Phase 1 Skeleton (Ingest + Signal Only)

Scope

Single FastAPI app, async tasks for data ingestion and signal emission. No trading.

Core Loops

startup:
  launch discovery_loop()
  launch price_loop()

discovery_loop (slow):
  for venue in [polymarket, kalshi]:
    fetch active markets
    normalize -> MarketMetadata
    upsert into Postgres
  run mapping_heuristics()

price_loop (fast):
  for venue in [polymarket, kalshi]:
    fetch top-of-book or WS updates
    normalize -> MarketUpdate/OrderBookDepth
    publish to RabbitMQ
    emit socket.io updates
  run signal_detection()

Signal Detection (Minimal)

• Compare best YES/NO asks across mapped markets.
• Emit signal.arb.detected when yes + no < 100.
• Emit to RabbitMQ + socket.io; no execution yet.

Minimal FastAPI Endpoints

• GET /health status and version.
• GET /markets latest normalized metadata.
• GET /signals recent opportunities (in-memory or DB).

Suggested Files (No Execution Yet)

• app/data/clients/polymarket.py
• app/data/clients/kalshi.py
• app/data/normalize.py
• app/data/mapping.py
• app/strategy/scorer.py
• app/infra/db.py
• app/infra/mq.py
• app/api/http.py
• app/api/socketio.py