Polymarket Micro Session Edge Trader

Trades session-transition mean-reversion in 5-minute crypto "Up or Down" markets on Polymarket, fading directional bursts that occur during US, Asia, and Eur...

Security Scan

The skill's code, declared dependencies, and required credential match its stated purpose (paper-first Polymarket/Simmer trading); nothing requests unrelated secrets or system access.

Purpose & Capability

Name/description, SKILL.md, clawhub.json, and trader.py consistently describe a Polymarket micro-session trader that uses the Simmer SDK and a single SIMMER_API_KEY credential. No unrelated services or credentials are requested.

Instruction Scope

Runtime instructions focus on market discovery, interval parsing, session detection, and trade execution via the Simmer SDK. The skill does not instruct the agent to read unrelated local files or environment variables beyond the declared SIMMER_API_KEY and tunables.

Install Mechanism

No install script in the package; clawhub.json lists a single pip dependency (simmer-sdk) hosted on PyPI/GitHub — appropriate and expected for this functionality. This is a moderate-risk standard package install, not a raw URL download.

Credentials

Only SIMMER_API_KEY is required (declared in clawhub.json and SKILL.md). Tunables are non-secret environment variables. Requested secrets and envs are proportionate to a trading skill.

Persistence & Privilege

autostart is false, cron null, always is false. The skill is not forced into every agent run and does not request system-wide config changes. Its automaton entrypoint is the included trader.py, which is normal.

Assessment

This skill appears coherent and paper-trades by default, but before installing: 1) Only provide a SIMMER_API_KEY you trust — it grants trading authority (use a restricted/test key if available). 2) Verify the simmer-sdk package (PyPI/GitHub) if you want to audit network behavior. 3) Note that running with `--live` will place real USDC trades; keep autostart/cron disabled until you've validated behavior in sim. 4) If you need extra assurance, review the remainder of trader.py (full file) and any calls the SimmerClient makes to external endpoints.

Micro Session Edge Trader

This is a template. The default signal is session-transition burst detection and mean-reversion in 5-minute crypto "Up or Down" markets -- remix it with additional session models, volume overlays, or cross-asset filters. The skill handles all the plumbing (market discovery, interval parsing, session detection, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Crypto markets trade 24/7, but liquidity and volatility are not evenly distributed. Three key session transitions create predictable volatility bursts in Polymarket's 5-minute "Up or Down" markets (BTC, ETH, SOL, XRP):

• US_OPEN (9:30-10:00 ET): NYSE opens, institutional flow hits crypto
• ASIA_OPEN (20:00-20:30 ET): Tokyo/Hong Kong come online
• EU_OPEN (3:00-3:30 ET): London session begins

The first 2 five-minute intervals after a session open tend to move directionally (the "burst"). The 3rd interval frequently reverts as the initial impulse fades and mean-reversion kicks in. The skill detects confirmed bursts and trades the fade.

Example: US_OPEN session, BTC markets:

Interval	Time	Direction	Probability
1st	9:30-9:35	Up	62%
2nd	9:35-9:40	Up	65%
3rd (fade target)	9:40-9:45	Up	58%

Burst confirmed: 2 consecutive Up intervals (avg 63.5%). Fade: sell NO on the 3rd interval (bet it reverts Down). Conviction = (0.58 - 0.48) / 0.30 = 0.33, burst_strength boost = (0.635 - 0.55) / 0.45 = 0.19, combined = min(1.0, 0.33 + 0.3 * 0.19) = 0.39, size = max($2, 0.39 * $10) = $3.87.

Edge

Session transitions are the most volatile periods in any market. In crypto, where 24/7 trading means no single "close" to anchor overnight risk, the US, Asia, and Europe opens create mini-opens with predictable burst-then-revert patterns. Institutional flow arrives in waves creating directional pressure that overshoots. Retail 5-minute market participants pile into the burst direction, pushing prices past fair value. After the initial burst, market makers and contrarian flow bring prices back toward equilibrium. Polymarket's 5-minute interval markets are priced by retail participants who chase the burst direction, creating a systematic overshoot that reverts within 1-2 intervals. The timing is predictable -- session opens happen at the same time every day.

Signal Logic

1. Discover all crypto "Up or Down" 5-minute markets via keyword search (BTC, ETH, SOL, XRP)
2. Parse each question: extract asset, date, start time, end time (as minutes since midnight ET)
3. Group intervals by (asset, date), sort chronologically
4. For each session window (US_OPEN 9:30-10:00, ASIA_OPEN 20:00-20:30, EU_OPEN 3:00-3:30):
   • Find intervals whose start time falls within the window
   • Check if first 2 intervals show same directional bias (both Up or both Down)
   • If confirmed burst: the 3rd interval (or first after window) is the fade target
5. Fade direction is opposite to burst: up-burst -> sell NO, down-burst -> buy YES
6. Filter out past intervals (only trade upcoming/current based on ET clock)
7. Conviction scales with threshold distance + burst strength boost (how extreme the burst average was)
8. Size by conviction, not flat amount -- micro sizing (MAX_POSITION=10)

Remix Signal Ideas

• Volume confirmation: Only trade fades when the burst intervals had above-average Polymarket volume
• Multi-session confluence: Weight fades higher when 2+ session windows overlap or when multiple coins burst simultaneously
• Exchange correlation feed: Pull real-time BTC/ETH/SOL/XRP prices from Binance to confirm the on-chain momentum matches Polymarket burst
• Adaptive windows: Dynamically adjust session window boundaries based on historical burst timing data

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	10	Max USDC per trade at full conviction (micro)
SIMMER_MIN_TRADE	2	Floor for any trade
SIMMER_MIN_VOLUME	1000	Min market volume filter (USD)
SIMMER_MAX_SPREAD	0.12	Max bid-ask spread
SIMMER_MAX_POSITIONS	15	Max concurrent open positions
SIMMER_YES_THRESHOLD	0.42	Buy YES only if market probability <= this
SIMMER_NO_THRESHOLD	0.58	Sell NO only if market probability >= this
SIMMER_MIN_DAYS	0	Min days until resolution (0 = allow same-day)

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

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