prediction.neg_risk_arbitrage
Detect basket arbitrage in a Polymarket neg-risk (mutually-exclusive, multi-outcome) event - a full YES basket across all outcomes always settles to exactly $1, so a basket price away from $1 (after costs) is a near risk-free edge. Also returns buy/sell_basket_capacity_shares, the actual liquidity-bottleneck size executable right now, so this isn't just a top-of-book mirage. Polymarket only. Do not use for binary Yes/No markets (no basket to arbitrage) or for Kalshi (its Data ToS forbids this use). Paid in USDC on Base.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| event_slug | Yes | Polymarket event slug, from the event's URL on polymarket.com. | |
| max_slippage_pct | No | How far past each leg's best price to walk the book when sizing capacity. Defaults to 1.0. | |
| min_net_edge_pct | No | Minimum net edge (%) required to flag arbitrage_viable: true. Defaults to 1.0. | |
| assumed_round_trip_cost_pct | No | Gas + fees + slippage buffer, as a percentage of $1 basket notional. Defaults to 1.5. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| notice | No | ||
| event_slug | Yes | ||
| data_source | Yes | ||
| opportunity | Yes | ||
| generated_at | Yes | ||
| num_outcomes | Yes | ||
| basket_ask_sum | No | ||
| basket_bid_sum | No | ||
| arbitrage_viable | Yes | ||
| buy_basket_net_edge_usd | No | ||
| sell_basket_net_edge_usd | No | ||
| buy_basket_gross_edge_usd | No | ||
| buy_basket_capacity_shares | Yes | ||
| sell_basket_gross_edge_usd | No | ||
| assumed_round_trip_cost_pct | Yes | ||
| sell_basket_capacity_shares | Yes | ||
| buy_basket_capacity_notional_usd | No | ||
| sell_basket_capacity_notional_usd | No |