> This is a template.
> The default signal estimates posts-so-far from elapsed time and daily rate — remix it with real-time post counting via Twitter API, Social Blade scrapers, or Polymarket order flow analysis.
> The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.
As a posting period progresses, bins become mathematically eliminable. If Elon has estimated ~130 tweets after 2 of 3 days, the "40-64" bin is dead — but it might still trade at 5-10% because the market is slow to update.
This skill tracks the elapsed fraction of each market's period and computes which bins are still viable, which are dead, and which are on-trajectory.
elapsed_fraction = (now - start) / (end - start)posts_so_far = elapsed_fraction daily_rate period_daysmax_total = posts_so_far + max_daily_rate * remaining_daysmin_total = posts_so_far + 0.3 daily_rate remaining_daysbin_lower > max_total → bin is dead (unreachable)bin_upper < min_total → bin is dead (already surpassed)| Person | Avg Daily | Max Daily | Notes |
|---|---|---|---|
| -------- | ----------- | ----------- | ------- |
| Elon Musk | 65 | 120 | Thread storms can 2x rate |
| Donald Trump | 23 | 50 | Rally days spike |
| Vitalik | 8 | 20 | Conference days |
| CZ | 12 | 30 | Exchange drama days |
| Parameter | Default | Notes |
|---|---|---|
| ----------- | --------- | ------- |
| Max position size | $40 USDC | Per market |
| Min market volume | $1,000 | Standard filter |
| Max bid-ask spread | 10% | Default threshold |
| Min days to resolution | 0 | Post-count markets are short-lived |
| Max open positions | 8 | Diversify across bins |
clawhub install polymarket-twitter-bin-decay-trader
Requires: SIMMER_API_KEY environment variable.
Cron is set to null — the skill does not run on a schedule until you configure it in the Simmer UI.
The skill defaults to paper trading (venue="sim"). Real trades only execute when --live is passed explicitly.
| Scenario | Mode | Financial risk |
|---|---|---|
| ---------- | ------ | ---------------- |
python trader.py | Paper (sim) | None |
| Cron / automaton | Paper (sim) | None |
python trader.py --live | Live (polymarket) | Real USDC |
The automaton cron is set to null — it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.
| Variable | Required | Notes |
|---|---|---|
| ---------- | ---------- | ------- |
SIMMER_API_KEY | Yes | Trading authority — keep this credential private. Do not place a live-capable key in any environment where automated code could call --live. |
All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so apply_skill_config() can load them securely.
| Variable | Default | Purpose |
|---|---|---|
| ---------- | --------- | --------- |
SIMMER_MAX_POSITION | 40 | Max USDC per trade (reached at 100% conviction) |
SIMMER_MIN_VOLUME | 1000 | Min market volume filter (USD) |
SIMMER_MAX_SPREAD | 0.10 | Max bid-ask spread (0.10 = 10%) |
SIMMER_MIN_DAYS | 0 | Min days until market resolves |
SIMMER_MAX_POSITIONS | 8 | Max concurrent open positions |
SIMMER_YES_THRESHOLD | 0.38 | Buy YES if market price ≤ this value |
SIMMER_NO_THRESHOLD | 0.62 | Sell NO if market price ≥ this value |
SIMMER_MIN_TRADE | 5 | Floor for any trade (min USDC regardless of conviction) |
simmer-sdk is published on PyPI by Simmer Markets.
Review the source before providing live credentials if you require full auditability.
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