Polymarket 24h Cross Asset Sync Trader

Trades cross-asset correlation divergences in 5-minute crypto "Up or Down" markets on Polymarket. When BTC, ETH, SOL, DOGE, XRP, and BNB have overlapping tim...

Security Scan

The skill's code, declared dependencies, and runtime instructions align with a Polymarket-focused trading template that needs a Simmer API key; nothing asks for unrelated credentials or surprising system access.

Purpose & Capability

Name/description, required credential (SIMMER_API_KEY), and code (trader.py) all relate to discovering Polymarket 'Up or Down' markets and placing trades via the Simmer SDK. The pip dependency on 'simmer-sdk' in clawhub.json is proportionate to the stated purpose.

Instruction Scope

SKILL.md instructions and the code focus on market discovery, grouping windows, detecting divergences, and executing trades (paper by default). The skill only references expected environment variables (SIMMER_API_KEY and tunables) and does not instruct reading unrelated files or exfiltrating data to third-party endpoints outside Simmer/Polymarket.

Install Mechanism

This is instruction + code (no explicit install spec), but clawhub.json lists a pip dependency on 'simmer-sdk'. Installing a pip package is a typical mechanism for this kind of skill, but pip packages are arbitrary code — you should review/verify the simmer-sdk source or install from a controlled environment before granting credentials.

Credentials

The only required secret is SIMMER_API_KEY (declared). The other environment values are non-secret tunables (limits, thresholds) and are declared in clawhub.json. No unrelated credentials or config paths are requested.

Persistence & Privilege

always is false and autostart/cron are disabled by default; the skill does not request permanent system-wide privileges. It calls client.apply_skill_config if available (a local Simmer runtime helper) but does not modify other skills' configs.

Assessment

This skill appears coherent for its described trading purpose. Before installing: (1) confirm you trust the Simmer service and the simmer-sdk package (review its source or pin a known-good version); (2) store SIMMER_API_KEY with least privilege and be aware live trading only occurs with explicit --live; start in paper mode to validate behavior; (3) audit the simmer-sdk/network activity if you require extra assurance (pip packages can run arbitrary code); and (4) monitor any automated runs and set conservative tunables (max position, min trade) until you're confident in performance.

24h Cross-Asset Sync Trader

This is a template. The default signal is cross-asset divergence detection in 5-minute crypto "Up or Down" markets — remix it with additional correlation models, momentum overlays, or real-time price feeds. The skill handles all the plumbing (market discovery, window grouping, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists 5-minute "Up or Down" markets for multiple crypto assets in the same time window:

• "Bitcoin Up or Down - March 28, 4:05AM-4:10AM ET"
• "Ethereum Up or Down - March 28, 4:05AM-4:10AM ET"
• "Solana Up or Down - March 28, 4:05AM-4:10AM ET"

Each market is traded independently by retail. But crypto assets are highly correlated — BTC/ETH at ~0.85, BTC/SOL at ~0.75. When the group consensus says "Up" but one asset diverges to "Down," the outlier almost always snaps back.

This skill groups markets by time window, computes the consensus direction, identifies outliers, and trades the correction.

The Edge: Crypto Correlation Arbitrage

In traditional markets, pairs traders exploit correlated instruments that temporarily diverge. This is the prediction market equivalent for short-duration crypto bets.

How It Works

1. Group by window: Find all "Up or Down" markets sharing the same 5-minute time slot
2. Compute consensus: Average the "Up probability" across all assets in the window
3. Detect outliers: Find assets whose direction or magnitude deviates from the group mean
4. Trade the correction: Bet the outlier moves toward consensus

Example

Asset	Direction	Probability	Up Prob
BTC	Up	58%	58%
ETH	Up	56%	56%
SOL	Up	54%	54%
DOGE	Down	55%	45%

Group mean Up probability: 53%. DOGE diverges at 45% (8% deviation). Trade: buy YES on DOGE (bet it goes Up like the rest).

Why This Works

1. Retail trades in silos — most users view each asset's market independently and don't cross-reference correlated assets in the same window
2. High correlation is structural — crypto assets move together because they share macro drivers (risk-on/off, USD strength, regulatory news)
3. 5-minute windows amplify correlation — in such short periods, idiosyncratic moves are rare; the dominant factor is market-wide sentiment
4. Mean-reversion is fast — divergences in correlated assets correct within minutes as arbitrageurs and market makers step in

Signal Logic

1. Discover all crypto "Up or Down" markets via keyword search
2. Parse each question: extract asset (BTC/ETH/SOL/DOGE/XRP/BNB), date, time window
3. Group into windows by (date, start-end time)
4. For each window with 2+ assets:
   • Compute the group mean "Up probability"
   • Identify assets deviating by more than MIN_DIVERGENCE
   • Determine trade direction: push the outlier toward consensus
5. Rank by deviation magnitude
6. Trade only opportunities that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD)
7. Size by conviction (divergence magnitude + threshold distance), not flat amount

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 mean nothing runs automatically until configured in Simmer UI.

Required Credentials

Variable	Required	Notes
SIMMER_API_KEY	Yes	Trading authority. Treat as a 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	40	Max USDC per trade at full conviction
SIMMER_MIN_TRADE	5	Floor for any trade
SIMMER_MIN_VOLUME	5000	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-day)
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_MIN_DIVERGENCE	0.04	Min cross-asset divergence to trigger a trade

Edge Thesis

Crypto assets share macro risk factors: BTC dominance, USD index, regulatory headlines, and institutional flow. In a 5-minute window, the probability that BTC goes Up while ETH goes Down is very low — their 5-min return correlation exceeds 0.80.

When Polymarket shows a divergence across correlated assets in the same time slot, it is almost always due to:

• Asymmetric liquidity — one asset's market has a large directional order that hasn't been arbitraged
• Stale pricing — the market maker on one asset hasn't updated to reflect the latest tick
• Retail noise — a speculator has moved one market without considering cross-asset consistency

This skill treats the multi-asset window as a correlation lattice and trades the repair.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

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