Polymarket Macro Calendar Catalyst Trader

Trades Polymarket prediction markets that resolve near known calendar catalyst events (FOMC meetings, major tournament finals, geopolitical summits, crypto h...

This skill appears to implement the stated Polymarket catalyst-trading strategy and defaults to paper trading, which is good. However: (1) the registry metadata provided at the top is inconsistent with the files—clawhub.json and SKILL.md require SIMMER_API_KEY while the top-level 'Requirements' claimed none; (2) trader.py reads additional environment variables (thresholds and minimum trade) that are not declared in the registry metadata/tunables, so verify what environment variables the runtime will expose; (3) the only external dependency is simmer-sdk (PyPI) — review that package before installing and ensure it is the official client; (4) run the skill in sim/paper mode first and inspect network activity/requests to confirm behavior; (5) if you decide to run live, create a dedicated SIMMER_API_KEY with the least privilege necessary and rotate it afterwards. If you want higher assurance, ask the author to correct the metadata (declare all env vars and tunables) and provide a short audit of the simmer-sdk dependency and its network endpoints.

Type: OpenClaw Skill Name: polymarket-macro-calendar-catalyst-trader Version: 0.0.3 The skill bundle implements an automated trading strategy for Polymarket that targets markets resolving near major calendar events (FOMC, sports finals, etc.). The code in trader.py is well-structured, implementing clear logic for 'coiled spring' markets and incorporating safety features such as slippage limits, spread gates, and a default paper-trading mode (venue='sim'). No indicators of data exfiltration, malicious execution, or prompt injection were found; the script strictly uses the provided SIMMER_API_KEY for its stated purpose via the simmer-sdk.