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