Polymarket Arb Scanner Pro

Scans top Polymarket markets for pure arbitrage where YES + NO < $0.94, enabling risk-free simultaneous Fill-or-Kill trades with liquidity and risk controls.

Pure math arbitrage on Polymarket. Finds markets where YES + NO < $0.94 (6¢+ gap). No prediction required — guaranteed profit at resolution. Includes liquidity filter, market blacklist, and SQS integration for automated execution.

What It Does

• Scans up to 500 Polymarket markets sorted by 24h volume
• Finds YES + NO sum < $1.00 — pure arbitrage with locked-in profit
• Default minimum edge: 2¢ (covers gas + slippage)
• Executes both legs as Fill-or-Kill (FOK) — no leg risk
• Risk manager integration (position limits, rate limiting)
• Kelly-like sizing within deployable balance

The Math

If YES costs 45¢ and NO costs 50¢ = total 95¢ to hold both. At resolution, one pays $1.00. Locked-in profit: 5¢ on 95¢ deployed = 5.3% risk-free return.

text

edge = 1.00 - (yes_price + no_price)
profit = edge * deploy_size

Setup

bash

pip install requests

Configure .env in script directory:

text

PRIVATE_KEY=your_polygon_private_key  
WALLET_ADDRESS=0xYourPolymarketWallet

Or export as environment variables.

Usage

bash

# Scan only (dry run)
python3 arb_scanner.py

# Set minimum edge
python3 arb_scanner.py --min-edge 0.04

# Scan more markets
python3 arb_scanner.py --limit 1000

# Execute found arbs
python3 arb_scanner.py --buy

# Execute with custom deployment size
python3 arb_scanner.py --buy --max-deploy 100

Execution

• Both legs execute as FOK simultaneously
• If either leg fails → no position taken (safe)
• Maximum 3 arbs executed per run
• Keeps $10 reserve in wallet at all times

Risk Management

Integrates with risk_manager.py if present:

• Per-market position limits
• Rate limiting (no order spam)
• Portfolio exposure tracking

Output Example

text

⚡  POLYMARKET ARB SCANNER
    Min edge: 2.0% | Scanning 500 markets

📡 Fetching markets...
   483 markets loaded

⚡ Found 3 arb opportunity(ies):

  Edge    YES      NO    Vol24h  Question
  ----   ---      --    ------  --------
  4.2%  48.0%  47.8%  $892,341  Will Bitcoin exceed $100k by March?
  3.1%  31.0%  65.9%   $45,201  Will Fed cut rates in March 2025?
  2.3%  72.1%  25.6%  $234,882  Will the Lakers win the championship?

Requirements

• Python 3.9+
• py_clob_client: pip install polymarket-clob-client
• Polymarket wallet with USDC on Polygon

Notes

Pure arb opportunities are rare (market is fairly efficient). This scanner checks the top volume markets where pricing inefficiencies are most likely due to high trading activity and bid-ask spread dynamics.