Polymarket P&L Substreams 📊

Real-time Profit & Loss tracking for Polymarket prediction markets on Polygon

🎯 Overview

This Substreams package provides comprehensive real-time P&L tracking for Polymarket prediction markets, monitoring all core contracts and calculating user positions, profits, and losses as they happen.

🏗️ Architecture

Core Contracts Tracked

1. Conditional Tokens Framework (CTF) - 0x4D97DCd97eC945f40cF65F87097ACe5EA0476045

   • Position splits, merges, and redemptions
   • Condition preparation and resolution
   • Token transfers

2. CTF Exchange (Orderbook) - 0x4bfb41d5b3570defd03c39a9a4d8de6bd8b8982e

   • Order fills and matches
   • Trading fees
   • Order cancellations

3. USDC Collateral Token - 0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174

   • Transfer events
   • Approval events

📊 Modules

1. map_ctf_events

Tracks all Conditional Tokens Framework events:

• ConditionPreparation - New market conditions
• ConditionResolution - Market outcomes and payouts
• PositionSplit - Position splitting events
• PositionMerge - Position merging events
• PositionRedeem - Position redemption events
• TransferSingle & TransferBatch - Token transfers

2. map_ctf_exchange_events

Tracks CTF Exchange orderbook events:

• OrderFilled - Completed trades
• OrdersMatched - Order matching
• OrderCancelled - Cancelled orders
• FeeCharged - Trading fees
• TokenRegistered - New token registrations

3. map_usdc_events

Tracks USDC collateral token events:

• Transfer - USDC transfers
• Approval - USDC approvals

4. map_user_positions

Real-time user position tracking:

• Current token holdings per user
• Buy/sell transaction history
• Average prices and realized P&L
• Position updates and changes

5. map_pnl_data

Comprehensive P&L calculations:

• User-level P&L metrics
• Market-level P&L data
• Global platform statistics
• Volume and trade counts

🚀 Quick Start

Prerequisites

• Substreams CLI
• Authentication token from The Graph Market

Installation

# Clone the repository
git clone https://github.com/PaulieB14/Polymarket-PnL-Substreams.git
cd Polymarket-PnL-Substreams

# Build the package
substreams build

# Authenticate
export SUBSTREAMS_API_TOKEN="your_jwt_token_here"

# Run live streaming
substreams gui

Usage Examples

Track CTF Events

substreams run substreams.yaml map_ctf_events --start-block 4023686

Monitor User Positions

substreams run substreams.yaml map_user_positions --start-block 4023686

Get P&L Data

substreams run substreams.yaml map_pnl_data --start-block 4023686

📈 Data Schema

User Position

message UserPosition {
    string user_address = 1;
    string token_id = 2;
    string condition_id = 3;
    string outcome_index = 4;
    string amount_held = 5;
    string average_price = 6;
    string total_bought = 7;
    string total_sold = 8;
    string realized_pnl = 9;
    string unrealized_pnl = 10;
    google.protobuf.Timestamp first_seen = 11;
    google.protobuf.Timestamp last_updated = 12;
}

User P&L

message UserPnL {
    string user_address = 1;
    string total_realized_pnl = 2;
    string total_unrealized_pnl = 3;
    string total_volume = 4;
    string total_trades = 5;
    string winning_trades = 6;
    string losing_trades = 7;
    string win_rate = 8;
    google.protobuf.Timestamp last_activity = 9;
}

Market P&L

message MarketPnL {
    string condition_id = 1;
    string question_id = 2;
    string total_volume = 3;
    string total_trades = 4;
    string total_fees = 5;
    string winning_outcome = 6;
    string resolution_price = 7;
    google.protobuf.Timestamp created_at = 8;
    google.protobuf.Timestamp resolved_at = 9;
}

🔧 Configuration

Network

• Chain: Polygon
• Start Block: 4023686 (CTF contract deployment)
• Exchange Start Block: 33605403 (CTF Exchange deployment)

Performance

• Parallel Processing: Yes
• Block Filtering: Optimized for specific contract addresses
• Memory Efficient: Streaming data processing

📊 Use Cases

1. Real-time P&L Dashboard

Build live dashboards showing user profits/losses as they trade.

2. Risk Management

Monitor user positions and exposure in real-time.

3. Market Analysis

Track market volumes, fees, and trading patterns.

4. Portfolio Tracking

Individual user portfolio performance and history.

5. Compliance & Reporting

Automated P&L reporting for tax and regulatory purposes.

🛠️ Development

Building

substreams build

Testing

# Test with live data
substreams run substreams.yaml map_pnl_data --start-block 4023686

# Test specific module
substreams run substreams.yaml map_user_positions --start-block 4023686

Publishing

# Login to registry
substreams registry login

# Publish package
substreams registry publish

📚 Related Projects

• Polymarket Trading Substreams - General trading data
• Polymarket P&L Subgraph - Historical P&L data
• Polymarket Documentation - Official Polymarket docs

🤝 Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests if applicable
5. Submit a pull request

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

🆘 Support

• Documentation: Substreams Docs
• Community: Substreams Discord
• Issues: GitHub Issues

🎉 Acknowledgments

• StreamingFast for Substreams technology
• Polymarket for the prediction market platform
• The Graph for indexing infrastructure

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