crypto-hft ยท diff
git:20260212.cef4916 to git:20260212.abbbb29
51 added, 30 removed. Audit A to A.
---
name: crypto-hft
description: "Trade crypto binary markets on Polymarket (15-min & 5-min BTC) with 4 automated strategies"
commands:
- /crypto-hft
- /hft
gates:
envs:
- POLY_PRIVATE_KEY
- POLY_FUNDER_ADDRESS
- POLY_API_KEY
- POLY_API_SECRET
- POLY_API_PASSPHRASE
---
# Crypto HFT - Binary Market Trading
Trade Polymarket's crypto binary markets with 4 automated strategies:
- **15-minute markets**: BTC, ETH, SOL, XRP (all assets supported)
- **5-minute markets**: BTC only (fastest settlement, high frequency)
Each round has UP/DOWN token pairs that settle at 0 or 1 using Chainlink price feeds.
Starts in **dry-run mode** by default (no real orders).
## Quick Start
```
/crypto-hft start # 15-min (default): BTC,ETH,SOL,XRP
/crypto-hft start --preset 5min-btc # 5-minute BTC (fast, aggressive)
+ /crypto-hft start --preset 1h-all # 1-hour all assets
+ /crypto-hft start --preset 4h-all # 4-hour all assets (swing)
+ /crypto-hft start --preset daily-all # Daily all assets (position)
/crypto-hft start BTC,ETH --dry-run # 15-min specific assets, dry run
- /crypto-hft start --preset scalper # Use a built-in preset
/crypto-hft status # Check stats + open positions
/crypto-hft stop # Stop and show summary
```
For live trading, set Polymarket env vars and omit `--dry-run`:
```bash
export POLY_PRIVATE_KEY="..."
export POLY_FUNDER_ADDRESS="..."
export POLY_API_KEY="..."
export POLY_API_SECRET="..."
export POLY_API_PASSPHRASE="..."
```
## Commands
### Start / Stop
```
/crypto-hft start [ASSETS] [--size N] [--dry-run] [--preset NAME]
/crypto-hft stop
```
### Monitor
```
/crypto-hft status Stats, round info, open positions
/crypto-hft positions Last 20 closed trades with PnL
/crypto-hft markets Active markets from Gamma API (5-min or 15-min)
/crypto-hft round Current round slot and timing
```
### Configure (while running)
```
/crypto-hft config Show current config
/crypto-hft config --tp 15 --sl 12 Set take-profit/stop-loss %
/crypto-hft config --size 30 --max-pos 4 Set trade size and max positions
/crypto-hft config --ratchet on --trailing off Toggle exit features
/crypto-hft config --max-loss 100 Set daily loss limit
```
### Strategy Control
```
/crypto-hft enable momentum Enable a strategy
/crypto-hft disable expiry_fade Disable a strategy
```
### Presets
```
/crypto-hft preset list Show all presets
/crypto-hft preset save my_config Save current config as preset
/crypto-hft preset load scalper Load a preset (into running engine or for next start)
/crypto-hft preset delete my_config Delete a saved preset
```
## Strategies
| Strategy | Entry Condition | Order Mode | Best For |
|----------|----------------|------------|----------|
| **momentum** | Spot price moved, poly lagging | maker_then_taker | Catching delayed reactions |
| **mean_reversion** | Token mispriced, spot calm | maker (0% fee) | Range-bound markets |
| **penny_clipper** | Oscillating in zone, price below mean | maker (0% fee) | Tight spread scalping |
| **expiry_fade** | Near expiry, skewed pricing, flat spot | taker (speed) | Late-round mean reversion |
## Built-in Presets
- ### 15-Minute Markets
- | Preset | Size | Strategies | Risk |
- |--------|------|-----------|------|
- | **conservative** | $10 | mean_reversion, penny_clipper | Low - dry run, tight stops |
- | **aggressive** | $50 | All 4 | High - live, wide stops |
- | **scalper** | $20 | penny_clipper only | Medium - ratchet on |
