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📦 Polymarket 24h Equity Strike Trader — 技能工具

v1.0.1

Trades structural mispricings in equity/stock price-threshold markets by reconstructing the implied probability curve across strike levels for the same compa...

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by @diagnostikon·MIT-0
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License
MIT-0
最后更新
2026/4/4
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The files, declared requirements, and runtime instructions are coherent for a trading skill that queries Polymarket via a Simmer SDK and optionally places trades; nothing requested or installed is disproportionate to that purpose.
安全有层次，运行前请审查代码。

License

MIT-0

可自由使用、修改和再分发，无需署名。

运行时依赖

无特殊依赖

版本

latestv1.0.12026/3/27

Fix apply_skill_config AttributeError for new Simmer SDK compatibility

● 无害

安装命令

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官方npx clawhub@latest install polymarket-24h-equity-strike-trader
🇨🇳 镜像加速npx clawhub@latest install polymarket-24h-equity-strike-trader --registry https://cn.longxiaskill.com

技能文档

# 24h Equity Strike Trader

This is a template.
The default signal is implied-CDF violation detection across equity price-threshold markets -- remix it with additional tickers, curve-fitting models, or cross-venue price feeds.
The skill handles all the plumbing (market discovery, curve construction, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists equity strike-ladder markets analogous to options chains:
  • "Will Palantir (PLTR) finish week above $152?" = 7%
  • "Will Palantir (PLTR) finish week above $153?" = 23.5% <-- VIOLATION!
  • "Will Palantir (PLTR) finish week above $154?" = 18.5%
  • "Will Microsoft (MSFT) finish week above $370?" = 5%
  • Tesla delivery bins: <350k=46%, 350-375k=47.5%, 375-400k=13.5%
Retail trades each market as an isolated bet. But together, these markets form an implied probability distribution curve across strike levels. This skill reconstructs that curve and finds where it is mathematically broken.

The Edge: Options-Chain Arbitrage for Prediction Markets

In traditional options markets, market makers enforce no-arbitrage pricing across strikes. Polymarket has no such mechanism -- each market is its own order book.

Violation Type 1: Monotonicity Break

The probability of being above a lower price must always be >= being above a higher price: `` P(PLTR > $152) >= P(PLTR > $153) >= P(PLTR > $154) ` If a higher strike is priced above a lower strike, the curve is broken.

Violation Type 2: Range-Sum Inconsistency

A "between" market's price must equal the difference of two "above" markets: ` P($370 < MSFT < $380) == P(MSFT > $370) - P(MSFT > $380) `

Violation Type 3: Bin-Sum Overflow/Underflow

When a market has exhaustive bins (e.g., Tesla deliveries), all bins must sum to ~100%: ` P(<350k) + P(350-375k) + P(375-400k) + P(>400k) ~= 100% `

Why This Works

  • Retail trades in silos -- most users view each market independently and don't cross-reference the full strike ladder
  • No options infrastructure -- unlike traditional markets, there's no market maker maintaining curve consistency across strikes
  • Mathematical, not opinion -- the violations are provable inconsistencies, not subjective edge calls
  • Broad coverage -- applies to any equity/index with multiple strike-level markets

Signal Logic

  • Discover equity price-threshold markets via keyword search (MSFT, PLTR, NVDA, TSLA, SpaceX, Nasdaq, etc.)
  • Parse each question: extract ticker, strike price(s), date/period, and type (above/between/below)
  • Group into curves by (ticker, date/period)
  • For each curve with 2+ points:
- Check monotonicity across "above" markets - Check range-sum consistency for "between" markets - Check bin-sum consistency for exhaustive bin sets
  • Rank violations by magnitude
  • Trade only violations that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD)
  • Size by conviction (violation magnitude), not flat amount

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only with --live flag. | Scenario | Mode | Financial risk | |---|---|---| | python trader.py | Paper (sim) | None | | Cron / automaton | Paper (sim) | None | | python trader.py --live | Live (polymarket) | Real USDC | autostart: false and cron: null mean nothing runs automatically until configured in Simmer UI.

Required Credentials

| Variable | Required | Notes | |---|---|---| | SIMMER_API_KEY | Yes | Trading authority. Treat as a high-value credential. |

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI. | Variable | Default | Purpose | |---|---|---| | SIMMER_MAX_POSITION | 40 | Max USDC per trade at full conviction | | SIMMER_MIN_TRADE | 5 | Floor for any trade | | SIMMER_MIN_VOLUME | 5000 | Min market volume filter (USD) | | SIMMER_MAX_SPREAD | 0.08 | Max bid-ask spread | | SIMMER_MIN_DAYS | 0 | Min days until resolution (0 = allow same-day) | | SIMMER_MAX_POSITIONS | 8 | Max concurrent open positions | | SIMMER_YES_THRESHOLD | 0.38 | Buy YES only if market probability <= this | | SIMMER_NO_THRESHOLD | 0.62 | Sell NO only if market probability >= this | | SIMMER_MIN_VIOLATION | 0.03 | Min curve violation magnitude to trigger a trade |

Edge Thesis

Traditional options markets have market makers who enforce curve consistency (no-arbitrage pricing). Polymarket has no such mechanism -- each market is priced by its own order book with its own liquidity pool. This creates systematic micro-inconsistencies in the implied distribution, especially when:
  • New markets are created at previously unlisted strikes
  • Large directional flow pushes one strike without propagating to neighbors
  • Market makers leave gaps during low-liquidity hours
  • Delivery/unit-count bin markets are added piecemeal without ensuring they sum correctly
This skill treats the equity strike ladder as a probability lattice and trades the repair.

Dependency

simmer-sdk` by Simmer Markets (SpartanLabsXyz)
  • PyPI: https://pypi.org/project/simmer-sdk/
  • GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
数据来源：ClawHub ↗ · 中文优化：龙虾技能库