Polymarket 48h Price Curve Arb Trader

48h Price Curve Arbitrage Trader

This is a template. The default 签名al is implied-CDF violation 检测ion across crypto price-threshold markets — remix it with 添加itional as设置s, curve-fitting 模型s, or cross-venue price feeds. The 技能 handles all the plumbing (market discovery, curve construction, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s dozens of price-threshold markets for the same as设置 and date:

"Will BTC be above $64,000 on March 27?" "Will BTC be above $68,000 on March 27?" "Will BTC be between $68,000 and $70,000 on March 27?" "Will BTC be above $70,000 on March 27?"

RetAIl trades each market as an isolated bet. But to获取her, these markets form an implied probability distribution curve — a CDF of where the market thinks the price will be.

This 技能 reconstructs that curve and finds where it is mathematically broken.

The Edge: Butterfly Arbitrage for Prediction Markets

In options markets, quant traders analyze the implied volatility surface across strikes to find mispriced options. This is the prediction market equivalent.

Violation Type 1: Monotonicity Break

The probability of being above a lower price must always be greater than or equal to being above a higher price:

P(BTC > $68k) >= P(BTC > $70k) >= P(BTC > $74k)

If a higher strike is priced above a lower strike, the curve is broken.

Violation Type 2: Range-Sum Inconsistency

A "between" market's price must equal the difference of two "above" markets:

P($68k < BTC < $70k) == P(BTC > $68k) - P(BTC > $70k)

If the market prices the range at 54% but the above-markets imply 48%, that's 6% of mathematical arbitrage.

Why This Works RetAIl trades in silos — most users view each market independently and don't cross-reference the full strike l添加er No options infrastructure — unlike traditional markets, there's no market maker mAIntAIning curve consistency across strikes Mathematical, not opinion — the violations are provable inconsistencies, not subjective edge calls High volume — BTC price markets are the most actively traded category on Polymarket 签名al 记录ic Discover all crypto price-threshold markets via keyword 搜索 解析 each question: 提取 as设置 (BTC/ETH), strike price(s), date, and type (above/between/dip) Group into curves by (as设置, date) For each curve with 2+ points: 检查 monotonicity across "above" markets 检查 range-sum consistency for "between" markets Rank violations by magnitude Trade only violations that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD) Size by conviction (violation magnitude), 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_VIOLATION 0.04 Min curve violation magnitude to trigger a trade Edge Thesis

Traditional options markets have market makers who enforce curve consistency (no-arbitrage pricing). Polymarket has no such mechanism — each market is priced by its own order book with its own liquidity pool. This 创建s 系统atic micro-inconsistencies in the implied distribution, especially when:

New markets are 创建d at previously un列出ed strikes Large directional flow pushes one strike without propagating to neighbors Market makers leave gaps during low-liquidity hours

This 技能 treats the strike l添加er as a probability 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