Polymarket Crypto Onchain Trader

Trades Polymarket prediction markets on Bitcoin, Ethereum, Solana price milestones, ETF inflows, halving events, and DeFi protocol milestones. Uses three stacked structural edges — ETF flow data timing, BTC halving cycle phase, and Asian regulatory session windows — to size conviction without any external API.

Crypto & On-Chain Trader

This is a template. The default signal is keyword-based market discovery combined with conviction-based sizing and onchain_bias() — three stacked structural edges, no external API required. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Crypto markets have the most sophisticated on-chain data infrastructure of any asset class — and Polymarket's retail participants almost never use it. This skill exploits three documented structural edges without any API calls:

1. Instrument type confidence — ETF flow data is published daily by Farside/CoinGlass before Polymarket retail reprices. Protocol upgrade dates are posted on GitHub weeks ahead. Retail prices these as uncertain when they aren't.
2. BTC halving cycle phase — the halving date is mathematically predictable. The post-halving price cycle (consolidation → bull → distribution → bear) is historically documented. BTC price milestone markets get conviction adjusted by current cycle position.
3. Asian regulatory session timing — crypto regulatory news from Korea, Japan, and China breaks during Asian business hours. Polymarket is US-dominated — repricing lags 15–30 minutes.

Signal Logic

Default Signal: Conviction-Based Sizing with On-Chain Bias

1. Discover active crypto markets on Polymarket
2. Compute base conviction from distance to threshold (0% at boundary → 100% at p=0/p=1)
3. Apply onchain_bias() — three stacked layers: instrument confidence × BTC cycle phase × timing
4. Size = max(MIN_TRADE, conviction × bias × MAX_POSITION) — capped at MAX_POSITION
5. Skip markets with spread > MAX_SPREAD or fewer than MIN_DAYS to resolution

On-Chain Bias (built-in, no API required)

Layer 1 — Instrument Type Confidence

Instrument type	Multiplier	Why
Spot ETF inflows (BlackRock, Fidelity)	1.30x	Daily flow data (Farside/CoinGlass) published before Polymarket reprices — biggest info gap in crypto
BTC halving event markets	1.25x	Halving date is mathematically predictable (~210,000 blocks) — retail misprices near-certain events
Protocol upgrade / hard fork dates	1.20x	Ethereum EIP / Solana upgrade timelines on GitHub and core dev calls — public weeks ahead
DeFi TVL / protocol milestones	1.10x	DeFiLlama tracks TVL in real-time — "will protocol reach $X TVL" markets lag published data
BTC price milestones	1.10x × cycle	Halving cycle multiplier applied on top (see Layer 2)
ETH / SOL / general ATH milestones	1.10x	On-chain data gives partial directional edge
Stablecoin / crypto regulation	1.05x	Regulatory calendar partially predictable
NFT / Ordinals milestones	0.75x	Narrative-driven — no on-chain predictive signal
Memecoin / altcoin hype	0.70x	Pure retail sentiment — zero predictive signal, trade very small

Layer 2 — BTC Halving Cycle Phase (BTC price markets only)

The Bitcoin halving (every ~210,000 blocks, ~4 years) creates a historically documented price cycle. For BTC price milestone markets, the base type confidence is multiplied by the current cycle phase:

Phase	Days post-halving	Multiplier	Historical pattern
Early consolidation	0–180	×1.05	Miners sell, market absorbs supply shock
Bull phase	181–540	×1.20	Historically strongest 12-month returns
Distribution	541–900	×1.00	Price peaks, direction uncertain
Bear phase	901+	×0.85	Fade bullish BTC price targets

Last halving: April 19, 2024 (block 840,000). Next: ~April 2028. The skill prints btc_cycle_day=N on startup so you always know where you are.

Layer 3 — Asian Session Timing

Crypto regulatory news from South Korea, Japan, and China breaks during Asian business hours. Polymarket is US-dominated:

Condition	Multiplier
Regulatory/ban/approval question + 01:00–09:00 UTC	1.15x — US retail asleep, repricing lag
Regulatory/ban/approval question + 13:00–21:00 UTC	0.95x — US prime time, priced within minutes

Combined and capped at 1.40x. An ETF inflow market in Asian hours → 1.30 × 1.15 = 1.40x cap. A memecoin question at any time → 0.70x — position sized near MIN_TRADE floor.

Keywords Monitored

Bitcoin, BTC, Ethereum, ETH, Solana, SOL, crypto, ETF, halving,
all-time high, ATH, $100k, $200k, stablecoin, USDC, Tether, DeFi,
Uniswap, Aave, Layer 2, Arbitrum, Base, BlackRock, spot ETF, inflows,
hash rate, mempool, TVL, total value locked, EIP, hard fork, upgrade,
Pectra, Dencun, funding rate, open interest, exchange outflow, whale, on-chain

Remix Signal Ideas

• Farside BTC ETF flows: Replace market.current_probability with daily net flow implied probability — trade the divergence between institutional flow data and Polymarket retail pricing directly
• Glassnode free tier: SOPR, NUPL, exchange inflow/outflow — feed into p to trade on-chain sentiment vs market price
• CoinGlass funding rates: Extreme positive funding = leveraged longs = squeeze risk → fade YES on price targets; extreme negative → fade NO
• DeFiLlama API: Real-time TVL for any protocol — compare to market-priced threshold for TVL milestone markets

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 — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Variable	Required	Notes
SIMMER_API_KEY	Yes	Trading authority. Treat as 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	35	Max USDC per trade (reached at 100% conviction)
SIMMER_MIN_VOLUME	15000	Min market volume filter (USD) — crypto needs liquidity
SIMMER_MAX_SPREAD	0.06	Max bid-ask spread (6%) — tighter than other traders
SIMMER_MIN_DAYS	3	Min days until resolution — crypto moves faster
SIMMER_MAX_POSITIONS	8	Max concurrent open positions
SIMMER_YES_THRESHOLD	0.38	Buy YES if market price ≤ this value
SIMMER_NO_THRESHOLD	0.62	Sell NO if market price ≥ this value
SIMMER_MIN_TRADE	5	Floor for any trade (min USDC regardless of conviction)

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk