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

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:

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:

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.

autostart: false and cron: null — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz) - PyPI: https://pypi.org/project/simmer-sdk/ - GitHub: https://github.com/SpartanLabsXyz/simmer-sdk