Analyzes Polymarket CLOB order books to score liquidity gaps, order imbalance, whale activity, and fake breakouts, generating trading signals and fading fake...
--- name: polymarket-clob-microstructure description: > Analyzes Polymarket CLOB order book microstructure to find structural inefficiencies. Scores markets 0-100 on liquidity gaps, order book imbalance, whale activity, and fake breakout detection. Generates actionable signals (ENTRY_OK, REDUCE_SIZE, SKIP, MEAN_REVERT) and trades the fade on fake breakouts for structural alpha. metadata: author: "Mibayy" version: "2.0.6" displayName: "CLOB Microstructure Scanner" difficulty: "advanced" type: "automaton" --- # CLOB Microstructure Scanner Structural alpha from Polymarket order book analysis. Nobody else on Simmer does this. ## What It Does Pulls raw order book data from Polymarket's CLOB API and scores each market on four microstructure dimensions: | Dimension | What It Measures | |-----------|-----------------| | **Liquidity Gaps** | Thin zones in the book where price can jump | | **Order Book Imbalance** | Bid vs ask weight asymmetry | | **Whale Activity** | Large single orders relative to book depth | | **Fake Breakout Detection** | Sudden moves on thin volume that revert | Each dimension scores 0-25, combined into a 0-100 inefficiency score. ## Signals - **ENTRY_OK** — Normal conditions, standard sizing - **REDUCE_SIZE** — Elevated microstructure risk, cut position size - **SKIP** — Too dangerous, stay out - **MEAN_REVERT** — Fake breakout detected, fade the move The bot only trades on MEAN_REVERT signals, fading fake breakouts via SimmerClient. ## Configuration - Runs every 5 minutes via cron - Defaults to dry-run; pass `--live` for real execution - Requires `SIMMER_API_KEY` environment variable ## Usage ```bash # Dry run (default) python clob_microstructure.py # Live trading python clob_microstructure.py --live # Quiet mode for cron python clob_microstructure.py --live --quiet ``` > 🧪 **Remixable Template** — Fork this skill and tweak the scoring weights, > signal thresholds, or add your own microstructure indicators. The modular > scoring system makes it easy to extend.
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