polymarket-simmer-fastloop

# Polymarket Simmer FastLoop Trader

Automated trading skill for Polymarket BTC/ETH/SOL 5-minute and 15-minute fast markets. Uses a mean reversion strategy with momentum exhaustion detection, order book imbalance confirmation, and volatility-adjusted position sizing.

> **Default is paper mode.** Use `--live` for real trades.

## Strategy

When the latest 5-minute candle shows a rapid spike (momentum > threshold) the script buys the **reverse side**, capturing the pullback. Signals are filtered by:

- **Momentum**: Binance 1-minute candles, configurable threshold (default 1.0%).
- **Order Book Imbalance** (optional): Top 20 levels of Binance L2 book confirm directional bias.
- **NOFX Institutional Netflow**: Filters trades using institutional flow data.
- **Time-of-Day Filter**: Skips low-liquidity hours (02:00–06:00 UTC) by default.
- **Fee-Accurate EV**: Only trades when divergence exceeds fee breakeven + buffer.
- **Volatility-Adjusted Sizing**: High volatility reduces position size automatically.

## Setup

### 1. Get Simmer API Key
- Register at [simmer.markets](https://simmer.markets).
- Go to **Dashboard** -> **SDK** tab.
- Copy your API key: `export SIMMER_API_KEY="your-key-here"`.

### 2. Required Environment Variables

| Variable | Required | Description | Values |
|----------|----------|-------------|--------|
| `SIMMER_API_KEY` | **Yes** | Your Simmer SDK key | Get from [simmer.markets](https://simmer.markets) |
| `TRADING_VENUE` | **Yes** | Execution environment | `simmer` (Paper) or `polymarket` (Live) |
| `WALLET_PRIVATE_KEY` | Optional | Your Polymarket wallet key | Required only if `TRADING_VENUE="polymarket"` |

- **`simmer`** (Default): Paper Trading. Simulates trades using virtual funds. No real USDC needed.
- **`polymarket`**: Real Trading. Connects to Polymarket. You **must** have USDC in the wallet.

> [!WARNING]
> Never share your `WALLET_PRIVATE_KEY` or `SIMMER_API_KEY`. The SDK signs trades locally; your private key is never transmitted.

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