Polymarket 进阶套利策略：跨市场对冲与 API 自动化【2026】

需要买入的份额数 = 预期损失 / (1 - YES价格)
                  = 1500 / (1 - 0.35)
                  = 1500 / 0.65
                  ≈ 2308 份
对冲成本 = 份额数 × YES价格
         = 2308 × 0.35
         = $808

import time
import requests

CLOB_HOST = "https://clob.polymarket.com"
GAMMA_HOST = "https://gamma-api.polymarket.com"

# 两个相关市场的 condition_id
MARKET_A_ID = "你的市场A的condition_id"
MARKET_B_ID = "你的市场B的condition_id"

# 套利阈值（价差超过这个值才提醒）
THRESHOLD = 0.05

def get_market_price(condition_id):
    """获取市场当前中间价"""
    url = f"{CLOB_HOST}/midpoint?token_id={condition_id}"
    resp = requests.get(url)
    if resp.status_code == 200:
        data = resp.json()
        return float(data.get("mid", 0))
    return None

def check_arbitrage():
    """检查两个市场之间的价差"""
    price_a = get_market_price(MARKET_A_ID)
    price_b = get_market_price(MARKET_B_ID)

    if price_a is None or price_b is None:
        print("获取价格失败，跳过本轮")
        return

    spread = price_a - price_b
    print(f"市场A: {price_a:.4f} | 市场B: {price_b:.4f} | 价差: {spread:.4f}")

    # 如果 A 的概率逻辑上应该 <= B，但实际 A > B + 阈值
    if spread > THRESHOLD:
        print(f"发现套利机会！价差 {spread:.4f} 超过阈值 {THRESHOLD}")
        send_alert(price_a, price_b, spread)

def send_alert(price_a, price_b, spread):
    """发送通知（可以接入 Telegram、微信、邮件等）"""
    message = f"套利提醒：市场A={price_a:.4f}, 市场B={price_b:.4f}, 价差={spread:.4f}"
    print(f"[ALERT] {message}")
    # 这里可以加入你的通知逻辑
    # 比如 Telegram Bot、钉钉 Webhook、邮件等

if __name__ == "__main__":
    print("套利监控启动...")
    while True:
        try:
            check_arbitrage()
        except Exception as e:
            print(f"出错了: {e}")
        time.sleep(30)  # 每 30 秒检查一次

import requests

def get_active_markets():
    """获取所有活跃市场"""
    url = "https://gamma-api.polymarket.com/markets?closed=false&limit=100"
    resp = requests.get(url)
    if resp.status_code == 200:
        return resp.json()
    return []

def find_related_markets(markets):
    """
    按关键词寻找可能存在关联的市场对
    这里用的是最简单的关键词匹配，实际可以更精细
    """
    pairs = []
    for i, m1 in enumerate(markets):
        for m2 in markets[i+1:]:
            q1 = m1.get("question", "").lower()
            q2 = m2.get("question", "").lower()
            # 检查是否包含相同的关键实体
            # 实际使用时可以用更智能的匹配方式
            common_words = set(q1.split()) & set(q2.split())
            # 过滤掉常见词，只保留有意义的重叠
            stopwords = {"will", "the", "a", "in", "by", "be", "to", "of", "and", "or", "is"}
            meaningful = common_words - stopwords
            if len(meaningful) >= 2:
                pairs.append((m1, m2, meaningful))
    return pairs

markets = get_active_markets()
related = find_related_markets(markets)
for m1, m2, words in related[:10]:  # 只看前 10 对
    print(f"可能关联:")
    print(f"  - {m1['question']}")
    print(f"  - {m2['question']}")
    print(f"  重叠词: {words}")
    print()

from py_clob_client.client import ClobClient
from py_clob_client.clob_types import OrderArgs, OrderType
from py_clob_client.order_builder.constants import BUY

client = ClobClient(
    host="https://clob.polymarket.com",
    key="你的私钥",
    chain_id=137,
    signature_type=1,  # 根据你的登录方式选择
    funder="你的代理地址"
)
client.set_api_creds(client.create_or_derive_api_creds())

def place_buy_order(token_id, price, size):
    """下一个限价买单"""
    order_args = OrderArgs(
        price=price,
        size=size,
        side=BUY,
        token_id=token_id,
    )
    signed_order = client.create_order(order_args)
    resp = client.post_order(signed_order, OrderType.GTC)
    return resp