TypeScript bot that detects and trades cross-line mispricings across connected sports markets within a single Polymarket event (moneyline, spread, totals, draw, BTTS). Runs in simulation (paper trading) or live (CLOB V2) mode with a blessed-contrib terminal dashboard.

Sports markets inside one event should satisfy no-arbitrage relationships. When one line reprices faster than another after a game-state change, temporary violations appear. The bot:

• Discovers connected markets via Gamma API
• Streams live order books via CLOB WebSocket
• Detects violations (complementary pairs, totals/spread ladders, ML vs spread, 3-way sums)
• Places limit orders through a shared execution pipeline
• Tracks PnL, exposure, and risk limits

By default the bot tracks only NBA and World Cup markets. Other sports can be added later in src/model/sportsRegistry.ts.

SPORT_FOCUS=nba,world_cup

Discovery alerts now show sport breakdown, e.g. Discovery refresh: 40 events, 520 tokens (NBA:10, World Cup:30).

To add a sport later: define a new profile in sportsRegistry.ts and append it to SPORT_FOCUS.

cp .env.example .env
npm install
npm run start:sim

npm start -- --mode sim
npm start -- --mode live --confirm-live --event nba-lal-bos-2026-01-15
npm start -- --tag 100381 --mode sim

┌─ Header: mode, WS status, balance, PnL, uptime ─────────────────┐
├─ Tracked Markets ──────┬─ Opportunities ──────────────────────────┤
├─ PnL Chart ────────────┴─ Exposure Gauge ────────────────────────┤
├─ Orders / Fills ───────┬─ Alerts ────────────────────────────────┤
└─ [p] pause [f] flatten [q] quit ─────────────────────────────────┘

Logs are written to logs/bot.log (pino) so they don't corrupt the TUI.

See .env.example. Key settings:

Position size is computed with the Kelly criterion for binary markets (same math as the stake-math npm API):

f* = (p - price) / (1 - price)
stake = bankroll × f* × KELLY_FRACTION   (clamped to MIN_STAKE_USD … MAX_POSITION_USD)
shares per leg = stake / sum(leg prices)

• Locked arbs (YES+NO, 3-way sum, ladder hedges): win probability ≈ 1
• Relative-value trades (ML vs spread): probability derived from net edge
• Default half-Kelly (KELLY_FRACTION=0.5) reduces variance

Gamma REST → EventGraph → Classifier
                ↓
CLOB WS/REST → OrderBookStore → ArbDetector → RiskManager
                                    ↓
                          SimExecutor / LiveExecutor
                                    ↓
                          Portfolio + Dashboard

Live mode requires:

• PRIVATE_KEY
• CLOB_API_KEY, CLOB_API_SECRET, CLOB_API_PASSPHRASE
• --confirm-live or CONFIRM_LIVE=true

Uses @polymarket/clob-client-v2 against CLOB V2 production endpoints.

npm test

src/
  arb/          # Relation checks + detector
  config/       # Zod-validated config + shared types
  core/         # Engine orchestrator
  data/         # Gamma, CLOB REST/WS, order books
  exec/         # Sim + live executors, order manager
  model/        # Market classifier, event graph
  portfolio/    # Positions + PnL
  risk/         # Exposure caps, kill switch
  ui/           # blessed-contrib dashboard
  util/         # Math, logging, rate limiting

This software is for educational purposes. Trading prediction markets involves financial risk. Always test thoroughly in simulation before live trading.