{ "schemaVersion": 1, "scope": "August 1–30 fixed weather panel, separate August 1–4 local-book pilot, gap-selected August 2–3 payout comparison, 30-city-day systematic native payout expansion, retrospective source-field/minute investigation, three historical Climate Data Portal checks, and separate September 8 current-book checks. The first historical L2 export request is prepared; its data is pending.", "providerPanel": { "selectedMarkets": 3120, "retainedTradeRecords": 248399, "zeroRecordMarkets": 362, "rawCapturesVerified": 3908, "byVenue": [ { "venue": "kalshi", "markets": 810, "retainedTradeRecords": 168032 }, { "venue": "polymarket", "markets": 2310, "retainedTradeRecords": 80367 } ], "limitation": "Provider acquisition counts; complete exchange activity and price/side semantics are not established." }, "nativeTradeSamples": [ { "marketId": "kalshi:KXHIGHAUS-26AUG01-B100.5", "providerTrades": 356, "nativeTrades": 1421, "matchedIds": 356, "mismatches": { "timestamp": 0, "size": 0, "price": 0, "outcome": 0 } }, { "marketId": "kalshi:KXHIGHLAX-26AUG04-B75.5", "providerTrades": 3, "nativeTrades": 2476, "matchedIds": 3, "mismatches": { "timestamp": 0, "size": 0, "price": 0, "outcome": 0 } } ], "nativeOnlyAvailability": { "expected": 90, "detailsNotFound": 90, "historyUnavailable": 90, "zeroExchangeTradingImplied": false }, "gapSelectedSettlementSample": { "nativeCapturesHashVerified": 15, "nativeMarketsFinalPayoutVerified": 90, "nativeLaddersVerified": 15, "polymarketMarketsSourceRevalidated": 264, "overlappingCityDays": 10, "cityDaysWithComparableFiniteLabels": 8, "bothLaddersVerifiedCityDays": 10, "sameFiniteNumericLabelPairs": 32, "pairsWithDifferentYesPayouts": 8, "cityDaysWithDifferentSameLabelPayouts": 4, "comparedPairsWithDifferentDeclaredSources": 32, "comparedPairsWithExplicitNativeFahrenheit": 12, "comparedPairsWithUnspecifiedNativeUnit": 20 }, "fixedSettlementExpansion": { "expectedCityDays": 30, "nativeLaddersVerified": 30, "polyLaddersVerified": 30, "cellsWithComparableFiniteLabels": 19, "sameFiniteNumericLabelPairs": 76, "differentYesPayouts": 10, "cityDaysWithDifferentPayouts": 6, "expectedPolymarketMarkets": 330, "expectedNativeMarkets": 180, "returnedNativeMarkets": 180, "verifiedPolymarketMarkets": 330, "verifiedNativeMarkets": 180, "cellsWithMatchingFrozenSiblingSets": 30, "verifiedPolymarketProjectRoutes": 330, "cellsWithoutComparableFiniteLabels": [ "los-angeles/2026-08-05", "seattle/2026-08-15", "miami/2026-08-20", "los-angeles/2026-08-20", "san-francisco/2026-08-20", "seattle/2026-08-20", "austin/2026-08-25", "los-angeles/2026-08-25", "seattle/2026-08-25", "miami/2026-08-30", "seattle/2026-08-30" ], "selectionSHA256": "146457bff6fda289995ff41f65a9e0bcc7a1723b8fa5567193a87c962ca1f5f9", "selectionRule": "All five US project routes on August 5, 10, 15, 20, 25 and 30, 2026; every fifth observation day starting August 5. No replacement based on outcome or provider availability.", "interpretation": "Systematic descriptive expansion, frozen before new native payout acquisition. Existing historical metadata was already available; this is not preregistration, random sampling, or an inferentially representative sample.", "byDate": [ { "date": "2026-08-05", "expectedCityDays": 5, "nativeLaddersVerified": 5, "polyLaddersVerified": 5, "cellsWithComparableFiniteLabels": 4, "sameFiniteNumericLabelPairs": 16, "differentYesPayouts": 4, "cityDaysWithDifferentPayouts": 2 }, { "date": "2026-08-10", "expectedCityDays": 5, "nativeLaddersVerified": 5, "polyLaddersVerified": 5, "cellsWithComparableFiniteLabels": 5, "sameFiniteNumericLabelPairs": 20, "differentYesPayouts": 2, "cityDaysWithDifferentPayouts": 1 }, { "date": "2026-08-15", "expectedCityDays": 5, "nativeLaddersVerified": 5, "polyLaddersVerified": 5, "cellsWithComparableFiniteLabels": 4, "sameFiniteNumericLabelPairs": 16, "differentYesPayouts": 0, "cityDaysWithDifferentPayouts": 0 }, { "date": "2026-08-20", "expectedCityDays": 5, "nativeLaddersVerified": 5, "polyLaddersVerified": 5, "cellsWithComparableFiniteLabels": 1, "sameFiniteNumericLabelPairs": 4, "differentYesPayouts": 0, "cityDaysWithDifferentPayouts": 0 }, { "date": "2026-08-25", "expectedCityDays": 5, "nativeLaddersVerified": 5, "polyLaddersVerified": 5, "cellsWithComparableFiniteLabels": 2, "sameFiniteNumericLabelPairs": 8, "differentYesPayouts": 1, "cityDaysWithDifferentPayouts": 1 }, { "date": "2026-08-30", "expectedCityDays": 