23 KiB
23 KiB
Design-Implementation Gap Analysis Report
Summary: Comprehensive comparison of polymarket-arb-bot-prompt.md specification against actual implementation
Author: gap-detector Created: 2026-03-18 Last Modified: 2026-03-18 Status: Review
Analysis Overview
- Analysis Target: Polymarket Temporal Arbitrage Bot
- Design Document:
D:\PRJ\poly_company\dtr2_poly\polymarket-arb-bot-prompt.md - Implementation Path:
D:\PRJ\poly_company\dtr2_poly\polymarket-arb-bot\ - Analysis Date: 2026-03-18
Overall Scores
| Category | Score | Status |
|---|---|---|
| Directory Structure | 90% | PARTIAL |
| Dependencies | 100% | IMPLEMENTED |
| API Integrations | 88% | PARTIAL |
| Core Strategy Logic | 95% | IMPLEMENTED |
| Risk Management | 100% | IMPLEMENTED |
| Implementation Phases | 82% | PARTIAL |
| Execution Commands | 67% | PARTIAL |
| Speed Requirements | 70% | PARTIAL |
| Asset-Specific Handling | 100% | IMPLEMENTED |
| Overall | 87% | PARTIAL |
1. Directory Structure (Spec lines 75-123)
Status: PARTIAL (90%)
| Specified File/Directory | Status | Notes |
|---|---|---|
.env |
IMPLEMENTED | .env.example exists (actual .env gitignored, correct) |
config.toml |
IMPLEMENTED | All sections present, values match spec |
requirements.txt |
IMPLEMENTED | All 14 dependencies present |
src/__init__.py |
IMPLEMENTED | Exists (empty) |
src/main.py |
IMPLEMENTED | Full ArbBot class with event loop |
src/config.py |
IMPLEMENTED | Nested dataclasses, TOML loader, env overlay |
src/feeds/__init__.py |
IMPLEMENTED | Exports BinanceFeed, PolymarketFeed |
src/feeds/binance_ws.py |
IMPLEMENTED | Full async WebSocket with reconnect |
src/feeds/coinbase_ws.py |
MISSING | Coinbase cross-validation feed not implemented |
src/feeds/polymarket_ws.py |
IMPLEMENTED | Full orderbook WebSocket with auto-reconnect |
src/strategy/__init__.py |
IMPLEMENTED | Exports all strategy classes |
src/strategy/temporal_arb.py |
IMPLEMENTED | Full strategy with probability model |
src/strategy/sum_to_one.py |
IMPLEMENTED | Full sum-to-one with signal generation |
src/strategy/spread_capture.py |
IMPLEMENTED | Full spread capture (disabled by default) |
src/strategy/signal.py |
IMPLEMENTED | SignalAggregator coordinating all strategies |
src/execution/__init__.py |
IMPLEMENTED | Exists |
src/execution/clob_client.py |
IMPLEMENTED | EIP-712 auth, order ops, async wrapper |
src/execution/order_manager.py |
IMPLEMENTED | Full lifecycle, expiry cancellation |
src/execution/position_tracker.py |
IMPLEMENTED | Mark-to-market, PnL tracking |
src/market/__init__.py |
IMPLEMENTED | Exports MarketDiscovery, WindowTracker |
src/market/discovery.py |
IMPLEMENTED | Gamma API with filtering |
src/market/window_tracker.py |
IMPLEMENTED | Clock-aligned windows for 3 assets x 2 TFs |
src/market/oracle.py |
IMPLEMENTED | Chainlink ABI, latency monitoring |
src/risk/__init__.py |
IMPLEMENTED | Exists |
src/risk/position_sizer.py |
IMPLEMENTED | Kelly Criterion with 4 safety caps |
src/risk/risk_manager.py |
IMPLEMENTED | Daily loss, exposure, position count checks |
src/risk/fee_calculator.py |
IMPLEMENTED | 5M vs 15M fees, breakeven calc, EV calc |
src/data/__init__.py |
IMPLEMENTED | Exports TradeDB |
src/data/models.py |
IMPLEMENTED | All models: Market, Position, Trade, etc. |
src/data/db.py |
IMPLEMENTED | SQLite with trades, windows, daily_summary, balance |
src/utils/__init__.py |
IMPLEMENTED | Exists |
src/utils/logger.py |
IMPLEMENTED | structlog with console/JSON renderers |
src/utils/telegram.py |
IMPLEMENTED | Trade, fill, daily, error, halt notifications |
src/utils/metrics.py |
IMPLEMENTED | Rolling windows, asset breakdown, hourly stats |
paper_trade.py |
IMPLEMENTED | Full paper bot with virtual execution engine |
backtest.py |
IMPLEMENTED | Synthetic + historical modes (not in spec but bonus) |
dashboard/app.py |
MISSING | Streamlit dashboard not implemented |
2. Dependencies (Spec lines 126-143)
