Autonomous prediction market trading agent deploying Wang Transform pricing across Kalshi, Polymarket & Solana
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git clone https://github.com/YichengYang-Ethan/oracle3Autonomous prediction market trading agent across Kalshi, Polymarket, and Solana.
This system deploys the exact $\lambda$ estimates and covariate model from prediction-market-pricing (Yang, 2026) as its real-time pricing engine.
graph TD
A[Wang Transform Pricing Engine<br/>MLE coefficients from paper] --> B[Fair Value Estimator<br/>Model Greeks · Kelly Sizing]
B --> C[Strategy Layer]
C --> D[8 Constraint-Based Arbitrage]
C --> E[2 Model-Driven Strategies]
C --> F[LLM Agent Strategies]
D --> G[Trading Engine<br/>SpreadExecutor · Risk Manager · Position Tracker]
E --> G
F --> G
G --> H[Kalshi]
G --> I[Polymarket]
G --> J[Solana / DFlow]
Constraint-based arbitrage — each exploits a violated probability axiom:
| Strategy | Invariant | |----------|-----------| | Cross-Market | Same event, same price across exchanges | | Exclusivity | $P(A) + P(B) \leq 1$ for mutually exclusive events | | Implication | $P(A) \leq P(B)$ when A implies B | | Conditional | $P(A \mid B) \in [L, U]$ within derived bounds | | Event Sum | $\sum P(\text{outcome}_i) = 1$ within an event | | Structural | $P(A) = \beta \cdot P(B) + \alpha$ from calibrated model |
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Statistical arbitrage: cointegration spread (self-calibrating z-score), lead-lag (cross-correlation).
Model-driven: fair value divergence (Wang-model edge), premium decay (rides predictable premium lifecycle).
Deploys the Wang Transform from Yang (2026), calibrated on 291,309 contracts across 6 platforms:
$$p^{\text{mkt}} = \Phi\bigl(\Phi^{-1}(p^*) + \lambda\bigr), \quad \hat{\lambda} = 0.183 ; (p < 10^{-15})$$
Yang, Y. (2026). Pricing Prediction Markets: Risk Premiums, Incomplete Markets, and a Decomposition Framework. Working Paper, UIUC. [Replication package]
git clone https://github.com/YichengYang-Ethan/oracle3.git && cd oracle3
poetry install
oracle3 market list --exchange polymarket --limit 10
oracle3 dashboard --exchange solana --initial-capital 10000
See docs for full CLI reference.
simulateTransaction pre-flightApache 2.0 — see LICENSE for details.
This software is for research and educational purposes. Trading involves financial risk.