Polymarket Bundle Crypto Hourly Trader

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.

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