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Polymarket 24h Cross Asset Sync Trader

核心功能：针对Polymarket上BTC、ETH等加密资产的5分钟涨跌市场，识别同时间段内的相关性分歧，发现偏离共识的异常资产，向共识方向交易并按分歧程度调整仓位。典型场景：加密货币短期预测市场套利。支持纸盘/实盘模式，需配置API密钥，可通过UI调整风险参数，工具自动完成市场发现、分组、交易执行等流程，也支持自定义模型扩展。

diagnostikon
diagnostikon
热度 50.43
最近更新 2026-05-11 17:37:23
分类：自动化依赖：代码执行 / 第三方 API应用场景：数据处理 / 自动化脚本 / 财务 / 市场分析

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add polymarket-24h-cross-asset-sync-trader
Metadata
name
polymarket-24h-cross-asset-sync-trader
description
Trades cross-asset correlation divergences in 5-minute crypto "Up or Down" markets on Polymarket. When BTC, ETH, SOL, DOGE, XRP, and BNB have overlapping time windows, highly correlated assets should move together. A divergence (e.g., BTC Up at 55% but ETH Down at 55% in the same 5-min slot) almost always corrects. This skill detects the outlier and trades it toward the group consensus, sizing by conviction.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"24h Cross-Asset Sync Trader","difficulty":"advanced"}

24h Cross-Asset Sync Trader

This is a template. The default signal is cross-asset divergence detection in 5-minute crypto "Up or Down" markets — remix it with additional correlation models, momentum overlays, or real-time price feeds. The skill handles all the plumbing (market discovery, window grouping, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Polymarket lists 5-minute "Up or Down" markets for multiple crypto assets in the same time window:

  • "Bitcoin Up or Down - March 28, 4:05AM-4:10AM ET"
  • "Ethereum Up or Down - March 28, 4:05AM-4:10AM ET"
  • "Solana Up or Down - March 28, 4:05AM-4:10AM ET"

Each market is traded independently by retail. But crypto assets are highly correlated — BTC/ETH at ~0.85, BTC/SOL at ~0.75. When the group consensus says "Up" but one asset diverges to "Down," the outlier almost always snaps back.

This skill groups markets by time window, computes the consensus direction, identifies outliers, and trades the correction.

The Edge: Crypto Correlation Arbitrage

In traditional markets, pairs traders exploit correlated instruments that temporarily diverge. This is the prediction market equivalent for short-duration crypto bets.

How It Works

  1. Group by window: Find all "Up or Down" markets sharing the same 5-minute time slot
  2. Compute consensus: Average the "Up probability" across all assets in the window
  3. Detect outliers: Find assets whose direction or magnitude deviates from the group mean
  4. Trade the correction: Bet the outlier moves toward consensus

Example

Asset Direction Probability Up Prob
BTC Up 58% 58%
ETH Up 56% 56%
SOL Up 54% 54%
DOGE Down 55% 45%

Group mean Up probability: 53%. DOGE diverges at 45% (8% deviation). Trade: buy YES on DOGE (bet it goes Up like the rest).

Why This Works

  1. Retail trades in silos — most users view each asset's market independently and don't cross-reference correlated assets in the same window
  2. High correlation is structural — crypto assets move together because they share macro drivers (risk-on/off, USD strength, regulatory news)
  3. 5-minute windows amplify correlation — in such short periods, idiosyncratic moves are rare; the dominant factor is market-wide sentiment
  4. Mean-reversion is fast — divergences in correlated assets correct within minutes as arbitrageurs and market makers step in

Signal Logic

  1. Discover all crypto "Up or Down" markets via keyword search
  2. Parse each question: extract asset (BTC/ETH/SOL/DOGE/XRP/BNB), date, time window
  3. Group into windows by (date, start-end time)
  4. For each window with 2+ assets:
    • Compute the group mean "Up probability"
    • Identify assets deviating by more than MIN_DIVERGENCE
    • Determine trade direction: push the outlier toward consensus
  5. Rank by deviation magnitude
  6. Trade only opportunities that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD)
  7. Size by conviction (divergence magnitude + threshold distance), 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_DIVERGENCE 0.04 Min cross-asset divergence to trigger a trade

Edge Thesis

Crypto assets share macro risk factors: BTC dominance, USD index, regulatory headlines, and institutional flow. In a 5-minute window, the probability that BTC goes Up while ETH goes Down is very low — their 5-min return correlation exceeds 0.80.

When Polymarket shows a divergence across correlated assets in the same time slot, it is almost always due to:

  • Asymmetric liquidity — one asset's market has a large directional order that hasn't been arbitraged
  • Stale pricing — the market maker on one asset hasn't updated to reflect the latest tick
  • Retail noise — a speculator has moved one market without considering cross-asset consistency

This skill treats the multi-asset window as a correlation lattice and trades the repair.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)