Polymarket Simmer FastLoop Sync Pulse

> [!TIP]

> This is a template. The default signal is a Triple-Trigger strategy combining Binance momentum, NOFX institutional flow, and L2 Wall detection.

> Remix it with alternative signals like technical indicators (RSI/MACD), different CEX feeds, or custom LLM-based sentiment.

> The skill handles all the plumbing (market pre-caching, Simmer execution, budget safeguards). Your agent provides the alpha.

A professional-grade quantitative execution skill for Polymarket's 5-minute binary options.

🌟 Core Strategy: Triple-Trigger Sniper

This skill abandons naïve price-breakout logic. Every trade decision requires three independent confirmations:

1. Momentum & Pin Bar Filter (5m Candles)

• Measures the real momentum of the previous closed 5-minute candle on Binance.
• Pin Bar Rejection: If the counter-directional wick exceeds max_pin_bar_tail_pct (default 30%) of the full candle range, the signal is blocked as a likely exhaustion trap.
• min_momentum_pct defaults to 0.01% — acting as a near-zero-threshold pass-through that relies on the shape filter for quality control.

2. NOFX Institutional Flow (300s Window)

• Uses the NOFX API to check the past 300 seconds of Open Interest (OI) and institutional Netflow.
• Trend trade: Momentum + OI increasing (> -2%) + net institutional inflow.
• Reversion trade: Momentum + OI declining (< +2%) + net institutional outflow.

3. Binance L2 Verified Wall Detection

• Scans the Binance L2 order book for large price walls above min_wall_usd (default $1,000,000) up to wall_scan_depth levels deep.
• Anti-Spoofing: When a wall is detected, the script waits 1.5s and checks again. Only a wall that survives both checks is considered a real barrier, filtering out high-frequency spoofing.
• Usage: Trend trades avoid walls; Reversion trades require a wall to bounce off.

4. Pre-Caching Radar (V8.10 Ignition)

• On every run, the script fetches all upcoming market IDs from the Simmer API and saves them to a local fast_markets_cache.json.
• At market open, the Simmer API briefly hides the active market. The skill reads from its local cache to execute trades during this "API blackout", ensuring no opportunity is missed.
• The local cache ensures execution even on a cold start at the exact moment of market open.

⚙️ Account Setup

Set the following environment variables:

• Without WALLET_PRIVATE_KEY: Runs in simulation mode (paper trading, no real money).
• With WALLET_PRIVATE_KEY: Runs in live mode (real USDC on Polymarket).

> [!NOTE]

> Binance and NOFX are free, public APIs — no additional credentials or accounts are required. The skill reads Binance K-line/L2 data and NOFX OI/Netflow anonymously.

> [!WARNING]

> Never share your WALLET_PRIVATE_KEY. The Simmer SDK signs transactions locally — your private key is never transmitted to any server.

🚀 Quick Start

Step 1: Pre-Warm the Cache (Recommended on First Run)

On first launch, run the script once to populate the local market ID cache. You do not need to be near a market window — the script will scan future markets, save them, and exit safely.

python fastloop_improved.py

You should see: [Ignition] Successfully cached X future market IDs.

Step 2: Run the Sniper

# Dry run — analyzes signals but does NOT place orders
python fastloop_improved.py

# Live mode — places real orders
python fastloop_improved.py --live

> Note: With no WALLET_PRIVATE_KEY, --live uses Simmer's virtual $SIM balance (paper trading). Real USDC is only used when a private key is configured.

⚙️ All Settings

🆘 Troubleshooting

🎨 Remixing the Signal

This skill is designed as a remixable template. We separate the Structural Plumbing (Discovery, Execution, Budget) from the Signal Alpha.

Implementation Architecture:

• The Plumbing (Structural): Functions like discover_fast_market_markets, get_client, and the daily budget logic are core infrastructure.
• The Alpha (Replaceable): The decision brain lives in run_fast_market_strategy (~lines 570-580).

How to Remix:

1. Find the Brain: Modify is_trend or is_reversion in fastloop_improved.py.
2. Swap Data Sources: Replace fetch_nofx_oi or fetch_binance_orderbook with your own API calls (e.g., Glassnode, Santiment, or a custom model).
3. Customize Sizing: Edit calculate_position_size to implement Kelly Criterion or fixed-lot strategies.

The default "Triple-Trigger" is just one example of a high-conviction setup — use this template to wire your own strategy into Polymarket's pipes.

🤖 AI Operator Policy

When running this script as an automated agent, interpret outputs as follows:

✅ Success — Ignition: Log contains [Ignition] Successfully cached X future market IDs. Cache is populated. This is a successful run even if no trade fires.

⏳ Normal — Waiting: Log shows No tradeable markets found. This means no market is currently scheduled. The script will find one at the next window.

❌ True Failure: 401 Unauthorized, SyntaxError, AttributeError, or 10+ consecutive [API Delay] messages with no [Ignition] line.

The script's purpose is dual: snipe when conditions are right, and keep the local ID cache fresh at all other times.