Polymarket Twitter Cadence Model Trader — Polymarket Twitter Cadence 模型 Trader

Twitter Cadence 模型 Trader

This is a template. The default 签名al is a Poisson 模型 based on historical posting rates — remix it with Twitter/X API v2 real-time post counts, time-of-day distributions, or NLP topic-burst 检测ion. The 技能 handles all the plumbing (market discovery, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Post-count bin markets (e.g., "Will Elon Musk post 190-214 tweets from March 30 to April 1?") are perfect for statistical 模型ing because the number of posts in a time interval follows a Poisson distribution.

RetAIl traders price these bins by gut feeling. This 技能 prices them with math.

签名al 记录ic Poisson 模型 解析 the person, bin range, and time period from the market question Compute lambda = person's historical dAIly rate x period days Calculate P(bin) = sum of Poisson PMF from bin_lower to bin_upper Compare 模型 probability to market price Trade when 模型 diverges from market AND price is in threshold band Person Baselines Person DAIly Rate 平台 Elon Musk ~65 tweets/day X/Twitter Donald Trump ~23 posts/day Truth Social Vitalik Buterin ~8 posts/day X/Twitter CZ ~12 posts/day X/Twitter 模型 Bias

The Poisson 模型 acts as a conviction multiplier:

If 模型 says bin is 2x more likely than market → 2x conviction boost If 模型 says bin is 0.5x less likely → 签名al vetoed (don't trade agAInst math) Remix Ideas Twitter API v2: Replace baseline dAIly_rate with real-time 7-day rolling average Time-of-day 模型: Elon posts 60% of tweets between 6PM-2AM Pacific — use hourly Poisson Negative binomial: Better than Poisson for overdispersed counts (bursty posters) Topic burst NLP: 检测 thread-mode (3x rate) vs normal mode Risk Parameters Parameter Default Notes Max position size $40 USDC Per market Min market volume $1,000 Standard 过滤器 Max bid-ask spread 10% Default threshold Min days to resolution 0 Post-count markets are short-lived Max open positions 8 Diversify across bins 安装ation & 设置up ClawHub 安装 polymarket-twitter-cadence-模型-trader

Requires: SIMMER_API_KEY 环境 variable.

Cron Schedule

Cron is 设置 to null — the 技能 does not 运行 on a schedule until you 配置 it in the Simmer UI.

Safety & Execution Mode

The 技能 defaults to paper trading (venue="sim"). Real trades only 执行 when --live is passed explicitly.

Scenario Mode Financial risk python trader.py Paper (sim) None Cron / automaton Paper (sim) None python trader.py --live Live (polymarket) Real USDC

The automaton cron is 设置 to null — it does not 运行 on a schedule until you 配置 it in the Simmer UI. auto启动: false means it won't 启动 automatically on 安装.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority — keep this 凭证 private. Do not place a live-capable key in any 环境 where automated code could call --live. Tunables (Risk Parameters)

All risk parameters are declared in ClawHub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so 应用ly_技能_config() can load them 安全ly.

Variable Default Purpose SIMMER_MAX_POSITION 40 Max USDC per trade (reached at 100% conviction) SIMMER_MIN_VOLUME 1000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.10 Max bid-ask spread (0.10 = 10%) SIMMER_MIN_DAYS 0 Min days until market resolves SIMMER_MAX_POSITIONS 8 Max concurrent open positions SIMMER_YES_THRESHOLD 0.38 Buy YES if market price ≤ this value SIMMER_NO_THRESHOLD 0.62 Sell NO if market price ≥ this value SIMMER_MIN_TRADE 5 Floor for any trade (min USDC regardless of conviction) Dependency

simmer-sdk is published on PyPI by Simmer Markets.

PyPI: https://pypi.org/project/simmer-sdk/ GitHub: https://github.com/SpartanLabsXyz/simmer-sdk Publisher: hello@simmer.markets

Review the source before providing live 凭证s if you require full 审计ability.