Polymarket Multi-Outcome Dutching Arbitrage Calculator

#!/usr/bin/env python3
# P.DAY Tool #01 — Automated Multi-Outcome Dutching Batch Order Bot (py-clob-client)
# pip install py-clob-client python-dotenv
import os
from py_clob_client.client import ClobClient
from py_clob_client.clob_types import OrderArgs, OrderType
from py_clob_client.order_builder.constants import BUY

BUDGET_USDC = 500.0
CANDIDATES = [
    {"name": "Outcome A", "token_id": "TOKEN_ID_A", "price": 0.32},
    {"name": "Outcome B", "token_id": "TOKEN_ID_B", "price": 0.28},
    {"name": "Outcome C", "token_id": "TOKEN_ID_C", "price": 0.22},
]

sum_prob = sum(c["price"] for c in CANDIDATES)
assert sum_prob < 1.0, f"No Dutching arbitrage: sum={sum_prob:.3f} >= 1.00"

client = ClobClient("https://clob.polymarket.com", key=os.environ["POLY_PRIVATE_KEY"], chain_id=137)
client.set_api_creds(client.create_or_derive_api_creds())

for c in CANDIDATES:
    alloc_usdc = BUDGET_USDC * (c["price"] / sum_prob)
    shares = round(alloc_usdc / c["price"], 2)
    print(f"[Dutching] {c['name']} @ {c['price']*100:.1f}c -> Stake ${alloc_usdc:.2f} ({shares} shares)")
    order = client.create_order(OrderArgs(token_id=c["token_id"], price=c["price"], size=shares, side=BUY))
    client.post_order(order, OrderType.GTC)