Polymarket Ai Divergence

说明文档

# Polymarket AI Divergence Trader

Find markets where Simmer's AI consensus diverges from the real market price, then trade the edge.

> **This is a template.** The default logic trades when AI divergence exceeds 2% on zero-fee markets, using Kelly sizing capped at 25%. Remix it with different edge thresholds, sizing strategies, or additional filters (e.g., only trade markets resolving within 7 days). The skill handles plumbing (divergence scanning, fee checks, safeguards, execution). Your agent provides the alpha.

## What It Does

1. **Scans** all active markets for AI vs market price divergence
2. **Filters** to markets with edge above threshold (default 2%) and zero fees
3. **Checks** safeguards (flip-flop detection, existing positions)
4. **Sizes** using Kelly criterion, capped conservatively
5. **Executes** trades on the mispriced side (YES when AI is bullish, NO when bearish)

## Quick Commands

```bash
# Scan only (dry run, no trades)
python ai_divergence.py

# Scan + execute trades
python ai_divergence.py --live

# Only show bullish divergences
python ai_divergence.py --bullish

# Only >15% divergence
python ai_divergence.py --min 15

# JSON output
python ai_divergence.py --json

# Cron mode (quiet, trades only)
python ai_divergence.py --live --quiet

# Show config
python ai_divergence.py --config

# Update config
python ai_divergence.py --set max_bet_usd=10
```

## Configuration

| Key | Env Var | Default | Description |
|-----|---------|---------|-------------|
| `min_divergence` | `SIMMER_DIVERGENCE_MIN` | 5.0 | Min divergence % for scanner display |
| `min_edge` | `SIMMER_DIVERGENCE_MIN_EDGE` | 0.02 | Min divergence to trade (2%) |
| `max_bet_usd` | `SIMMER_DIVERGENCE_MAX_BET` | 5.0 | Max bet per trade |
| `max_trades_per_run` | `SIMMER_DIVERGENCE_MAX_TRADES` | 3 | Max trades per cycle |
| `kelly_cap` | `SIMMER_DIVERGENCE_KELLY_CAP` | 0.25 | Kelly fraction cap |
| `daily_budget` | `SIMMER_DIVERGENCE_DAILY_BUDGET` | 25.0 | Daily spend limit |
| `default_direction` | `SIMMER_DIVERGENCE_DIRECTION` | (both) | Filter: "bullish" or "bearish" |

Update via CLI: `python ai_divergence.py --set max_bet_usd=10`

## How It Works

### Divergence Signal

Each imported market has two prices:
- **AI consensus** (`current_probability`) — Simmer's AI consensus price, derived from multi-model ensemble forecasting
- **External price** (`external_price_yes`) — Real market price on Polymarket/Kalshi

`divergence = AI consensus - external price`

When divergence > 0: AI thinks the market is underpriced → buy YES
When divergence < 0: AI thinks the market is overpriced → buy NO

### Kelly Sizing

Position size uses the Kelly criterion:
```
kelly_fraction = edge / (1 - price)
position_size = kelly_fraction * max_bet_usd
```
Capped at `kelly_cap` (default 25%) to limit risk.

### Fee Filtering

75% of Polymarket markets have 0% fees. The remaining 25% charge 10% (short-duration crypto/sports). This skill **only trades zero-fee markets** to avoid fee drag eroding the edge.

### Safeguards

- **Fee check**: Skips markets with any taker fee
- **Flip-flop detection**: Uses SDK's context API to detect contradictory trades
- **Position check**: Skips markets where you already hold a position
- **Daily budget**: Stops trading when daily spend limit is reached
- **Kelly sizing**: Conservative sizing prevents over-betting

## API Endpoints Used

- `GET /api/sdk/markets/opportunities` — Divergence-ranked market list
- `GET /api/sdk/context/{market_id}` — Fee rate and safeguards per market
- `POST /api/sdk/trade` — Trade execution (via SDK client)
- `GET /api/sdk/positions` — Current portfolio positions

## Troubleshooting

**"No markets above min edge threshold"**
→ All divergences are below the `min_edge` setting. Lower it with `--set min_edge=0.01` or wait for larger divergences.

**"Daily budget exhausted"**
→ The skill has hit its daily spend limit. Adjust with `--set daily_budget=50`.

**All markets skipped for fees**
→ Only zero-fee markets are traded. If all available divergence opportunities have fees, no trades execute. This is by design.

**"context fetch failed"**
→ The SDK context endpoint is rate-limited (18 req/min). If running frequently, reduce `max_trades_per_run`.