Skill

solana-prediction-quant

Prediction-market quant infrastructure for Solana. Normalizes multi-venue events and orderbooks to a common implied-probability + USD frame, removes the bookmaker margin (de-vig) for fair value, scans for cross-venue mispricing, and gates every trade through a binary-outcome risk engine before returning an unsigned transaction.

Prior art (honest): joinQuantish/skills ships cross-venue Polymarket + Kalshi-via-DFlow discovery/trading skills. This skill differs by adding (1) de-vig fair-value math, (2) a binary-outcome / event-cluster RISK engine (full-stake max loss, correlation groups, Kelly capped per market), and (3) Jupiter Prediction venue inclusion + Solana-native SPL position handling that joinQuantish lacks.

Source precedence (read before answering)

1. Prefer the routed VENUE leaf over memory for any endpoint, scale, or field name.
2. Price scales are venue-specific: Jupiter 1000000 = $1.00, DFlow 10000 = $1.00, Polymarket cents (dollars 0..1). Convert everything to common 0..1 implied probability + USD via toUsd(venue, raw) / adapters in normalized-market.ts.
3. NEVER auto-sign or auto-submit. Clients return an UNSIGNED transaction; signing and submission are delegated. See references/safety-rails.md.
4. Delegate tx build / signing / priority fees to ../solana-dev/; delegate token swaps to the jupiter skill. See references/delegation.md.
5. Venue maturity: Jupiter = BETA (US/KR IP-blocked); DFlow = GA but KYC-gated via Proof; Polymarket = GA but settles on Polygon (reference leg only); Epoch/Arcium = NOT-YET-INTEGRABLE (no public dev API).

Task Routing Guide

Open exactly ONE leaf per task.

User asks about X	Leaf
events / odds / orderbook (Jupiter Prediction)	references/venues/jupiter-prediction.md
Kalshi / SPL positions / redeem (DFlow)	references/venues/dflow-kalshi.md
Polymarket book / WS / reference leg	references/venues/polymarket-direct.md
private / Arcium / Epoch venues	references/venues/epoch-arcium.md
fair value / de-vig / implied probability	references/math/implied-probability-devig.md
cross-venue arb / mispricing	references/strategy/cross-venue-arb.md
position sizing / risk / exposure / max loss	references/risk/binary-outcome-risk.md
stream live prices / positions	references/streaming/data-stream.md
sign / submit / swap	references/delegation.md
package / version pins	references/sdk-versions.md
safety / confirm-gate / caps	references/safety-rails.md

Progressive disclosure

• This SKILL.md is a ROUTER. Do not inline venue content here.
• Load the SKILL body on activation -> open ONE leaf for the task -> follow that leaf's links only if it points further (e.g. a venue leaf -> delegation.md for submit).
• Code templates live beside the leaves and export the symbols in the contract (normalized-market.ts, devig.ts, risk-engine.ts, arb-scanner.ts, venue clients, stream.ts, devig.test.ts). Reuse them; do not re-derive.

Agents

Agent	Use when
agents/prediction-quant-architect.md	designing a multi-venue strategy, risk model, or de-vig pipeline (opus)
agents/market-data-engineer.md	wiring a venue client, adapter, or stream to the normalized frame (sonnet)

Commands

Command	Does
commands/scaffold-prediction-bot.md	scaffold a bot wiring clients, de-vig, arb scanner, risk gate, and stream
commands/check-risk-limits.md	dry-run OrderIntents through the RiskEngine pre-trade gate