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-- BUY Signals
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Event Outcome Buy On Sell On Spread Buy Sell Profit % Conf. Actions
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Paper Trades

-- Total
-- Open
$1,000.00 Balance
-- Expected P&L
-- Realized P&L
-- Avg Spread
# Event Outcome Buy On Sell On Entry Spread Live Spread Notional Shares Expected P&L Live P&L Realized P&L Status Opened Actions
No paper trades yet. Click "Paper Trade" on any opportunity.
Spread Distribution
Opportunities by Type
Platform Comparison
Opportunity Count Over Time
Profit vs Confidence Scatter
Market Coverage Heatmap
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BUY
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HOLD
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Total Exposure
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Avg Edge
Action Event Outcome Buy On Sell On Buy Price Sell Price Spread Profit % Confidence Position Size
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Position Sizing Allocation
0 markets
Platform Market YES NO Volume Category Actions
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Select Market

Orderbook

Select a market to view its orderbook

Data & Refresh

60s

Arbitrage Detection

0.020
0.35
0.40

Risk Management

10%
50%

Appearance

Categories

Actions

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Bot Status
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Active Markets
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Signals
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Net Edge
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Allocated ($)
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Polls
WS: polling --
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Balance ($)
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Total P&L
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Realized P&L
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Unrealized P&L
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Win Rate
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W:L Ratio
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Profit Factor
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Max Drawdown
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Trades (W/L)
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Raw Edge (Abs)
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Net Edge (Abs)
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Net/Raw %
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Avg Hurdle
Tracked Markets
Market Duration Time Left CLOB Price LMSR Price Edge (raw/net) Signal Kelly % Bet ($) Action
Connecting to LMSR bot...
Balance & Cumulative P&L
Raw vs Net Edge (Abs) + Avg Hurdle
Trade History (paper)
# Market Dir Entry Exit Bet ($) P&L ($) Return % Status Opened
No trades yet.
* Open-trade P&L is live mark-to-market (unrealised).
LMSR Settings
100
0.40
0.030
0.25
25%
Live Capital + Dynamic Rates
Capital: -- Rates: -- Rate Sync: --
Process: not managed
How it works

The LMSR engine tracks a damped fair-value of each 5m/15m Polymarket market. At each poll it infers the net order-flow implied by the CLOB price move and applies only Damping × that volume to the LMSR model. This creates a smoothed baseline that lags behind sudden price spikes.

When |CLOB − LMSR| ≥ Min Edge a signal is raised. BUY_YES when the market dipped below fair value; SELL_YES (buy NO) when it spiked above. Kelly criterion sizes the bet, scaled by √(t_remaining/t_total) to reduce exposure near resolution.

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Bot Status
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Active Opps
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Signals
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Net Edge
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Locked Opps
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Convergence Opps
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Polls
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Balance ($)
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Total P&L
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Realized
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Unrealized
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Win Rate
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Trades
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Locked Open
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Conv Open
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Locked Trades
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Conv Trades
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Locked P&L
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Conv P&L
Arbitrage Opportunities (Model)
EventOutcomeClassLegsSpreadModelEdgeHurdleSignalKelly %Bet ($)Action
Connecting to arb LMSR bot...
Trade History (paper)
#EventOutcomeClassEntry SpreadCurrentBet ($)P&L ($)Return %StatusOpened
No trades yet.
Cumulative P&L by Class
Arb LMSR Settings
Live Capital + Dynamic Rates
Capital: -- Rates: -- Rate Sync: --
Process:not managed
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Bot Health
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Ready
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Opportunities
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Process
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-- Pools Tracked
-- Current Block
-- Cycles Checked
-- Best Profit (hbip)
-- Broadcasted
Recent Opportunities last 200 entries
# Time Token Profit (hbip) Profit % Amount In Amount Out Hops Block Broadcast Tx Hash
Waiting for bot data...
Bot Control
Setup

The Ekubo bot runs as a Rust binary that detects cyclic DEX arbitrage opportunities on Starknet's Ekubo AMM.

Required environment variables (set in ekubo-arbitrage/.env):

  • APP_RPC_URL — Starknet JSON-RPC endpoint
  • APP_RPC_WS_URL — WebSocket RPC URL
  • APP_ACCOUNT_ADDRESS — wallet address (hex)
  • APP_ACCOUNT_PRIVATE_KEY — private key (hex)
  • APP_FROM_BLOCK — starting block (e.g. 6880900)

To run externally:

cd ekubo-arbitrage
cp .env.example .env
# fill in .env
cargo run --release --bin ekubo-arb

Profit is measured in hbip (hundredth basis points).
1 hbip = 0.0001% = 0.000001 of notional.