Scored based on total dollar volume of identical-direction trades made within one hour.

[ higher of 0 or the net amount traded in the same direction as the user, by any other users, in the hour after trading in any given market; ]

Jul 15, 11:22pm: Clone script (Python): ## Place API key in key.txt ## SET THESE PARAMETERS: CLONE = {'Jack': 1/200, } #'Olivia': 1/30,}# 'Gigacasting': 1/3} TIME_LIMIT = 60 * 60 * 1e3; PRICE_LIMIT = 0.03 ## import requests, json, time, zlib, pickle, shutil from collections import defaultdict URL = 'http://manifold.markets/api/v0' API_KEY = open('key.txt', 'r').read().split('\n')[0] def getMarkets(): markets = []; prior = None for i in range(100): try: m = requests.get(URL + '/markets', params = {'before': prior} if prior else {}).json() except: break if len(m) == 0: break; markets.extend(m) prior = m[-1]['id'] return markets markets = getMarkets() try: cache = pickle.load(open('cache.pkl', 'rb')) except: try: cache = pickle.load(open('cache.pkl.backups', 'rb')) except: pass print(len(cache)) errs = defaultdict(int); errs['YVDsNCQWr7hUrAiFiKIV'] = 5 def updateMarket(m): if errs.get(m['id'], 0) >= 3: return try: r = requests.get(URL + '/market/{}'.format(m['id']) ).json() print('updated {}'.format(r['question'])) cache['market/' + m['id']] = zlib.compress(json.dumps(r, sort_keys = True).encode('utf-8')) except Exception as e: errs[m['id']] += 1; print(e); time.sleep(0.1) def updateMarkets(): markets = getMarkets() for m in markets: c = cache.get('market/' + m['id'], None) try: c = json.loads(zlib.decompress(c)) except: updateMarket(m); continue; if c['volume'] != m['volume']: updateMarket(m) try: shutil.copy('cache.pkl', 'cache.pkl.backup') except: pass; pickle.dump(cache, open('cache.pkl', 'wb')) updateMarkets() users = requests.get(URL + '/users').json() uids = {u['id']: (u['name'], CLONE.get(u['name'])) for u in users if CLONE.get(u['name'], False)} for k, v in uids.items(): print(k, v)#print(uids) max_time = max([ max([b['createdTime'] for b in json.loads(zlib.decompress(v))['bets']] + [0]) for k, v in cache.items()]) s = set(); a = set() def runTrades(): for k, v in cache.items(): m = json.loads(zlib.decompress(v)) if m['outcomeType'] != 'BINARY': continue; bets = m['bets'][::-1]; if len(bets) == 0: continue; last = bets[0]['probAfter'] for b in bets: if b['userId'] in uids and b['createdTime'] > max_time - TIME_LIMIT: if b['id'] in s: break; if b.get('isRedemption', False): continue; cid, o, amt = b['contractId'], b['outcome'], b['amount'] u = uids[b['userId']] if amt < 0: amt = abs(amt); o = {'YES': 'NO', 'NO': 'YES'}[o] if (last - b['probAfter']) * (1 if o == 'YES' else -1) > PRICE_LIMIT: if b['id'] not in a: print('price past limit for ', m['question'], u[0], o, int(round(amt))); a.add(b['id']); continue; ramt = int(round(amt)); amt = int(round(amt * u[1])); if amt < 1: continue; print('\nTrading', m['question'], o, amt, '\n from', u[0], o, ramt, ); s.add(b['id']) try: submit(cid, o, amt); except Exception as e: print(e) print() def submit(cid, o, amt): r = requests.post(URL + '/bet', json = {'contractId': cid, 'outcome': o, 'amount': amt, }, headers = {'Authorization': 'Key {}'.format(API_KEY)}); try: c = json.loads(r.content); print(' ', c); s.add(c['betId']); except: print(r.status_code, r.content) while True: updateMarkets() runTrades() time.sleep(1);

Jul 15, 11:25pm: Inputs are the display name and clone ratio (e.g. 1/50 = M$1 per M$50 the user trades) for as many users as you'd like; and a time and price slippage limit (currently 60 minutes, *AND* no more than 3% price move); Market will resolve the % fraction of total volume by user, for anyone with a >1% total share.

Jul 15, 11:29pm: [fine print: all 'follow-ons' are capped at the user's net activity; e.g. if you bet M$1 and others trade M$30 the same way, it counts as M$1; if you buy M$50 and sell M$50, capped at M$0; code to be released in the future, and will count all activity regardless of intent]

Jul 15, 11:32pm: [[[correction: ..... except: try: cache = pickle.load(open('cache.pkl.backups', 'rb')) except: cache = {} print(len(cache)) ..... ]]]

Jul 16, 12:13am: Prior 30-day rankings with more egalitarian settings (M$1000 cap per market, M$200 cap per market-hour ): TOP 25, Quadratic Scaling, Final Resolution would be: Gurkenglas 0.261268 Pepe 0.128643 John Beshir 0.120275 Undox 0.078754 S G 0.058789 Michael Wheatley 0.047862 Jack 0.043325 Yev 0.033564 Predictor 🔥 0.024368 Martin Randall 0.018564 BTE 0.017863 Gigacasting 0.015660 Matt P 0.015248 Gabrielle 0.013968 Duncan 0.013133 Austin 0.013100 George Vii 0.012721 Adrian 0.011645 Joel Becker 0.011523 Em of the Night 0.010374 [the main effect was to remove the up-arrow/down-arrow market from completely dominating rankings] Let the copy-trading (natural or algorithmic) begin!