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fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!Array.isArray(j)||!j.length)break;cp.push(...j);if(j.length<50)break;}console.log('closed positions pulled',cp.length);\nconst grouped=new Map();\nfor(const p of cp){if(!p.slug?.startsWith('btc-updown-5m-')||!ticks.has(p.slug))continue;let g=grouped.get(p.conditionId);if(!g){g={conditionId:p.conditionId,slug:p.slug,positions:[]};grouped.set(p.conditionId,g);}g.positions.push(p);}\nconst markets=[...grouped.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,12);\nconsole.log('selected markets',markets.map(x=>x.slug));\nasync function getTrades(cond:string,takerOnly:boolean){let all:any[]=[];for(let off=0;off<3000;off+=100){const u=`https://data-api.polymarket.com/trades?user=${WAL}&market=${cond}&takerOnly=${takerOnly?'true':'false'}&limit=100&offset=${off}`;const j=await (await fetch(u)).json();if(!Array.isArray(j)||!j.length)break;all.push(...j);if(j.length<100)break;}return all;}\nfunction key(t:any){return [t.transactionHash,t.timestamp,t.outcome,Number(t.size).toFixed(8),Number(t.price).toFixed(8)].join('|');}\nfunction nearest(slug:string,ts:number,delta=3){const a=ticks.get(slug)||[];let b:any=null,bd=1e9;for(const x of a){const d=Math.abs(x.ts-ts);if(d({...t,role:takKeys.has(key(t))?'TAKER':'MAKER'}));\n const sums:any={};for(const r of roles){const o=r.outcome;sums[o]??={q:0,c:0,mq:0,tq:0};sums[o].q+=+r.size;sums[o].c+=+r.size*+r.price;sums[o][r.role==='TAKER'?'tq':'mq']+=+r.size;}\n console.log('\\nMARKET',m.slug,'outcome',outcomes.get(m.slug),'allN',all.length,'takN',tak.length,'positions',m.positions.map((p:any)=>({o:p.outcome,q:p.totalBought,avg:p.avgPrice,pnl:p.realizedPnl})),'apiSums',sums);\n for(const t of tak){const 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m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-(\\d+)).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\].*?top10w=([+\\-0-9.]+).*?imb_delta=([+\\-0-9.]+)/);\n if(m){const old=num(m[5]),twap=num(m[6]); if(Number.isFinite(old)&&Number.isFinite(twap)){\n const t:Tick={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[4],old,twap:+m[6],u:+m[7],d:+m[8],top:+m[9],imb:+m[10]};\n if(!ticks.has(t.slug))ticks.set(t.slug,[]); ticks.get(t.slug)!.push(t); eventTs.set(t.slug,+m[3]);\n }}\n }\n if(line.includes('[Event PnL]')&&line.includes('event=btc-updown-5m-')){\n const m=line.match(/event=(btc-updown-5m-(\\d+)).*?outcome=(UP|DOWN)/); if(m){outcomes.set(m[1],m[3]==='UP'?1:0);eventTs.set(m[1],+m[2]);}\n }\n }}\nconst slugs=[...outcomes.keys()].filter(s=>ticks.has(s)).sort((a,b)=>(eventTs.get(a)!-eventTs.get(b)!));\nconsole.log('events',slugs.length,'first',slugs[0],'last',slugs.at(-1));\nconst remTargets=[240,180,120,90,60,30];\nfunction nearest(arr:Tick[],target:number){let best=arr[0],bd=1e9;for(const t of arr){const d=Math.abs(t.rem-target);if(dtrainSlugs.has(r.slug)), test=rows.filter(r=>testSlugs.has(r.slug));\nconsole.log('trainEvents',split,'testEvents',slugs.length-split,'trainRows',train.length,'testRows',test.length);\n\nfunction stats(data:Row[],idx:number[]){const mu=idx.map(j=>data.reduce((a,r)=>a+r.x[j],0)/data.length);const sd=idx.map((j,k)=>Math.sqrt(data.reduce((a,r)=>a+(r.x[j]-mu[k])**2,0)/data.length)||1);return{mu,sd};}\nfunction sig(z:number){if(z>30)return 1;if(z<-30)return 0;return 1/(1+Math.exp(-z));}\nfunction fit(data:Row[],idx:number[]){const st=stats(data,idx);let w=new Array(idx.length+1).fill(0);const lr=.05,lam=.002;\n for(let it=0;it<3500;it++){let