Polymarket Twitter Weekend Drift Trader

模板化自动交易 Skill：解析市场问题中的日期区间，按周中/周末发帖速率差计算调整后的预期发帖量，与朴素估计比较得出漂移并判断区间定价偏差，通过 simmer-sdk 完成市场发现、下单与风控。默认模拟交易，仅显式传 --live 才实盘，需 SIMMER_API_KEY。

diagnostikon

热度 48.58

最近更新 2026-05-11 17:39:34

分类：自动化依赖：代码执行 / 读写文件 / 第三方 API应用场景：市场分析 / 财务 / 自动化脚本

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

Parse the date range from the market question
Count actual weekdays and weekend days
Compute adjusted_lambda = weekday_rate * weekdays + weekend_rate * weekends
Compare to naive_lambda = average_rate * total_days
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.

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

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