{
  "generatedAt": "2026-08-20T18:47:38.626Z",
  "scanner": {
    "status": "ready",
    "updatedAt": "2026-08-20T18:47:36.573Z",
    "nextScanAt": "2026-08-20T18:47:41.573Z",
    "intervalMs": 5000,
    "lastError": null
  },
  "summary": {
    "snapshots": 1,
    "currentCandidates": 0,
    "currentActionable": 0,
    "currentSxAnomalies": 0,
    "totalHistoricalCandidates": 0,
    "totalActionableCandidates": 0,
    "totalSxAnomalies": 0,
    "bestHistoricalEdgeBps": 0,
    "bestActionableEdgeBps": 0
  },
  "current": {
    "time": "2026-08-20T18:47:36.573Z",
    "actionable": [],
    "sxAnomalies": [],
    "errors": []
  },
  "series": [
    {
      "time": "2026-08-20T18:47:36.573Z",
      "totalCandidates": 0,
      "actionableCandidates": 0,
      "sxAnomalies": 0,
      "maxEdgeBps": 0,
      "maxActionableEdgeBps": 0,
      "displayedDepthProfit": 0,
      "errors": []
    }
  ],
  "methods": [
    {
      "id": "cross-venue-lines",
      "name": "Cross-venue line discrepancy",
      "status": "highest-priority build target",
      "verdict": "Not enough matched cross-venue data yet. This is the most plausible arbitrage class; do not claim profit until rules and fill costs match across venues.",
      "dataNeeded": [
        "Polymarket/Kalshi/SX/other venue best bid/ask streams",
        "strict event + market-rule matcher",
        "fees, settlement, limits, latency"
      ],
      "backtestMetric": "After fees/slippage, simultaneous executable hedge PnL with both sides available within the same timestamp window.",
      "currentEvidence": {
        "matchedTrades": 0,
        "reason": "strict cross-venue matcher not implemented yet"
      }
    },
    {
      "id": "stale-line-latency",
      "name": "Stale-line / lead-lag reaction",
      "status": "plausible but needs high-frequency data",
      "verdict": "Possible if one venue updates slower after news/price movement. Needs second-level timestamps and a leader venue/source.",
      "dataNeeded": [
        "multi-second quote history",
        "event/news timestamps or leader venue deltas",
        "outcome resolution data"
      ],
      "backtestMetric": "Buy stale side only when leader move predicts next quote move; score by fillable mark-to-market after 30s/2m/10m and final settlement.",
      "currentEvidence": {
        "snapshots": 1,
        "scanIntervalMs": 5000
      }
    },
    {
      "id": "orderbook-microstructure",
      "name": "Orderbook microstructure signal",
      "status": "research mode",
      "verdict": "Can be a signal, not guaranteed arb. Needs bid/ask imbalance, spread, depth decay, and realized next-price movement.",
      "dataNeeded": [
        "full orderbook depth over time",
        "trade prints if available",
        "mid-price after N seconds"
      ],
      "backtestMetric": "Prediction accuracy and net edge after crossing spread and fees.",
      "currentEvidence": {
        "sxAnomalyObservations": 0,
        "persistentSxAnomalies": 0,
        "samplePersistent": []
      }
    },
    {
      "id": "calibration-edge",
      "name": "Model/calibration edge",
      "status": "not arbitrage; possible betting edge",
      "verdict": "Needs an independent probability model. Profit comes from better probabilities, not from platform mechanics.",
      "dataNeeded": [
        "historical market prices",
        "resolutions",
        "external features/models: polls, ELO, news, bookmaker odds"
      ],
      "backtestMetric": "Brier/log-loss vs market and realized ROI after fees/spread using only information available at bet time.",
      "currentEvidence": {
        "implemented": false
      }
    },
    {
      "id": "complete-set-conservative",
      "name": "True complete-set arb inside one market",
      "status": "implemented for Polymarket/Kalshi only",
      "verdict": "No current non-SX complete-set candidates in the stored sample.",
      "dataNeeded": [
        "all outcome asks/bids",
        "fees",
        "FOK/order behavior",
        "full depth"
      ],
      "backtestMetric": "Complete set total cost < payout after fees with all legs fillable at same timestamp.",
      "currentEvidence": {
        "nonSxDetections": 0,
        "venues": []
      }
    }
  ],
  "note": "SX Bet same-venue crossed-book observations are now treated as microstructure anomalies, not profit opportunities. Actionable profit requires cross-venue matching or true complete-set fills with validated execution."
}