Polymarket Crypto Onchain Trader

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name: polymarket-crypto-onchain-trader description: Trades Polymarket prediction markets on Bitcoin, Ethereum, Solana price milestones, ETF inflows, halving events, and DeFi protocol milestones. Uses three stacked structural edges — ETF flow data timing, BTC halving cycle phase, and Asian regulatory session windows — to size conviction without any external API. metadata: author: Diagnostikon version: "1.0" displayName: Crypto & On-Chain Trader difficulty: advanced

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Crypto & On-Chain Trader

> This is a template. > The default signal is keyword-based market discovery combined with conviction-based sizing and onchain_bias() — three stacked structural edges, no external API required. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Crypto markets have the most sophisticated on-chain data infrastructure of any asset class — and Polymarket's retail participants almost never use it. This skill exploits three documented structural edges without any API calls:

1. Instrument type confidence — ETF flow data is published daily by Farside/CoinGlass before Polymarket retail reprices. Protocol upgrade dates are posted on GitHub weeks ahead. Retail prices these as uncertain when they aren't. 2. BTC halving cycle phase — the halving date is mathematically predictable. The post-halving price cycle (consolidation → bull → distribution → bear) is historically documented. BTC price milestone markets get conviction adjusted by current cycle position. 3. Asian regulatory session timing — crypto regulatory news from Korea, Japan, and China breaks during Asian business hours. Polymarket is US-dominated — repricing lags 15–30 minutes.

Signal Logic

Default Signal: Conviction-Based Sizing with On-Chain Bias

1. Discover active crypto markets on Polymarket 2. Compute base conviction from distance to threshold (0% at boundary → 100% at p=0/p=1) 3. Apply onchain_bias() — three stacked layers: instrument confidence × BTC cycle phase × timing 4. Size = max(MIN_TRADE, conviction × bias × MAX_POSITION) — capped at MAX_POSITION 5. Skip markets with spread > MAX_SPREAD or fewer than MIN_DAYS to resolution

On-Chain Bias (built-in, no API required)

Layer 1 — Instrument Type Confidence

| Instrument type | Multiplier | Why | |---|---|---| | Spot ETF inflows (BlackRock, Fidelity) | 1.30x | Daily flow data (Farside/CoinGlass) published before Polymarket reprices — biggest info gap in crypto | | BTC halving event markets | 1.25x | Halving date is mathematically predictable (~210,000 blocks) — retail misprices near-certain events | | Protocol upgrade / hard fork dates | 1.20x | Ethereum EIP / Solana upgrade timelines on GitHub and core dev calls — public weeks ahead | | DeFi TVL / protocol milestones | 1.10x | DeFiLlama tracks TVL in real-time — "will protocol reach $X TVL" markets lag published data | | BTC price milestones | 1.10x × cycle | Halving cycle multiplier applied on top (see Layer 2) | | ETH / SOL / general ATH milestones | 1.10x | On-chain data gives partial directional edge | | Stablecoin / crypto regulation | 1.05x | Regulatory calendar partially predictable | | NFT / Ordinals milestones | 0.75x | Narrative-driven — no on-chain predictive signal | | Memecoin / altcoin hype | 0.70x | Pure retail sentiment — zero predictive signal, trade very small |

Layer 2 — BTC Halving Cycle Phase (BTC price markets only)

The Bitcoin halving (every ~210,000 blocks, ~4 years) creates a historically documented price cycle. For BTC price milestone markets, the base type confidence is multiplied by the current cycle phase:

| Phase | Days post-halving | Multiplier | Historical pattern | |---|---|---|---| | Early consolidation | 0–180 | ×1.05 | Miners sell, market absorbs supply shock | | Bull phase | 181–540 | ×1.20 | Historically strongest 12-month returns | | Distribution | 541–900 | ×1.00 | Price peaks, direction uncertain | | Bear phase | 901+ | ×0.85 | Fade bullish BTC price targets |

Last halving: April 19, 2024 (block 840,000). Next: ~April 2028. The skill prints btc_cycle_day=N on startup so you always know where you are.

Layer 3 — Asian Session Timing

Crypto regulatory news from South Korea, Japan, and China breaks during Asian business hours. Polymarket is US-dominated:

| Condition | Multiplier | |---|---| | Regulatory/ban/approval question + 01:00–09:00 UTC | 1.15x — US retail asleep, repricing lag | | Regulatory/ban/approval question + 13:00–21:00 UTC | 0.95x — US prime time, priced within minutes |

Combined and capped at 1.40x. An ETF inflow market in Asian hours → 1.30 × 1.15 = 1.40x cap. A memecoin question at any time → 0.70x — position sized near MIN_TRADE floor.

Keywords Monitored

Bitcoin, BTC, Ethereum, ETH, Solana, SOL, crypto, ETF, halving,
all-time high, ATH, $100k, $200k, stablecoin, USDC, Tether, DeFi,
Uniswap, Aave, Layer 2, Arbitrum, Base, BlackRock, spot ETF, inflows,
hash rate, mempool, TVL, total value locked, EIP, hard fork, upgrade,
Pectra, Dencun, funding rate, open interest, exchange outflow, whale, on-chain

Remix Signal Ideas

Farside BTC ETF flows: Replace market.current_probability with daily net flow implied probability — trade the divergence between institutional flow data and Polymarket retail pricing directly

Glassnode free tier: SOPR, NUPL, exchange inflow/outflow — feed into p to trade on-chain sentiment vs market price

CoinGlass funding rates: Extreme positive funding = leveraged longs = squeeze risk → fade YES on price targets; extreme negative → fade NO

DeFiLlama API: Real-time TVL for any protocol — compare to market-priced threshold for TVL milestone markets

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 — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

| Variable | Required | Notes | |---|---|---| | SIMMER_API_KEY | Yes | Trading authority. Treat as 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 | 35 | Max USDC per trade (reached at 100% conviction) | | SIMMER_MIN_VOLUME | 15000 | Min market volume filter (USD) — crypto needs liquidity | | SIMMER_MAX_SPREAD | 0.06 | Max bid-ask spread (6%) — tighter than other traders | | SIMMER_MIN_DAYS | 3 | Min days until resolution — crypto moves faster | | 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 by Simmer Markets (SpartanLabsXyz)

PyPI: https://pypi.org/project/simmer-sdk/

GitHub: https://github.com/SpartanLabsXyz/simmer-sdk