Skill: prysm96/polymarket-spread-sniper (version 1.3.2)

--- name: polymarket-spread-sniper description: Snipe mispriced Polymarket markets by comparing AMM price vs live CLOB orderbook midpoint. Buys the underpriced side when edge > 3% on liquid markets. Exits via take-profit or time-stop. Pure algorithm, zero LLM, no outcome prediction needed. metadata: author: "openclaw" version: "1.3.0" displayName: "Polymarket Spread Sniper" difficulty: "intermediate" --- # Polymarket Spread Sniper Buys the underpriced side when the Polymarket AMM price diverges from the live CLOB orderbook midpoint. No outcome prediction — pure spread arbitrage. Exits automatically via take-profit or time-stop. ## The Edge Polymarket has two pricing mechanisms: 1. **AMM** — pool-based price, slower to update 2. **CLOB** — live orderbook, reflects real-money conviction When they diverge by more than `min_edge` (default 3%), the AMM is mispriced. The skill buys the cheap side and exits when prices converge or the time window closes. ## Quick Start ```bash export SIMMER_API_KEY=sk_live_... # Dry run (SIM mode — safe, no real money) python spread_sniper.py # Live trading python spread_sniper.py --live # Show open positions with P&L python spread_sniper.py --positions # P&L summary (realized + unrealized) python scripts/spread_pnl.py # P&L history log python scripts/spread_pnl.py --history ``` ## Configuration All settings can be overridden via environment variables or tuned from the Simmer dashboard. | Setting | Env Var | Default | Description | |---------|---------|---------|-------------| | Min edge | `SIMMER_SPREAD_MIN_EDGE` | 0.03 | Min AMM/CLOB divergence to trade (3%) | | Min volume | `SIMMER_SPREAD_MIN_VOLUME` | 5000 | Min 24h volume in USD | | Max position | `SIMMER_SPREAD_MAX_POSITION` | 5.00 | Max USD per trade | | Max trades/run | `SIMMER_SPREAD_MAX_TRADES` | 3 | Max new trades per scan | | Min price | `SIMMER_SPREAD_MIN_PRICE` | 0.10 | Never buy below 10¢ | | Max price | `SIMMER_SPREAD_MAX_PRICE` | 0.90 | Never buy above 90¢ | | Max hours | `SIMMER_SPREAD_MAX_HOURS` | 24 | Skip markets resolving >24h out | | Max CLOB spread | `SIMMER_SPREAD_MAX_CLOB_SPREAD` | 0.05 | Skip illiquid books (bid-ask > 5¢) | | Daily spend cap | `SIMMER_SPREAD_DAILY_MAX` | 100.00 | Max USD deployed per day | | Take-profit | `SIMMER_SPREAD_TP_PCT` | 0.60 | Exit when 60% of entry edge captured | | Time-stop | `SIMMER_SPREAD_TS_PCT` | 0.50 | Exit when 50% of market window elapsed | | Market exclude | `SIMMER_SPREAD_EXCLUDE` | *(68 keywords)* | Comma-separated keywords to skip | ## Exit Logic Positions are checked on every scan: - **Take-profit**: exits when CLOB has moved `take_profit_pct × entry_edge` toward fair value - **Time-stop**: exits when `time_stop_pct` of the market's remaining window has elapsed since entry, or when <2h left regardless ## P&L Tracking ```bash # Snapshot: realized (from Simmer resolved API) + unrealized (open positions) python scripts/spread_pnl.py # Full history log python scripts/spread_pnl.py --history # Open positions detail python scripts/spread_pnl.py --positions ``` Log appended to `spread_pnl.log` on each run. Cron-safe. ## Files ``` spread_sniper.py # Main bot — scan + entry + exit config.json # Runtime config overrides (takes precedence over env vars) clawhub.json # ClawHub + automaton config scripts/ spread_pnl.py # P&L tracker (realized via Simmer API + unrealized) sim_redeem.py # Redeem resolved SIM positions spread_positions.json # Local position journal spread_daily.json # Daily spend state spread_pnl.log # P&L snapshot log ``` ## Safety - All credentials loaded from environment — no hardcoded secrets - Daily spend cap prevents runaway deployment - CLOB spread filter skips illiquid markets - Price range filter (10%–90%) avoids near-certain / near-impossible positions - Extensive keyword exclude list filters out esports, weather, and obscure football markets

path: spread_positions.json

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