Status: IMPLEMENTED (100%)
| Dependency | Spec Version | Impl Version | Status |
|---|---|---|---|
| py-clob-client | >=0.18.0 | >=0.18.0 | IMPLEMENTED |
| web3 | >=6.0 | >=6.0 | IMPLEMENTED |
| websockets | >=12.0 | >=12.0 | IMPLEMENTED |
| aiohttp | >=3.9 | >=3.9 | IMPLEMENTED |
| python-dotenv | >=1.0 | >=1.0 | IMPLEMENTED |
| toml | >=0.10 | >=0.10 | IMPLEMENTED |
| eth-account | >=0.11 | >=0.11 | IMPLEMENTED |
| structlog | >=24.0 | >=24.0 | IMPLEMENTED |
| sqlite-utils | >=3.36 | >=3.36 | IMPLEMENTED |
| ccxt | >=4.2 | >=4.2 | IMPLEMENTED |
| numpy | >=1.26 | >=1.26 | IMPLEMENTED |
| pandas | >=2.2 | >=2.2 | IMPLEMENTED |
| streamlit | >=1.32 | >=1.32 | IMPLEMENTED |
| python-telegram-bot | >=21.0 | >=21.0 | IMPLEMENTED |
Note: streamlit is listed in requirements.txt but dashboard/app.py is not implemented. python-telegram-bot is in requirements.txt but the actual Telegram implementation uses aiohttp directly instead.
3. API Integrations (Spec lines 147-240)
Status: PARTIAL (88%)
3.1 Polymarket Gamma API Market Discovery
| Requirement | Status | Location |
|---|---|---|
| GET /events endpoint | IMPLEMENTED | src/market/discovery.py:16 |
| Query params: tag=crypto, active=true, closed=false, limit=100 | IMPLEMENTED | src/market/discovery.py:17-22 |
| Filter: "Up or Down" in title | IMPLEMENTED | src/market/discovery.py:179 (regex) |
| Filter: "5 Min" or "15 Min" | IMPLEMENTED | src/market/discovery.py:30-37 |
| Filter: BTC / ETH / SOL | IMPLEMENTED | src/market/discovery.py:24-28 |
| Filter: enableOrderBook == true | IMPLEMENTED | src/market/discovery.py:201 |
| Filter: active == true | IMPLEMENTED | src/market/discovery.py:199 |
| Continuous discovery loop | IMPLEMENTED | src/market/discovery.py:235 |
| Rate limit handling (429) | IMPLEMENTED | src/market/discovery.py:143-147 |
3.2 CLOB API Authentication (EIP-712)
| Requirement | Status | Location |
|---|---|---|
| py-clob-client ClobClient usage | IMPLEMENTED | src/execution/clob_client.py:53-61 |
| host, key, chain_id, signature_type, funder params | IMPLEMENTED | src/execution/clob_client.py:56-61 |
| API key creation (create_api_key) | IMPLEMENTED | src/execution/clob_client.py:68 |
| Order placement (OrderArgs, GTC) | IMPLEMENTED | src/execution/clob_client.py:122-132 |
| Market order (FOK) | IMPLEMENTED | src/execution/clob_client.py:155-167 |
| Async wrapper (thread executor) | IMPLEMENTED | src/execution/clob_client.py:43-46 |
3.3 Binance WebSocket
| Requirement | Status | Location |
|---|---|---|
| Combined stream URL format | IMPLEMENTED | src/feeds/binance_ws.py:31-34 |
| btcusdt@trade, ethusdt@trade, solusdt@trade | IMPLEMENTED | src/feeds/binance_ws.py:21-25 |
| Parse stream name -> symbol mapping | IMPLEMENTED | src/feeds/binance_ws.py:206-209 |
| Extract price (data['p']), volume (data['q']) | IMPLEMENTED | src/feeds/binance_ws.py:212-213 |
| Auto-reconnect with exponential backoff | IMPLEMENTED | src/feeds/binance_ws.py:96-131 |
3.4 Polymarket WebSocket (Orderbook)
| Requirement | Status | Location |
|---|---|---|
| Subscribe message format | IMPLEMENTED | src/feeds/polymarket_ws.py:211-217 |
| Channel: "book" (spec says "market") | CHANGED | Spec: "channel": "market", Impl: "channel": "book" |
| assets_ids field (spec: assets_id singular) | CHANGED | Spec: "assets_id", Impl: "assets_ids" (array) |
| Parse bid/ask updates | IMPLEMENTED | src/feeds/polymarket_ws.py:250-269 |
| Maintain OrderBookSnapshot | IMPLEMENTED | src/feeds/polymarket_ws.py:271-278 |
| Auto-reconnect | IMPLEMENTED | src/feeds/polymarket_ws.py:108-143 |
3.5 Coinbase WebSocket (Cross-validation)
| Requirement | Status | Notes |
|---|---|---|
| coinbase_ws.py module | MISSING | File does not exist |
| Cross-validation feed | MISSING | No Coinbase integration at all |
Note: The spec marks this as "auxiliary feed for cross-validation". The .env.example includes COINBASE_WS_URL but no implementation exists.
