--- name: polymarket-simmer-fastloop-sync-pulse description: "Trade Polymarket BTC/ETH/SOL 5-minute fast markets using a zero-delay Triple-Trigger strategy. Combines Binance momentum, NOFX OI/Netflow (free public API), and L2 Wall detection to choose between Trend Following and Mean Reversion. Pre-Caches market IDs to bypass the Simmer API blackout at market open." --- # Polymarket Simmer FastLoop Sync Pulse A professional-grade quantitative execution skill for Polymarket's 5-minute binary options. Uses a Triple-Trigger strategy combining Binance momentum, NOFX institutional flow, and L2 Wall detection to time entries with high precision. ## 🌟 Core Strategy: Triple-Trigger Sniper This skill abandons naΓ―ve price-breakout logic. Every trade decision requires **three independent confirmations**: ### 1. Momentum & Pin Bar Filter (5m Candles) - Measures the real momentum of the **previous closed 5-minute candle** on Binance. - **Pin Bar Rejection**: If the counter-directional wick exceeds `max_pin_bar_tail_pct` (default 30%) of the full candle range, the signal is blocked as a likely exhaustion trap. - `min_momentum_pct` defaults to **0.01%** β€” acting as a near-zero-threshold pass-through that relies on the shape filter for quality control. ### 2. NOFX Institutional Flow (300s Window) - Uses the NOFX API to check the past 300 seconds of Open Interest (OI) and institutional Netflow. - **Trend trade**: Momentum + OI increasing (> -2%) + net institutional inflow. - **Reversion trade**: Momentum + OI declining (< +2%) + net institutional outflow. ### 3. Binance L2 Verified Wall Detection - Scans the Binance L2 order book for large price walls above `min_wall_usd` (default $1,000,000) up to `wall_scan_depth` levels deep. - **Anti-Spoofing**: When a wall is detected, the script waits 1.5s and checks again. Only a wall that survives both checks is considered a real barrier, filtering out high-frequency spoofing. - **Usage**: Trend trades avoid walls; Reversion trades require a wall to bounce off. ### 4. Pre-Caching Radar (V8.10 Ignition) - On every run, the script fetches all upcoming market IDs from the Simmer API and saves them to a local `fast_markets_cache.json`. - At market open, the Simmer API briefly hides the active market. The skill reads from its local cache to execute trades during this "API blackout", ensuring no opportunity is missed. - The local cache ensures execution even on a cold start at the exact moment of market open. ## βš™οΈ Account Setup Set the following environment variables: | Variable | Required | Description | | :--- | :--- | :--- | | `SIMMER_API_KEY` | **Yes** | Your Simmer SDK API key | | `WALLET_PRIVATE_KEY` | Optional | Your EVM wallet private key | | `AUTOMATON_MAX_BET` | Optional | Override max position size (set by automation platforms) | - **Without `WALLET_PRIVATE_KEY`**: Runs in **simulation mode** (paper trading, no real money). - **With `WALLET_PRIVATE_KEY`**: Runs in **live mode** (real USDC on Polymarket). > [!NOTE] > **Binance** and **NOFX** are free, public APIs β€” no additional credentials or accounts are required. The skill reads Binance K-line/L2 data and NOFX OI/Netflow anonymously. > [!WARNING] > Never share your `WALLET_PRIVATE_KEY`. The Simmer SDK signs transactions locally β€” your private key is never transmitted to any server. ## πŸš€ Quick Start ### Step 1: Pre-Warm the Cache (Recommended on First Run) On first launch, run the script once to populate the local market ID cache. You do **not** need to be near a market window β€” the script will scan future markets, save them, and exit safely. ```bash python fastloop_improved.py ``` You should see: `[Ignition] Successfully cached X future market IDs.` ### Step 2: Run the Sniper ```bash # Dry run β€” analyzes signals but does NOT place orders python fastloop_improved.py # Live mode β€” places real orders python fastloop_improved.py --live ``` > **Note**: With no `WALLET_PRIVATE_KEY`, `--live` uses Simmer's virtual $SIM balance (paper trading). Real USDC is only used when a private key is configured. ## βš™οΈ All Settings | Setting | Default | Env Var | Description | | :--- | :--- | :--- | :--- | | `min_momentum_pct` | 0.01 | `SIMMER_SPRINT_MOMENTUM` | Min BTC % move in lookback window | | `max_position` | 10.0 | `SIMMER_MAX_POSITION` | Max USD per trade | | `daily_budget` | 1000.0 | `SIMMER_DAILY_BUDGET` | Max total spend per UTC day | | `max_pin_bar_tail_pct` | 0.3 | `SIMMER_PIN_BAR_MAX` | Max wick ratio to filter Pin Bar noise | | `oi_neutral_zone` | 2.0 | `SIMMER_OI_NEUTRAL` | OI % buffer β€” changes within Β±2% are ignored | | `min_wall_usd` | 1000000 | `SIMMER_MIN_WALL_USD` | Min USD depth to qualify as a wall | | `wall_scan_depth` | 50 | `SIMMER_WALL_SCAN_DEPTH` | Number of L2 order book levels to scan | | `require_orderbook` | false | `SIMMER_ORDERBOOK` | Require L2 wall confirmation | | `require_funding` | false | `SIMMER_FUNDING` | Require NOFX institutional flow | | `fee_buffer` | 0.05 | `SIMMER_FEE_BUFFER` | Extra edge required above fee breakeven | ## πŸ†˜ Troubleshooting | Symptom | Cause | Action | | :--- | :--- | :--- | | `No high-conviction signal` | Data signals conflict or no wall found | Normal. The sniper only fires on high-probability setups. | | `No tradeable markets found` | No Polymarket market is scheduled in this window | Normal. Cache is being updated. Wait for the next market window. | | `Failed to fetch signal data` | Network or API rate limit | Check Binance / NOFX connectivity. | | `401 Unauthorized` | Invalid API key | Verify `SIMMER_API_KEY` is set correctly. | ## πŸ€– AI Operator Policy When running this script as an automated agent, interpret outputs as follows: **βœ… Success β€” Ignition**: Log contains `[Ignition] Successfully cached X future market IDs.` Cache is populated. This is a successful run even if no trade fires. **⏳ Normal β€” Waiting**: Log shows `No tradeable markets found`. This means no market is currently scheduled. The script will find one at the next window. **❌ True Failure**: `401 Unauthorized`, `SyntaxError`, `AttributeError`, or 10+ consecutive `[API Delay]` messages with no `[Ignition]` line. *The script's purpose is dual: snipe when conditions are right, and keep the local ID cache fresh at all other times.*