Polymarket P&L Substreams

Overview

Comprehensive Substreams package for tracking Polymarket P&L with SQL sink support for persistent state accumulation. Tracks all trading activity from both CTF Exchange and Neg Risk Exchange contracts.

Key Features

Quick Start

Stream Data (No Database)

# Install CLI
brew install streamingfast/tap/substreams

# Authenticate
substreams auth

# Stream order fills
substreams run https://spkg.io/PaulieB14/polymarket-pnl-v1.0.0.spkg \
  map_order_fills \
  -e polygon.substreams.pinax.network:443 \
  -s 65000000 -t +1000

# Stream user P&L
substreams run https://spkg.io/PaulieB14/polymarket-pnl-v1.0.0.spkg \
  map_user_pnl \
  -e polygon.substreams.pinax.network:443 \
  -s 65000000 -t +1000

Sink to PostgreSQL (Required for P&L)

Important: P&L requires accumulated state. Use the SQL sink for accurate calculations.

# Install sink
brew install streamingfast/tap/substreams-sink-sql

# Create database
createdb polymarket_pnl

# Setup schema
substreams-sink-sql setup \
  "psql://localhost:5432/polymarket_pnl?sslmode=disable" \
  https://spkg.io/PaulieB14/polymarket-pnl-v1.0.0.spkg

# Run sink (start from beginning for full history)
substreams-sink-sql run \
  "psql://localhost:5432/polymarket_pnl?sslmode=disable" \
  https://spkg.io/PaulieB14/polymarket-pnl-v1.0.0.spkg \
  -e polygon.substreams.pinax.network:443

Query Your Data

-- Top traders by P&L
SELECT * FROM leaderboard_pnl LIMIT 20;

-- Whale trades with trader stats
SELECT * FROM whale_trades;

-- User positions
SELECT * FROM user_positions
WHERE user_address = '0x...' AND quantity > 0;

-- Daily stats
SELECT date, total_volume, total_trades
FROM daily_stats ORDER BY date DESC;

Architecture

                    Polygon Blockchain
                           │
                           ▼
              ┌─────────────────────────┐
              │     Firehose Blocks     │
              └─────────────────────────┘
                           │
         ┌─────────────────┼─────────────────┐
         ▼                 ▼                 ▼
┌─────────────────┐ ┌─────────────────┐ ┌─────────────────┐
│ map_order_fills │ │map_token_transf │ │map_usdc_transf  │
│  (CTF + NegRisk)│ │    (ERC1155)    │ │    (USDC)       │
└─────────────────┘ └─────────────────┘ └─────────────────┘
         │                 │                   │
         └─────────────────┼───────────────────┘
                           ▼
              ┌─────────────────────────┐
              │    STORES (State)       │
              │  • user_positions       │
              │  • user_cost_basis      │
              │  • user_realized_pnl    │
              │  • latest_prices        │
              └─────────────────────────┘
                           │
                           ▼
              ┌─────────────────────────┐
              │      map_user_pnl       │
              │   (Computed Analytics)  │
              └─────────────────────────┘
                           │
                           ▼
              ┌─────────────────────────┐
              │         db_out          │
              │      (SQL Sink)         │
              └─────────────────────────┘
                           │
                           ▼
              ┌─────────────────────────┐
              │       PostgreSQL        │
              └─────────────────────────┘

Modules

Layer 1: Event Extraction

Layer 2: State Stores

Layer 3: Analytics

Layer 4: Sink

Database Schema

Tables

Views

Contract Addresses

Build from Source

# Clone
git clone https://github.com/PaulieB14/Polymarket-P-L-Substreams
cd Polymarket-P-L-Substreams

# Build
substreams build

# Test
substreams run substreams.yaml map_order_fills \
  -e polygon.substreams.pinax.network:443 \
  -s 65000000 -t +100

# Package & publish
substreams pack substreams.yaml -o polymarket-pnl-v1.0.0.spkg
substreams publish polymarket-pnl-v1.0.0.spkg

Why SQL Sink?

P&L calculation requires state accumulation over time:

Related

• polymarket-orderbook-substreams - Order flow & trader leaderboards

License

MIT