Polymarket Clob Microstructure

Analyzes Polymarket CLOB order book microstructure to find structural inefficiencies. Scores markets 0-100 on liquidity gaps, order book imbalance, whale act...

Security Scan

The skill's code, declared dependencies, and runtime instructions are consistent with its stated purpose (Polymarket CLOB microstructure analysis and optional trading via Simmer); it requests only the Simmer API key needed to place trades and has no unrelated env/config accesses or external install URLs.

Purpose & Capability

Name/description, SKILL.md, clawhub.json, and the Python code all align: the script fetches order books and trades from Polymarket endpoints and uses simmer_sdk to place trades. Required pip packages (simmer-sdk, requests) and the SIMMER_API_KEY credential are proportionate to the claimed functionality.

Instruction Scope

SKILL.md and the code limit actions to fetching order books/trades from polymarket domains and interacting with SimmerClient. The script defaults to dry-run and only executes real trades when run with --live. No instructions ask the agent to read unrelated system files or exfiltrate data.

Install Mechanism

There is no arbitrary download/install URL; dependencies are standard pip packages (simmer-sdk, requests). Installing pip packages is normal but carries moderate risk if packages are unvetted—pin versions and audit packages when possible.

Credentials

Only SIMMER_API_KEY (and optional env vars for tuning) are required. This is appropriate for a trading bot, but SIMMER_API_KEY is powerful (it can authorize trades). Ensure you understand and limit the API key's permissions and use dry-run before enabling live trading.

Persistence & Privilege

The skill is not forced-always, does not request system-wide privileges, and does not modify other skills. It is scheduled via cron in metadata (*/5 minutes) which matches the documented behavior.

Assessment

This skill appears to do what it says: analyze Polymarket order books and (if you opt in) place fade trades via your Simmer account. Before installing: (1) review and test in dry-run mode; (2) only provide a SIMMER_API_KEY with minimal required permissions and consider creating a restricted/trading-limited key; (3) pin and audit the pip dependencies (simmer-sdk, requests) before installing; (4) verify cron schedule and MAX_TRADES/CLOB_TRADE_SIZE environment variables to limit loss exposure; (5) inspect the full script for any parts you want to adjust (trade sizing, skip rules, thresholds) before enabling --live.

CLOB Microstructure Scanner

Structural alpha from Polymarket order book analysis. Nobody else on Simmer does this.

What It Does

Pulls raw order book data from Polymarket's CLOB API and scores each market on four microstructure dimensions:

Dimension	What It Measures
Liquidity Gaps	Thin zones in the book where price can jump
Order Book Imbalance	Bid vs ask weight asymmetry
Whale Activity	Large single orders relative to book depth
Fake Breakout Detection	Sudden moves on thin volume that revert

Each dimension scores 0-25, combined into a 0-100 inefficiency score.

Signals

• ENTRY_OK — Normal conditions, standard sizing
• REDUCE_SIZE — Elevated microstructure risk, cut position size
• SKIP — Too dangerous, stay out
• MEAN_REVERT — Fake breakout detected, fade the move

The bot only trades on MEAN_REVERT signals, fading fake breakouts via SimmerClient.

Configuration

• Runs every 5 minutes via cron
• Defaults to dry-run; pass --live for real execution
• Requires SIMMER_API_KEY environment variable

Usage

# Dry run (default)
python clob_microstructure.py

# Live trading
python clob_microstructure.py --live

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

🧪 Remixable Template — Fork this skill and tweak the scoring weights, signal thresholds, or add your own microstructure indicators. The modular scoring system makes it easy to extend.