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Polymarket Macro Inflation Chain Trader

核心功能：联动商品（原油等）、货币政策（美联储动向）、权益（英伟达、标普等）三层市场，计算聚合指标，捕捉市场分歧并生成交易信号，按信心调整仓位。典型场景：Polymarket平台宏观策略交易，默认纸盘交易，显式指令可启动实盘。支持接入实时CPI、美联储期货等数据自定义策略，可通过UI调整风险参数。

diagnostikon
diagnostikon
热度 46.92
最近更新 2026-05-11 17:38:37
分类：数据依赖：代码执行 / 第三方 API应用场景：市场分析 / 财务 / 自动化脚本 / 数据处理

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-macro-inflation-chain-trader
Metadata
name
polymarket-macro-inflation-chain-trader
description
Three-step macro chain reaction trader for Polymarket. Chains commodity pressure (oil, WTI, crude) through inflation and rate expectations (Fed, FOMC) to equity-threshold markets (NVIDIA, S&P, Nasdaq). When commodities surge but equities havent corrected, sells equity optimism. When commodities crash and equities overreact, buys the oversold dip. Most traders think in single categories -- this skill chains three macro layers to find divergence alpha.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"Macro Inflation Chain Trader","difficulty":"advanced"}

Macro Inflation Chain Trader

This is a template. The default signal chains commodity pressure through rate expectations to equity markets -- remix it with real-time CPI data feeds, Fed funds futures, or Treasury yield curve signals. The skill handles all the plumbing (market discovery, classification, chain logic, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Most Polymarket traders analyze markets in isolation: oil markets, Fed markets, or equity markets separately. But macro economics is a chain reaction:

  1. Oil/commodity prices rise -- input costs increase across the economy
  2. Inflation expectations rise -- the Fed holds or hikes rates instead of cutting
  3. Rate-sensitive equities should fall -- higher rates compress equity valuations

This skill monitors all three layers simultaneously and trades the divergence when one layer hasn't caught up to the others.

Signal Logic

Step 1: Classify Markets

All markets from get_markets(limit=200) are classified into three buckets:

  • Commodity: oil, WTI, crude, brent, natural gas, copper, gold, OPEC
  • Monetary: Fed, rate cut/hike, FOMC, inflation, CPI, interest rate, Powell
  • Equity: NVIDIA, Amazon, S&P, Nasdaq, stock, earnings, market cap

Step 2: Compute Aggregate Indicators

Indicator Calculation
commodity_pressure Average probability of commodity markets (high = commodities rising)
rate_hawkish Average hawkish probability (rate hold/hike markets + inverse of rate cut markets)
equity_optimism Average probability of equity-above-threshold markets

Step 3: Chain Logic

Condition Signal Reasoning
commodity_pressure > 0.50 AND equity_optimism > 0.55 Sell NO on equity thresholds Equities haven't priced in commodity pain
commodity_pressure < 0.30 AND equity_optimism < 0.40 Buy YES on equity thresholds Equities overreacted to low commodity pressure
Neither condition met Fall back to standard conviction signals No macro divergence detected

Conviction-Based Sizing

  • Chain signals scale with the magnitude of the divergence between commodity and equity layers
  • Standard signals use the CLAUDE.md formula: conviction = (threshold - p) / threshold
  • Size = max(MIN_TRADE, conviction * MAX_POSITION) -- never flat sizing

Remix Ideas

  • Fed funds futures: Replace rate_hawkish with CME FedWatch implied probabilities
  • Treasury yield curve: Use 2y-10y spread as a direct hawkish/dovish indicator
  • CPI nowcasting: Feed Cleveland Fed CPI nowcast into commodity_pressure for real-time inflation signals
  • Supply chain indices: Add Baltic Dry Index or semiconductor lead times for deeper commodity pressure

Market Categories Tracked

COMMODITY_KW = ['oil', 'wti', 'crude', 'brent', 'commodity', 'commodities',
                'natural gas', 'copper', 'gold price', 'silver price',
                'oil price', 'barrel', 'opec']
MONETARY_KW  = ['fed', 'federal reserve', 'rate cut', 'rate hike', 'fomc',
                'inflation', 'cpi', 'interest rate', 'monetary policy',
                'powell', 'rate hold', 'basis points', 'hawkish', 'dovish']
EQUITY_KW    = ['nvidia', 'amazon', 's&p', 'sp500', 'nasdaq', 'stock',
                'dow jones', 'apple', 'tesla', 'microsoft', 'google',
                'meta', 'equity', 'market cap', 'ipo', 'earnings',
                'above', 'below', 'stock price']

Risk Parameters

Parameter Default Notes
Max position size $40 USDC Per market, reached at max conviction
Min market volume $3,000 Liquidity filter
Max bid-ask spread 10% Macro markets are typically liquid
Min days to resolution 7 Chain reactions need time to propagate
Max open positions 8 Diversify across equity targets

Installation & Setup

clawhub install polymarket-macro-inflation-chain-trader

Requires: SIMMER_API_KEY environment variable.

Cron Schedule

Runs on demand or via automaton. Cron is set to null -- configure it in the Simmer UI when ready.

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only execute 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 set to null -- it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

Variable Required Notes
SIMMER_API_KEY Yes Trading authority -- keep this credential private.

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 apply_skill_config() can load them securely.

Variable Default Purpose
SIMMER_MAX_POSITION 40 Max USDC per trade (reached at 100% conviction)
SIMMER_MIN_TRADE 5 Floor for any trade (min USDC regardless of conviction)
SIMMER_MIN_VOLUME 3000 Min market volume filter (USD)
SIMMER_MAX_SPREAD 0.10 Max bid-ask spread (0.10 = 10%)
SIMMER_MIN_DAYS 7 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_COMMODITY_PRESSURE 0.50 Commodity pressure threshold to trigger sell-equity chain
SIMMER_EQUITY_OPTIMISM_HIGH 0.55 Equity optimism above this = overpriced if commodities high
SIMMER_EQUITY_OPTIMISM_LOW 0.40 Equity optimism below this = oversold if commodities low
SIMMER_COMMODITY_LOW 0.30 Commodity pressure below this = deflationary signal

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

Review the source before providing live credentials if you require full auditability.