360 Secure SkillHub
360 安全技能中心

Polymarket Twitter Weekend Drift Trader

核心功能：针对Polymarket名人发帖量区间市场，解析周期内工作日/周末天数，结合预设名人发帖率计算调整后预期值，对比市场定价识别低估/高估仓位，自动交易并管控风险。典型场景：当市场按周末前工作日节奏定价、周期跨周五至周日时使用。需配置SIMMER_API_KEY及simmer-sdk，默认纸盘交易，传--live触发实盘，支持自定义信号逻辑。

diagnostikon
diagnostikon
热度 48.69
最近更新 2026-05-11 17:39:34
分类：自动化依赖：代码执行 / 第三方 API应用场景：财务 / 自动化脚本 / 数据处理 / 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-twitter-weekend-drift-trader
Metadata
name
polymarket-twitter-weekend-drift-trader
description
Exploits systematic weekday/weekend posting rate differences in post-count bin markets. Requires SIMMER_API_KEY and simmer-sdk. Use when you want to capture alpha from weekend drift mispricing where markets reflect weekday cadence but the period spans weekends.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"Twitter Weekend Drift Trader","difficulty":"advanced","homepage":"https://simmer.markets/skills","repository":"https://github.com/SpartanLabsXyz/simmer-sdk","requires_env":"SIMMER_API_KEY","requires_pip":"simmer-sdk","default_mode":"paper","live_flag":"--live"}

Twitter Weekend Drift Trader

This is a template.
The default signal uses fixed weekday/weekend rate differentials — remix it with hourly posting distributions, holiday calendars, or timezone-aware activity windows.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Public figures post 20-30% less on weekends. But market makers often set prices on Friday, reflecting weekday cadence. A 3-day period spanning Fri-Sun has very different expected post counts than Mon-Wed.

This skill counts the actual weekdays vs weekend days in each market's period and adjusts the expected rate accordingly.

Signal Logic

Weekend Rate Differentials

Person Weekday Rate Weekend Rate Drop
Elon Musk 72/day 50/day -31%
Donald Trump 25/day 20/day -20%
Vitalik Buterin 9/day 7/day -22%
CZ 14/day 10/day -29%

How It Works

  1. Parse the date range from the market question
  2. Count actual weekdays and weekend days
  3. Compute adjusted_lambda = weekday_rate * weekdays + weekend_rate * weekends
  4. Compare to naive_lambda = average_rate * total_days
  5. The drift determines which bins are over/underpriced

Example

Elon Musk, March 28 (Fri) to March 30 (Sun) = 3 days:

  • Naive: 65/day * 3 = 195 posts
  • Adjusted: 721 + 502 = 172 posts
  • Drift: -12% — lower bins underpriced, higher bins overpriced

Remix Ideas

  • Holiday calendar: Major holidays (Christmas, July 4th) suppress posting even more than weekends
  • Hourly distribution: Model posting by hour-of-day for sub-daily market periods
  • Timezone awareness: Elon posts Pacific time, Trump posts Eastern — periods crossing midnight differ
  • Rolling rate updates: Re-estimate weekday/weekend split weekly from actual data

Risk Parameters

Parameter Default Notes
Max position size $40 USDC Per market
Min market volume $1,000 Standard filter
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

Installation & Setup

clawhub install polymarket-twitter-weekend-drift-trader

Requires: SIMMER_API_KEY environment variable.

Cron Schedule

Cron is set to null — the skill does not run on a schedule until you configure it in the Simmer UI.

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. Do not place a live-capable key in any environment 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 apply_skill_config() can load them securely.

Variable Default Purpose
SIMMER_MAX_POSITION 40 Max USDC per trade (reached at 100% conviction)
SIMMER_MIN_VOLUME 1000 Min market volume filter (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.

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