5, "nativeLaddersVerified": 5, "polyLaddersVerified": 5, "cellsWithComparableFiniteLabels": 3, "sameFiniteNumericLabelPairs": 12, "differentYesPayouts": 3, "cityDaysWithDifferentPayouts": 2 } ], "byCurrentDeclaredSource": [ { "sourcePair": "weather-underground|nws-daily-climate", "expectedCityDays": 10, "nativeLaddersVerified": 10, "polyLaddersVerified": 10, "cellsWithComparableFiniteLabels": 9, "sameFiniteNumericLabelPairs": 36, "differentYesPayouts": 6, "cityDaysWithDifferentPayouts": 3 }, { "sourcePair": "weather-underground|the-weather-company", "expectedCityDays": 10, "nativeLaddersVerified": 10, "polyLaddersVerified": 10, "cellsWithComparableFiniteLabels": 5, "sameFiniteNumericLabelPairs": 20, "differentYesPayouts": 0, "cityDaysWithDifferentPayouts": 0 }, { "sourcePair": "noaa-hourly-timeseries|the-weather-company", "expectedCityDays": 10, "nativeLaddersVerified": 10, "polyLaddersVerified": 10, "cellsWithComparableFiniteLabels": 5, "sameFiniteNumericLabelPairs": 20, "differentYesPayouts": 4, "cityDaysWithDifferentPayouts": 3 } ] }, "settlementSourceAudit": { "cityDays": 4, "differingFiniteLabelPayoutPairs": 8, "cliMatchesNativeMetadata": 4, "nextDateMaxTempFieldMatchesCli": 4, "allInterimAndFullDayMaximaAgree": true, "causalMechanismsEstablished": 0, "publicCapturesHashVerified": 10, "archivedRevisionsHashVerified": 31 }, "publicCapabilityAndKalshiFeeAudit": { "publicResponses": 73, "successfulPublicResponses": 72, "failedPublicResponses": 1, "assymetrixHistoricalL2Advertised": true, "assymetrixHistoricalL2EndpointDocumented": false, "assymetrixHistoricalExportRequestSchemaDocumented": false, "assymetrixBusinessEntitlementVerified": false, "kalshiSeriesChecked": 5, "kalshiCurrentQuadraticMultiplierOne": 5, "kalshiSeriesHistoriesEmpty": 5, "kalshiEventHistoriesChecked": 50, "kalshiEventHistoriesEmptyAndComplete": 50, "kalshiPublishedBaselineScenarioAvailable": true, "kalshiVerifiedHistoricalPolicies": 0, "kalshiVerifiedHistoricalPaidFees": 0 }, "contractQualification": { "selectedCityDays": 30, "nativeMarketsRevalidated": 510, "rawCapturesRevalidated": 390, "comparedFinitePairs": 76, "cityDaysWithoutFinitePairs": 11, "completeDeclarationMatches": 0, "historicallyQualifiedPairs": 0, "executionQualifiedPairs": 0, "retrospectivePayoutCounterexamples": 10, "dimensions": [ { "dimension": "observationDate", "sameDeclaration": 76, "differentDeclaration": 0, "unresolved": 0 }, { "dimension": "metric", "sameDeclaration": 76, "differentDeclaration": 0, "unresolved": 0 }, { "dimension": "station", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 }, { "dimension": "unit", "sameDeclaration": 56, "differentDeclaration": 0, "unresolved": 20 }, { "dimension": "sourceProduct", "sameDeclaration": 0, "differentDeclaration": 36, "unresolved": 40 }, { "dimension": "valueField", "sameDeclaration": 0, "differentDeclaration": 20, "unresolved": 56 }, { "dimension": "measurementWindow", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 }, { "dimension": "precision", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 }, { "dimension": "rounding", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 }, { "dimension": "fallback", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 }, { "dimension": "corrections", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 }, { "dimension": "exceptionalPayouts", "sameDeclaration": 0, "differentDeclaration": 0, "unresolved": 76 } ], "limitations": [ "Qualification counts describe evidence readiness, not the number or rate of arbitrage opportunities.", "Current declarations are compared conservatively. Missing facts never become equality; different source names alone do not prove actual outcome disagreement.", "No replay decision time was selected. Current source captures do not provide effective historical rule intervals. The reusable rule gate separately requires actual decision time and past-only capture/effective-interval evidence.", "Final native payouts enter only the separately labeled retrospective evaluation, never the historical rule gate or entry selection.", "Finite numeric labels omit tails and synthetic baskets. The separate geometry report evaluates these only under its shared-input scenario.", "Fees, paired timestamped depth, latency/fills, settlement asset and funding assumptions remain additional execution requirements.", "A same-declaration field is a textual comparison, not independent certification of station, provider processing