MLB Live Trader

MLB Live Trader evaluates in-progress MLB full-game moneylines by comparing ESPN's live win probability with the executable Simmer/Polymarket price.

🚨 Framework, not a production trading system. Read DISCLAIMER.md before connecting real funds. Paper mode is the default; real orders require --live. Default hard bounds include 2% of bankroll and $25 maximum per trade, 3 trades per run, $35 per game, and $100 daily/portfolio exposure.

This is a template. The signal and execution plumbing are deterministic, but the defaults are not a validated trading edge. Measure calibration, latency, fills, and drawdown out of sample before changing limits.

The monofile entrypoint performs:

scan → identify → score → EV gate → Kelly size → safeguards → execute

It rejects pregame/final games, props, stale or incomplete quotes, ambiguous market wording, suspended games, missing play-by-play, uncertain doubleheaders, duplicate signals, existing game positions, and orders below the venue minimum. It never imports a CLOB client or sends orders directly to Polymarket.

Method

1. Read ESPN live MLB status, inning, score, count, outs, bases, pitcher, batter, last play, and home win probability. If the current scoreboard play lacks probability, use only a bounded summary fallback tied to its own play ID.
2. Resolve the matching active full-game moneyline through Simmer and verify teams, date, venue, outcome mapping, and executable order-book quotes.
3. Shrink the ESPN estimate toward 50%, with confidence increasing as the game progresses.
4. Require the adjusted probability to exceed the executable outcome price plus the fee buffer and minimum EV.
5. Use simmer_sdk.sizing.size_position() for fractional-Kelly sizing, then enforce hard bankroll, order, game, daily, portfolio, spread, slippage, liquidity, and trade-count caps.
6. Submit a bounded FAK limit buy tagged with source=sdk:mlb-live-trader and skill_slug=mlb-live-trader.
7. Enter at most once per game and hold to resolution. Never martingale or average down.

Setup

python -m venv .venv
. .venv/bin/activate
pip install 'simmer-sdk>=0.22.2,<0.23'
export SIMMER_API_KEY='sk_live_...'

Install the published skill:

npx clawhub@latest install mlb-live-trader

Run safely

# Validate configuration without an API request
python mlb_live_trader.py --config

# One paper cycle using real market data; cannot place a real order
python mlb_live_trader.py

# Continuous paper loop
python mlb_live_trader.py --loop

# Read-only status output
python scripts/status.py
python scripts/status.py --live

# Explicit real-money opt-in
python mlb_live_trader.py --live

Use --set KEY=VALUE to persist safe tuning changes in config.json. Never place credentials in that file. For example:

python mlb_live_trader.py --set min_ev=0.07 --set max_position_usd=15

--no-safeguards disables only Simmer context/discipline checks. Hard EV, price, minimum-share, spread, exposure, idempotency, and SDK preflight controls remain active.

Important defaults

• Fractional Kelly: 0.25
• Minimum fee-adjusted EV: 0.05
• Probability haircut: 0.90
• Per-trade bankroll cap: 0.02
• Per-order cap: $25
• Per-game cap: $35
• Daily spend cap: $100
• Portfolio exposure cap: $100
• Maximum trades per run: 3
• Quote age limit: 90 seconds
• Maximum spread: 0.08
• Maximum slippage: 0.03
• Minimum shares: 5

The complete set of managed settings is declared under tunables in clawhub.json.

Status command

scripts/status.py is read-only. It reports the execution mode, strategy-tagged positions, paper summary or live portfolio, and local idempotency state. It must never place, cancel, redeem, or modify orders and never prints credentials.

Run it first when a live order is blocked:

python scripts/status.py --live

Local state

The strategy writes .mlb-live-trader-state.json beside the entrypoint with mode 0600. It contains signal IDs, market/order IDs, reserved spend, and timestamps—not secrets. A process lock prevents overlapping runs. Delete the state only when deliberately resetting idempotency and daily-spend history.

Fail-closed behavior

• No in-progress ESPN game: skip.
• Unvalidated or missing probability: skip.
• No unambiguous active full-game moneyline: skip.
• Stale quote, excessive spread/slippage, insufficient depth, or weak EV: skip.
• Existing position, cooldown, duplicate signal, or exposure cap: skip.
• ESPN/API parsing failure: skip and report the reason.
• Real wallet/preflight failure: skip and inspect with scripts/status.py --live.

ESPN's public site feed is undocumented and can change, lag, omit fields, or correct plays. Never replace missing feed values with guessed probabilities.

Publish and verify

npx clawhub@latest publish . --slug mlb-live-trader --version 1.0.0
npx clawhub@latest inspect mlb-live-trader

Verify that ClawHub reports Moderation: CLEAN and test a fresh install before enabling managed execution.