Install
openclaw skills install polymarket-candle-timeframe-mismatch-traderPolymarket Candle Timeframe Mismatch Trader
Multi-timeframe analysis for crypto Up or Down markets on Polymarket. Detects when 5-minute candle consensus diverges from the hourly market and trades convergence. When 4+ of 6 sub-intervals show a clear directional pattern but the hourly market remains neutral, the 5-min intervals are leading indicators and the longer timeframe will converge.
Candle Timeframe Mismatch Trader
This is a template. The default signal detects timeframe mismatches between 5-min candle consensus and hourly markets -- remix it with real-time price feeds, volume data, or multi-coin correlation analysis. The skill handles all the plumbing (market discovery, interval parsing, consensus detection, trade execution, safeguards). Your agent provides the alpha.
Strategy Overview
Polymarket lists both hourly and 5-minute interval "Up or Down" markets for BTC, ETH, and SOL. An hourly market like "Bitcoin Up or Down - March 29, 11AM ET" covers the same period as twelve 5-minute sub-intervals (11:00AM-11:05AM through 11:55AM-12:00PM).
When 4+ of the 6 sub-intervals within an hour show a clear directional consensus (all biased UP or DOWN), but the hourly market is still priced in the neutral zone (0.45-0.55), there is a timeframe mismatch. The 5-minute markets are reacting faster to real-time price action while the hourly market lags. This skill trades the convergence -- the hourly market will catch up.
Edge
Multi-timeframe divergence is a well-known signal in traditional markets:
- Information cascade -- 5-min intervals react to real-time BTC price movements within minutes; hourly markets aggregate slower and price in less frequently
- Liquidity gap -- Hourly markets have more liquidity but update slower; 5-min markets are thinner but more responsive to current price action
- Convergence guarantee -- Both timeframes cover the same underlying asset movement; if BTC is trending up in 5-min increments, the hourly must eventually reflect that
- Statistical edge -- When 4+ of 6 sub-intervals agree on direction, the probability of the hourly resolving in that direction exceeds 70%
Signal Logic
- Discover active crypto "Up or Down" markets (BTC, ETH, SOL) via keyword search +
get_markets(limit=200)fallback - Separate markets into hourly (no time range in name) and 5-min intervals (time range like 10:50AM-10:55AM)
- Map each 5-min interval to its containing hour
- For each hour: classify each sub-interval as UP (p > 0.55), DOWN (p < 0.45), or NEUTRAL
- Count directional consensus: if
MIN_CONSENSUS+ sub-intervals agree on UP or DOWN, consensus is established - Check the hourly market: if it is NEUTRAL (0.45-0.55), a mismatch exists
- Trade the hourly market in the consensus direction:
- 5-min consensus UP + hourly neutral: buy YES on hourly
- 5-min consensus DOWN + hourly neutral: buy NO on hourly
- Conviction scales with consensus strength (4/6 = base, 6/6 = full conviction)
- Size =
max(MIN_TRADE, conviction * MAX_POSITION)
Remix Signal Ideas
- Real-time BTC price overlay: Compare actual Binance price trend over the last 30 minutes against the 5-min consensus -- if price confirms the direction, increase conviction
- Volume-weighted consensus: Weight each sub-interval's vote by its market volume -- a high-volume sub-interval at 60% UP counts more than a thin one at 56%
- Cross-coin confirmation: If BTC, ETH, and SOL hourly markets all show the same mismatch, conviction increases (correlated crypto moves)
- Momentum decay filter: Check if the 5-min consensus is strengthening or weakening over time -- if the most recent intervals are reverting to neutral, skip the trade
- Spread-adjusted entry: Only trade when the hourly market spread narrows below 5 cents, indicating sufficient liquidity for the convergence trade
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 | 3000 | 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-session) |
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_CONSENSUS | 4 | Min same-direction 5-min sub-intervals for consensus (out of 6) |
Edge Thesis
Hourly crypto markets on Polymarket aggregate the same price action that 5-minute intervals react to in real time. When the majority of sub-intervals within an hour converge on a direction, the information is already priced into the granular markets but not yet into the hourly market. This is a structural lag -- hourly markets have more liquidity and update less frequently. The convergence is not a question of if, but when. By detecting the mismatch early and trading the hourly market before it catches up, this skill captures the informational edge embedded in the faster-reacting 5-minute markets.
Dependency
simmer-sdk by Simmer Markets (SpartanLabsXyz)