Architecture

Product Shape

Arenaton is a prediction-market intelligence terminal. The primary product loop is market discovery, source-backed analysis, paper rehearsal, monitoring, decision notes, and then optional self-custody execution where enabled.

The execution model is attached infrastructure, not the whole product identity. Credits pay for premium analysis and specialized data, not custody, deposits, withdrawals, trade routing, or guaranteed outcomes.

External markets can be browsed, mapped, analyzed, mirrored for paper rehearsal, watched, and labeled by provider. Mapping an external market is a cache and analysis anchor, not a claim that Arenaton owns or settles that real market.

When Arenaton-owned markets are prepared, new Markets are not new Solidity deployments. Arenaton deploys contracts per environment, then prepares Gnosis Conditional Tokens Framework conditions for individual Markets. See Contracts for the deployment and CTF model.

Current Versus Target

Area	Current public contract	Target contract
Market Briefs	Alpha routes for previews, full runs, lookup, source validation, freshness labels, free quota, and paid fallback.	Broader scanner, alert, and specialized data products after the brief loop proves useful.
Day-one brief scope	NBA matchup-outcome markets with explicit sources, timestamped snapshots, and paper rehearsal prompts.	Additional sports, crypto, politics, and richer data only after the NBA workflow is reliable.
Paper rehearsal	ppUSD/PaperUSDC no-real-value paper APIs, mirror markets, simulated order books, live-state checks, fills, portfolio, and lifecycle routes.	More complete decision memory, paper leagues, and replay/review workflows.
Real execution	Documented as optional self-custody workflow infrastructure.	User-wallet execution only where enabled, eligibility-gated, and never custody-based.
Production order APIs	Target contract unless a page marks a route as implemented.	Signed order intake, matching, cancellation, settlement, indexer, and direct redemption.

Service Boundaries

flutter terminal:
  market discovery, Market Brief panels, paper rehearsal, wallet flows, notes

pulse-server:
  public API, auth/session, external market mapping, brief runs, notes, portfolio,
  admin API, geo/risk gates

market-brief-service:
  source snapshots, rules context, price context, Watch/Risk/Avoid/Rehearse fields,
  freshness state, credit quality gate

paper-rehearsal-service:
  ppUSD/PaperUSDC paper wallets, mirror markets, simulated fills, decision memory

wallet-intelligence-service:
  public wallet activity, market-local radar, freshness labels, private tags

orderbook-service:
  signed order intake, matching, cancellation, Live State Version checks where
  execution is enabled

settlement-worker:
  primary CTF split settlement, resale share-transfer settlement, retries, failed fill handling

chain-indexer:
  Polygon log indexing, position-delta aggregation, reorg handling, PostgreSQL projections

resolver-worker:
  sports/esports/crypto data ingestion, close events, outcome proposals

paymaster-adapter:
  USDC gas estimates, Pimlico/Alchemy abstraction, spend caps

ctf-market-service:
  Polymarket CLOB API client, Gnosis CTF market browsing, price feeds

The service list describes the architecture boundary map. Some services are implemented inside the current pulse server; others are named target seams so the docs can discuss responsibility without implying a separate deployed service already exists.

Account Model

Reown embedded/social wallet or external EOA
  controls
Safe Smart Account
  holds
USDC + Outcome Shares
  submits
ERC-4337 UserOperation
  via
Paymaster

Raw EOA Mode trades directly from an externally owned account and remains an advanced path.

CTF Market Model

Arenaton uses Gnosis CTF concepts for outcome tokenization. The production and paper registries decide which deployed contracts are active for each environment.

External CTF market data can support browsing and research, but it is not Arenaton settlement configuration. See Gnosis CTF Model for condition, position ID, primary split, resale, and redemption mechanics.

Data Separation

Data area	Production	Paper
Chain	Polygon PoS	Polygon Amoy
Collateral	Polygon USDC	PaperUSDC
Order book	Production order book	Paper order book
Database	Production schema/database	Paper schema/database
App surface	Production app	Paper app

Paper state must never appear in production portfolios, and production builds must never sign Amoy orders.

CTF Paper Mode

Paper mode exists to prove the same exchange spine without real value:

PaperUSDC faucet
  -> signed EIP-712 orders
  -> paper order book and WebSocket events
  -> CTF settlement contract
  -> indexer projection
  -> lifecycle resolution
  -> direct redemption

The first binary fill can be a complementary buy YES / buy NO match. That path splits Collateral into CTF Outcome Shares. Later resale of an existing Outcome Share uses same-outcome buy/sell matching. Both paths emit position-delta events that the indexer aggregates into portfolio state.