Divergence Trading - Spot vs Poly Price Lag

Detects when Binance spot prices move but Polymarket 15-minute binary markets haven't caught up yet. Buys the lagging side and sells when it corrects.

Strategy tags match the CLAUDE.md encoding: BTC_DOWN_s12-14_w15 (0.12-0.14% move in 15s window).

Starts in dry-run mode by default (no real orders).

Quick Start

/div start # Dry-run on BTC,ETH,SOL,XRP /div start BTC,ETH --size 30 # Specific assets + size /div status # Stats, open positions /div stop # Stop and show summary

Commands

Start / Stop

/div start [ASSETS] [--size N] [--dry-run] /div stop

Monitor

/div status Stats + open positions + round info /div positions Last 20 closed trades with strategy tags /div markets Active 15-min markets from Gamma API

Configure

/div config Show current config /div config --tp 20 --sl 30 Set TP/SL % /div config --size 50 Set trade size /div config --windows 5,10,30 Set detection windows

Detection Algorithm

For each spot tick, across all configured windows (5s, 10s, 15s, 30s, 60s, 90s, 120s):

• Look up spot price N seconds ago via binary search

• Calculate spotMovePct = (now - then) / then * 100

• If move >= threshold AND poly is fresh (< 5s stale):

• Generate signal with strategy tag: {ASSET}_{DIR}_s{bucket}_w{window}

• e.g., BTC_DOWN_s12-14_w15 = 0.12-0.14% spot drop over 15s

Threshold Buckets

Bucket Spot Move Range

s08-10 0.08% - 0.10%

s10-12 0.10% - 0.12%

s12-14 0.12% - 0.14%

s14-16 0.14% - 0.16%

s16-20 0.16% - 0.20%

s20+ 0.20%+

Exit Logic

• Force exit — < 30s before market expiry

• Take profit — PnL >= 15% (configurable)

• Stop loss — PnL <= -25% (configurable)

• Trailing stop — Activated at +10%, exits if drops 8% from HWM

• Time exit — < 2min before expiry