Install
openclaw skills install polymarket-candle-volume-spike-traderCross-coin volume spike detection for crypto Up or Down markets on Polymarket. When 3+ coins (BTC, ETH, SOL, XRP) simultaneously show strong same-direction candles above 58% in the same 5-minute window, it confirms cross-market conviction. Trades lagging coins in the next interval that havent caught up to the confirmed directional move.
openclaw skills install polymarket-candle-volume-spike-traderThis is a template. The default signal detects cross-coin volume spikes in 5-min crypto candle markets and trades lagging coins in the next interval -- remix it with real-time exchange volume data, order book depth, or funding rate signals. The skill handles all the plumbing (market discovery, interval parsing, spike detection, trade execution, safeguards). Your agent provides the alpha.
Polymarket lists 5-minute "Up or Down" interval markets for multiple cryptocurrencies (BTC, ETH, SOL, XRP). Each market asks whether a specific coin will go up or down in a 5-minute window (e.g. "Bitcoin Up or Down - March 29, 10:50AM-10:55AM ET").
A single coin showing 58% directional bias might be noise -- idiosyncratic flow, a large limit order, or thin liquidity. But when 3+ coins ALL show strong same-direction bias (>58%) in the same 5-minute window, it reflects a genuine cross-market move: a macro catalyst (rate decision, whale liquidation, exchange outage) driving all crypto in the same direction.
The skill detects these cross-coin "volume spikes" and then checks the NEXT 5-minute interval. Any coin that hasn't caught up to the confirmed direction is a trade -- it will converge.
Cross-asset confirmation filters noise from signal in short-timeframe crypto markets:
get_markets(limit=200) fallbackSPIKE_THRESHOLD (default 0.58)SPIKE_THRESHOLD (default 0.42)MIN_COINS+ (default 3) coins agree on direction: volume spike confirmedmax(MIN_TRADE, conviction * MAX_POSITION)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.
| Variable | Required | Notes |
|---|---|---|
SIMMER_API_KEY | Yes | Trading authority. Treat as a high-value credential. |
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_SPIKE_THRESHOLD | 0.58 | Min conviction for a coin to count as strong directional |
SIMMER_MIN_COINS | 3 | Min coins agreeing on direction for spike confirmation |
Single-coin directional signals in 5-minute crypto markets are noisy. But crypto assets are highly correlated -- when a macro catalyst hits, all coins move together. The key insight is that not all coins react at the same speed. BTC and ETH, with deeper liquidity, often lead. SOL and XRP, with thinner Polymarket books, lag by one or two intervals. When 3+ coins confirm a direction simultaneously, the signal-to-noise ratio jumps dramatically. Any coin that hasn't caught up is mispriced relative to the cross-market consensus. This skill captures that convergence trade -- buying the laggard before it catches up to the pack.
simmer-sdk by Simmer Markets (SpartanLabsXyz)