or contractual equivalence." ] }, "conditionalBucketGeometry": { "selectedCityDays": 30, "verifiedPolyPartitions": 30, "verifiedNativePartitions": 30, "verifiedGeometryCityDays": 30, "nonconstantCommonPayoffCityDays": 19, "constantOnlyCityDays": 11, "directSingleSingleCells": 76, "basketRequiredCells": 38, "constantUniverseCells": 11, "nonconstantCommonCells": 114, "verifiedRetrospectiveCityDays": 30, "differentRealizedBasketPayouts": 12, "differentDirectRealizedPayouts": 10, "differentBasketRequiredRealizedPayouts": 2, "cityDaysWithDifferentRealizedPayouts": 6, "cityDaysWithUnspecifiedNativeUnit": 6, "parsedPolymarketBuckets": 330, "parsedKalshiBuckets": 180, "rawCaptureHashesVerified": 390, "scenario": "Conditional payoff geometry for a single shared integer temperature and the same unit. Missing native explicit Fahrenheit remains unknown. No equivalence of source, station, rule version, window, fallback, exception policy or actual settlement input is certified.", "interpretation": "All 30 previously frozen city-days retained. Geometry uses integer labels, full partitions and shared cut points only. Retrospective native payouts are scored after basket construction and are not decision features. No trades, prices, costs, fees, depth, as-of joins or strategy results.", "limitations": [ "The retained common cells are the finest common coarsening under a single shared integer input; arbitrary noncontiguous jointly representable YES baskets are unions of these cells.", "Only the full-universe cell exists when no finite cut is shared. It always pays one per complete venue ladder, and is not evidence that the resolution sources match.", "Constant-only means no exact nonconstant binary payoff equality across the full integer domain under this construction. It does not rule out payoff-dominance or superhedging baskets with a minimum payout of at least one, or any priced opportunity; costs are absent.", "A native strict threshold such as less than86 becomes integers at most85. No half-degree rounding or continuous-temperature equivalence is inferred.", "A basket buys one YES per included sibling. Its opposite basket buys YES for every sibling outside the other venue cell; buying NO per leg would have a different payout and is not used.", "Native unit omission remains explicit; source products and effective historical rule versions remain distinct and unverified. Identical conditional geometry does not remove settlement basis risk.", "The sample was selected systematically before expanded native acquisition, after historical catalog metadata was available. It is not preregistration, random or inferentially representative sampling.", "Multiple sibling cells and opposing basket orientations are dependent expressions of one daily realization. Do not count them as independent trading opportunities." ] }, "sourceFieldInvestigation": { "cases": 4, "matchedCliMaximum": 4, "matchedCliLastOccurrence": 4, "completeLstMinuteCoverageCases": 1, "requestedMinutes": 6000, "validMinutes": 5581, "missingMinutes": 419, "allTargetSpotRows": 103, "matchedSpotRows": 95, "agreedSpotRows": 95, "disagreeingSpotRows": 0, "missingSpotRows": 8, "ruleInventory": { "cityDays": 34, "venueEventRows": 68, "marketDescriptions": 578, "polymarket": 374, "kalshi": 204, "rawVenueCapturesVerified": 442, "explicitDailyObservationsOverSummaryMarkets": 165, "explicitNoaaHourlyMarkets": 110, "explicitFollowingDayDeadlineFallbackMarkets": 55, "explicitMaxTempApiFieldMarkets": 0 }, "documentedExtremaDurationHours": 24, "historicalFieldWindowEndpointsVerified": false, "venueDeterminationFieldVerified": false }, "prospectiveBookCollection": { "events": 12, "selectedMarkets": 24, "providerBookResponses": 24, "providerBookHttp200": 14, "parsedProviderBooks": 14, "explicitProviderOutcomeBooks": 14, "uniqueNativeDepthMatches": 14, "historicalBooksAcquired": 0, "simultaneousExecutablePairsVerified": 0, "distinctHttpCaptures": 122, "providerHttpCaptures": 72, "nativeHttpCaptures": 50, "nativeTokenBindings": 14, "nativeBookHttp200": 38, "byVenue": [ { "venue": "polymarket", "selectedMarkets": 14, "providerBooksHttp200": 14, "providerBooksHttp404": 0, "parsedProviderBooks": 14 }, { "venue": "kalshi", "selectedMarkets": 10, "providerBooksHttp200": 0, "providerBooksHttp404": 10, "parsedProviderBooks": 0 } ], "providerStopped": null, "observationDate": "2026-09-08", "captureWindow": { "firstRequestStartedAt": "2026-09-08T11:04:45.360Z", "lastResponseCompletedAt": "2026-09-08T11:12:52.425Z" }, "explicitOutcomeBooks": { "YES": 