polymarket-fast-loop

Polymarket Fast-Loop Trading Skill

Purpose

Automated trading on Polymarket BTC 5-minute and 15-minute binary markets using Binance momentum signals, enhanced with:

• TradingAgents 5-layer pipeline (Analysts → Research Debate → Trader → Risk → Portfolio Manager)
• 50-Persona Swarm Consensus (Bayesian aggregation + quarter-Kelly sizing)
• ACTA Ed25519 Receipts (IETF draft-farley-acta-signed-receipts-03 compliant)
• Cedar Policy Governance (pre/post trade authorization)

When to Use

• New 5-minute or 15-minute BTC market opens on Polymarket
• Binance BTC/USDT momentum signal exceeds threshold
• Market meets volume, spread, and fee filters

Workflow

1. Market Discovery - Scan Polymarket for active BTC 5m/15m markets
2. Signal Generation - Fetch Binance 1m candles, calculate momentum
3. Filter Application - Apply volume, spread, fee, momentum thresholds
4. Enhanced Decision - Run TradingAgents pipeline + Swarm Consensus
5. Governance Check - Cedar policy evaluation + ACTA receipt signing
6. Trade Execution - Place trade via Simmer SDK with Kelly sizing
7. Position Management - Monitor until expiry, apply stop-loss/take-profit
8. Outcome Logging - Record trade with thesis, confidence, outcome

Configuration

{
  "momentum_threshold_pct": 0.10,
  "volume_filter_usd": 10000,
  "spread_filter_pct": 0.05,
  "fee_buffer": 1.5,
  "position_size_pct": 0.05,
  "max_hold_minutes": 5
}

Integration Points

• Uses trading_agents.pipeline.TradingAgentsPipeline for enhanced decisions
• Uses swarm_consensus.integrate_predictive.PredictiveSwarm for swarm consensus
• Uses veritas_receipts.VeritasReceiptSigner for ACTA receipt signing
• Uses cedar_policy.CedarPolicyEngine for policy enforcement
• Emits ACTA receipts for every trade decision
• Logs to prediction-trade-journal for calibration

Environment Variables

SIMMER_API_URL=https://api.simmer.markets
SIMMER_API_KEY=
SIMMER_MOMENTUM_THRESHOLD=0.001
SIMMER_VOLUME_FILTER=10000
SIMMER_SPREAD_FILTER=0.05
SIMMER_FEE_BUFFER=1.5
SIMMER_POSITION_SIZE_PCT=0.05
SIMMER_MAX_HOLD_MINUTES=5

Governance

• All trade decisions emit ACTA Ed25519 receipts (IETF draft-farley-acta-signed-receipts-03)
• Cedar policy engine evaluates pre-trade authorization
• Quarter-Kelly position sizing (max 10% bankroll per trade)
• Hard stop-loss at 5%, take-profit at 10%
• TRADING_VENUE=sim forced for paper trading
• 3-gate safety: TRADING_VENUE=polymarket + --live + SIMMER_MCP_ALLOW_LIVE=true required for live

Safety

• Only executes when BOTH pipeline and swarm agree on side
• Position size capped at 10% bankroll
• Hard stop-loss at 5% from entry
• Max 3 concurrent trades per tick
• TRADING_VENUE=sim enforced (paper only)