Skill: diagnostikon/polymarket-bundle-crypto-hourly-trader (version 0.0.3)

--- name: polymarket-bundle-crypto-hourly-trader description: Trades crypto hourly Up/Down markets when sub-interval consensus disagrees with the hourly price on Polymarket. BTC/ETH/SOL 5-min interval markets within the same hour must be consistent with the hourly Up/Down market -- when majority sub-intervals show Up bias but the hourly is priced low, or vice versa, the hourly is mispriced. Conviction-based sizing scales with disagreement magnitude. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Bundle Crypto Hourly Consensus Trader difficulty: advanced --- # Bundle -- Crypto Hourly Consensus Trader > **This is a template.** > The default signal detects disagreement between 5-min sub-interval consensus and hourly crypto Up/Down markets -- remix it with additional coins, time windows, or volume-weighted consensus. > The skill handles all the plumbing (market discovery, bundle construction, trade execution, safeguards). Your agent provides the alpha. ## Strategy Overview Polymarket lists crypto Up/Down markets at multiple time granularities for the same hour: - "Bitcoin Up or Down - March 28, 11:00AM-11:05AM ET" = 62% - "Bitcoin Up or Down - March 28, 11:05AM-11:10AM ET" = 58% - "Bitcoin Up or Down - March 28, 11:10AM-11:15AM ET" = 60% - "Bitcoin Up or Down - March 28, 11:15AM-11:20AM ET" = 57% - "Bitcoin Up or Down - March 28, 11AM ET" = 42% <-- MISPRICED The sub-intervals form a **consensus bundle** -- if most 5-min intervals show Up bias, the hourly market should reflect that. When it doesn't, the hourly is mispriced. ## Edge The hourly market price must be consistent with the aggregate signal from its sub-intervals. If 4 of 6 five-minute intervals show "Up" bias (>55%), the hourly market should also show Up bias. Retail traders price each interval independently without considering the bundle constraint, creating structural mispricings. ## Signal Logic 1. Discover crypto Up/Down markets via keyword search + bulk market fetch fallback 2. Parse each question: extract (coin, date, start_time, end_time) or (coin, date, hour) for hourly 3. Filter non-crypto noise with regex 4. Group into hourly bundles: one hourly market + its sub-interval markets 5. For each bundle with MIN_SUB_INTERVALS+ sub-intervals: - Count how many sub-intervals show Up bias (p > 0.55) vs Down bias (p < 0.45) - If majority are Up but hourly < 0.45: hourly underpriced for Up -> buy YES - If majority are Down but hourly > 0.55: hourly overpriced for Up -> buy NO 6. Size by conviction (CLAUDE.md formula), not flat amount ### Remix Signal Ideas - **Volume-weighted consensus**: Weight each sub-interval's signal by its trading volume -- higher-volume intervals carry more information - **Momentum detection**: Track sub-interval price changes over the last 10 minutes -- if the trend is accelerating, increase conviction - **Cross-coin correlation**: If BTC sub-intervals are all Up and ETH hourly is still low, use BTC signal as additional confirmation for ETH - **Exchange API spot price**: Compare Polymarket sub-interval prices with actual Binance/Coinbase 1-min candles for real-time validation ## Safety & Execution Mode **The skill defaults to paper trading (`venue="sim"`). Real trades only with `--live` flag.** | Scenario | Mode | Financial risk | |---|---|---| | `python trader.py` | Paper (sim) | None | | Cron / automaton | Paper (sim) | None | | `python trader.py --live` | Live (polymarket) | Real USDC | `autostart: false` and `cron: null` mean nothing runs automatically until configured in Simmer UI. ## Required Credentials | Variable | Required | Notes | |---|---|---| | `SIMMER_API_KEY` | Yes | Trading authority. Treat as a high-value credential. | ## Tunables (Risk Parameters) All declared as `tunables` in `clawhub.json` and adjustable from the Simmer UI. | Variable | Default | Purpose | |---|---|---| | `SIMMER_MAX_POSITION` | `40` | Max USDC per trade at full conviction | | `SIMMER_MIN_TRADE` | `5` | Floor for any trade | | `SIMMER_MIN_VOLUME` | `5000` | Min market volume filter (USD) | | `SIMMER_MAX_SPREAD` | `0.08` | Max bid-ask spread | | `SIMMER_MIN_DAYS` | `0` | Min days until resolution (0 = allow same-day) | | `SIMMER_MAX_POSITIONS` | `8` | Max concurrent open positions | | `SIMMER_YES_THRESHOLD` | `0.38` | Buy YES only if market probability <= this | | `SIMMER_NO_THRESHOLD` | `0.62` | Sell NO only if market probability >= this | | `SIMMER_MIN_SUB_INTERVALS` | `3` | Min sub-intervals needed to form consensus | ## Edge Thesis Crypto Up/Down markets on Polymarket are listed at multiple time granularities -- 5-min intervals and hourly. Each market has its own order book and liquidity pool. Retail traders price each interval independently, creating structural inconsistencies between the sub-interval consensus and the hourly market. This skill aggregates the sub-interval signal and trades the hourly market when it diverges from the consensus. The edge exists because: - Sub-interval markets react faster to real-time price action - Hourly markets are less liquid and lag behind - No market maker enforces cross-interval consistency on Polymarket - Crypto volatility creates frequent consensus shifts within an hour - The bundle constraint is mathematical -- if most sub-intervals are Up, the hour should be Up ## Dependency `simmer-sdk` by Simmer Markets (SpartanLabsXyz) - PyPI: https://pypi.org/project/simmer-sdk/ - GitHub: https://github.com/SpartanLabsXyz/simmer-sdk


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