4. Core Strategy Logic (Spec lines 244-333)
Status: IMPLEMENTED (95%)
4.1 TemporalArbStrategy Class
| Spec Requirement | Status | Implementation Detail |
|---|---|---|
__init__ with config params |
IMPLEMENTED | Takes TemporalArbConfig, RiskConfig, FeesConfig |
min_price_move_pct = 0.15 |
CHANGED | Config default 0.15, but config.toml has 0.03 |
max_poly_price = 0.65 |
IMPLEMENTED | max_poly_entry_price = 0.65 |
min_edge = 0.20 |
CHANGED | Config default 0.20, but config.toml has 0.05 |
exit_before_resolution_sec = 5 |
IMPLEMENTED | Matches spec |
max_position_per_market = 5000 |
IMPLEMENTED | In RiskConfig |
taker_fee_rate = 0.0156 |
IMPLEMENTED | FeesConfig with timeframe-aware fee |
4.2 Evaluate Function - 10 Steps
| Step | Spec Description | Status | Notes |
|---|---|---|---|
| 1 | Price direction calculation | IMPLEMENTED | (cex_price - window_start_price) / window_start_price * 100 |
| 2 | Direction magnitude check (abs < min_price_move_pct) |
IMPLEMENTED | temporal_arb.py:85-86 |
| 3 | Direction determination (UP/DOWN) | IMPLEMENTED | temporal_arb.py:89 |
| 4 | Probability estimation | IMPLEMENTED | Enhanced: multi-factor model (base + time decay + volatility) |
| 5 | Polymarket price selection | IMPLEMENTED | temporal_arb.py:98-99 |
| 6 | Edge calculation (prob - price - fee) | IMPLEMENTED | temporal_arb.py:112-113 |
| 7 | Edge threshold check | IMPLEMENTED | temporal_arb.py:115-116 |
| 8 | Entry price ceiling check | IMPLEMENTED | temporal_arb.py:102-103 |
| 9 | Time-to-resolution check | IMPLEMENTED | temporal_arb.py:93-95 |
| 10 | Position sizing | IMPLEMENTED | temporal_arb.py:120-125 |
4.3 Kelly Criterion Position Sizing
| Requirement | Status | Notes |
|---|---|---|
| Formula: f* = (bp - q) / b | IMPLEMENTED | temporal_arb.py:233 |
| b = (1/price - 1) | IMPLEMENTED | temporal_arb.py:226 |
| p = estimated_prob | IMPLEMENTED | temporal_arb.py:227 |
| Max 25% Kelly cap | IMPLEMENTED | temporal_arb.py:234 via kelly_fraction_cap |
| Dollar size = balance * kelly_fraction | IMPLEMENTED | temporal_arb.py:236 |
| max_position_per_market cap | IMPLEMENTED | temporal_arb.py:236 |
| Return shares = dollar_size / price | IMPLEMENTED | temporal_arb.py:237 |
4.4 Signal Generation
| Requirement | Status | Notes |
|---|---|---|
| Signal dataclass with all fields | IMPLEMENTED | models.py:72-81 |
| Signal aggregation across strategies | IMPLEMENTED | signal.py SignalAggregator |
| Signal deduplication / cooldown | IMPLEMENTED | 30-second cooldown per direction/asset/timeframe |
5. Risk Management (Spec lines 337-394)
Status: IMPLEMENTED (100%)
5.1 Config Parameters (config.toml)
| Parameter | Spec Value | Impl Value | Status |
|---|---|---|---|
mode |
"paper" | "paper" | IMPLEMENTED |
assets |
["BTC","ETH","SOL"] | ["BTC","ETH","SOL"] | IMPLEMENTED |
timeframes |
["5M","15M"] | ["5M","15M"] | IMPLEMENTED |
log_level |
"INFO" | "INFO" | IMPLEMENTED |
temporal_arb.enabled |
true | true | IMPLEMENTED |
temporal_arb.min_price_move_pct |
0.15 | 0.03 | CHANGED |
temporal_arb.max_poly_entry_price |
0.65 | 0.65 | IMPLEMENTED |
temporal_arb.min_edge |
0.20 | 0.05 | CHANGED |
temporal_arb.exit_before_resolution_sec |
5 | 5 | IMPLEMENTED |
sum_to_one.enabled |
true | true | IMPLEMENTED |
sum_to_one.min_spread_after_fee |
0.02 | 0.02 | IMPLEMENTED |
spread_capture.enabled |
false | false | IMPLEMENTED |
spread_capture.spread_target |
0.04 | 0.04 | IMPLEMENTED |
risk.max_position_per_market_usd |
5000 | 5000 | IMPLEMENTED |
risk.max_total_exposure_usd |
20000 | 20000 | IMPLEMENTED |
risk.max_daily_loss_usd |
