New scripts: - health_check.py: one-command session-start workflow (portfolio + live prices + drawdown + stop losses → GREEN/YELLOW/RED status) - backtest.py: performance analysis with live-readiness assessment against CLAUDE.md prerequisites (20+ trades, >55% win rate, Sharpe >0.5) - correlation_tracker.py: detects hidden correlated exposure in portfolio (e.g., 3 insider-trading bets = one cluster) - setup_wallet.py: burner wallet creation, env var verification, on-chain balance check for live trading setup Also adds: - .env.example template for live trading configuration - .well-known/skills/index.json for Agent Skills registry discovery - Updated SKILL.md files documenting new scripts - .gitignore entries for .env, .polymarket-live/, and key files Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
101 lines
3.5 KiB
Markdown
101 lines
3.5 KiB
Markdown
---
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name: polymarket-analyzer
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description: >
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Use this skill whenever the user wants to find trading opportunities, detect arbitrage,
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analyze a market, perform edge detection, find mispricing, do probability analysis,
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evaluate orderbook depth, find momentum signals, or assess Polymarket market quality.
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Triggers: "find opportunities", "detect arbitrage", "analyze market", "edge detection",
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"mispricing", "probability analysis", "orderbook analysis", "momentum scanner",
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"market inefficiency", "price gap", "volume surge", "trading edge", "market analysis".
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---
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# Polymarket Analyzer Skill
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Detect trading edges and opportunities across Polymarket prediction markets using
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real-time data from the Gamma and CLOB APIs. Zero authentication required -- all
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analysis is read-only.
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## Available Scripts
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### 1. Find Arbitrage Edges (`scripts/find_edges.py`)
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Scans all active markets for pricing inefficiencies:
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- **Underpriced**: YES + NO < $1.00 (guaranteed profit if you buy both sides)
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- **Overpriced**: YES + NO > $1.02 (sell opportunity)
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- Calculates profit after fees for each opportunity
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- Outputs market name, prices, sum, potential profit, and fee impact
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```bash
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python scripts/find_edges.py
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python scripts/find_edges.py --min-edge 0.02 --limit 500
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```
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### 2. Analyze Order Book (`scripts/analyze_orderbook.py`)
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Deep analysis of a single market's order book:
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- Spread, mid-price, bid/ask depth (top N levels)
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- Bid-ask imbalance ratio (signals directional pressure)
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- Thin vs thick book classification
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- Liquidity concentration analysis
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```bash
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python scripts/analyze_orderbook.py --token-id <TOKEN_ID>
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python scripts/analyze_orderbook.py --token-id <TOKEN_ID> --depth 10
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```
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### 3. Momentum Scanner (`scripts/momentum_scanner.py`)
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Detect markets with unusual activity:
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- **Volume surges**: 24h volume significantly exceeds 7-day average
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- **Price momentum**: recent price moves in one direction
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- **Liquidity changes**: markets gaining or losing depth
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- Ranked output by signal strength
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```bash
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python scripts/momentum_scanner.py
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python scripts/momentum_scanner.py --min-volume 10000 --limit 300
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```
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### 4. Correlation Tracker (`scripts/correlation_tracker.py`)
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Detect hidden correlated exposure in your portfolio:
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- Groups positions by topic (crypto, politics, sports, geopolitics, etc.)
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- Detects shared qualifiers ("insider trading", "FIFA World Cup", etc.)
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- Warns when correlated clusters exceed concentration limits
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- Outputs diversification score (0-100)
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```bash
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python scripts/correlation_tracker.py
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python scripts/correlation_tracker.py --json
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python scripts/correlation_tracker.py --threshold 0.10
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```
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## Workflow
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1. Run `find_edges.py` to scan for arbitrage across all active markets
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2. For interesting markets, run `analyze_orderbook.py` to check if the edge is executable
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3. Run `momentum_scanner.py` to find markets with directional momentum
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4. Combine findings to identify the best opportunities
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## Fee Awareness
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Most Polymarket markets are fee-free. Crypto 5-min/15-min markets have dynamic taker
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fees: `fee = baseRate * min(price, 1 - price) * size`. See `references/fee-model.md`
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for the full fee calculator and breakeven analysis.
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## Strategy Reference
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See `references/viable-strategies.md` for the four strategies that still work in 2026
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with win rates, expected returns, and risk profiles.
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## Important Disclaimers
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- This skill performs read-only analysis only -- no trades are executed
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- Past patterns do not guarantee future results
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- Always verify opportunities manually before trading
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- Not financial advice
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