Polymarket Fast Loop Improved

Trade Polymarket BTC/ETH/SOL 5-minute and 15-minute fast markets using multi-signal CEX momentum. Adds funding rate confirmation, order book imbalance, time-...

Polymarket FastLoop Trader — Improved

An enhanced version of the Simmer FastLoop skill with rigorous edge filtering, multi-signal confirmation, and real calibration tracking.

Default is paper mode. Use --live for real trades. Always run 100+ paper trades first to validate your win rate before going live.

⚠️ Fast markets carry Polymarket's 10% fee. Your signal needs to be right 63%+ of the time to profit. This skill will tell you your actual win rate.

Key Improvements Over Original

Feature	Original	Improved
Fee math	Approximate	Exact breakeven with configurable buffer
Signal	Binance momentum only	Momentum + funding rate + order book
Momentum threshold	0.5% (too low)	1.0% default, calibration-driven
Time filtering	None	Skips low-liquidity hours
Position sizing	Fixed	Volatility-adjusted
Win rate tracking	None	Logs outcomes, reports calibration
Market selection	Soonest expiry	Configurable sweet-spot window
Stats	None	Full P&L, win rate, signal breakdown

Quick Start

# Install dependency
pip install simmer-sdk

# Set API key
export SIMMER_API_KEY="your-key-here"

# Paper mode — see what would happen (default)
python fastloop_improved.py

# Go live
python fastloop_improved.py --live

# Check calibration stats (win rate, P&L, signal accuracy)
python fastloop_improved.py --stats

# Resolve any expired paper trades against real outcomes
python fastloop_improved.py --resolve

# Quiet mode for cron
python fastloop_improved.py --live --quiet

How to Run on a Loop

OpenClaw native cron:

openclaw cron add \
  --name "FastLoop Improved" \
  --cron "*/5 * * * *" \
  --tz "UTC" \
  --session isolated \
  --message "Run improved fast loop: cd /path/to/skill && python fastloop_improved.py --live --quiet. Show output summary." \
  --announce

Linux crontab:

*/5 * * * * cd /path/to/skill && python fastloop_improved.py --live --quiet

Configuration

# Raise momentum threshold (recommended: 1.0–2.0%)
python fastloop_improved.py --set min_momentum_pct=1.5

# Require order book confirmation
python fastloop_improved.py --set require_orderbook=true

# Set sweet-spot window for market selection (seconds remaining)
python fastloop_improved.py --set target_time_min=90 --set target_time_max=180

# Disable time-of-day filter (trade 24/7)
python fastloop_improved.py --set time_filter=false

All Settings

Setting	Default	Description
entry_threshold	0.05	Min divergence from 50¢
min_momentum_pct	1.0	Min % BTC move (raised from 0.5)
max_position	5.0	Max $ per trade
signal_source	binance	binance or coingecko
lookback_minutes	5	Candle lookback window
min_time_remaining	60	Skip if less than N seconds left
target_time_min	90	Prefer markets with ≥ N seconds left
target_time_max	210	Prefer markets with ≤ N seconds left
asset	BTC	BTC, ETH, or SOL
window	5m	5m or 15m
volume_confidence	true	Skip low-volume signals
require_funding	false	Require funding rate confirmation
require_orderbook	false	Require order book imbalance confirmation
time_filter	true	Skip low-liquidity hours (02:00–06:00 UTC)
vol_sizing	true	Adjust size by recent volatility
fee_buffer	0.05	Extra edge required above fee breakeven
daily_budget	10.0	Max spend per UTC day
starting_balance	1000.0	Paper portfolio starting balance

Signal Logic

Three signals are evaluated independently. The momentum signal is always required. Funding and order book are optional confirmation layers.

1. Momentum (always on)

• Fetch N one-minute Binance candles
• momentum = (close_now - open_then) / open_then * 100
• Must exceed min_momentum_pct

2. Funding Rate (optional, require_funding=true)

• Fetch Binance perpetual funding rate for the asset
• Positive funding + upward momentum = longs crowded, signal is weaker → SKIP
• Negative funding + upward momentum = confirmation → TRADE
• Logic inverted for downward momentum

3. Order Book Imbalance (optional, require_orderbook=true)

• Fetch top 20 levels of Binance L2 book
• imbalance = (bid_depth - ask_depth) / (bid_depth + ask_depth)
• Imbalance > 0.1 confirms upward momentum
• Imbalance < -0.1 confirms downward momentum

Fee-Accurate EV

entry_price  = market price of chosen side
win_profit   = (1 - entry_price) × (1 - fee_rate)
breakeven    = entry_price / (win_profit + entry_price)
required_div = (breakeven - 0.50) + fee_buffer

Trade only fires if actual_divergence ≥ required_div.

Time-of-Day Filter

Skips 02:00–06:00 UTC by default. US session (13:00–21:00 UTC) is the highest-liquidity window for crypto prediction markets.

Volatility-Adjusted Sizing

24h_vol = std(hourly_returns_last_24h) × √24
size    = max_position × min(1.0, 0.02 / 24h_vol)

High volatility → smaller position. Low volatility with strong trend → full size.

Win Rate Calibration

The skill tracks every paper and live trade in fastloop_ledger.json. After market expiry, run --resolve to fetch the actual Polymarket outcome and log it. After 50+ trades, --stats shows your real win rate broken down by momentum threshold, time of day, and asset — so you can tune settings based on actual data rather than guessing.

Troubleshooting

All troubleshooting from the original skill applies. Additional:

"Funding rate fetch failed"

• Binance futures API may be rate-limited. Skill falls back to momentum-only.

"Order book imbalance: neutral"

• Market is balanced, signal is ambiguous — skipped if require_orderbook=true.

"Time filter: low liquidity window"

• Current UTC hour is in the 02–06 block. Set time_filter=false to override.