PMXT Cross-Exchange Trader

> This is a template. Default signal: PMXT API price discovery across exchanges (Polymarket, Kalshi, Limitless, etc.).

> Remix it with custom probability models, different signal sources, or alternative confidence scoring.

> The skill handles all plumbing (market discovery, trade execution, safeguards). Your agent provides alpha.

What it does

Queries PMXT for active prediction markets, identifies bargains (entry threshold ≤45¢), and routes trades through Simmer SDK to Polymarket. PMXT aggregates orderbook depth, volume, and pricing across multiple exchanges, giving better signal quality than single-source price feeds.

Strategy

1. Fetch top trending markets from PMXT API
2. Filter by entry threshold (default ≤25¢ for strong buy, ≤45¢ for bargain)
3. Cross-check liquidity & volume (skip illiquid markets)
4. Check Simmer context for flip-flop warnings & slippage
5. Size position via Kelly with min EV threshold
6. Execute trade with reasoning tag

Configuration

Set via environment variables:

Usage

# Dry run (default)
python pmxt_trader.py

# Live trading
python pmxt_trader.py --live

# Show positions only
python pmxt_trader.py --positions

# Smart sizing (Kelly-based)
python pmxt_trader.py --live --smart-sizing

Safeguards

• Volume floor (skip illiquid markets)
• Spread check via Polymarket CLOB
• Flip-flop detection via Simmer context
• Daily budget cap
• Max position per trade
• Resolution time check (skip markets resolving <2h)