11, "NO": 3 }, "scope": "One-shot current weather orderbooks; not August history, a signal, or executable cross-venue evidence", "interpretation": [ "Provider books retain unknown outcome identity unless explicitly supplied and bound to provider metadata.", "Exact native-depth matches are comparisons across separate HTTP requests, not authoritative provider outcome labels.", "Native Kalshi asks are derived from the complementary side bids; native REST response supplies no exchange timestamp or sequence.", "Project stations identify research routes, not verified current settlement-rule equivalence.", "Current captures cannot fill August history gaps; no fees, payouts, signals, positions or live execution are changed." ], "upstreamExchangeTimeSemanticsVerified": false, "selectionAndCoverageLimit": "Two structural sibling ordinals per event, selected before their books; matches concern all returned levels in adjacent HTTP requests, not certified full exchange depth. Kalshi availability results are a bounded sample, not a venue-wide claim." }, "currentBookSeries": { "selectedMarkets": 24, "plannedRounds": 3, "plannedSamples": 72, "providerBookHttp200": 42, "providerBookHttp404": 30, "missingProviderResponses": 0, "missingProviderDetails": 3, "nativeIdentityVerified": 39, "uniqueAdjacentDepthMatches": 38, "unchangedSameOutcomeTransitions": 6, "changedSameOutcomeTransitions": 16, "outcomeSwitches": 0, "uncomparableTransitions": 26, "nativeMetadataNotActive": 0, "changedNativeRuleText": 0, "providerHttpCaptures": 141, "nativeHttpCaptures": 150, "nativeBookHttp200": 114, "historicalBooksAcquired": 0, "crossVenueExecutionQualified": 0, "validatedPositions": 0, "collectionRequestsAttempted": { "provider": 144, "native": 150 }, "requestsWithoutCompletedCapture": 3, "rounds": [ { "round": 0, "actualStartAt": "2026-09-08T12:31:27.675Z", "firstRequestStartedAt": "2026-09-08T12:31:27.676Z", "lastResponseCompletedAt": "2026-09-08T12:34:07.866Z", "captures": 98 }, { "round": 1, "actualStartAt": "2026-09-08T12:34:07.874Z", "firstRequestStartedAt": "2026-09-08T12:34:07.875Z", "lastResponseCompletedAt": "2026-09-08T12:37:42.037Z", "captures": 95 }, { "round": 2, "actualStartAt": "2026-09-08T12:37:42.043Z", "firstRequestStartedAt": "2026-09-08T12:37:42.044Z", "lastResponseCompletedAt": "2026-09-08T12:40:41.078Z", "captures": 98 } ], "scope": "Three-round current-book integration time series on the prior fixed September 8 selection; no signal, fees, verified payoff equivalence, historical backfill or execution claim.", "limitations": [ "All 24 targets and 72 planned samples remain, including missing/unqualified/closed rows. Previous one-shot results were known when this plan was frozen.", "Current receipt times preserve availability to this collector, not historical August depth or verified upstream exchange update times. A fresh provider response timestamp does not by itself establish a new book update.", "Unchanged returned levels do not prove stale liquidity or lack of trading. Adjacent HTTP matches do not prove simultaneous execution, complete exchange depth or a fill.", "An outcome switch or missing sample breaks a same-outcome transition. It is never silently joined as price movement in the same contract side.", "Quoted ten-share costs are raw displayed level walks before fees, latency, partial fills and rule/funding checks; no selected strategy or position is evaluated.", "Fresh native metadata can flag current rule text changes or closure; it supplies no independently effective historical rule interval or cross-venue contract certificate." ] }, "representativeVenueRuleHistory": { "namedCases": 3, "historicalRuleRecordsVerified": 3, "gammaClobSiblingIdentitiesVerified": 33, "newCaptureRequests": 45, "priorCaptureReferencesVerified": 36, "emptyCreatorUpdateListCases": 3, "exactResolverWeatherValuesEstablished": 0, "fallbackInvocationsEstablished": 0, "kalshiHistoricalRuleVersionsEstablished": 0, "failedLogRequestsRetained": 12, "scope": "Three explicitly selected explanatory contracts across three known disagreement cases; not all basket constituents and not a representative sample", "limitations": [ "Historical eth_call and block header responses come from one public archive RPC, captured now; no independently verified Merkle/state proof or initialization/settlement transaction.", "The