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Polymarket Clob Microstructure

Name: Polymarket Clob Microstructure
Author: mibayy

作者 Mibayy · GitHub ↗ · v2.0.6 · MIT-0

cross-platform ✓ 安全检测通过

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总下载

当前安装

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在 OpenClaw 中安装

/install clob-microstructure

功能描述

Analyzes Polymarket CLOB order books to score liquidity gaps, order imbalance, whale activity, and fake breakouts, generating trading signals and fading fake...

使用说明 (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 --live for real execution
Requires SIMMER_API_KEY environment 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.

安全使用建议

This skill appears coherent with its described purpose. Before enabling live trading: 1) Keep it in dry-run to observe signals and log output; 2) Confirm the permissions and behaviour of the Simmer account tied to SIMMER_API_KEY (what trade permissions and withdrawal/transfer rights it has); 3) Ensure the default TRADING_VENUE='sim' or avoid --live until you trust results; 4) Review and tune MAX_TRADES_PER_RUN / FADE_SIZE_USD to limit financial exposure; 5) Be aware pip dependencies will be installed from PyPI (simmer-sdk, requests). If you need higher assurance, audit the full clob_microstructure.py file (it’s included) and verify SimmerClient’s implementation separately.

功能分析

Type: OpenClaw Skill Name: clob-microstructure Version: 2.0.6 The skill is a legitimate trading bot designed to analyze Polymarket order book microstructure and execute 'mean reversion' trades via the Simmer SDK. The Python script (clob_microstructure.py) implements a multi-dimensional scoring system (liquidity gaps, imbalance, whale activity, and fake breakouts) and interacts with official Polymarket API endpoints. No evidence of data exfiltration, malicious execution, or prompt injection was found.

能力评估

✓ Purpose & Capability

Name/description match the code: it fetches order books and trades MEAN_REVERT signals via SimmerClient. Declared dependency on simmer-sdk and requests is consistent with this functionality; required env var SIMMER_API_KEY is exactly what a trading client needs.

✓ Instruction Scope

SKILL.md and the Python entrypoint focus on: fetching CLOB and trade data from polymarket endpoints, scoring markets, safety checks, and sending trades through SimmerClient. The instructions do not ask the agent to read unrelated files, secrets, or system paths, nor to post data to unexpected external endpoints.

ℹ Install Mechanism

clawhub.json lists pip packages (simmer-sdk, requests) so installation will pull from PyPI — this is expected and moderate risk. There is no download-from-arbitrary-URL or archive extraction. (The top-level metadata said 'no install spec' but clawhub.json contains pip requirements — the presence of pip deps is normal.)

✓ Credentials

Only SIMMER_API_KEY (and optional TRADING_VENUE and a few CLOB_* tuning envs) are referenced. These are proportional to a trading bot that uses SimmerClient; the skill does not request unrelated secrets or multiple external credentials.

✓ Persistence & Privilege

always is false and the skill is user-invocable. It does not request global or elevated privileges, nor does it modify other skills' configuration. Autonomous invocation is allowed (default) but not combined with other red flags.

如何使用

确保已安装 OpenClaw（本地或 Docker 部署）
在对话框中输入安装命令：/install clob-microstructure
安装完成后，直接呼叫该 Skill 的名称或使用 /clob-microstructure 触发
根据 Skill 的参数说明提供必要输入，即可获得结构化输出

版本历史

v2.0.6

Gradient sizing: 75-79=, 80-89=0, 90-94=5, 95+=0 — proportional to conviction score

v2.0.5

Expanded SKIP_PATTERNS: weather, political, social/influencer, long-horizon markets — no microstructure edge on these

v2.0.1

Fix Market dataclass access, find_markets API, venue default to sim

元数据

Slug clob-microstructure

版本 2.0.6

许可证 MIT-0

累计安装 0

当前安装数 0

历史版本数 3

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