Install
openclaw skills install @diagnostikon/polymarket-macro-calendar-catalyst-traderTrades Polymarket prediction markets that resolve near known calendar catalyst events (FOMC meetings, major tournament finals, geopolitical summits, crypto halvings, space launches). Markets near 50% resolving during catalyst windows are underpriced for movement -- Polymarket prices direction, not volatility. These coiled springs will move sharply, and macro analysis provides directional signal.
openclaw skills install @diagnostikon/polymarket-macro-calendar-catalyst-traderThis is a template. The default signal matches market resolution dates to a calendar of known catalyst events and trades coiled springs (markets near 50%) with boosted conviction when a directional hint exists from macro analysis. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.
Known calendar events create predictable volatility windows. FOMC meetings happen on a fixed 6-week cycle. The Super Bowl, NBA Finals, World Cup, and Wimbledon have known dates months in advance. Geopolitical summits (G7, UN General Assembly, COP) and crypto events (halvings, protocol upgrades) are scheduled well ahead. Markets that resolve during or shortly after these events WILL move sharply -- but Polymarket prices direction, not volatility.
The structural edge: a market sitting at 50% that resolves the day after an FOMC meeting is a coiled spring. The Fed will either cut, hold, or hike -- and the market will snap to 20% or 80% in hours. The expected move is huge, but the market price doesn't reflect that. Similarly, a "Will Team X win the championship?" market at 48% the day before the final is about to move to either ~5% or ~95%. The 48% price is correct in expectation but massively underpriced for the magnitude of movement.
Why this works:
get_markets(limit=200) plus targeted keyword searchSIMMER_CATALYST_WINDOW days (default 3) of any known catalyst event| Category | Events | Directional Hint |
|---|---|---|
| FOMC | 8 meetings/year on fixed 6-week cycle | None (genuinely uncertain) |
| Sports | Super Bowl, NBA Finals, World Cup, Wimbledon, US Open, World Series | YES (favorites tend to be confirmed) |
| Geopolitical | G7, UN General Assembly, COP climate summit, US elections | NO (summits often disappoint, status quo persists) |
| Crypto | Bitcoin halving cycle milestones, Ethereum upgrades | YES (historically bullish events) |
| Space | SpaceX Starship, Artemis launches | YES (modern launch success >95%) |
Markets between 40-60% resolving within the catalyst window are "coiled springs":
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.
| Variable | Required | Notes |
|---|---|---|
SIMMER_API_KEY | Yes | Trading authority. Treat as 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 (reached at 100% conviction) |
SIMMER_MIN_VOLUME | 5000 | Min market volume filter (USD) |
SIMMER_MAX_SPREAD | 0.10 | Max bid-ask spread (10%) |
SIMMER_MIN_DAYS | 1 | Min days until resolution |
SIMMER_MAX_POSITIONS | 10 | 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) |
SIMMER_CATALYST_WINDOW | 3 | Days window around catalyst events |
SIMMER_CATALYST_BOOST | 1.25 | Conviction boost multiplier for catalyst-adjacent markets |
SIMMER_COIL_LOW | 0.40 | Coiled spring lower bound |
SIMMER_COIL_HIGH | 0.60 | Coiled spring upper bound |
simmer-sdk by Simmer Markets (SpartanLabsXyz)