before-observation and current reads establish matching ancillary text for these three requests. They do not certify an entire effective-rule interval, every administrator action, every owner or every sibling contract.", "Only the creator update lists named by these ancillary texts were queried. Empty lists are not a general claim about every possible venue clarification channel.", "No proposal/dispute/resolution transaction or rationale with exact station, source product, field, reading or fallback invocation was recovered. Current resolved state and explicit CLOB payouts are distinct evidence.", "Kalshi event metadata identifies a current settlement-source URL, not the exact determination record or the historically effective contract version.", "Failed eth_getLogs requests are unavailable evidence, not proof of missing logs. Nine dRPC requests were rejected, including narrow windows; three publicnode requests reported pruned history.", "This retrospective case selection does not qualify historical trades or change the frozen 30-city-day or original payout denominators." ] }, "historicalClimateProductCheck": { "selectedCases": 3, "verifiedHistoricalStationDateValues": 3, "agreesWithNativeExpirationValue": 3, "portalNamedByCurrentVenueMetadata": 2, "additionalNWSNamedContractCorroborations": 1, "newPublicGETs": 5, "unverifiedCases": 0, "blankIssueTimes": 3, "exactSettlementVintageLinksEstablished": 0, "sourceReportIdentifiersRecovered": 0, "historicallyEffectiveKalshiRuleVersionsEstablished": 0, "nativeSiblingPayoutsRevalidated": 18, "scope": "Three deliberately selected station/date cases with previously known payout disagreements; current retrieval of historical Daily Climate records, not an as-of trading sample or resolver-vintage proof", "limitations": [ "The values are current responses for exact historical report dates, fetched September 8. No stored report issue time, source product identifier or immutable version is supplied for the three selected records.", "Official is a status reported by the portal. Its source field says live; neither field proves what was available at settlement or which record the venue used.", "Fahrenheit is explicit in the current domestic Daily Climate UI and field mapping, not in the JSON field itself; this does not fill missing native-contract unit or historically effective rule evidence.", "SF and LA current contracts and event metadata name The Weather Company/this portal. The Miami contract and metadata name NWS; the portal is an additional current corroboration for Miami.", "Numerical agreement with native finalized expiration values is descriptive. It does not establish the exact report vintage, actual resolver rationale, Polymarket source value, LA fallback invocation or cross-venue contract equivalence.", "The route is exposed by the captured public client and accepts these three historical dates. This is not a promise of stable API support, arbitrary historical coverage, retention or as-of versioning.", "Each daily API response incidentally includes 37 stations. Only the three fixed station/date cases are evaluated; no case substitution or broader agreement-rate estimate is made." ] }, "currentFees": { "markets": 264, "tokens": 528, "currentPoliciesAgree": 264, "gammaMarketsObserved": 264, "clobMarketsObserved": 264, "genericComparisons": 6, "genericDisagreements": 6, "requestsThisRun": 0, "reusedCaptures": 294, "distinctSuccessfulCaptures": 294, "verifiedHistoricalPolicies": 0, "captureWindow": { "firstResponseCompletedAt": "2026-09-08T09:02:34.430Z", "lastResponseCompletedAt": "2026-09-08T09:05:01.432Z" }, "effectiveHistoricalPoliciesVerified": 0 }, "historicalFeeSample": { "verifiedMatches": 1, "transactionHash": "0x2ae3d078289b182827529a90442e8d2589fd1ba3f0626e4d4a473f6d28abb7ab", "matchLogIndex": 774, "paidFeeCollateral": 0.00067, "historicalMarketPolicyVerified": false }, "historicalBuyFeeSample": { "status": "verified-single-complementary-buy", "chainId": 137, "transactionHash": "0xe120c813ef4a9c42a47ddd4001648eb588cc80069280b629578a048a580ad68c", "blockNumber": 91264724, "blockHash": "0xd4100ec265480564fa4b6b525dc50021399955ee81019865effbeb04a2a2f932", "timestamp": "2026-08-01T16:35:06.000Z", "conditionId": "0xf36e3cee3f2409643f85c610ed1106c03a3a1970350125a8181165ddbff8810e", "tokenId": "15199569992016955197562979803916375081604217880137055341969511996017118778808", "outcome": "No", "side": "BUY", "exchange": "0xe2222d279d744050d28e00520010520000310f59", "collateralToken": "0xc011a7e12a19f7b1f670d46f03b03f3342e82dfb", "ctf": "0x4d97dcd97ec945f40cf65f87097ace5ea0476045", "ctfCollateral": "0x3a3bd7bb9528e159577f7c2e685cc81a765002e2", "collateralDecimals": 