Requirements
- Target platform
- OpenClaw
- Install method
- Manual import
- Extraction
- Extract archive
- Prerequisites
- OpenClaw
- Primary doc
- SKILL.md
Find markets where Simmer's AI consensus diverges from the real market price, then trade on the mispriced side using Kelly sizing. Scans for divergence, chec...
Find markets where Simmer's AI consensus diverges from the real market price, then trade on the mispriced side using Kelly sizing. Scans for divergence, chec...
Hand the extracted package to your coding agent with a concrete install brief instead of figuring it out manually.
I downloaded a skill package from Yavira. Read SKILL.md from the extracted folder and install it by following the included instructions. Tell me what you changed and call out any manual steps you could not complete.
I downloaded an updated skill package from Yavira. Read SKILL.md from the extracted folder, compare it with my current installation, and upgrade it while preserving any custom configuration unless the package docs explicitly say otherwise. Summarize what changed and any follow-up checks I should run.
Find markets where Simmer's AI consensus diverges from the real market price, then trade the edge. This is a template. The default logic trades when AI divergence exceeds 2% on zero-fee markets, using Kelly sizing capped at 25%. Remix it with different edge thresholds, sizing strategies, or additional filters (e.g., only trade markets resolving within 7 days). The skill handles plumbing (divergence scanning, fee checks, safeguards, execution). Your agent provides the alpha.
Scans all active markets for AI vs market price divergence Filters to markets with edge above threshold (default 2%) and zero fees Checks safeguards (flip-flop detection, existing positions) Sizes using Kelly criterion, capped conservatively Executes trades on the mispriced side (YES when AI is bullish, NO when bearish)
# Scan only (dry run, no trades) python ai_divergence.py # Scan + execute trades python ai_divergence.py --live # Only show bullish divergences python ai_divergence.py --bullish # Only >15% divergence python ai_divergence.py --min 15 # JSON output python ai_divergence.py --json # Cron mode (quiet, trades only) python ai_divergence.py --live --quiet # Show config python ai_divergence.py --config # Update config python ai_divergence.py --set max_bet_usd=10
KeyEnv VarDefaultDescriptionmin_divergenceSIMMER_DIVERGENCE_MIN5.0Min divergence % for scanner displaymin_edgeSIMMER_DIVERGENCE_MIN_EDGE0.02Min divergence to trade (2%)max_bet_usdSIMMER_DIVERGENCE_MAX_BET5.0Max bet per trademax_trades_per_runSIMMER_DIVERGENCE_MAX_TRADES3Max trades per cyclekelly_capSIMMER_DIVERGENCE_KELLY_CAP0.25Kelly fraction capdaily_budgetSIMMER_DIVERGENCE_DAILY_BUDGET25.0Daily spend limitdefault_directionSIMMER_DIVERGENCE_DIRECTION(both)Filter: "bullish" or "bearish" Update via CLI: python ai_divergence.py --set max_bet_usd=10
Each imported market has two prices: AI consensus (current_probability) — Simmer's AI consensus price, derived from multi-model ensemble forecasting External price (external_price_yes) — Real market price on Polymarket/Kalshi divergence = AI consensus - external price When divergence > 0: AI thinks the market is underpriced → buy YES When divergence < 0: AI thinks the market is overpriced → buy NO
Position size uses the Kelly criterion: kelly_fraction = edge / (1 - price) position_size = kelly_fraction * max_bet_usd Capped at kelly_cap (default 25%) to limit risk.
75% of Polymarket markets have 0% fees. The remaining 25% charge 10% (short-duration crypto/sports). This skill only trades zero-fee markets to avoid fee drag eroding the edge.
Fee check: Skips markets with any taker fee Flip-flop detection: Uses SDK's context API to detect contradictory trades Position check: Skips markets where you already hold a position Daily budget: Stops trading when daily spend limit is reached Kelly sizing: Conservative sizing prevents over-betting
GET /api/sdk/markets/opportunities — Divergence-ranked market list GET /api/sdk/context/{market_id} — Fee rate and safeguards per market POST /api/sdk/trade — Trade execution (via SDK client) GET /api/sdk/positions — Current portfolio positions
"No markets above min edge threshold" → All divergences are below the min_edge setting. Lower it with --set min_edge=0.01 or wait for larger divergences. "Daily budget exhausted" → The skill has hit its daily spend limit. Adjust with --set daily_budget=50. All markets skipped for fees → Only zero-fee markets are traded. If all available divergence opportunities have fees, no trades execute. This is by design. "context fetch failed" → The SDK context endpoint is rate-limited (18 req/min). If running frequently, reduce max_trades_per_run.
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