arbitrage history tracking#15
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… history endpoint Database (supabase/migrations/20260425000000_arbitrage_history.sql): - arbitrage_opportunities: one row per unique (polymarket_id, kalshi_id) pair, upserted on every scan. Tracks first/last seen, max spread ever observed, observation count, and lifecycle status (active/closed). - arbitrage_snapshots: append-only time-series, one row per scan per pair. Records exact prices, spread, direction, and volumes at that moment. - Indexes on status+last_seen, category, max_spread, and observed_at. Recorder (src/api/arbitrage-recorder.ts): - recordArbitrageOpportunities() upserts pairs and inserts snapshots in one call. - Closes stale opportunities that haven't been seen in 10+ minutes. - buildSupabaseClient() creates a service-role client for server-side writes. Cron job (api/cron/record-arbitrage.ts): - Runs every 5 minutes via Vercel Cron. - Uses a 1% threshold (vs 3% API default) to capture near-arbitrage in history. - Same CRON_SECRET auth pattern as refresh-markets. History endpoint (api/markets/arbitrage/history.ts): - GET /api/markets/arbitrage/history - Filterable by date range, status (active/closed/all), minSpread, category. - Paginated with limit/offset. - Joins latest snapshot onto each opportunity row so callers see current prices. vercel.json: - Registered /api/markets/arbitrage/history route. - Registered /api/cron/record-arbitrage route and cron schedule (*/5 * * * *).
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Adds a system to persist every arbitrage opportunity the detector finds.
DB (supabase/migrations/):
upserted each scan. Tracks first/last seen, max spread, observation count, status.
Records exact prices, spread, direction, and volumes at that moment.
Recorder (src/api/arbitrage-recorder.ts):
Cron job (api/cron/record-arbitrage.ts):
near-arbitrage in history.
History endpoint: