Polymarket Mert Sniper

说明文档

# Mert Sniper

Near-expiry conviction trading on Polymarket. Snipe markets about to resolve when the odds are heavily skewed.

> Strategy by [@mert](https://x.com/mert/status/2020216613279060433) — filter by topic, cap your bets, wait until near expiry, and only trade strong splits.

> **This is a template.** The default logic (expiry + split filter) gets you started — remix it with your own filters, timing rules, or market selection criteria. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

## When to Use This Skill

> **Polymarket only.** All trades execute on Polymarket with real USDC. Use `--live` for real trades, dry-run is the default.

Use this skill when the user wants to:
- Trade markets that are about to resolve (last-minute conviction bets)
- Filter by topic (e.g. only SOL/crypto markets)
- Cap bet size (e.g. never more than $10)
- Only trade when odds are strongly skewed (e.g. 60/40 or better)
- Run an automated expiry-sniping strategy

## Setup Flow

1. **Ask for Simmer API key**
   - Get it from simmer.markets/dashboard -> SDK tab
   - Store in environment as `SIMMER_API_KEY`

2. **Ask for wallet private key** (required for live trading)
   - This is the private key for their Polymarket wallet (the wallet that holds USDC)
   - Store in environment as `WALLET_PRIVATE_KEY`
   - The SDK uses this to sign orders client-side automatically — no manual signing needed

3. **Ask about settings** (or confirm defaults)
   - Market filter: Which markets to scan (default: all)
   - Max bet: Maximum per trade (default $10)
   - Expiry window: How close to resolution (default 2 minutes)
   - Min split: Minimum odds skew (default 60/40)

4. **Save settings to config.json or environment variables**

## Configuration

| Setting | Environment Variable | Default | Description |
|---------|---------------------|---------|-------------|
| Market filter | `SIMMER_MERT_FILTER` | (all) | Tag or keyword filter (e.g. `solana`, `crypto`) |
| Max bet | `SIMMER_MERT_MAX_BET` | 10.00 | Maximum USD per trade |
| Expiry window | `SIMMER_MERT_EXPIRY_MINS` | 2 | Only trade markets resolving within N minutes |
| Min split | `SIMMER_MERT_MIN_SPLIT` | 0.60 | Only trade when YES or NO >= this (e.g. 0.60 = 60/40) |
| Max trades/run | `SIMMER_MERT_MAX_TRADES` | 5 | Maximum trades per scan cycle |
| Smart sizing % | `SIMMER_MERT_SIZING_PCT` | 0.05 | % of balance per trade |

## Quick Commands

```bash
# Check account balance and positions
python scripts/status.py

# Detailed position list
python scripts/status.py --positions
```

**API Reference:**
- Base URL: `https://api.simmer.markets`
- Auth: `Authorization: Bearer $SIMMER_API_KEY`
- Portfolio: `GET /api/sdk/portfolio`
- Positions: `GET /api/sdk/positions`

## Running the Skill

```bash
# Dry run (default -- shows opportunities, no trades)
python mert_sniper.py

# Execute real trades
python mert_sniper.py --live

# Filter to specific markets
python mert_sniper.py --filter solana

# Custom expiry window (5 minutes)
python mert_sniper.py --expiry 5

# With smart position sizing (uses portfolio balance)
python mert_sniper.py --live --smart-sizing

# Check positions only
python mert_sniper.py --positions

# View config
python mert_sniper.py --config

# Disable safeguards (not recommended)
python mert_sniper.py --no-safeguards
```

## How It Works

Each cycle the script:
1. Fetches active markets from Simmer API (optionally filtered by tag/keyword)
2. Filters to markets resolving within the expiry window (default 2 minutes)
3. Checks the price split -- only trades when one side >= min_split (default 60%)
4. Determines direction: backs the favored side (higher probability)
5. **Safeguards**: Checks context for flip-flop warnings, slippage, market status
6. **Execution**: Places trade on the favored side, capped at max bet
7. Reports summary of scanned, filtered, and traded markets

## Example Output

```
🎯 Mert Sniper - Near-Expiry Conviction Trading
==================================================

  [DRY RUN] No trades will be executed. Use --live to enable trading.

  Configuration:
  Filter:        solana
  Max bet:       $10.00
  Expiry window: 2 minutes
  Min split:     60/40
  Max trades:    5
  Smart sizing:  Disabled
  Safeguards:    Enabled

  Fetching markets (filter: solana)...
  Found 12 active markets

  Markets expiring within 2 minutes: 2

  SOL highest price on Feb 10?
     Resolves in: 1m 34s
     Split: YES 72% / NO 28%
     Side: YES (72% >= 60%)
     [DRY RUN] Would buy $10.00 on YES

  Summary:
  Markets scanned: 12
  Near expiry:     2
  Strong split:    1
  Trades executed: 0

  [DRY RUN MODE - no real trades executed]
```

## Troubleshooting

**"No markets found"**
- Check your filter -- try without a filter first
- Markets may not be available (check simmer.markets)

**"No markets expiring within window"**
- Increase expiry window: `--expiry 10` (10 minutes)
- Or run more frequently (cron every minute)

**"Split too narrow"**
- Lower the min split: `--set min_split=0.55`
- This trades more often but with less conviction

**"Resolves in: 17h" on 15-min markets**
- Polymarket's `endDate` is the event-level end-of-day, not the individual market close time
- For 15-min crypto markets (e.g. "BTC Up or Down - Feb 8, 11PM ET"), the actual close time is in the question text but not in the API
- This is a Polymarket data limitation — widen the expiry window (`--expiry 1080`) as a workaround, or use the split filter to find conviction opportunities regardless of timing

**"External wallet requires a pre-signed order"**
- `WALLET_PRIVATE_KEY` is not set in the environment
- The SDK signs orders automatically when this env var is present — no manual signing code needed
- Fix: `export WALLET_PRIVATE_KEY=0x<your-polymarket-wallet-private-key>`
- Do NOT attempt to sign orders manually or modify the skill code — the SDK handles it

**"Balance shows $0 but I have USDC on Polygon"**
- Polymarket uses **USDC.e** (bridged USDC, contract `0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174`) — not native USDC
- If you bridged USDC to Polygon recently, you likely received native USDC
- Swap native USDC to USDC.e, then retry

**"API key invalid"**
- Get new key from simmer.markets/dashboard -> SDK tab