Polymarket Simmer FastLoop Trader

[!TIP] This is a template. The default signal is a Mean Reversion strategy using Binance momentum exhaustion and L2 order book imbalance. Remix it with alternative signals like trend-following momentum, social sentiment feeds, or cross-venue arbitrage models. The skill handles all the plumbing (market discovery, fee-accurate EV math, position tracking). Your agent provides the alpha.

Automated trading skill for Polymarket BTC/ETH/SOL 5-minute and 15-minute fast markets.

Default is paper mode. Use --live for real trades.

Strategy

When the latest 5-minute candle shows a rapid spike (momentum > threshold) the script buys the reverse side, capturing the pullback. Signals are filtered by:

• Momentum: Binance 1-minute candles, configurable threshold (default 1.0%).
• Order Book Imbalance (optional): Top 20 levels of Binance L2 book confirm directional bias.
• NOFX Institutional Netflow: Filters trades using institutional flow data.
• Time-of-Day Filter: Skips low-liquidity hours (02:00–06:00 UTC) by default.
• Fee-Accurate EV: Only trades when divergence exceeds fee breakeven + buffer.
• Volatility-Adjusted Sizing: High volatility reduces position size automatically.
• Pre-Caching (Ignition): On every run, the skill scans and caches upcoming market IDs to disk (fast_markets_cache.json). At market open, the Simmer API briefly hides the market — the skill uses the cache to execute trades during this "API blackout" window, ensuring no opportunity is missed.

Setup

1. Get Simmer API Key

• Register at simmer.markets.
• Go to Dashboard -> SDK tab.
• Copy your API key: export SIMMER_API_KEY="your-key-here".

2. Required Environment Variables

| Variable | Required | Description | Values | |----------|----------|-------------|--------| | SIMMER_API_KEY | Yes | Your Simmer SDK key | Get from simmer.markets | | TRADING_VENUE | Yes | Execution environment | simmer (Paper) or polymarket (Live) | | WALLET_PRIVATE_KEY | Optional | Your Polymarket wallet key | Required only if TRADING_VENUE="polymarket" |

• simmer (Default): Paper Trading. Simulates trades using virtual funds. No real USDC needed.
• polymarket: Real Trading. Connects to Polymarket. You must have USDC in the wallet.

[!WARNING] Never share your WALLET_PRIVATE_KEY or SIMMER_API_KEY. The SDK signs trades locally; your private key is never transmitted.

Quick Start

pip install simmer-sdk
export SIMMER_API_KEY="your-key-here"

# Paper mode (default)
python polymarket-simmer-fastloop.py

# Live trading
python polymarket-simmer-fastloop.py --live

# Check win rate and P&L stats
python polymarket-simmer-fastloop.py --stats

# Resolve expired trades against real outcomes
python polymarket-simmer-fastloop.py --resolve

# Quiet mode for cron
python polymarket-simmer-fastloop.py --live --quiet

Cron Setup

OpenClaw:

openclaw cron add \
  --name "Simmer FastLoop" \
  --cron "*/5 * * * *" \
  --tz "UTC" \
  --session isolated \
  --message "Run: cd /path/to/skill && python polymarket-simmer-fastloop.py --live --quiet. Show output summary." \
  --announce

Linux crontab:

*/5 * * * * cd /path/to/skill && python polymarket-simmer-fastloop.py --live --quiet

All Settings

| Setting | Default | Description | |---------|---------|-------------| | entry_threshold | 0.05 | Min divergence from 50c | | min_momentum_pct | 1.0 | Min % asset move to trigger | | 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 < 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_orderbook | false | Require order book confirmation | | time_filter | true | Skip 02:00–06:00 UTC | | vol_sizing | true | Adjust size by volatility | | fee_buffer | 0.05 | Extra edge above fee breakeven | | daily_budget | 10.0 | Max spend per UTC day | | starting_balance | 1000.0 | Paper portfolio starting balance |

🎨 Remixing the Signal

This skill is a remixable template. We distinguish between Plumbing (Infrastructure) and Alpha (Strategy).

Core Components:

• The Plumbing (Structural): Market discovery (Gamma/Simmer fallback), Pre-Caching, execution via Simmer SDK, and fee-accurate EV calculations.
• The Alpha (Replaceable): The decision-making logic inside run_strategy where side is determined based on CEX signals.

How to Remix:

1. Find the Signal logic: In polymarket-simmer-fastloop.py, look for the run_strategy function around line ~950.
2. Modify the Decision:
   • Swap the side = "no" and side = "yes" logic to change from Mean Reversion to Trend Following.
   • Replace get_momentum with your own model or API (e.g., custom XGBoost classifier or GPT-4o signal).
3. Refine Execution: Edit calculate_position_size to implement custom risk management formulas.

Use this template to bypass the complexity of Polymarket's order book and focus entirely on your strategy logic.

Troubleshooting

"Momentum below threshold" — Asset move is too small. Lower min_momentum_pct if needed.

"Order book imbalance: neutral" — Market is balanced, signal skipped when require_orderbook=true.

"Time filter: low liquidity window" — Current hour is 02–06 UTC. Set time_filter=false to override.