This repo is a runnable starter for the "sum(outcome prices) < 1" multi-outcome (bundle) arbitrage idea.

Scans N markets automatically and detects multi-outcome "bundle" opportunities:

sum(best_ask_i) * (1 + fee) < 1 - edge

✅ Default mode (observer): polls CLOB POST /books and logs bundle opportunities (safe to run).
⚠️ Live mode: scaffolding is included behind --features live for placing concurrent FOK orders and doing basic post-trade reconciliation, but you must wire the exact SDK order builder methods for your environment if the SDK API has changed.

1. Copy .env.example to .env
2. Set MAX_MARKETS
   • Periodic refresh of open markets list (MARKETS_REFRESH_SEC)
   • Chunked + concurrent /books fetch to avoid huge payloads (BOOKS_CHUNK_SIZE, BOOKS_CONCURRENCY)
3. Run:

RUST_LOG=info cargo run

• Fetch markets from CLOB /markets with pagination, filter: enable_order_book && accepting_orders && !closed
• Batch top-of-book with POST /books
• Compute best bid/ask as max bid / min ask (do not assume sorting).

• src/pm/market_data.rs: fetches top-of-book for all outcome tokens
• src/strategy/sum_arb.rs: computes sum ask and emits bundle buy intents
• src/pm/execution_observer.rs: logs intents
• src/pm/execution_live.rs (feature-gated): live trading scaffolding