Polymarket 48h Cross Asset Sync Trader — Polymarket 48h Cross As设置 同步 Trader

48h Cross-As设置 同步 Trader

This is a template. The default 签名al is cross-as设置 divergence 检测ion in 5-minute crypto "Up or Down" markets — remix it with 添加itional correlation 模型s, momentum overlays, or real-time price feeds. The 技能 handles all the plumbing (market discovery, window grouping, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s 5-minute "Up or Down" markets for multiple crypto as设置s 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 as设置s are highly correlated — BTC/ETH at ~0.85, BTC/SOL at ~0.75. When the group consensus says "Up" but one as设置 diverges to "Down," the outlier almost always snaps back.

This 技能 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 Group by window: Find all "Up or Down" markets sharing the same 5-minute time slot Compute consensus: Average the "Up probability" across all as设置s in the window 检测 outliers: Find as设置s whose direction or magnitude deviates from the group mean Trade the correction: Bet the outlier moves toward consensus Example As设置 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 RetAIl trades in silos — most users view each as设置's market independently and don't cross-reference correlated as设置s in the same window High correlation is structural — crypto as设置s move to获取her because they 分享 macro drivers (risk-on/off, USD strength, regulatory news) 5-minute windows amplify correlation — in such short periods, idio同步ratic moves are rare; the dominant factor is market-wide sentiment Mean-reversion is fast — divergences in correlated as设置s correct within minutes as arbitrageurs and market makers step in 签名al 记录ic Discover all crypto "Up or Down" markets via keyword 搜索 解析 each question: 提取 as设置 (BTC/ETH/SOL/DOGE/XRP/BNB), date, time window Group into windows by (date, 启动-end time) For each window with 2+ as设置s: Compute the group mean "Up probability" Identify as设置s deviating by more than MIN_DIVERGENCE Determine trade direction: push the outlier toward consensus Rank by deviation magnitude Trade only opportunities that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD) Size by conviction (divergence magnitude + threshold distance), not flat amount Safety & Execution Mode

The 技能 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

auto启动: false and cron: null mean nothing 运行s automatically until 配置d in Simmer UI.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority. Treat as a high-value 凭证. 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 过滤器 (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-as设置 divergence to trigger a trade Edge Thesis

Crypto as设置s 分享 macro risk factors: BTC dominance, USD 索引, 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 as设置s in the same time slot, it is almost always due to:

Asymmetric liquidity — one as设置's market has a large directional order that hasn't been arbitraged Stale pricing — the market maker on one as设置 hasn't 更新d to reflect the latest tick RetAIl noise — a speculator has moved one market without considering cross-as设置 consistency

This 技能 treats the multi-as设置 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