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Polymarket BTC Auto-Trader — PTB, Diff & Probability (5m / 15m)

A Python bot for Polymarket BTC Up/Down markets in 5-minute or 15-minute windows. It merges Binance and Polymarket CLOB WebSockets, compares live BTC to Polymarket’s price-to-beat (PTB) for the active event, and can auto-buy when time, dollar gap, and implied probability rules align. After a fill, it supports probability-based take-profit and stop-loss, optional auto-redeem (Builder relayer flow), and a browser dashboard.

Resource Link
Suite overview Repository README
GitHub PolyBullLabs/polymakret-5min-15min-1hour-arbitrage-bot
Telegram @terauss

Why this strategy can work (and what breaks it)

Economic story: Each market defines a reference path for BTC (PTB) over the window. Chainlink (or the bot’s configured spot reference) and outcome token prices should co-move as the window ages. If spot is far on one side of PTB late in the window while the UP or DOWN token is still cheap enough, a rule-based buy can capture misalignment between physical gap and implied probability.

What actually makes money: Positive expectancy only appears if, after fees and slippage, wins and sizes combine so that average PnL per trade > 0. That requires either calibrated triggers (your CONDITION_* bands) or good exit discipline (TP/SL). Simulation helps estimate behavior; live liquidity differs.

Failure modes: Feed lag (Binance vs Chainlink vs Polymarket), stale books, PTB definition nuances (variant=fifteen alignment with the site), partial fills, and regime change (trending vs chop). Always start with SIMULATION_MODE=true.

Risk management

Layer What it does
SIMULATION_MODE Runs rules with instant simulated fills at book prices—no CLOB orders, no auto-redeem. Cumulative simulated PnL in state.json.
AUTO_TRADE Master switch for live order placement (still respect simulation).
TRADE_AMOUNT Caps USDC per buy—start minimal.
TP / SL After entry, take-profit and stop-loss are tracked in probability (0–1) space on the position token—see config.env comments.
MARKET_DATA_MAX_LAG_SEC Skips or guards actions when data is too stale.
Builder keys Optional keys for auto-redeem—treat like secrets.

Operational: Use a dedicated wallet, private RPC, and proxy if your network blocks or throttles Polymarket.

When to use this bot

Use this bot when… Consider another suite bot when…
You care about PTB vs BTC and explicit trigger rows (CONDITION_1 … CONDITION_4) You want multi-asset late consensus → Meridian (up-down-spread-bot)
You want a web dashboard at http://localhost:5080 (default) You want a Rich terminal + VWAP/momentum → btc-binary-VWAP-Momentum-bot
You will paper first with SIMULATION_MODE=true You need only redeem / manual tools—trim features accordingly

Features

  • Live prices: Binance and Polymarket CLOB for BTC and outcome tokens.
  • Auto trading: Up to four configurable trigger rule groups; any matching rule can fire a buy.
  • TP / SL: Probability-based take-profit and stop-loss after a fill.
  • Auto redeem: Optional Polymarket Builder relayer flow for winning positions.
  • Dashboard: Browser UI for balance, positions, history, logs, and 5m / 15m toggle.
  • Structured logging: TRADING_ANALYSIS_LOG (default trading_analysis.jsonl) — JSON Lines with schema_version: 2 for research and replay.

Requirements

  • Python 3.8+ recommended.
  • Dependencies: pip install -r requirements.txt (includes py-clob-client; redeem path uses web3 / builder libraries as applicable).

Configuration (config.env)

Wallet & network

  • PRIVATE_KEY — signing key (never commit).
  • FUNDER_ADDRESS — proxy / funder when using signature type 1.
  • POLYGON_RPC_URL — Polygon RPC (private endpoint recommended).
  • SIGNATURE_TYPE — e.g. 1 = Gnosis Safe, 2 = EOA (see your setup).

Proxy (optional)

  • HTTP_PROXY / HTTPS_PROXY — e.g. http://host:port or http://user:pass@host:port.

Trading

  • BTC_MARKET_MINUTES — 5 or 15 (which Polymarket BTC window). PTB uses Polymarket’s crypto-price API with event start/end from Gamma (variant=fifteen for both intervals so PTB matches the site).
  • AUTO_TRADE — true / false (live orders; ignored when simulation handles placement).
  • SIMULATION_MODE — true / false. Paper mode: no CLOB orders / auto-redeem; PnL tracked in state.json.
  • TRADING_ANALYSIS_LOG — optional path; default trading_analysis.jsonl next to polymarket_auto_trade.py. Relative paths resolve from that script’s directory. Each line is JSON with stable keys: slug, shares_type (UP/DOWN), share_price, share_amount, ptb, btc_price, difference (BTC−PTB USD), status, take_profit / stop_loss, time, pnl_trade_usd, pnl_total_usd, simulation, etc.
  • TRADE_AMOUNT — USDC per buy.

Triggers

  • CONDITION_1_* … CONDITION_4_* — time window, min/max diff vs PTB, probability bands for UP/DOWN (see inline comments in config.env).

Risk & loop

  • STOP_LOSS_PROB_PCT, TAKE_PROFIT_RR, TAKE_PROFIT_CAP, MARKET_DATA_MAX_LAG_SEC, LOOP_INTERVAL_SEC, BUY_RETRY_STEP, etc.
  • CHECK_INTERVAL — auxiliary check interval where used.
  • Builder API keys for auto-redeem: POLY_BUILDER_API_KEY, POLY_BUILDER_SECRET, POLY_BUILDER_PASSPHRASE.

Run

python polymarket_auto_trade.py

Use the dashboard Market 5m / 15m toggle or BTC_MARKET_MINUTES in config.env to switch horizons.

Web dashboard

Default: http://localhost:5080 (or http://<your-ip>:5080 if bound externally).

Includes balances, live prices, manual trading panel, history, round summary, and log stream.

Project layout (essential)

Path Role
polymarket_auto_trade.py Main loop, feeds, rules, orders, dashboard server
config.env Secrets and trading switches (gitignore in your fork)
static/dashboard.html Dashboard UI
state.json Persisted runtime / simulation PnL state
trading_analysis.jsonl Append-only analysis log (optional path)

Extended strategies (contact)

This folder ships the PTB / diff / probability design. Separate professional offerings from the same author include advanced risk and sizing (martingale, anti-martingale, Fibonacci), TA (RSI, MACD, Bollinger Bands), and quant tooling (Bayesian belief updates, edge vs market, spread modeling, Avellaneda–Stoikov-style inventory skew, Kelly / fractional Kelly, Monte Carlo). These are not all included here—reach out on Telegram @terauss.

Disclaimer

Educational and research use only. You are solely responsible for trading outcomes. No warranty. Prediction markets can zero your position. Never share private keys or API secrets. See the repository README for the full three-bot map and risk overview.

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