2000 | 2000 | IMPLEMENTED |
risk.kelly_fraction_cap |
0.25 | 0.25 | IMPLEMENTED |
risk.max_concurrent_positions |
6 | 6 | IMPLEMENTED |
fees.taker_fee_5m |
0.0156 | 0.0156 | IMPLEMENTED |
fees.taker_fee_15m |
0.03 | 0.03 | IMPLEMENTED |
exchange.binance.ws_url |
spec URL | matches | IMPLEMENTED |
exchange.binance.symbols |
3 pairs | matches | IMPLEMENTED |
exchange.polymarket.* |
all URLs | matches | IMPLEMENTED |
notifications.* |
all fields | matches | IMPLEMENTED |
Note on CHANGED values: min_price_move_pct (0.15->0.03) and min_edge (0.20->0.05) were intentionally lowered in config.toml (comments explain: "lower for evaluation"). The default dataclass values still match the spec. This appears to be parameter tuning, not a design deviation.
5.2 Risk Manager Features
| Feature | Status | Location |
|---|---|---|
| Maximum exposure check | IMPLEMENTED | risk_manager.py:110-117 |
| Daily loss limit with auto-halt | IMPLEMENTED | risk_manager.py:93-108 |
| Position count limit | IMPLEMENTED | risk_manager.py:119-125 |
| Trading halt/resume | IMPLEMENTED | risk_manager.py:131-141 |
| Risk summary for dashboard | IMPLEMENTED | risk_manager.py:147-161 |
5.3 Fee Calculator
| Feature | Status | Notes |
|---|---|---|
| 5M taker fee (1.56%) | IMPLEMENTED | fee_calculator.py:39 |
| 15M taker fee (3%) | IMPLEMENTED | fee_calculator.py:39 |
| Fee applied to profit, not cost | IMPLEMENTED | fee_calculator.py:40-43 |
| Breakeven probability calc | IMPLEMENTED | fee_calculator.py:45-57 |
| Expected value calculation | IMPLEMENTED | fee_calculator.py:80-90 |
6. Implementation Phases (Spec lines 398-430)
Status: PARTIAL (82%)
Phase 1: Infrastructure & Data Pipeline
| Item | Status | Notes |
|---|---|---|
| Project scaffolding | IMPLEMENTED | All directories, deps, config |
| Binance WebSocket BTC/ETH/SOL | IMPLEMENTED | Full async with reconnect |
| Polymarket Gamma API discovery | IMPLEMENTED | With filtering and continuous loop |
| Window tracker (start price / end time) | IMPLEMENTED | Clock-aligned for 3x2 windows |
| Logging & SQLite trade log | IMPLEMENTED | structlog + SQLite with 4 tables |
Phase 2: Strategy Engine
| Item | Status | Notes |
|---|---|---|
| Temporal arb signal generator | IMPLEMENTED | Enhanced probability model |
| Sum-to-one arb monitor | IMPLEMENTED | Full with signal generation |
| Probability estimation model | IMPLEMENTED | 3-factor model (base + time + volatility) |
| Kelly Criterion sizing | IMPLEMENTED | With 4 safety caps in PositionSizer |
Phase 3: Execution Engine
| Item | Status | Notes |
|---|---|---|
| CLOB auth (EIP-712 + API Key) | IMPLEMENTED | py-clob-client wrapper |
| Order manager (create/modify/cancel) | IMPLEMENTED | Full lifecycle management |
| Position tracker (real-time PnL) | IMPLEMENTED | Mark-to-market updates |
| Fee calculator (5M vs 15M) | IMPLEMENTED | With breakeven and EV calcs |
Phase 4: Risk & Monitoring
| Item | Status | Notes |
|---|---|---|
| Risk manager (daily loss, max exposure) | IMPLEMENTED | Auto-halt on breach |
| Telegram notification bot | IMPLEMENTED | Trade, fill, daily, error, halt alerts |
| Streamlit real-time dashboard | MISSING | dashboard/app.py does not exist |
| Paper trading mode | IMPLEMENTED | Full virtual execution engine |
Phase 5: Optimization & Live
| Item | Status | Notes |
|---|---|---|
| Paper trading validation | IMPLEMENTED | paper_trade.py with simulated orderbooks |
| Small-amount live trading | IMPLEMENTED | src/main.py with live mode support |
| Parameter tuning | PARTIAL | Config supports it, no auto-tuning |
