polymarket-executor-skill_skill

This skill automates Polymarket trading using multi-strategy arbitrage and paper mode to validate profitability before real deployment.
  • Python

2.6k

GitHub Stars

6

Bundled Files

2 months ago

Catalog Refreshed

3 months ago

First Indexed

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-executor-skill

  • _meta.json302 B
  • CONFIGURATION.md6.0 KB
  • polymarket_executor.py37.2 KB
  • README.md2.8 KB
  • SKILL.md6.5 KB
  • SYSTEMD_SETUP.md4.9 KB

Overview

This skill is an autonomous multi-strategy trading bot for Polymarket prediction markets. It scans thousands of markets across crypto, politics, sports, economics, entertainment and more to find parity arbitrage, tail-end trades, and logical arbitrage. The default startup is paper mode for simulated validation and it reads adaptive parameters from learned_config.json. Live mode supports real capital with circuit breakers, Kelly sizing, and safety limits.

How this skill works

On each scan cycle the executor fetches all available markets and evaluates them against configured strategy filters (parity, tail-end, logical). It sizes positions using a conservative Kelly fraction and enforces per-market and portfolio caps, stop-losses, and a daily circuit breaker. The optimizer updates learned_config.json every six hours to tune thresholds and allocations based on recent performance. Paper mode logs simulated trades and metrics for readiness checks before enabling live trading.

When to use it

  • Validate automated market strategies in paper mode before deploying capital.
  • Exploit pricing inefficiencies like YES+NO parity mismatches across many markets.
  • Capture low-risk tail-end opportunities where outcomes are nearly certain.
  • Monitor related markets for logical arbitrage between inconsistent probabilities.
  • Run continuous market scanning with adaptive parameter tuning via the optimizer.

Best practices

  • Start in paper mode and reach 30+ resolved paper trades with positive P&L before going live.
  • Use residential proxy when placing live orders to avoid CLOB POST blocks from datacenter IPs.
  • Keep conservative risk settings: small Kelly fraction, max position and concurrent trade limits.
  • Monitor optimizer adjustments and audit learned_config.json changes before deployment.
  • Enable alerts (Telegram) and circuit breakers to halt trading on large drawdowns.

Example use cases

  • Detect YES+NO parity discrepancy and buy both sides for a guaranteed payout.
  • Buy a >95% tail-end market near $0.97 and realize small, low-risk gains on resolution.
  • Identify impossible probability ordering between related markets and capture logical edge.
  • Run multi-strategy scans across 500–5000 markets per cycle to surface dozens of opportunities.
  • Backtest and tune strategy thresholds with paper_trades.json and performance_metrics.json output.

FAQ

Paper mode is the default and strongly recommended to validate strategies without risk before enabling live mode.

What protections are built in for live trading?

Built-in protections include Kelly-based position sizing, per-market and concurrent trade caps, stop-loss limits, a -15% daily circuit breaker, and a max daily trades cap.

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