6, "ctfCollateralDecimals": 6, "takerOrderHash": "0x530a6b9750231d695b24adb5cece65db478375bd156fa407c0f1bd3be5350cdb", "makerOrderHash": "0x57245e588f33f281083cebf85a89c069598cc8be758a1bd03361f70c48cc4caf", "matchLogIndex": 421, "takerFillLogIndex": 420, "makerFillLogIndex": 418, "feeLogIndex": 419, "outcomeTransferLogIndex": 416, "grossCollateralTransferLogIndex": 417, "feeTransferLogIndex": 422, "outcomeShares": 6.96, "executionPrice": 0.43, "rawUnits": { "shares": "6960000", "grossCollateral": "2992800", "paidFee": "85290", "totalCollateralDebit": "3078090" }, "grossCollateral": 2.9928, "paidFeeCollateral": 0.08529, "totalCollateralDebit": 3.07809, "feeChargingMechanism": "additional-collateral-full-outcome-shares-delivered", "historicalMarketFeePolicyVerified": false, "feeCoefficient": null, "feeExponent": null, "feeRoundingRule": null, "effectiveFeeInterval": null, "scope": "One independent historical native taker BUY, supplementary to the immutable SELL report", "selectionRule": "Earliest timestamp among identity-linked BUY rows in the single returned page; transaction hash and asset break ties; no price or PnL filtering. Not earliest BUY in the full market.", "limitations": [ "Earliest within one returned native BUY page, not the first BUY of the market or a representative fee sample.", "One public Polygon RPC service supplies transaction, receipt, block and historical state; no independent consensus or deployed-bytecode proof.", "The exchange-emitted taker order hash joins fill to match; transaction input and token transfers agree. No independent signature or EIP-712 order-hash recomputation.", "The validator supports one complementary BUY against one zero-fee SELL maker with direct token transfers; no batch, mint/merge or multi-maker allocation.", "Six-decimal CTF collateral unit scale and native trade size agree; ERC1155 outcomes have no decimals() method.", "The paid fee verifies this match only. Coefficient, exponent, rounding, maker rebates and policy effective interval remain uncertified.", "Collateral amounts exclude gas, cash conversion, funding and redemption costs. No USD peg assumption is needed for raw-token reconciliation.", "Assymetrix price/side semantics, historical depth and current live Fill accounting are not certified by this native receipt." ] }, "supplementaryBuyProviderCheck": { "nativeReceiptVerified": true, "nativeTradesCompared": 1, "providerRowsExamined": 160, "providerTransactionMatches": 0, "providerExactMatchIds": 0, "missingNativeTransactionsInStoredPage": 1, "providerHistoryRefetched": false, "populationCoverageRate": null, "native": { "marketId": "polymarket:0xf36e3cee3f2409643f85c610ed1106c03a3a1970350125a8181165ddbff8810e", "transactionHash": "0xe120c813ef4a9c42a47ddd4001648eb588cc80069280b629578a048a580ad68c", "matchLogIndex": 421, "timestamp": "2026-08-01T16:35:06.000Z", "tokenId": "15199569992016955197562979803916375081604217880137055341969511996017118778808", "outcome": "No", "side": "BUY", "outcomeShares": 6.96, "executionPrice": 0.43, "proofReportSHA256": "b190aa33d8524dcedfd66ff84f2ffe56f2b2fd266e94ada8482ffa11d86f5046" }, "provider": { "captureId": "9e912bb1-24ad-44a1-b047-538e29921f4e", "url": "https://api.assymetrix.com/api/v1/sdk/markets/polymarket%3A0xf36e3cee3f2409643f85c610ed1106c03a3a1970350125a8181165ddbff8810e/trades?from=2026-07-29T00%3A00%3A00.000Z&limit=200&page=1&to=2026-08-03T00%3A00%3A00.000Z", "capturedAt": "2026-09-07T12:08:07.877Z", "rawSHA256": "b87f325038a831efc38532dfdfd96002ab5f11a1d6263a3578445951ee212e31", "requestedWindow": { "from": "2026-07-29T00:00:00.000Z", "to": "2026-08-03T00:00:00.000Z" }, "returnedPage": 1, "returnedLimit": 200, "reportedTotal": 160, "isEstimate": true, "hasNextPage": false, "outcomeLabels": { "Yes": 101, "No": 59 } }, "scope": "One independently selected and receipt-verified native BUY compared with the previously retained provider page. No refreshed provider request or exchange-wide coverage estimate.", "interpretation": "The native BUY transaction is absent from this saved terminal provider page despite lying inside its requested time window. This is one specific historical acquisition omission; it does not