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Readme & install
Copy the install command, review bundled files from the catalogue, and read any extended description pulled from the listing source.
Installation
Preview and clipboard use veilstrat where the catalogue uses aiagentskills.
npx veilstrat add skill openclaw/skills --skill polymarket-copytrading- _meta.json1.7 KB
- clawhub.json1.0 KB
- copytrading_trader.py23.1 KB
- SKILL.md9.0 KB
Overview
This skill mirrors positions from top Polymarket traders using the Simmer API and a size-weighted aggregation across multiple wallets. It helps users copy trades, inspect wallet positions, and run automated or ad-hoc scans with dry-run and live execution modes. Configuration options let you control top-N filtering, per-position spend limits, and rebalance behavior.
How this skill works
Each run fetches positions for the configured wallets via the Simmer SDK, combines them using size-weighted aggregation, and filters out conflicted markets where wallets disagree. The script imports missing markets, applies Top-N and minimum-size rules, computes rebalance trades to match target allocations, and optionally executes trades through Simmer while respecting spending and minimum-share constraints. Results are reported back with executed or skipped trade details.
When to use it
- You want to mirror successful Polymarket traders without manually tracking every trade
- You need a quick audit of what one or more whale wallets currently hold
- You want to run recurring scans to keep allocations aligned with chosen wallets
- You want to test strategies using dry-run before committing real USDC
- You need to sell positions when tracked whales exit markets
Best practices
- Start conservative: use --dry-run and low --max-usd (e.g., $5–$10) before scaling
- Follow 2–5 wallets with similar conviction styles to reduce conflicting signals
- Use Top-N filtering to concentrate capital on highest-conviction markets
- Respect Polymarket minimums: orders must be ≥5 shares and SDK enforces $1 minimum position
- Monitor USDC balance and reduce Top-N or max-per-position if balance is insufficient
Example use cases
- Ad‑hoc: copytrade a single wallet by running with --wallets 0x123... and inspect suggested trades
- Recurring: set SIMMER_COPYTRADING_WALLETS and scheduled runs to auto-align allocations every few hours
- Risk control: run python copytrading_trader.py --dry-run to preview trades, then --live when confident
- Exit management: run with --whale-exits to sell positions whales no longer hold
- Full rebalance: run --rebalance to both buy and sell to match aggregated target allocations
FAQ
Default runs are dry-run. Only use --live to execute trades and start with small --max-usd limits.
What if tracked wallets disagree on a market?
Conflicted markets are skipped automatically to avoid taking opposing positions; adjust followed wallets to reduce conflicts.
How is allocation calculated across wallets?
Allocations use size-weighted aggregation so larger wallets have proportionally more influence; Top-N and max-per-position caps are applied afterward.