PMXT Cross-Exchange Trader

This is a template. Default signal: PMXT API price discovery across exchanges (Polymarket, Kalshi, Limitless, etc.). Remix it with custom probability models, different signal sources, or alternative confidence scoring. The skill handles all plumbing (market discovery, trade execution, safeguards). Your agent provides alpha.

What it does

Queries PMXT for active prediction markets, identifies bargains (entry threshold ≤45¢), and routes trades through Simmer SDK to Polymarket. PMXT aggregates orderbook depth, volume, and pricing across multiple exchanges, giving better signal quality than single-source price feeds.

Strategy

Fetch top trending markets from PMXT API
Filter by entry threshold (default ≤25¢ for strong buy, ≤45¢ for bargain)
Cross-check liquidity & volume (skip illiquid markets)
Check Simmer context for flip-flop warnings & slippage
Size position via Kelly with min EV threshold
Execute trade with reasoning tag

Configuration

Set via environment variables:

| Variable | Default | Description | |----------|---------|-------------| | PMXT_API_KEY | — | PMXT API key (required) | | SIMMER_API_KEY | — | Simmer SDK key (required) | | PMXT_ENTRY_THRESHOLD | 0.25 | Max YES price to enter (cents) | | PMXT_EXIT_THRESHOLD | 0.45 | Sell when price reaches this | | PMXT_MAX_POSITION_USD | 2.00 | Max per-trade position | | PMXT_MIN_VOLUME | 10000 | Min market volume USD | | PMXT_MAX_TRADES_PER_RUN | 5 | Trade count cap | | PMXT_CATEGORIES | (any) | Optional category filter (Bitcoin,Sports,Politics) |

Usage

# Dry run (default)
python pmxt_trader.py

# Live trading
python pmxt_trader.py --live

# Show positions only
python pmxt_trader.py --positions

# Smart sizing (Kelly-based)
python pmxt_trader.py --live --smart-sizing

Safeguards

Volume floor (skip illiquid markets)
Spread check via Polymarket CLOB
Flip-flop detection via Simmer context
Daily budget cap
Max position per trade
Resolution time check (skip markets resolving <2h)