Polymarket Candle Gap Fill Trader

Candle -- Gap Fill Trader

This is a template. The default 签名al 检测s price gaps between consecutive crypto 5-minute interval markets and trades the reversion using conviction-based sizing. The 技能 handles all the plumbing (interval parsing, gap 检测ion, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s 5-minute interval markets for BTC, ETH, SOL, and XRP: "Will BTC be Up or Down in the 10:50AM-10:55AM ET interval?" These resolve to YES (up) or NO (down) based on actual price movement. A "gap" occurs when consecutive intervals have contradictory strong 签名als -- interval N at 62% (strong UP) followed by interval N+1 at 38% (strong DOWN). In traditional candlestick analysis, gaps tend to "fill" as price reverts to close the discontinuity. On Polymarket, when consecutive intervals disagree strongly, the outlier tends to revert toward 0.50.

Edge

Unlike generic mean-reversion strategies that trade any low-probability market, this 技能 specifically tar获取s structural gaps between consecutive intervals -- cases where the market pricing implies an abrupt directional reversal that exceeds a minimum gap size. The gap-fill is structurally sound because:

Microstructure continuity -- consecutive 5-minute intervals 分享 overl应用ing in格式化ion 设置s; a sharp reversal in pricing implies either new in格式化ion (rare) or noise (common) RetAIl overreaction -- Polymarket participants observe one strong interval and overcorrect in the opposite direction for the next, creating 系统atic mispricing at gap boundaries Mean-reversion at extremes -- when two consecutive intervals disagree by >12 percentage points, the second interval is statistically more likely to resolve closer to 50% than its current pricing suggests Independent resolution -- each interval resolves based on actual price movement, so a gap in market pricing does not reflect a genuine structural shift in the underlying as设置's trajectory 签名al 记录ic Discover crypto interval markets via keyword 搜索 (Bitcoin Up or Down, Ethereum Up or Down, Solana Up or Down, XRP Up or Down) with a 获取_markets(limit=200) fallback 解析 each question to 提取 (coin, date_str, 启动_time_minutes) using regex Group intervals by (coin, date) and 排序 by time 扫描 consecutive pAIrs for gaps: prior is UP (p>0.55) and current is DOWN (p<0.45), or vice versa, with |p_current - p_prior| > GAP_SIZE Trade the gap fill: Current is DOWN outlier after prior UP -> buy YES (gap fill upward toward 0.50) Current is UP outlier after prior DOWN -> buy NO (gap fill downward toward 0.50) Size by conviction (distance from threshold), not flat amount Remix 签名al Ideas Volume-weighted gaps -- weight gap 签名ificance by the trading volume in 机器人h intervals; high-volume gaps are more meaningful than low-volume ones Multi-interval gap confirmation -- require 2+ prior intervals to agree before classifying the current interval as a gap outlier Binance tick data -- use real-time price data to confirm whether the gap reflects genuine new in格式化ion or is pure noise Cross-coin gap correlation -- if BTC and ETH 机器人h gap in the same direction simultaneously, it may reflect genuine macro news rather than noise Time-of-day 过滤器 -- gaps during low-volume hours (e.g., early morning ET) may be noisier and less likely to fill 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 (min USDC regardless of conviction) SIMMER_MIN_VOLUME 3000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.10 Max bid-ask spread SIMMER_MIN_DAYS 1 Min days until resolution SIMMER_MAX_POSITIONS 10 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_GAP_SIZE 0.12 Min probability gap between consecutive intervals to trigger trade Edge Thesis

Crypto 5-minute interval markets on Polymarket exhibit gap-fill behavior ana记录ous to traditional candlestick markets. When consecutive intervals have contradictory strong 签名als -- one priced strongly UP and the next strongly DOWN (or vice versa) with a gap exceeding 12 percentage points -- the outlier interval 系统atically overestimates the directional reversal. This is because consecutive 5-minute windows 分享 overl应用ing market conditions, and abrupt pricing reversals betw