Polymarket Pmxt Trader

Trade Polymarket using PMXT cross-exchange predictions and orderbook data for entry/exit signals.

PMXT Cross-Exchange Trader

This is a template. Default signal: PMXT API price discovery across exchanges (Polymarket, Kalshi, Limitless, etc.). Remix it with custom probability models, different signal sources, or alternative confidence scoring. The skill handles all plumbing (market discovery, trade execution, safeguards). Your agent provides alpha.

What it does

Queries PMXT for active prediction markets, identifies bargains (entry threshold ≤45¢), and routes trades through Simmer SDK to Polymarket. PMXT aggregates orderbook depth, volume, and pricing across multiple exchanges, giving better signal quality than single-source price feeds.

Strategy

1. Fetch top trending markets from PMXT API
2. Filter by entry threshold (default ≤25¢ for strong buy, ≤45¢ for bargain)
3. Cross-check liquidity & volume (skip illiquid markets)
4. Check Simmer context for flip-flop warnings & slippage
5. Size position via Kelly with min EV threshold
6. Execute trade with reasoning tag

Configuration

Set via environment variables:

Variable	Default	Description
PMXT_API_KEY	—	PMXT API key (required)
SIMMER_API_KEY	—	Simmer SDK key (required)
PMXT_ENTRY_THRESHOLD	0.25	Max YES price to enter (cents)
PMXT_EXIT_THRESHOLD	0.45	Sell when price reaches this
PMXT_MAX_POSITION_USD	2.00	Max per-trade position
PMXT_MIN_VOLUME	10000	Min market volume USD
PMXT_MAX_TRADES_PER_RUN	5	Trade count cap
PMXT_CATEGORIES	(any)	Optional category filter (Bitcoin,Sports,Politics)

Usage

bash

# Dry run (default)
python pmxt_trader.py

# Live trading
python pmxt_trader.py --live

# Show positions only
python pmxt_trader.py --positions

# Smart sizing (Kelly-based)
python pmxt_trader.py --live --smart-sizing

Safeguards

• Volume floor (skip illiquid markets)
• Spread check via Polymarket CLOB
• Flip-flop detection via Simmer context
• Daily budget cap
• Max position per trade
• Resolution time check (skip markets resolving <2h)