fix(polymarket): force live-history backtests and remove fixture overrides

.github/workflows/enforce-seren-polymarket-publisher.yml

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+name: Enforce Seren Polymarket Publisher
+
+on:
+  pull_request:
+    paths:
+      - "polymarket/**"
+      - ".github/workflows/enforce-seren-polymarket-publisher.yml"
+  push:
+    branches:
+      - main
+    paths:
+      - "polymarket/**"
+      - ".github/workflows/enforce-seren-polymarket-publisher.yml"
+
+jobs:
+  enforce-publisher:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Block direct Polymarket API endpoints in maker runtimes/configs
+        run: |
+          set -euo pipefail
+          TARGETS=(
+            polymarket/maker-rebate-bot
+            polymarket/paired-market-basis-maker
+            polymarket/liquidity-paired-basis-maker
+            polymarket/high-throughput-paired-basis-maker
+          )
+          if grep -R -nE "https://(gamma-api|clob)\.polymarket\.com" "${TARGETS[@]}"; then
+            echo "::error::Direct Polymarket API endpoints are forbidden. Use api.serendb.com publisher routes only."
+            exit 1
+          fi
+
+      - name: Require Seren Polymarket Publisher endpoints in maker configs
+        run: |
+          set -euo pipefail
+          CONFIGS=(
+            polymarket/maker-rebate-bot/config.example.json
+            polymarket/paired-market-basis-maker/config.example.json
+            polymarket/liquidity-paired-basis-maker/config.example.json
+            polymarket/high-throughput-paired-basis-maker/config.example.json
+          )
+          for cfg in "${CONFIGS[@]}"; do
+            if ! grep -qE "https://api\.serendb\.com/publishers/polymarket-data/" "$cfg"; then
+              echo "::error file=$cfg::Missing Seren Polymarket publisher endpoint."
+              exit 1
+            fi
+          done
+
+      - name: Require runtime source-policy guard in maker scripts
+        run: |
+          set -euo pipefail
+          SCRIPTS=(
+            polymarket/maker-rebate-bot/scripts/agent.py
+            polymarket/paired-market-basis-maker/scripts/agent.py
+            polymarket/liquidity-paired-basis-maker/scripts/agent.py
+            polymarket/high-throughput-paired-basis-maker/scripts/agent.py
+          )
+          for script in "${SCRIPTS[@]}"; do
+            if ! grep -q "SEREN_POLYMARKET_PUBLISHER_PREFIX" "$script"; then
+              echo "::error file=$script::Missing SEREN_POLYMARKET_PUBLISHER_PREFIX runtime guard."
+              exit 1
+            fi
+            if ! grep -q "policy_violation: backtest data source must use Seren Polymarket publisher" "$script"; then
+              echo "::error file=$script::Missing explicit policy_violation guard for non-Seren backtest URLs."
+              exit 1
+            fi
+            if ! grep -q "missing_seren_api_key: set SEREN_API_KEY" "$script"; then
+              echo "::error file=$script::Missing SEREN_API_KEY hard requirement for publisher calls."
+              exit 1
+            fi
+            if ! grep -q '"Authorization": f"Bearer {api_key}"' "$script"; then
+              echo "::error file=$script::Missing Authorization Bearer header for publisher calls."
+              exit 1
+            fi
+          done

