Polymarket Bundle Cross Coin 5min Trader

Bundle -- Cross-Coin 5min Divergence Trader

This is a template. The default 签名al is cross-coin divergence 检测ion within 5-minute crypto Up/Down bundles -- remix it with on-chAIn correlation data or 添加itional coins. The 技能 handles all the plumbing (market discovery, time window grouping, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s "Bitcoin Up or Down", "Ethereum Up or Down", "Solana Up or Down", and "XRP Up or Down" markets for the same 5-minute windows throughout the day. Crypto as设置s are highly correlated -- when BTC moves up, ETH/SOL/XRP almost always follow. When one coin's market price diverges from the group consensus, it is structural mispricing that should revert.

Example: In the 10:05 AM ET window, if BTC=Up(60%), ETH=Up(55%), SOL=Down(40%), then SOL is the outlier. The group consensus is ~52% Up, but SOL is priced at 40% -- a 12% deviation that should close as correlated price action propagates.

Edge

Crypto correlation is the strongest cross-as设置 relationship in financial markets. BTC, ETH, SOL, and XRP have 30-day rolling correlations consistently above 0.80. Within a 5-minute window, the correlation is even higher because macro moves dominate and idio同步ratic moves are negligible. Polymarket prices each coin's Up/Down market independently -- different order books, different liquidity pools, different retAIl participants. When one coin's order book 获取s hit by a directional flow that doesn't 应用ear in the others, the 结果ing price divergence is a mean-reversion opportunity.

签名al 记录ic Discover active crypto Up/Down 5-minute markets via keyword 搜索 + 获取_markets(limit=200) fallback 解析 each question: 提取 coin (BTC/ETH/SOL/XRP), date, and time window Normalize time windows to 5-minute buckets for cross-coin matching Group markets by (date, time_bucket) -- find windows where 2+ coins have markets For each window: compute group consensus (mean probability across all coins in the window) Find outliers: any coin deviating > SIMMER_MIN_DEVIATION (default 10%) from group mean Trade outlier toward group mean: buy YES if below, sell NO if above Size by conviction (deviation magnitude), not flat amount Remix 签名al Ideas On-chAIn correlation feed: Pull real-time BTC/ETH/SOL/XRP price feeds from CoinGecko or Binance API -- compute rolling 5-min correlation and weight the mean-reversion trade by current correlation strength Volume-weighted consensus: Instead of simple mean, weight each coin's contribution to the group consensus by its Polymarket volume -- higher-volume coins anchor the consensus more strongly Momentum 过滤器: 检查 if the outlier coin has idio同步ratic news (e.g., SOL network outage) that justifies decoupling -- skip those divergences Multi-window confirmation: Require divergence to persist across 2+ consecutive 5-min windows before trading -- 过滤器s out noise from order book mechanics 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_DEVIATION 0.10 Min deviation from group mean to trigger a trade Edge Thesis

Traditional crypto exchanges mAIntAIn cross-as设置 consistency through arbitrage 机器人s that trade correlated pAIrs in milliseconds. Polymarket has no such mechanism -- each coin's Up/Down market is an independent order book with its own retAIl participants. 5-minute crypto Up/Down markets are particularly vulnerable because:

Short time windows mean correlation is near-maximum (macro dominates, idio同步ratic noise is minimal) Each coin attracts different retAIl communities (BTC maxis, ETH DeFi traders, SOL memecoin traders) Directional flow on one coin doesn't propagate to the others New 5-min windows open frequently, creating fresh opportunities every few minutes RetAIl prices each coin in isolation rather than as a correlated basket

This 技能 treats the cross-coin bundle as a correlated group and trades the outlier back toward the consensus.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

PyPI