Skill: andrewbrownrd/polymarket-simmer-fastloop (version 1.0.10)

--- name: polymarket-simmer-fastloop displayName: Polymarket Simmer FastLoop Trader description: Trade Polymarket BTC/ETH/SOL 5/15-minute fast markets with momentum and order book filters. version: "1.1.0" author: "Xuano47" tags: ["polymarket", "trading", "btc", "eth", "sol"] env: - SIMMER_API_KEY - TRADING_VENUE --- # Polymarket Simmer FastLoop Trader > [!TIP] > **This is a template.** The default signal is a **Mean Reversion** strategy using Binance momentum exhaustion and L2 order book imbalance. > Remix it with alternative signals like trend-following momentum, social sentiment feeds, or cross-venue arbitrage models. > The skill handles all the **plumbing** (market discovery, fee-accurate EV math, position tracking). Your agent provides the **alpha**. Automated trading skill for Polymarket BTC/ETH/SOL 5-minute and 15-minute fast markets. > **Default is paper mode.** Use `--live` for real trades. ## Strategy When the latest 5-minute candle shows a rapid spike (momentum > threshold) the script buys the **reverse side**, capturing the pullback. Signals are filtered by: - **Momentum**: Binance 1-minute candles, configurable threshold (default 1.0%). - **Order Book Imbalance** (optional): Top 20 levels of Binance L2 book confirm directional bias. - **NOFX Institutional Netflow**: Filters trades using institutional flow data. - **Time-of-Day Filter**: Skips low-liquidity hours (02:00–06:00 UTC) by default. - **Fee-Accurate EV**: Only trades when divergence exceeds fee breakeven + buffer. - **Volatility-Adjusted Sizing**: High volatility reduces position size automatically. - **Pre-Caching (Ignition)**: On every run, the skill scans and caches upcoming market IDs to disk (`fast_markets_cache.json`). At market open, the Simmer API briefly hides the market — the skill uses the cache to execute trades during this "API blackout" window, ensuring no opportunity is missed. ## Setup ### 1. Get Simmer API Key - Register at [simmer.markets](https://simmer.markets). - Go to **Dashboard** -> **SDK** tab. - Copy your API key: `export SIMMER_API_KEY="your-key-here"`. ### 2. Required Environment Variables | Variable | Required | Description | Values | |----------|----------|-------------|--------| | `SIMMER_API_KEY` | **Yes** | Your Simmer SDK key | Get from [simmer.markets](https://simmer.markets) | | `TRADING_VENUE` | **Yes** | Execution environment | `simmer` (Paper) or `polymarket` (Live) | | `WALLET_PRIVATE_KEY` | Optional | Your Polymarket wallet key | Required only if `TRADING_VENUE="polymarket"` | - **`simmer`** (Default): Paper Trading. Simulates trades using virtual funds. No real USDC needed. - **`polymarket`**: Real Trading. Connects to Polymarket. You **must** have USDC in the wallet. > [!WARNING] > Never share your `WALLET_PRIVATE_KEY` or `SIMMER_API_KEY`. The SDK signs trades locally; your private key is never transmitted. ## Quick Start ```bash pip install simmer-sdk export SIMMER_API_KEY="your-key-here" # Paper mode (default) python polymarket-simmer-fastloop.py # Live trading python polymarket-simmer-fastloop.py --live # Check win rate and P&L stats python polymarket-simmer-fastloop.py --stats # Resolve expired trades against real outcomes python polymarket-simmer-fastloop.py --resolve # Quiet mode for cron python polymarket-simmer-fastloop.py --live --quiet ``` ## Cron Setup **OpenClaw:** ```bash openclaw cron add \ --name "Simmer FastLoop" \ --cron "*/5 * * * *" \ --tz "UTC" \ --session isolated \ --message "Run: cd /path/to/skill && python polymarket-simmer-fastloop.py --live --quiet. Show output summary." \ --announce ``` **Linux crontab:** ``` */5 * * * * cd /path/to/skill && python polymarket-simmer-fastloop.py --live --quiet ``` ## All Settings | Setting | Default | Description | |---------|---------|-------------| | `entry_threshold` | 0.05 | Min divergence from 50c | | `min_momentum_pct` | 1.0 | Min % asset move to trigger | | `max_position` | 5.0 | Max $ per trade | | `signal_source` | binance | binance or coingecko | | `lookback_minutes` | 5 | Candle lookback window | | `min_time_remaining` | 60 | Skip if < N seconds left | | `target_time_min` | 90 | Prefer markets with >= N seconds left | | `target_time_max` | 210 | Prefer markets with <= N seconds left | | `asset` | BTC | BTC, ETH, or SOL | | `window` | 5m | 5m or 15m | | `volume_confidence` | true | Skip low-volume signals | | `require_orderbook` | false | Require order book confirmation | | `time_filter` | true | Skip 02:00–06:00 UTC | | `vol_sizing` | true | Adjust size by volatility | | `fee_buffer` | 0.05 | Extra edge above fee breakeven | | `daily_budget` | 10.0 | Max spend per UTC day | | `starting_balance` | 1000.0 | Paper portfolio starting balance | ## 🎨 Remixing the Signal This skill is a **remixable template**. We distinguish between **Plumbing** (Infrastructure) and **Alpha** (Strategy). ### Core Components: * **The Plumbing (Structural)**: Market discovery (Gamma/Simmer fallback), Pre-Caching, execution via Simmer SDK, and fee-accurate EV calculations. * **The Alpha (Replaceable)**: The decision-making logic inside `run_strategy` where `side` is determined based on CEX signals. ### How to Remix: 1. **Find the Signal logic**: In `polymarket-simmer-fastloop.py`, look for the `run_strategy` function around line ~950. 2. **Modify the Decision**: - Swap the `side = "no"` and `side = "yes"` logic to change from Mean Reversion to Trend Following. - Replace `get_momentum` with your own model or API (e.g., custom XGBoost classifier or GPT-4o signal). 3. **Refine Execution**: Edit `calculate_position_size` to implement custom risk management formulas. *Use this template to bypass the complexity of Polymarket's order book and focus entirely on your strategy logic.* ## Troubleshooting **"Momentum below threshold"** — Asset move is too small. Lower `min_momentum_pct` if needed. **"Order book imbalance: neutral"** — Market is balanced, signal skipped when `require_orderbook=true`. **"Time filter: low liquidity window"** — Current hour is 02–06 UTC. Set `time_filter=false` to override.


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