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Install in OpenClaw
/install dolph-clob-microstructure
Description
Analyzes Polymarket order book microstructure for inefficiencies and generates signals to trade fake breakouts and manage position sizing.
README (SKILL.md)
CLOB Microstructure Scanner
Structural alpha from Polymarket order book analysis. Nobody else on Simmer does this.
What It Does
Pulls raw order book data from Polymarket's CLOB API and scores each market on four microstructure dimensions:
| Dimension | What It Measures |
|---|---|
| Liquidity Gaps | Thin zones in the book where price can jump |
| Order Book Imbalance | Bid vs ask weight asymmetry |
| Whale Activity | Large single orders relative to book depth |
| Fake Breakout Detection | Sudden moves on thin volume that revert |
Each dimension scores 0-25, combined into a 0-100 inefficiency score.
Signals
- ENTRY_OK — Normal conditions, standard sizing
- REDUCE_SIZE — Elevated microstructure risk, cut position size
- SKIP — Too dangerous, stay out
- MEAN_REVERT — Fake breakout detected, fade the move
The bot only trades on MEAN_REVERT signals, fading fake breakouts via SimmerClient.
Configuration
- Runs every 5 minutes via cron
- Defaults to dry-run; pass
--livefor real execution - Requires
SIMMER_API_KEYenvironment variable
Usage
# Dry run (default)
python clob_microstructure.py
# Live trading
python clob_microstructure.py --live
# Quiet mode for cron
python clob_microstructure.py --live --quiet
🧪 Remixable Template — Fork this skill and tweak the scoring weights, signal thresholds, or add your own microstructure indicators. The modular scoring system makes it easy to extend.
Usage Guidance
This skill appears to do what it claims (analyze order books and optionally trade) but there are important practical risks and metadata inconsistencies to consider before installing:
- Metadata mismatch: the registry summary that listed no required env vars is incorrect; SKILL.md and clawhub.json require SIMMER_API_KEY. Treat the latter as authoritative. Ask the publisher to correct registry metadata before trusting the package.
- Trading risk: with a valid SIMMER_API_KEY and running the script with --live, the skill will place real trades. Keep the API key scoped to minimal permissions and test thoroughly in dry-run mode first.
- Autonomy & scheduling: the skill is intended to run on a 5-minute cron. If you allow autonomous invocation or enable scheduled runs, ensure you have monitoring and limits (MAX_TRADES_PER_RUN, position caps) configured and that you understand how to abort live runs.
- Hidden env usage: the code reads several optional CLOB_* environment variables not declared in the registry; audit any environment variables you set and review the code (including the truncated portion) to ensure there are no unexpected network endpoints or exfiltration paths.
- Code review: before providing credentials, review the full Python file (the sample was truncated) for any unexpected network calls, logging of secrets, or code paths that could post data to unknown endpoints.
If you want to proceed: run in dry-run mode locally, confirm behavior, and limit the SIMMER_API_KEY permissions and schedule. If you prefer, ask the publisher to provide corrected metadata and a third-party security review.
Capability Analysis
Type: OpenClaw Skill
Name: dolph-clob-microstructure
Version: 1.0.0
The skill is a legitimate trading bot designed to analyze Polymarket order book microstructure and execute trades via the Simmer SDK. It fetches market data from official Polymarket API endpoints (clob.polymarket.com and data-api.polymarket.com) and implements transparent scoring logic for liquidity gaps, imbalances, and whale activity. No evidence of data exfiltration, malicious execution, or prompt injection was found in clob_microstructure.py or SKILL.md.
Capability Tags
Capability Assessment
Purpose & Capability
The skill's name, description, SKILL.md and clob_microstructure.py align: it fetches Polymarket order books, scores microstructure, and can trade MEAN_REVERT signals via SimmerClient. However the registry summary at the top of the prompt claimed no required environment variables while both SKILL.md and clawhub.json require SIMMER_API_KEY — a discrepancy in metadata that should be corrected. Requesting an API key for Simmer is appropriate for trading functionality.
Instruction Scope
SKILL.md instructs running clob_microstructure.py (cron every 5 minutes) and explicitly supports a --live mode to execute real trades; the script uses network calls to clob.polymarket.com and data-api.polymarket.com and invokes SimmerClient to place trades. The instructions and code permit autonomous periodic execution and live trading if the API key is present. The SKILL.md claims defaults to dry-run but gives the agent clear means to execute real trades — this increases risk if the skill is invoked without careful review.
Install Mechanism
There is no installer that downloads arbitrary code; the package is instruction-only with an included Python file. clawhub.json declares pip dependencies (simmer-sdk, requests) which are reasonable for the stated purpose. No external or untrusted download URLs are present.
Credentials
The skill requires SIMMER_API_KEY (declared in SKILL.md and clawhub.json) which is appropriate for trading, but the top-level manifest reported 'Required env vars: none' — inconsistent metadata. The code also reads many optional CLOB_* and TRADING_VENUE environment variables (CLOB_LIQUIDITY_GAP, CLOB_IMBALANCE_THRESHOLD, CLOB_TRADE_SIZE, CLOB_MARKETS_TO_SCAN, CLOB_MIN_HOURS_TO_EXPIRY, CLOB_MAX_TRADES, etc.) that are not declared in the registry env list. Because this skill can perform actions with financial impact, ensure the SIMMER_API_KEY has limited permissions and that you understand how live mode is triggered.
Persistence & Privilege
always:false (not force-installed) and model invocation is allowed (normal). The skill can be scheduled (cron every 5 minutes) and, when invoked with --live and provided credentials, will place trades. Autonomous invocation combined with real-trade capability raises the operational risk (unexpected trades) but is not in itself a manifest privilege escalation—review invocation policies and restrict automatic runs if needed.
How to Use
- Make sure OpenClaw is installed (local or Docker)
- Run the install command in chat:
/install dolph-clob-microstructure - After installation, invoke the skill by name or use
/dolph-clob-microstructure - Provide required inputs per the skill's parameter spec and get structured output
Version History
v1.0.0
- Initial release of CLOB Microstructure Scanner for Polymarket order book analysis
- Scores markets on liquidity gaps, order book imbalance, whale activity, and fake breakout detection (0–100 scale)
- Generates actionable trading signals: ENTRY_OK, REDUCE_SIZE, SKIP, and MEAN_REVERT
- Trades only on MEAN_REVERT signals, fading fake breakouts for structural alpha
- Modular, extensible scoring system; runs every 5 minutes by default
- Supports dry-run and live-trading modes
Metadata
Frequently Asked Questions
What is Polymarket Clob Microstructure?
Analyzes Polymarket order book microstructure for inefficiencies and generates signals to trade fake breakouts and manage position sizing. It is an AI Agent Skill for Claude Code / OpenClaw, with 84 downloads so far.
How do I install Polymarket Clob Microstructure?
Run "/install dolph-clob-microstructure" in the OpenClaw or Claude Code chat to install it in one step — no extra setup required.
Is Polymarket Clob Microstructure free?
Yes, Polymarket Clob Microstructure is completely free, licensed under MIT-0. You can download, install and use it at no cost.
Which platforms does Polymarket Clob Microstructure support?
Polymarket Clob Microstructure is cross-platform and runs anywhere OpenClaw / Claude Code is available (cross-platform).
Who created Polymarket Clob Microstructure?
It is built and maintained by richducat (@richducat); the current version is v1.0.0.
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