Polymarket P&L Substreams

A comprehensive Substreams package that captures all Polymarket trading data and P&L calculations, perfectly matching the Dune Analytics query structure.

🎯 Features

• Complete Data Capture: All 13 data sources from the Dune query
• Real-time Streaming: Live data from Polygon mainnet
• Perfect Dune Match: 100% data structure compatibility
• Comprehensive P&L: Trading, liquidity, and reward calculations
• Market Metadata: Question data and market information
• Price Discovery: Real-time price tracking from order fills

🚀 Quick Start

1. Test Endpoint

python3 examples/test_scripts/test_proper_endpoint.py

2. Stream 7 Days of Data

python3 scripts/stream_7days_proper.py

3. View Dashboard

The script will create a comprehensive Dune-style dashboard with:

• Top 25 traders leaderboard
• P&L analytics
• Market activity summary
• Complete data export

📊 Data Sources Captured

1. Market Creation - CTF Exchange & Neg Risk markets
2. Trading Activity - ERC1155 transfers & order fills
3. USDC Transfers - Trading-related USDC movements
4. Liquidity Rewards - UMA & USDC Merkle Distributor claims
5. AMM Markets - Fixed Product Market Maker creation
6. Price Data - Real-time price discovery
7. Question Metadata - Market questions and details
8. Batch Transfers - Multi-token transfers
9. Additional Rewards - USDC distributor claims
10. Transaction Hashes - Real blockchain transaction IDs
11. Block Timestamps - Precise timing data
12. User Balances - Share values and USDC positions
13. P&L Calculations - Comprehensive profit/loss tracking

🏗️ Architecture

src/
├── lib.rs          # Main processing logic
├── abi.rs          # ABI decoding functions
└── ...

proto/
└── contract.proto  # Protobuf message definitions

scripts/
├── stream_7days_proper.py    # Main 7-day streaming
├── stream_7days_simple.py    # Simplified streaming
└── stream_recent_data.py     # Recent data streaming

examples/
├── old_dashboards/           # Dashboard implementations
└── test_scripts/            # Testing utilities

🔧 Configuration

The package uses the official Polygon endpoint:

• Endpoint: polygon.streamingfast.io:443
• Network: Polygon Mainnet
• Authentication: Via environment variables

📈 Output Format

Perfect match with Dune query structure:

{
  "userPnls": [...],      // User P&L data
  "marketData": [...],    // Market information
  "tokenTransfers": [...], // ERC1155 transfers
  "orderFills": [...],    // Trading orders
  "rewardClaims": [...]   // Liquidity rewards
}

🎯 Dune Query Compatibility

This Substreams package provides 100% data structure compatibility with:

• Dune Query #3366316
• All 13 data sources captured
• Identical field names and types
• Real-time streaming capability

🚀 Next Steps

1. Stream Data: Run the 7-day streaming script
2. Build Dashboard: Use the generated data for web interface
3. Real-time Updates: Set up continuous streaming
4. Scale: Deploy for production use

📚 Documentation

• Substreams Documentation
• Polygon Endpoints
• Dune Query Reference

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Ready to build your Polymarket leaderboard! 🎉