Polymarket FastLoop Trader — Improved

An enhanced version of the Simmer FastLoop skill with rigorous edge filtering, multi-signal confirmation, and real calibration tracking.

Default is paper mode. Use --live for real trades. Always run 100+ paper trades first to validate your win rate before going live.

⚠️ Fast markets carry Polymarket's 10% fee. Your signal needs to be right 63%+ of the time to profit. This skill will tell you your actual win rate.

Key Improvements Over Original

| Feature | Original | Improved | |---------|----------|----------| | Fee math | Approximate | Exact breakeven with configurable buffer | | Signal | Binance momentum only | Momentum + funding rate + order book | | Momentum threshold | 0.5% (too low) | 1.0% default, calibration-driven | | Time filtering | None | Skips low-liquidity hours | | Position sizing | Fixed | Volatility-adjusted | | Win rate tracking | None | Logs outcomes, reports calibration | | Market selection | Soonest expiry | Configurable sweet-spot window | | Stats | None | Full P&L, win rate, signal breakdown |

Quick Start

# Install dependency
pip install simmer-sdk

# Set API key
export SIMMER_API_KEY="your-key-here"

# Paper mode — see what would happen (default)
python fastloop_improved.py

# Go live
python fastloop_improved.py --live

# Check calibration stats (win rate, P&L, signal accuracy)
python fastloop_improved.py --stats

# Resolve any expired paper trades against real outcomes
python fastloop_improved.py --resolve

# Quiet mode for cron
python fastloop_improved.py --live --quiet

How to Run on a Loop

OpenClaw native cron:

openclaw cron add \
  --name "FastLoop Improved" \
  --cron "*/5 * * * *" \
  --tz "UTC" \
  --session isolated \
  --message "Run improved fast loop: cd /path/to/skill && python fastloop_improved.py --live --quiet. Show output summary." \
  --announce

Linux crontab:

*/5 * * * * cd /path/to/skill && python fastloop_improved.py --live --quiet

Configuration

# Raise momentum threshold (recommended: 1.0–2.0%)
python fastloop_improved.py --set min_momentum_pct=1.5

# Require order book confirmation
python fastloop_improved.py --set require_orderbook=true

# Set sweet-spot window for market selection (seconds remaining)
python fastloop_improved.py --set target_time_min=90 --set target_time_max=180

# Disable time-of-day filter (trade 24/7)
python fastloop_improved.py --set time_filter=false

All Settings

| Setting | Default | Description | |---------|---------|-------------| | entry_threshold | 0.05 | Min divergence from 50¢ | | min_momentum_pct | 1.0 | Min % BTC move (raised from 0.5) | | max_position | 5.0 | Max $ per trade | | signal_source | binance | binance or coingecko | | lookback_minutes | 5 | Candle lookback window | | min_time_remaining | 60 | Skip if less than N seconds left | | target_time_min | 90 | Prefer markets with ≥ N seconds left | | target_time_max | 210 | Prefer markets with ≤ N seconds left | | asset | BTC | BTC, ETH, or SOL | | window | 5m | 5m or 15m | | volume_confidence | true | Skip low-volume signals | | require_funding | false | Require funding rate confirmation | | require_orderbook | false | Require order book imbalance confirmation | | time_filter | true | Skip low-liquidity hours (02:00–06:00 UTC) | | vol_sizing | true | Adjust size by recent volatility | | fee_buffer | 0.05 | Extra edge required above fee breakeven | | daily_budget | 10.0 | Max spend per UTC day | | starting_balance | 1000.0 | Paper portfolio starting balance |

Signal Logic

Three signals are evaluated independently. The momentum signal is always required. Funding and order book are optional confirmation layers.

1. Momentum (always on)

Fetch N one-minute Binance candles
momentum = (close_now - open_then) / open_then * 100
Must exceed min_momentum_pct

2. Funding Rate (optional, `require_funding=true`)

Fetch Binance perpetual funding rate for the asset
Positive funding + upward momentum = longs crowded, signal is weaker → SKIP
Negative funding + upward momentum = confirmation → TRADE
Logic inverted for downward momentum

3. Order Book Imbalance (optional, `require_orderbook=true`)

Fetch top 20 levels of Binance L2 book
imbalance = (bid_depth - ask_depth) / (bid_depth + ask_depth)
Imbalance > 0.1 confirms upward momentum
Imbalance < -0.1 confirms downward momentum

Fee-Accurate EV

entry_price  = market price of chosen side
win_profit   = (1 - entry_price) × (1 - fee_rate)
breakeven    = entry_price / (win_profit + entry_price)
required_div = (breakeven - 0.50) + fee_buffer

Trade only fires if actual_divergence ≥ required_div.

Time-of-Day Filter

Skips 02:00–06:00 UTC by default. US session (13:00–21:00 UTC) is the highest-liquidity window for crypto prediction markets.

Volatility-Adjusted Sizing

24h_vol = std(hourly_returns_last_24h) × √24
size    = max_position × min(1.0, 0.02 / 24h_vol)

High volatility → smaller position. Low volatility with strong trend → full size.

Win Rate Calibration

The skill tracks every paper and live trade in fastloop_ledger.json. After market expiry, run --resolve to fetch the actual Polymarket outcome and log it. After 50+ trades, --stats shows your real win rate broken down by momentum threshold, time of day, and asset — so you can tune settings based on actual data rather than guessing.

Troubleshooting

All troubleshooting from the original skill applies. Additional:

"Funding rate fetch failed"

Binance futures API may be rate-limited. Skill falls back to momentum-only.

"Order book imbalance: neutral"

Market is balanced, signal is ambiguous — skipped if require_orderbook=true.

"Time filter: low liquidity window"

Current UTC hour is in the 02–06 block. Set time_filter=false to override.