establish its cause or present backfill state.", "limitations": [ "The native candidate was selected from one 100-row BUY page, not an exhaustive native activity census.", "The provider response was acquired September 7; this check makes no statement about what a fresh request would return.", "The provider total is marked estimated. Terminal pagination establishes returned API traversal, not exchange completeness.", "The existing price/side discrepancy and Kalshi coverage checks remain separately scoped and immutable.", "Native paid-fee evidence remains independent of the missing provider row and establishes no general historical fee schedule." ] }, "crossVenueReplayDevelopment": { "requestedCity": "San Francisco", "requestedObservationDate": "2026-08-01", "requestedMarkets": 17, "requestedOutcomes": 34, "conditionalIdenticalDirectIntervals": 0, "deliveryReportsPresent": 0, "historicalComparisonsEvaluated": 0, "historicalOpportunityDenominator": null, "historicalSurvivalRate": null, "historicalReplayReady": false, "liveTradingReady": false, "scope": "First historical export request and offline paired-book development protocol; no empirical arbitrage replay or new weather collection", "firstSampleRole": "data-format-and-coverage-qualification", "firstSampleInterpretation": "Offset bucket grids: no direct equal-interval pair exists under the shared integer-temperature assumption. This remains an export format/coverage sample, not a direct arbitrage cohort.", "kernel": { "historicalAdaptersInstalled": false, "blockingReasons": [ "source-normalization-adapter-not-installed", "historical-rule-source-verifier-not-installed", "historical-fee-source-verifier-not-installed" ], "historicalSurvivalRate": null, "tradeReady": false }, "protocol": { "id": "weather-cross-venue-replay-20260908-v1", "primary": { "quantitiesContracts": [ "1", "10", "50" ], "orientations": [ "poly-yes-kalshi-no", "poly-no-kalshi-yes" ], "maxSourceAgeMs": 120000, "maxAvailabilityAgeMs": 120000, "maxSourceSkewMs": 5000, "payoutGeometry": "same-integer-interval", "feeRole": "taker", "executionModel": "static-paired-ask-cost-scenario-no-fill-guarantee" }, "selectionAndEvaluation": { "priorPricesAndPayoutsKnown": true, "preregistered": false, "initialScope": "exploratory-development", "heldOutDateBlocks": null, "laterWeatherBookHoldoutAvailable": false, "directionalSignal": null, "requiredBeforeStrategyClaim": "Freeze a separate chronological holdout and signal before inspecting its outcomes; evaluate coverage, calibration and costs on that holdout." }, "deferredExecutionWork": [ "delayed-two-leg-fill-simulation", "partial-fill-and-unwind-costs", "per-venue-cash-inventory-and-capital-release", "gap-aware-opportunity-duration-and-episode-deduplication", "held-out-date-block-evaluation", "general-baskets-and-priced-superhedges" ] }, "limitations": [ "Zero identical direct intervals is a conditional geometry finding, not a statement that every possible hedge or priced trade is unavailable.", "The 76 pairs in the separate expansion are not substituted for this sample or silently used as an opportunity denominator.", "No book, fee or contract source is promoted by a user-supplied Boolean or the mere existence of a structural validation report.", "Synthetic calculations test code only; absent historical samples leave rates null, not zero percent." ] }, "bookPilot": { "sourceUpdates": 2055, "sourceAndUniverseCandidates": 2024, "tokenSizeRows": 89056, "eligibleEntries": 3354, "payoutMatchedEntries": 3354, "eligibleRoundTrips": 3413, "entriesWithoutEligibleExit": 1682, "verifiedHistoricalFeeEntries": 0, "verifiedNetReturns": 0 }, "claimReadiness": [ { "claim": "One historical BUY delivered full outcome shares with an additional collateral fee", "status": "verified-in-one-native-receipt", "evidence": "buyFeeReceipt", "limit": "6.96 NO shares at 0.43 plus 0.08529 collateral; this verifies one cash/token flow, not a general fee policy or current ledger correctness." }, { "claim": "Same numerical weather labels can receive different final payouts", "status": "supported-in-two-declared-samples", "evidence": [ "settlementBasis", "settlementExpansion" ], "limit": "Gap-selected counterexamples and a separately fixed descriptive expansion; no population prevalence estimate or historical payoff-equivalence certificate." }, { "claim": "Dated NWS reports corroborate Kalshi metadata in the four original differing