g=new Array(w.length).fill(0);for(const r of data){let z=w[0];for(let k=0;k{let z=w[0];for(let k=0;knumber){let br=0,ll=0,acc=0;const ps:{p:number,y:number}[]=[];for(const r of data){const p=clamp(pred(r));br+=(p-r.y)**2;ll+=-(r.y*Math.log(p)+(1-r.y)*Math.log(1-p));acc+=((p>=.5?1:0)===r.y)?1:0;ps.push({p,y:r.y});} // AUC rank\n ps.sort((a,b)=>a.p-b.p);let pos=ps.reduce((a,z)=>a+z.y,0),neg=ps.length-pos,rankSum=0;for(let i=0;ir.pm),'test',metrics(test,r=>r.pm));continue;}const m=fit(train,[...idx]);const mt=metrics(test,m.pred);console.log(name,'w',m.w.map((x:number)=>+x.toFixed(4)),'train',metrics(train,m.pred),'test',mt);if(!best||mt.loglossMath.abs(r.rem-rt)<=3);if(!z.length)continue;const a=metrics(z,r=>r.pm),b=metrics(z,best.m.pred);console.log('REM',rt,'n',z.length,'market',a,'best',b);}\n\n// Natural taker-EV simulation on TEST: at most one new trade per event, scan from rem<=240 to >=30, first |edge| after taker fee > 0.\n// fee/share for crypto: 0.07*p*(1-p); buy cost uses ask + fee/share.\nconst bySlug=new Map();for(const s of slugs.slice(split)){bySlug.set(s,ticks.get(s)!.slice().sort((a,b)=>b.rem-a.rem));}\nfunction rowFromTick(t:Tick):Row{const f=feat(t);return{slug:t.slug,y:outcomes.get(t.slug)!,x:f.x,pm:f.pm,rem:t.rem,uask:t.u,dask:t.d};}\nfunction fee(p:number){return .07*p*(1-p);}\nconst sims:any[]=[];\nfor(const [s,arr] of bySlug){let chosen:any=null;for(const t of arr){if(t.rem>240||t.rem<30)continue;const rr=rowFromTick(t),pf=best.m.pred(rr);const upCost=t.u+fee(t.u),dnCost=t.d+fee(t.d);const evU=pf-upCost,evD=(1-pf)-dnCost;if(evU>0||evD>0){const side=evU>=evD?'UP':'DOWN',ev=Math.max(evU,evD),px=side==='UP'?t.u:t.d,cost=side==='UP'?upCost:dnCost;chosen={slug:s,y:rr.y,side,rem:t.rem,pfair:pf,pm:rr.pm,px,cost,ev,win:(side==='UP'?rr.y===1:rr.y===0)};break;}}\n if(chosen)sims.push(chosen);\n}\nlet pnl=0,spent=0,wins=0;for(const z of sims){spent+=z.cost;pnl+=(z.win?1:0)-z.cost;wins+=z.win?1:0;}console.log('SIM_EV_GT_0',{trades:sims.length,wins,losses:sims.length-wins,winRate:wins/Math.max(1,sims.length),spent,pnl,roi:pnl/Math.max(.0001,spent)});console.log('SIM_SAMPLE',sims.slice(-12));\n",[142],"e2cfd8c2-160b-4f5d-b2f2-5e488bd9b5dc",["D",1787637121397],[28],"pulls","branches",1,"forks","envVars",{"_159":61,"_161":61},"connections",{"_159":61,"_160":61},"count","unfilledCount","emptyCount",{"_43":148,"_32":28,"_30":31,"_132":-5,"_41":42,"_40":14,"_134":135,"_38":172,"_13":137,"_33":34,"_35":37,"_24":25,"_139":-5,"_166":173,"_27":174},{"_43":141,"_32":142,"_30":143,"_132":-5,"_41":42,"_40":144,"_134":135,"_38":169,"_13":61,"_33":34,"_35":146,"_24":25,"_139":-5,"_166":170,"_27":171},{"_43":129,"_32":130,"_30":131,"_132":-5,"_41":42,"_40":133,"_134":135,"_38":165,"_13":137,"_33":34,"_35":138,"_24":25,"_139":-5,"_166":167,"_27":168},["D",1787636027917],"children",[],[130],["D",1787637012611],[],[142],["D",1787637121397],[],[28],["D",1787635928982],{"_95":94,"_103":99},{"_95":94,"_96":97,"_98":99,"_18":55,"_100":101,"_102":25},{"_13":84,"_32":85,"_43":42,"_86":44,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":45,"_93":94},"ctx",{"_77":-5,"_123":212,"_213":214,"_215":216,"_217":25,"_218":25,"_219":25,"_220":135,"_221":-5,"_222":-7,"_223":-7,"_224":61,"_225":25,"_226":25,"_227":-5,"_228":25,"_229":25,"_230":25,"_231":-5},"ENV",{"_183":184,"_185":186,"_187":85,"_188":189,"_190":191,"_192":193,"_194":195,"_196":197,"_198":199,"_200":201,"_202":203,"_204":205,"_206":207,"_208":209,"_210":211},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

Diff · v7