majiayu000 Crypto HFT - Binary Market Trading
Trade Polymarket's crypto binary markets with 4 automated strategies. Just say what you want!
Available market durations (pick one):
- 5-minute: BTC only - ultra-high frequency HFT
- 15-minute: All assets (BTC, ETH, SOL, XRP) - balanced, most popular
- 1-hour: All assets - faster swing trading
- 4-hour: All assets - multi-hour trends
- Daily: All assets - position trading, overnight holds
Each round has UP/DOWN token pairs that settle at 0 or 1 using Chainlink price feeds.
Starts in dry-run mode by default (no real orders). Test for free before going live!
Talk to Clodds Naturally
Just say what you want to trade:
"Trade 5-minute BTC markets"
→ /hft start --preset 5min-btc
"Start 1-hour trading on all assets"
→ /hft start --preset 1h-all
"I want 4-hour swing trades"
→ /hft start --preset 4h-all
"Show me daily market presets"
→ /hft preset list
"Trade conservatively on 15-minute markets"
→ /hft start --preset conservative
"Aggressive all-in on 15-min with all strategies"
→ /hft start --preset aggressive
Quick Start
/crypto-hft start # 15-min (default): BTC,ETH,SOL,XRP
/crypto-hft start --preset 5min-btc # 5-minute BTC (fast, aggressive)
/crypto-hft start --preset 1h-all # 1-hour all assets
/crypto-hft start --preset 4h-all # 4-hour all assets (swing)
/crypto-hft start --preset daily-all # Daily all assets (position)
/crypto-hft start BTC,ETH --dry-run # 15-min specific assets, dry run
/crypto-hft status # Check stats + open positions
/crypto-hft stop # Stop and show summary
For live trading, set Polymarket env vars and omit --dry-run:
export POLY_PRIVATE_KEY="..."
export POLY_FUNDER_ADDRESS="..."
export POLY_API_KEY="..."
export POLY_API_SECRET="..."
export POLY_API_PASSPHRASE="..."
Commands
Start / Stop
/crypto-hft start [ASSETS] [--size N] [--dry-run] [--preset NAME]
/crypto-hft stop
Monitor
/crypto-hft status Stats, round info, open positions
/crypto-hft positions Last 20 closed trades with PnL
/crypto-hft markets Active markets from Gamma API (5-min or 15-min)
/crypto-hft round Current round slot and timing
Configure (while running)
/crypto-hft config Show current config
/crypto-hft config --tp 15 --sl 12 Set take-profit/stop-loss %
/crypto-hft config --size 30 --max-pos 4 Set trade size and max positions
/crypto-hft config --ratchet on --trailing off Toggle exit features
/crypto-hft config --max-loss 100 Set daily loss limit
Strategy Control
/crypto-hft enable momentum Enable a strategy
/crypto-hft disable expiry_fade Disable a strategy
Presets
/crypto-hft preset list Show all presets
/crypto-hft preset save my_config Save current config as preset
/crypto-hft preset load scalper Load a preset (into running engine or for next start)
/crypto-hft preset delete my_config Delete a saved preset
Strategies
| Strategy | Entry Condition | Order Mode | Best For |
|---|---|---|---|
| momentum | Spot price moved, poly lagging | maker_then_taker | Catching delayed reactions |
| mean_reversion | Token mispriced, spot calm | maker (0% fee) | Range-bound markets |
| penny_clipper | Oscillating in zone, price below mean | maker (0% fee) | Tight spread scalping |
| expiry_fade | Near expiry, skewed pricing, flat spot | taker (speed) | Late-round mean reversion |
Built-in Presets
By Market Duration
5-Minute (BTC Only)
| Preset | Size | Max Pos | Strategies | Features |
|---|---|---|---|---|
| 5min-btc | $15 | 1 | All 4 | Aggressive - 10s min age |
| 5min-btc-conservative | $10 | 1 | MR, PC | Conservative - 15s min age |
1-Hour (All Assets)
| Preset | Size | Max Pos | Strategies | Features |
|---|---|---|---|---|
| 1h-all | $20 | 3 | All 4 | Balanced - ratchet + trailing |
4-Hour (All Assets - Swing)
| Preset | Size | Max Pos | Strategies | Features |
|---|---|---|---|---|
| 4h-all | $30 | 4 | Mom + MR | Swing trading focus |
Daily (All Assets - Position)
| Preset | Size | Max Pos | Strategies | Features |
|---|---|---|---|---|
| daily-all | $50 | 4 | Mom + MR | Position trading, tight ratchet |
15-Minute (Classic - All Assets)
| Preset | Size | Max Pos | Strategies | Risk |
|---|---|---|---|---|
| conservative | $10 | 2 | MR, PC | Low - dry run, tight stops |
| aggressive | $50 | 4 | All 4 | High - live, wide stops |
| scalper | $20 | 3 | PC only | Medium - ratchet on |
| momentum_only | $30 | 3 | Mom only | Medium - ratchet + trailing |
Legend: MR=mean_reversion, PC=penny_clipper, Mom=momentum
Market Duration Comparison
| Aspect | 5-Min | 1-Hour | 4-Hour | Daily |
|---|---|---|---|---|
| Assets | BTC | All | All | All |
| Duration | 300s | 3,600s | 14,400s | 86,400s |
| Min Round Age | 10s | 60s | 120s | 600s |
| Min Time Left | 50s | 180s | 600s | 3,600s |
| Force Exit | 10s | 60s | 120s | 600s |
| Best For | HFT scalping | Fast swing | Swing trading | Position trading |
| Liquidity | Thin | Good | Very good | Excellent |
| Fee Impact | Critical | Moderate | Low | Very low |
| Daily Cycles | 288 | 24 | 6 | 1 |
Trading Strategy by Duration:
- 5-min: Ultra-high frequency, requires tight risk management, penny_clipper focus
- 1-hour: Balanced entry points, good for mean reversion + momentum
- 4-hour: Swing trading, catch multi-hour trends, focus on momentum
- Daily: Position trading, macroeconomic drivers, long holding periods
Exit Logic
Positions are monitored every 500ms with 9 exit types (in priority order):
- Force exit - < 30s before expiry (15-min) or < 10s (5-min)
- Take profit - PnL >= TP% (default 15%)
- Stop loss - PnL <= -SL% (default 12%)
- Ratchet floor - Progressive giveback from confirmed high-water mark
- Trailing stop - Tightens as expiry approaches
- Depth collapse - Orderbook depth dropped 60%+ while price dropping
- Stale profit - Profitable but bid unchanged for 7s
- Stagnant profit - At +3% for 13s with no progress
- Time exit - Approaching minimum time left
Architecture
Binance WS (spot) --> CryptoFeed --> Strategy Evaluators --> Entry Signals
Gamma API ---------> MarketScanner --> Round Detection |
v
Poly Orderbook ----> OBI/Spread/Depth --> Exit Checks --> ExecutionService
|
PositionManager (ratchet, trailing, depth collapse)