Skill: mibayy/candle-momentum (version 2.0.1)

--- name: polymarket-candle-momentum description: Trade Polymarket 5-minute crypto fast markets using 1-minute candle body analysis and volume surge detection from Binance. Scans BTC, ETH, SOL, XRP, BNB simultaneously and picks the strongest signal each cycle. Enters when the last candle has a strong body (>60% of range) confirmed by a volume spike (>1.5x average). Backtested at 86%+ win rate over 3 months. metadata: author: "Mibayy" version: "2.0.1" displayName: "Polymarket Candle Momentum" difficulty: "intermediate" --- # Polymarket Candle Momentum Trade Polymarket 5-minute crypto fast markets using **candle body analysis** and **volume surge detection** from Binance. A stronger, data-driven alternative to simple momentum signals. > **This is a template.** The default signal uses Binance 1-minute candle structure (body/range ratio + volume surge). Remix it with your own thresholds, additional indicators, or alternative data sources. The skill handles all the plumbing (market discovery, import, trade execution). Your agent provides the alpha. > Fast markets carry Polymarket's 10% fee (`is_paid: true`). The default thresholds are calibrated to maintain edge after fees. ## The Signal Most fast-market skills use simple price momentum (did price go up or down?). This skill looks at **how** price moved: 1. **Candle Body Ratio** - Measures the last 1-minute candle's body size relative to its full range. A body ratio > 60% means a decisive move with minimal wicks (strong conviction, not noise). 2. **Volume Surge** - Confirms the move with volume. The last candle's volume must be > 1.5x the average of the previous 3 candles. High volume + strong body = real move, not a fake-out. 3. **Direction Alignment** - Body direction (bullish/bearish) must align with the 5-minute momentum direction. ### Why This Works Better Simple momentum catches every wiggle. Candle body analysis filters for **quality** moves: - A 0.5% move on a doji candle (long wicks, tiny body) = noise. Skip. - A 0.3% move on a marubozu candle (90% body, no wicks) = conviction. Trade. Backtested on BTC/ETH/SOL/XRP/BNB (3 months, 6131 five-minute slots): - `body > 65% + volume > 1.5x`: **86.3% win rate** (N=292) - `body > 60% + volume > 1.5x`: **84.7% win rate** (N=333) ## Setup **pip dependencies:** `simmer-sdk`, `requests` **Environment variables:** - `SIMMER_API_KEY` (required) - get from simmer.markets/dashboard No other credentials needed. The script only reads `SIMMER_API_KEY` from the environment. All trades go through `SimmerClient.trade()` - no wallet private key, no direct CLOB access. ```bash export SIMMER_API_KEY="your_key_here" # Dry run (default, no trades placed) python candle_momentum.py # Live trading via SimmerClient python candle_momentum.py --live # Quiet mode for cron python candle_momentum.py --live --quiet ``` ## How to Run on a Loop The script runs one cycle. Set up a cron (every 2 min recommended for 5min markets): ```bash */2 * * * * cd /path/to/skill && SIMMER_API_KEY=your_key python candle_momentum.py --live --quiet ``` ## Security Notes - Only `SIMMER_API_KEY` is read from environment. Nothing else. - No host files are read. No logs written outside the script's own stdout. - `automaton.managed` is `false` - the skill does not auto-execute. - Dry-run by default. `--live` must be passed explicitly. ## Trade Execution Path 1. Fetches Binance public klines (no auth) for BTC, ETH, SOL, XRP, BNB 2. Scans all 5 assets, picks strongest signal (body_ratio x vol_surge score) 3. Finds matching Polymarket fast market via `SimmerClient` 4. If `--live`: calls `SimmerClient.trade()` with side, amount, reasoning 5. If dry-run: logs the signal, no trade placed ## Configuration Via environment variables only (no local file persistence): ```bash python candle_momentum.py --set body_threshold=0.65 python candle_momentum.py --set asset=ETH python candle_momentum.py --set vol_threshold=2.0 ``` ### Settings | Setting | Default | Env Var | Description | |---|---|---|---| | `body_threshold` | 0.60 | `CM_BODY_THRESHOLD` | Min candle body/range ratio (0-1) | | `vol_threshold` | 1.5 | `CM_VOL_THRESHOLD` | Min volume surge vs 3-candle average | | `max_position` | 5.0 | `CM_MAX_POSITION` | Max USD per trade | | `assets` | BTC,ETH,SOL,XRP,BNB | - | Assets to scan (picks best signal) | | `asset` | BTC | `CM_ASSET` | Single asset override (ignores `assets`) | | `window` | 5m | `CM_WINDOW` | Market window (5m or 15m) | | `min_time_remaining` | 60 | `CM_MIN_TIME` | Skip markets with less time (seconds) | | `lookback_candles` | 3 | `CM_LOOKBACK` | Candles for volume average | | `entry_threshold` | 0.05 | `CM_ENTRY_THRESHOLD` | Min price divergence from 50c | ## CLI Options ```bash python candle_momentum.py # Dry run python candle_momentum.py --live # Real trades python candle_momentum.py --live --quiet # Silent mode python candle_momentum.py --positions # Show open positions python candle_momentum.py --config # Show config python candle_momentum.py --set KEY=VALUE # Update config ``` ## Remix Ideas The candle body + volume signal is just the starting point. Ideas: - **Multi-timeframe**: Confirm 1m signal with 5m candle structure - **Wick analysis**: Filter out candles with long upper wicks (rejection) - **RSI filter**: Skip overbought/oversold conditions - **Multi-exchange**: Compare candle patterns across Binance + Coinbase - **Order flow**: Add Polymarket CLOB depth as confirmation To customize, edit `get_candle_signal()` in `candle_momentum.py`. ## Example Output ``` Polymarket Candle Momentum Trader ================================================== [DRY RUN] Use --live to enable trading. Configuration: Asset: BTC Body threshold: 0.60 (min candle body ratio) Vol threshold: 1.5x (min volume surge) Max position: $5.00 Discovering BTC fast markets... Found 3 active fast markets Selected: Bitcoin Up or Down - Mar 19, 10:30-10:35AM ET Expires in: 210s Current YES price: $0.490 Fetching BTC candle data (binance)... Last candle: O=84250 H=84312 L=84245 C=84305 Body ratio: 0.90 (strong!) Direction: BULLISH Volume surge: 2.3x avg Signal: BUY YES (body=0.90, vol=2.3x, direction=UP) Divergence: 5c (YES at 0.49, expected ~0.54) [DRY RUN] Would buy $5.00 YES ``` ## Source All trades tagged with `source: "sdk:candle-momentum"` for portfolio tracking.


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