Lord1Egypt 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
--livefor 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_KEYorSIMMER_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_strategywheresideis determined based on CEX signals.
How to Remix:
- Find the Signal logic: In
polymarket-simmer-fastloop.py, look for therun_strategyfunction around line ~950. - Modify the Decision:
- Swap the
side = "no"andside = "yes"logic to change from Mean Reversion to Trend Following. - Replace
get_momentumwith your own model or API (e.g., custom XGBoost classifier or GPT-4o signal).
- Swap the
- Refine Execution: Edit
calculate_position_sizeto 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.