Polymarket Candle Volume Spike Trader

Candle Volume Spike Trader

This is a template. The default 签名al 检测s cross-coin volume spikes in 5-min crypto candle markets and trades lagging coins in the next interval -- remix it with real-time exchange volume data, order book depth, or funding rate 签名als. The 技能 handles all the plumbing (market discovery, interval parsing, spike 检测ion, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s 5-minute "Up or Down" interval markets for multiple cryptocurrencies (BTC, ETH, SOL, XRP). Each market asks whether a specific coin will go up or down in a 5-minute window (e.g. "Bitcoin Up or Down - March 29, 10:50AM-10:55AM ET").

A single coin showing 58% directional bias might be noise -- idio同步ratic flow, a large limit order, or thin liquidity. But when 3+ coins ALL show strong same-direction bias (>58%) in the same 5-minute window, it reflects a genuine cross-market move: a macro catalyst (rate decision, whale liquidation, exchange outage) driving all crypto in the same direction.

The 技能 检测s these cross-coin "volume spikes" and then 检查s the NEXT 5-minute interval. Any coin that hasn't caught up to the confirmed direction is a trade -- it will converge.

Edge

Cross-as设置 confirmation 过滤器s noise from 签名al in short-timeframe crypto markets:

Noise 过滤器ing -- A single coin at 58% could be anything; 3+ coins at 58%+ in the same direction is statistically 签名ificant cross-market confirmation Macro catalyst 检测ion -- Cross-coin moves are driven by macro 事件 that affect all crypto simultaneously; these 事件 persist beyond a single 5-min interval Laggard convergence -- When BTC, ETH, and SOL all spike UP but XRP hasn't moved yet, XRP is mispriced and will catch up in the next interval Short resolution -- 5-minute markets resolve quickly; cAPItal isn't tied up wAIting for convergence 签名al 记录ic Discover active crypto "Up or Down" markets (BTC, ETH, SOL, XRP) via keyword 搜索 + 获取_markets(limit=200) fallback 解析 each question to 提取 coin, date, and 启动 time in minutes Group markets by (date, time_window) to 创建 cross-coin snapshots For each window: count coins with strong directional bias: UP if p > SPIKE_THRESHOLD (default 0.58) DOWN if p < 1 - SPIKE_THRESHOLD (default 0.42) If MIN_COINS+ (default 3) coins agree on direction: volume spike confirmed 检查 the NEXT time window (+5 minutes) for each coin: If a coin hasn't caught up (not yet showing strong direction), trade it UP spike + lagging coin: buy YES DOWN spike + lagging coin: buy NO Conviction 扩展s with number of confirming coins (3/4 = base, 4/4 = full) Size = max(MIN_TRADE, conviction * MAX_POSITION) Remix 签名al Ideas Exchange volume overlay: Wire Binance/Coinbase real-time volume into the 签名al -- if total exchange volume is 3x normal during the spike, conviction increases 签名ificantly Funding rate confirmation: 检查 perpetual futures funding rates; if funding rate aligns with the spike direction, the move has legs and laggards will converge faster Order book depth asymmetry: If the lagging coin has 5x more bid depth than ask depth during a DOWN spike, the convergence might fAIl -- reduce conviction Spike magnitude weighting: Not all spikes are equal; if the average bias across confirming coins is 65% vs 59%, the stronger spike deserves higher conviction on the laggard trade Time decay 过滤器: Only trade laggards within 1-2 intervals of the spike; after 3+ intervals, the in格式化ion is stale and convergence may not h应用en Safety & Execution Mode

The 技能 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

auto启动: false and cron: null mean nothing 运行s automatically until 配置d in Simmer UI.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority. Treat as a high-value 凭证. 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 3000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.08 Max bid-ask spread SIMMER_MIN_DAYS 0 Min days until resolution (0 = allow same-会话) 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_SPIKE_THRESHOLD 0.58 Min conviction for a coin to count as strong directional SIMMER_MIN_COINS 3 Min coins agreeing on direction for spike confirmation Edge Thesis

Single-coin directional 签名als in 5-minute crypto markets are noisy. But crypto as设置s are highly correlated -- when a macro catalyst hits, all coins move to获取her. The key insight is that not all coins react at the same speed.