Skill: ssj124/polymarket-divergence-trader (version 1.0.0)

--- name: polymarket-divergence-trader description: Trades a Simmer-indexed market when your estimated probability diverges from the live market price, with dry-run on sim by default, context checks, reasoning tags, and optional live execution on Polymarket through ClawHub. metadata: author: "Saul Su" version: "1.0.0" displayName: "Polymarket Divergence Trader" difficulty: "intermediate" --- # Polymarket Divergence Trader This skill is a publishable Simmer trading template for ClawHub. It compares your probability estimate with the live market price, checks market context, and only places a trade when the edge clears a configurable threshold. > **This is a template.** The default signal is probability divergence: if your model thinks the event is more likely than the market implies, the skill buys YES; if less likely, it buys NO. Remix the signal source with your own model, API, or research. The skill handles trade discipline, operator output, and Simmer trade tagging. ## When To Use Use this skill when an agent already has a probability estimate for a specific Simmer-indexed market and needs a safe execution wrapper around that signal. ## Skill Folder This skill ships with three files: - SKILL.md - clawhub.json - divergence_trader.py ## Defaults - Dry-run venue: sim - Live venue: polymarket - Trade size: 5.0 - Minimum edge: 0.05 - Execution mode: dry-run unless `--live` is passed - Trade source: `sdk:polymarket-divergence-trader` - Skill slug: `polymarket-divergence-trader` ## Required Inputs The skill expects: - `SIMMER_API_KEY` - `MARKET_ID` for the target market - `MY_PROBABILITY` as a decimal between `0` and `1` Optional inputs: - `TRADE_SIZE` - `MIN_EDGE` - `REASONING_PREFIX` - `LIVE_VENUE` to override the live venue if you intentionally want something other than `polymarket` ## Safety Rules 1. Always fetch market context before deciding. 2. Always default to dry-run. Live trading requires explicit `--live`. 3. Always attach `source`, `skill_slug`, and human-readable `reasoning`. 4. Skip trading when context reports warnings, severe flip-flop risk, or excessive slippage. 5. Return `HOLD` when the edge is smaller than the configured threshold. 6. Pass the venue explicitly by choosing the correct client venue for dry-run versus live execution. ## Decision Logic 1. Read the live market probability from market context. 2. Compute `edge = my_probability - market_probability`. 3. If `edge >= min_edge`, buy YES. 4. If `edge <= -min_edge`, buy NO. 5. Otherwise hold. ## Example Commands Dry-run: ```bash python divergence_trader.py --market-id 12345 --my-probability 0.62 ``` Live trade: ```bash python divergence_trader.py --market-id 12345 --my-probability 0.62 --amount 5 --live ``` ## Expected Operator Output The script prints an operator-style summary: ```text Skill: polymarket-divergence-trader Venue: sim Risk alerts: - none Decision: - 12345: TRADE YES size=5.00 mode=dry-run edge=+7.0% ``` ## Remix Ideas - Replace `MY_PROBABILITY` with a forecast model output. - Drive `MARKET_ID` from a market scanner. - Add bankroll-aware sizing before the trade call. - Extend the loop to poll on a cron schedule and auto-redeem winning positions.


Security scan verdicts — ClawScan: clean | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (MEDIUM)