner mirrors every live signal against a simulated paper account in real time (mode=paper). It subscribes to the live CLOB order book and signal streams, runs the strategy under test through the full execution path, and simulates fills against the current order book snapshot without submitting any real orders. It is the mandatory pre-promotion environment for all new strategies. Paper-Trade Runner emits OperationsReport records (and paper-tagged copies of any report kind it simulates) to polytraders.reports.operations, partitioned by bot_slug+epoch, retained for 1 year. A strategy may only be promoted to limited live when Paper-Trade Runner has accumulated at least min_paper_days of continuous paper trading with require_positive_risk_adj=true passing. Paper-Trade Runner never signs orders, never submits to the CLOB, and never touches on-chain state.

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.

Cross-Venue Arb identifies price divergences between Polymarket and external prediction markets (Kalshi, PredictIt) that share an identical resolution source, then emits an OrderIntent to trade the cheaper leg on Polymarket. Both venues must resolve via the same authority; any mismatch blocks the trade.

Resolution Fair-Value detects Polymarket binary markets that are close to resolution and priced away from their fair value (e.g. trading at ¢96 when the outcome is virtually certain). It emits an IOC OrderIntent to trade toward fair value on unambiguous markets whose oracle signal is clean and within resolution window.

Breakout-Follower is a momentum strategy that enters Polymarket binary markets when a high-confidence news event causes a price breakout beyond configurable Bollinger Band thresholds. It scales in across multiple steps and trails a stop using an ATR multiple, acting as the directional complement to Mean-Reversion Sniper.

Liquidity-Pulse is a market-analytics tool that monitors emerging Polymarket markets for early liquidity opportunities. When a market's volume and attention signal crosses configured thresholds, the bot emits an OrderIntent for user-controlled maker quote placement. All execution decisions remain with the user; this bot provides structured analytics and sizing recommendations only.

VolatilityHarvest quotes inside the spread on volatile Polymarket event markets with thick books, collecting maker rebates while managing inventory skew. It enters when realised volatility exceeds min_realised_vol, quotes inside the current spread by quote_inside_bps, and limits total position via max_inventory_skew. After a losing quote it cools off for cool_off_after_loss seconds.

CalendarCompression identifies pairs of related Polymarket markets resolving on different dates (e.g. 'Will X happen by June?' vs 'Will X happen by December?') and trades the price differential when it deviates from the fair time-decay spread. The bot buys the underpriced near-expiry leg and/or sells the overpriced far-expiry leg to capture calendar compression.

ResolutionCurveTrader models the expected time-path of a Polymarket binary market's probability from the current moment to resolution, then trades when the market price deviates significantly from the model's projected curve. It captures mispricing in the temporal dimension rather than just the endpoint.

Dispute-Risk Pricing identifies Polymarket markets affected by UMA dispute uncertainty where the current price does not reflect the true resolution probability given the dispute risk. The bot buys positions that appear mispriced due to dispute-inflated uncertainty, but only when the resolution-rule reading is unambiguous and the parser confidence is at maximum.

Rule-Risk Discount fades Polymarket binary markets where the resolution rule is ambiguous and the current market price does not reflect that ambiguity risk. When a market's price implies high certainty but the resolution rule has a significant ambiguity score, the bot takes the opposite position to capture the mean-reversion when uncertainty is priced in.

NarrativeCrowdingFade detects Polymarket binary markets where social attention and narrative momentum have pushed prices above the statistical base rate. When attention Z-score and price drift signal crowding, the bot fades the move — taking the opposite position to capture reversion toward the base rate.

FundingRotationBot manages idle pUSD capital by rotating between pre-approved safe-yield routes and Polymarket deployment, ensuring the user's deployable budget is efficiently allocated without exceeding configured reserve requirements. All rotation decisions require the user's opt-in and stay within a whitelisted route set.

PortfolioHedger monitors the user's Polymarket portfolio for correlated exposure flagged by the Risk guardrail and builds offsetting positions to reduce net directional risk. When correlated market clusters exceed target_residual_corr and hedging cost is within max_hedge_cost_bps, the bot emits hedge OrderIntents to neutralise the correlation.

BasisTrader identifies and trades the price basis between a Polymarket market and an off-platform reference (sportsbook line, futures price, or consensus poll) when the resolution rules of both platforms are provably identical. The bot buys the Polymarket leg when it is cheap relative to the reference and the basis exceeds min_basis_bps after fees.

MarketCreationScout monitors newly created Polymarket markets and identifies those worth seeding with early maker liquidity before the spread tightens. It evaluates quality score, market age, and event category, then emits GTC post-only OrderIntents to seed the book with initial maker quotes, generating rebate income from early-adopter taker flow.

Neg-Risk Sum Arb exploits pricing dislocations on Polymarket’s negative-risk (multi-outcome) markets, where the sum of YES token prices across N outcomes must equal $1.00 at resolution. When sum(YES asks across outcomes) < $1.00 net of fees, the bot buys the underpriced YES tokens and — where profitable — routes the position through the NegRiskAdapter on Polygon to convert NO tokens across the set into pUSD. The 'Other' outcome is always excluded from the conversion path. This is a user-controlled execution tool that targets a structural pricing constraint specific to negative-risk event design on Polymarket. It is the multi-outcome counterpart to sum-to-one-arb.

