Polymarket FastLoop Trader — Improved

An enhanced version of the Simmer FastLoop skill with rigorous edge filtering, multi-signal confirmation, and real calibration tracking.

Default is paper mode. Use --live for real trades. Always run 100+ paper trades first to validate your win rate before going live.

⚠️ Fast markets carry Polymarket's 10% fee. Your signal needs to be right 63%+ of the time to profit. This skill will tell you your actual win rate.

Key Improvements Over Original

Quick Start

# Install dependency
pip install simmer-sdk

# Set API key
export SIMMER_API_KEY="your-key-here"

# Paper mode — see what would happen (default)
python fastloop_improved.py

# Go live
python fastloop_improved.py --live

# Check calibration stats (win rate, P&L, signal accuracy)
python fastloop_improved.py --stats

# Resolve any expired paper trades against real outcomes
python fastloop_improved.py --resolve

# Quiet mode for cron
python fastloop_improved.py --live --quiet

How to Run on a Loop

OpenClaw native cron:

openclaw cron add \
  --name "FastLoop Improved" \
  --cron "*/5 * * * *" \
  --tz "UTC" \
  --session isolated \
  --message "Run improved fast loop: cd /path/to/skill && python fastloop_improved.py --live --quiet. Show output summary." \
  --announce

Linux crontab:

*/5 * * * * cd /path/to/skill && python fastloop_improved.py --live --quiet

Configuration

# Raise momentum threshold (recommended: 1.0–2.0%)
python fastloop_improved.py --set min_momentum_pct=1.5

# Require order book confirmation
python fastloop_improved.py --set require_orderbook=true

# Set sweet-spot window for market selection (seconds remaining)
python fastloop_improved.py --set target_time_min=90 --set target_time_max=180

# Disable time-of-day filter (trade 24/7)
python fastloop_improved.py --set time_filter=false

All Settings

Signal Logic

Three signals are evaluated independently. The momentum signal is always required. Funding and order book are optional confirmation layers.

1. Momentum (always on)

• Fetch N one-minute Binance candles
• momentum = (close_now - open_then) / open_then * 100
• Must exceed min_momentum_pct

2. Funding Rate (optional, require_funding=true)

• Fetch Binance perpetual funding rate for the asset
• Positive funding + upward momentum = longs crowded, signal is weaker → SKIP
• Negative funding + upward momentum = confirmation → TRADE
• Logic inverted for downward momentum

3. Order Book Imbalance (optional, require_orderbook=true)

• Fetch top 20 levels of Binance L2 book
• imbalance = (bid_depth - ask_depth) / (bid_depth + ask_depth)
• Imbalance > 0.1 confirms upward momentum
• Imbalance < -0.1 confirms downward momentum

Fee-Accurate EV

entry_price  = market price of chosen side
win_profit   = (1 - entry_price) × (1 - fee_rate)
breakeven    = entry_price / (win_profit + entry_price)
required_div = (breakeven - 0.50) + fee_buffer

Trade only fires if actual_divergence ≥ required_div.

Time-of-Day Filter

Skips 02:00–06:00 UTC by default. US session (13:00–21:00 UTC) is the highest-liquidity window for crypto prediction markets.

Volatility-Adjusted Sizing

24h_vol = std(hourly_returns_last_24h) × √24
size    = max_position × min(1.0, 0.02 / 24h_vol)

High volatility → smaller position. Low volatility with strong trend → full size.

Win Rate Calibration

The skill tracks every paper and live trade in fastloop_ledger.json. After market expiry, run --resolve to fetch the actual Polymarket outcome and log it. After 50+ trades, --stats shows your real win rate broken down by momentum threshold, time of day, and asset — so you can tune settings based on actual data rather than guessing.

Troubleshooting

All troubleshooting from the original skill applies. Additional:

"Funding rate fetch failed"

• Binance futures API may be rate-limited. Skill falls back to momentum-only.

"Order book imbalance: neutral"

• Market is balanced, signal is ambiguous — skipped if require_orderbook=true.

"Time filter: low liquidity window"

• Current UTC hour is in the 02–06 block. Set time_filter=false to override.