| Performance analysis | IMPLEMENTED | backtest.py (bonus: not in original spec) |
7. Execution Commands (Spec lines 482-496)
Status: PARTIAL (67%)
| Command | Status | Notes |
|---|---|---|
python paper_trade.py |
IMPLEMENTED | Full paper trading bot at project root |
python src/main.py |
IMPLEMENTED | Full live/paper ArbBot with all components |
streamlit run dashboard/app.py |
MISSING | Dashboard directory does not exist |
8. Speed Requirements (Spec lines 463-467)
Status: PARTIAL (70%)
| Requirement | Status | Implementation |
|---|---|---|
| Opportunity window: 2-5 seconds | IMPLEMENTED | Strategy evaluates on every tick |
| Order detect -> fill < 500ms | PARTIAL | Async architecture supports it; actual latency depends on network |
| Binance tick -> signal: < 50ms | PARTIAL | Callback-based, should be <50ms; no explicit measurement |
| Signal -> CLOB order: < 200ms | PARTIAL | Uses thread executor for sync SDK; no latency metrics |
| Server near Polygon RPC | N/A | Deployment concern, not code |
Notes:
src/utils/logger.pyprovideslog_timingcontext manager for measurement, but it is not used in the hot path (strategy eval -> order submission).- No explicit latency benchmarking or monitoring exists in the strategy pipeline.
- The
signal.pyaggregator has rate limiting at 0.5s intervals per market, which could theoretically delay signals.
9. Asset-Specific Handling (BTC, ETH, SOL Simultaneous)
Status: IMPLEMENTED (100%)
| Requirement | Status | Notes |
|---|---|---|
| BTC support | IMPLEMENTED | Asset.BTC enum, Binance stream, Gamma filter |
| ETH support | IMPLEMENTED | Asset.ETH enum, Binance stream, Gamma filter |
| SOL support | IMPLEMENTED | Asset.SOL enum, Binance stream, Gamma filter |
| Simultaneous operation | IMPLEMENTED | WindowTracker manages 6 windows (3 assets x 2 TFs) |
| Per-asset price tracking | IMPLEMENTED | BinanceFeed._latest_prices keyed by symbol |
| Oracle monitoring per asset | IMPLEMENTED | OracleMonitor.FEEDS has all 3 Chainlink addresses |
Differences Found
MISSING Features (Design O, Implementation X)
| Item | Spec Location | Description | Impact |
|---|---|---|---|
src/feeds/coinbase_ws.py |
Spec line 87 | Coinbase WebSocket for cross-validation | Low |
dashboard/app.py |
Spec line 122 | Streamlit real-time dashboard | Medium |
| Explicit latency measurement | Spec lines 463-467 | No tick-to-order latency tracking in hot path | Medium |
ADDED Features (Design X, Implementation O)
| Item | Implementation Location | Description |
|---|---|---|
backtest.py |
Project root | Synthetic + historical backtester (not in spec) |
| Enhanced probability model | temporal_arb.py:169-205 |
Multi-factor model (base + time decay + volatility boost) vs spec's simple linear model |
PositionSizer class |
src/risk/position_sizer.py |
Standalone Kelly sizer with 4 caps (half-Kelly, exposure cap) beyond spec |
OracleMonitor class |
src/market/oracle.py |
Chainlink oracle latency tracking (spec mentions oracle but no dedicated monitor) |
| Signal deduplication | signal.py:78-84 |
30-second cooldown per market direction |
| Simulated orderbooks in paper mode | paper_trade.py:461-529 |
Generates fake Polymarket prices for paper trading when no real market exists |
| Balance history table | src/data/db.py:102-113 |
Tracks balance over time (not in spec) |
| Early exit logic | temporal_arb.py:245-284 |
should_exit_early() method for reversal/take-profit detection |
CHANGED Features (Design != Implementation)
| Item | Spec | Implementation | Impact |
|---|---|---|---|
| WebSocket subscribe channel | "channel": "market" |