city-days", "status": "supported-in-source-audit", "evidence": "settlementSources", "limit": "NWS-issued text from a university mirror; retained weather payloads contain both spot maxima and other aggregate fields. The authoritative venue source field and causal mechanism remain unverified." }, { "claim": "Sparse observations can miss a documented station maximum", "status": "supported-retrospectively-in-miami-trace", "evidence": "sourceFields", "limit": "Minute-derived rounded five-minute values reproduce four NWS highs and last-occurrence times; three traces have gaps. All 95 comparable spot timestamps agree. This does not prove either venue selected a specific field or establish the sole cause of settlement differences." }, { "claim": "Bucket baskets can extend the single-label payout comparison", "status": "supported-under-shared-integer-temperature-assumption", "evidence": "bucketGeometry", "limit": "114 nonconstant common payoff cells include 38 requiring baskets; realized payouts differ in 12 cells. Complete rule equivalence and executable basket costs remain unverified. Eleven offset-grid days have only the constant common payoff under this construction, which does not rule out superhedges or other priced trades." }, { "claim": "Current Assymetrix book outcome identity and returned levels can be checked natively", "status": "supported-in-bounded-polymarket-sample", "evidence": "prospectiveBooks", "limit": "14 Polymarket books bind to native tokens and match adjacent native depth, including three NO books. Ten Kalshi book requests returned 404 despite successful details and native books. Separate HTTP captures do not establish simultaneous execution or fill August history." }, { "claim": "A frozen weather selection can support repeated, outcome-aware book acquisition", "status": "bounded-current-time-series", "evidence": "bookSeries", "limit": "Three rounds retain all 24 prior targets, missing books and outcome changes. Receipt chronology is checked; no historical backfill, simultaneous execution, fee-adjusted returns or predictive position validation follows." }, { "claim": "Three representative Polymarket source instructions existed before observation day", "status": "corroborated-by-fixed-historical-block-reads", "evidence": "venueDetermination", "limit": "Exact ancillary descriptions and creator update lists were checked for three individual contracts. This is not proof for whole ladders, the exact resolver-used weather value, fallback invocation, Kalshi historical rules or historical book availability. The existing 76-pair eligibility result is not promoted." }, { "claim": "Conditional quote repricing under explicit fee coefficients", "status": "supported-in-declared-pilot", "evidence": "diagnostic", "limit": "Independent archived books; overlapping outcomes/horizons, no selected strategy or verified historical net return." }, { "claim": "Three historical Climate Data Portal maxima agree with native Kalshi expiration values", "status": "corroborated-in-current-historical-product", "evidence": "weatherCompanyPortal", "limit": "Exact station/date records marked official, with Fahrenheit units established from the captured client. Missing issue times and report identifiers leave settlement-vintage and resolver-used-record linkage unverified; current venue metadata names the portal for two cases and NWS for Miami." }, { "claim": "Complete cross-venue trade activity or volume", "status": "not-supported", "evidence": "trades", "limit": "Native sample coverage omissions and unresolved price/side semantics." }, { "claim": "Profitable historical cross-venue arbitrage after costs", "status": "not-supported", "evidence": "settlementBasis", "limit": "Kalshi historical depth, effective fees, temporal rule matching and execution assumptions remain incomplete." } ], "dataRoles": { "assymetrix": "Common market discovery and historical-response acquisition for both venues; 14 outcome-bound current Polymarket books independently checked against native depth.", "nativeVenues": "Independent payout, trade and current-fee checks; separately scoped SELL and BUY on-chain fee reconciliations.", "weatherCompanyPortal": "Current retrieval of three exact historical station/date climate records, numerically compared with native Kalshi values; no settlement-vintage proof.", "localArchive": "As-acquired forecasts, observations, adapter-computed observation-series extrema and Polymarket depth." } }