polymarket/high-throughput-paired-basis-maker/SKILL.md

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+---
+name: high-throughput-paired-basis-maker
+description: "Run a paired-market basis strategy on Polymarket with mandatory backtest-first gating before trade intents."
+---
+
+# High-Throughput Paired Basis Maker
+
+## When to Use
+
+- trade relative-value dislocations between logically linked Polymarket contracts
+- enforce backtest-first validation before generating paired trade intents
+- run a dry-run-first workflow for hedged pair execution
+
+## Backtest Period
+
+- Default: `270` days
+- Allowed range: `90` to `540` days
+- Why this range: basis relationships need enough time to observe repeated widening/convergence cycles, but should still emphasize current structural behavior.
+
+## Workflow Summary
+
+1. `load_backtest_pairs` pulls live market histories from the Seren Polymarket Publisher (Gamma + CLOB proxied), builds pairs from the active market universe, and timestamp-aligns each pair.
+2. `simulate_basis_reversion` evaluates entry/exit behavior on basis widening and convergence.
+3. `summarize_backtest` reports total return, annualized return, Sharpe-like score, max drawdown, hit rate, trade-rate, and pair-level contributions.
+4. `sample_gate` fails backtest if `events < backtest.min_events` (default `200`).
+5. `backtest_gate` blocks trade mode by default if backtest return is non-positive.
+6. `emit_pair_trades` outputs two-leg trade intents (`primary` + `pair`) with risk caps.
+
+## Execution Modes
+
+- `backtest` (default): paired historical simulation only.
+- `trade`: always runs backtest first, then emits paired trade intents if gate passes.
+
+Live execution requires both:
+
+- `execution.live_mode=true` in config
+- `--yes-live` on the CLI
+
+## Runtime Files
+
+- `scripts/agent.py` - basis backtest + paired trade-intent runtime
+- `config.example.json` - strategy parameters, live backtest defaults, and trade-mode sample markets
+- `.env.example` - environment template for API credentials
+
+## Quick Start
+
+```bash
+cd polymarket/high-throughput-paired-basis-maker
+cp .env.example .env
+cp config.example.json config.json
+python3 scripts/agent.py --config config.json
+```
+
+## Run Trade Mode (Backtest-First)
+
+```bash
+python3 scripts/agent.py --config config.json --run-type trade
+```
+
+## Disclaimer
+
+This skill can lose money. Basis spreads can persist or widen, hedge legs can slip, and liquidity can fail during volatility. Backtests are hypothetical and do not guarantee future results. This skill is software tooling and not financial advice. Use dry-run first and only trade with risk capital.

polymarket/high-throughput-paired-basis-maker/config.example.json

@@ -0,0 +1,74 @@
+{
+  "skill": "high-throughput-paired-basis-maker",
+  "execution": {
+    "dry_run": true,
+    "live_mode": false,
+    "require_positive_backtest": true
+  },
+  "backtest": {
+    "days": 270,
+    "days_range": {
+      "min": 90,
+      "max": 540
+    },
+    "participation_rate": 0.9,
+    "min_history_points": 72,
+    "min_events": 200,
+    "min_liquidity_usd": 5000,
+    "markets_fetch_page_size": 500,
+    "max_markets": 0,
+    "history_interval": "max",
+    "history_fidelity_minutes": 60,
+    "history_fetch_workers": 12,
+    "gamma_markets_url": "https://api.serendb.com/publishers/polymarket-data/markets",
+    "clob_history_url": "https://api.serendb.com/publishers/polymarket-data/prices-history"
+  },
+  "strategy": {
+    "bankroll_usd": 500,
+    "pairs_max": 6,
+    "min_seconds_to_resolution": 7200,
+    "min_edge_bps": 2.0,
+    "maker_rebate_bps": 2.3,
+    "expected_unwind_cost_bps": 1.5,
+    "adverse_selection_bps": 1.1,
+    "basis_entry_bps": 35,
+    "basis_exit_bps": 10,
+    "expected_convergence_ratio": 0.35,
+    "base_pair_notional_usd": 350,
+    "max_notional_per_pair_usd": 420,
+    "max_total_notional_usd": 1200,
+    "max_leg_notional_usd": 450
+  },
+  "state": {
+    "leg_exposure": {
+      "US-RECESSION-2026": 40,
+      "US-GDP-CONTRACTION-2026": -34
+    }
+  },
+  "markets": [
+    {
+      "market_id": "US-RECESSION-2026",
+      "pair_market_id": "US-GDP-CONTRACTION-2026",
+      "mid_price": 0.44,
+      "pair_mid_price": 0.39,
+      "seconds_to_resolution": 345600,
+      "basis_volatility_bps": 88
+    },
+    {
+      "market_id": "US-CPI-HOTTER-THAN-4",
+      "pair_market_id": "US-INFLATION-STICKY-4",
+      "mid_price": 0.36,
+      "pair_mid_price": 0.355,
+      "seconds_to_resolution": 259200,
+      "basis_volatility_bps": 41
+    },
+    {
+      "market_id": "FED-CUT-BEFORE-JULY",
+      "pair_market_id": "FED-HOLD-THROUGH-JULY",
+      "mid_price": 0.52,
+      "pair_mid_price": 0.47,
+      "seconds_to_resolution": 432000,
+      "basis_volatility_bps": 77
+    }
+  ]
+}