Mean-Reversion Sniper fades price momentum in markets that have overreacted to recent information. It monitors markets where the best-ask for YES tokens exceeds price_threshold (default 0.80), computes a rolling z-score of the price change over a lookback window, and checks for order-book signals of a momentum reversal (aggressor side flips and large cancels on the heavy side). When z_score >= z_score_min and no active news cycle is detected by the NewsIngest event-density feed, the bot emits an IOC OrderIntent to sell YES tokens at or above price_threshold. An automatic time exit (time_exit_s) and stop-loss (stop_bps) control downside risk. This is a user-controlled execution tool; it does not predict outcomes or make performance claims.

Maker-Wide is a passive market-making strategy designed for thin, illiquid binary markets where the natural spread is wider than Maker-Tight's target. It posts resting maker quotes at a wider edge (80–200 bps from mid), a smaller clip size, and with a longer expected holding period. The stale-book detector (time since last fill > stale_book_minutes) prevents continuous requoting on markets with no real two-way flow. Volatility of mid over the last hour determines the spread width dynamically: higher vol → wider edge. This is a user-controlled liquidity-provision tool. Maker rebates (20–25% of platform fees, paid in pUSD) contribute to the return profile. No performance claims are made.

Bregman-Projection Arb detects when the joint probability distribution implied by a neg-risk multi-outcome market's order book diverges from the closest valid (simplex-constrained) distribution by more than kl_divergence_threshold nats. It uses a Frank-Wolfe iterative projection to find the nearest valid distribution, measures the KL-divergence of the observed book from that projection, and emits a set of up to max_legs_per_trade OrderIntents to exploit the divergence. This is a user-controlled execution tool for multi-outcome neg-risk markets. It never trades standard 2-outcome binary markets (those are handled by Sum-to-One Arb). No performance claims are made; the tool automates the mechanical detection and sizing of Bregman-projection violations.

Cross-Market Arb detects logically constrained relationships between pairs of Polymarket binary markets — e.g. 'Candidate A wins primary' should price at or below 'Candidate A wins general', or 'Team X advances to semi-final' should price at or below 'Team X wins tournament'. When the logical constraint is violated by more than tolerance_bps (after fee buffer), the bot emits a pair of OrderIntents (one per market) to exploit the mispricing. Market pairs must pass manual review before the bot will trade them (require_manual_pair_review=true). This is a user-controlled execution tool; it does not copy trades or make performance claims.

Sports Model computes a quantitative fair-value probability for Polymarket sports markets using an internal power-rating model fed by league APIs (NBA, NFL, EPL, ATP/WTA, MLB), lineup and injury data via SportsFeed-Adapter, and weather data for outdoor events. When the CLOB mid-price diverges from the model price by more than min_edge_bps_vs_model, the bot sizes an IOC OrderIntent using a fractional-Kelly position sizing formula (kelly_fraction) bounded by max_per_bet_usd. The bot targets the Apr 2026 $5M pUSD maker rebate pool for sports+esports markets when the edge direction permits maker posting. This is a user-controlled execution tool that automates quantitative sports market trading decisions. No performance claims are made.

Mean-Reversion Sniper fades price momentum in markets that have overreacted to recent information. It monitors markets where the best-ask for YES tokens exceeds price_threshold (default 0.80), computes a rolling z-score of the price change over a lookback window, and checks for order-book signals of a momentum reversal (aggressor side flips and large cancels on the heavy side). When z_score >= z_score_min and no active news cycle is detected by the NewsIngest event-density feed, the bot emits an IOC OrderIntent to sell YES tokens at or above price_threshold. An automatic time exit (time_exit_s) and stop-loss (stop_bps) control downside risk. This is a user-controlled execution tool; it does not predict outcomes or make performance claims.

Maker-Wide is a passive market-making strategy designed for thin, illiquid binary markets where the natural spread is wider than Maker-Tight's target. It posts resting maker quotes at a wider edge (80–200 bps from mid), a smaller clip size, and with a longer expected holding period. The stale-book detector (time since last fill > stale_book_minutes) prevents continuous requoting on markets with no real two-way flow. Volatility of mid over the last hour determines the spread width dynamically: higher vol → wider edge. This is a user-controlled liquidity-provision tool. Maker rebates (20–25% of platform fees, paid in pUSD) contribute to the return profile. No performance claims are made.

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.

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

Sports Model computes a quantitative fair-value probability for Polymarket sports markets using an internal power-rating model fed by league APIs (NBA, NFL, EPL, ATP/WTA, MLB), lineup and injury data via SportsFeed-Adapter, and weather data for outdoor events. When the CLOB mid-price diverges from the model price by more than min_edge_bps_vs_model, the bot sizes an IOC OrderIntent using a fractional-Kelly position sizing formula (kelly_fraction) bounded by max_per_bet_usd. The bot targets the Apr 2026 $5M pUSD maker rebate pool for sports+esports markets when the edge direction permits maker posting. This is a user-controlled execution tool that automates quantitative sports market trading decisions. No performance claims are made.

LatencyProfiler continuously measures round-trip order submission latency by route and surfaces regressions. It probes each configured route at probe_interval_s and emits ObservationReports when p95 or p99 thresholds are breached.