"channel": "book" |
Low (likely API correction) |
| WebSocket subscribe field | "assets_id": TOKEN_ID |
"assets_ids": [token_id] (array) |
Low (likely API correction) |
config.toml min_price_move_pct |
0.15 | 0.03 | Low (tuning, default still 0.15) |
config.toml min_edge |
0.20 | 0.05 | Low (tuning, default still 0.20) |
| Probability estimation | min(0.95, 0.55 + abs(pct) * 100) |
Multi-factor: base + time_decay + vol_boost | Low (improvement) |
| Telegram implementation | python-telegram-bot SDK |
Direct aiohttp HTTP calls |
Low (simpler, fewer deps) |
| Fee calculation scope | taker_fee_rate = 0.0156 (fixed) |
Timeframe-aware via FeesConfig.fee_for_timeframe() |
Low (improvement) |
Summary by Component
| Component | Files | Completeness | Quality |
|---|---|---|---|
| Config & Setup | 4 | 100% | High - frozen dataclasses, env overlay |
| Data Feeds | 2/3 | 67% | High - auto-reconnect, heartbeat |
| Market Discovery | 3 | 100% | High - rate limiting, continuous loop |
| Strategy Engine | 4 | 100% | High - 3 strategies, aggregator, dedup |
| Execution Engine | 3 | 100% | High - async SDK wrapper, lifecycle |
| Risk Management | 3 | 100% | High - auto-halt, multi-check |
| Data Layer | 2 | 100% | High - 4 tables, aggregation queries |
| Utilities | 3 | 100% | High - structured logging, metrics |
| Entry Points | 2/3 | 67% | High - paper + live, missing dashboard |
| Bonus | 1 | N/A | backtest.py not in spec |
Recommended Actions
Immediate Actions (Priority: High)
- Implement
dashboard/app.py-- The Streamlit dashboard is specified in the design andstreamlitis already inrequirements.txt. This provides visibility into bot performance and is explicitly called out as an execution command (streamlit run dashboard/app.py). Should display: live positions, PnL chart, trade log, risk status, asset breakdown using data fromMetricsCollectorandTradeDB.
Medium Priority
-
Add latency instrumentation -- The
log_timingutility exists insrc/utils/logger.pybut is never used in the critical path. Wrap the strategy evaluation and order submission flows to verify the spec's <50ms and <200ms targets. -
Implement
src/feeds/coinbase_ws.py-- Coinbase cross-validation was specified as auxiliary. Consider adding as a secondary price source to detect exchange-specific anomalies or confirm Binance prices.
Low Priority / Documentation
-
Document config.toml parameter changes -- The deployed
config.tomlhasmin_price_move_pct=0.03andmin_edge=0.05vs spec defaults of0.15and0.20. These are clearly intentional tuning choices (inline comments explain), but should be documented in a tuning log. -
WebSocket field differences -- The Polymarket WebSocket uses
"channel": "book"and"assets_ids"(array) instead of spec's"channel": "market"and"assets_id"(singular). These appear to be corrections reflecting the actual API behavior. Update the spec to match.
Match Rate: 87%
The implementation covers the vast majority of the specification with high code quality. The two primary gaps (Streamlit dashboard and Coinbase feed) are well-contained and do not affect core trading functionality. Several additions (backtester, oracle monitor, enhanced probability model, early exit logic) represent improvements beyond the original spec.
Verdict
Match Rate >= 70% && < 90%: There are some differences. Document update and focused implementation recommended.
Specific focus areas:
- Build the Streamlit dashboard to complete Phase 4
- Add latency metrics to validate speed requirements
- Update spec to reflect API corrections and intentional improvements