- | **momentum_only** | $30 | momentum only | Medium - ratchet + trailing |
+ ### By Market Duration
- ### 5-Minute Markets (BTC Only)
- | Preset | Size | Strategies | Features |
- |--------|------|-----------|----------|
- | **5min-btc** | $15 | All 4 | Aggressive - 10s min age, 50s min time left |
- | **5min-btc-conservative** | $10 | mean_reversion, penny_clipper | Conservative - 15s min age, 60s min time left |
+ #### 5-Minute (BTC Only)
+ | Preset | Size | Max Pos | Strategies | Features |
+ |--------|------|---------|-----------|----------|
+ | **5min-btc** | $15 | 1 | All 4 | Aggressive - 10s min age |
+ | **5min-btc-conservative** | $10 | 1 | MR, PC | Conservative - 15s min age |
- ## 5-Minute vs 15-Minute Markets
+ #### 1-Hour (All Assets)
+ | Preset | Size | Max Pos | Strategies | Features |
+ |--------|------|---------|-----------|----------|
+ | **1h-all** | $20 | 3 | All 4 | Balanced - ratchet + trailing |
- | Aspect | 5-Minute | 15-Minute |
- |--------|----------|-----------|
- | **Assets** | BTC only | BTC, ETH, SOL, XRP |
- | **Duration** | 5 minutes (300s) | 15 minutes (900s) |
- | **Min Round Age** | 10s | 30s |
- | **Min Time Left** | 50s | 130s |
- | **Force Exit** | 10s before | 30s before |
- | **Best For** | High-frequency scalping | Swing/momentum capture |
- | **Liquidity** | Thinner (watch spreads) | Better established |
- | **Fee Impact** | Critical (3x cycles) | Manageable |
+ #### 4-Hour (All Assets - Swing)
+ | Preset | Size | Max Pos | Strategies | Features |
+ |--------|------|---------|-----------|----------|
+ | **4h-all** | $30 | 4 | Mom + MR | Swing trading focus |
- **5-minute trading tips:**
- - Lower position sizes due to faster settlement
- - Tighter stops to avoid being wedged in expiry
- - Focus on liquid tokens and penny_clipper/mean_reversion strategies
- - Expect smaller wins but higher frequency
- - Watch orderbook staleness (orders fill slower near expiry)
+ #### Daily (All Assets - Position)
+ | Preset | Size | Max Pos | Strategies | Features |
+ |--------|------|---------|-----------|----------|
+ | **daily-all** | $50 | 4 | Mom + MR | Position trading, tight ratchet |
+
+ #### 15-Minute (Classic - All Assets)
+ | Preset | Size | Max Pos | Strategies | Risk |
+ |--------|------|---------|-----------|------|
+ | **conservative** | $10 | 2 | MR, PC | Low - dry run, tight stops |
+ | **aggressive** | $50 | 4 | All 4 | High - live, wide stops |
+ | **scalper** | $20 | 3 | PC only | Medium - ratchet on |
+ | **momentum_only** | $30 | 3 | Mom only | Medium - ratchet + trailing |
+
+ **Legend:** MR=mean_reversion, PC=penny_clipper, Mom=momentum
+
+ ## Market Duration Comparison
+
+ | Aspect | 5-Min | 1-Hour | 4-Hour | Daily |
+ |--------|-------|--------|--------|-------|
+ | **Assets** | BTC | All | All | All |
+ | **Duration** | 300s | 3,600s | 14,400s | 86,400s |
+ | **Min Round Age** | 10s | 60s | 120s | 600s |
+ | **Min Time Left** | 50s | 180s | 600s | 3,600s |
+ | **Force Exit** | 10s | 60s | 120s | 600s |
+ | **Best For** | HFT scalping | Fast swing | Swing trading | Position trading |
+ | **Liquidity** | Thin | Good | Very good | Excellent |
+ | **Fee Impact** | Critical | Moderate | Low | Very low |
+ | **Daily Cycles** | 288 | 24 | 6 | 1 |
+
+ **Trading Strategy by Duration:**
+ - **5-min**: Ultra-high frequency, requires tight risk management, penny_clipper focus
+ - **1-hour**: Balanced entry points, good for mean reversion + momentum
+ - **4-hour**: Swing trading, catch multi-hour trends, focus on momentum
+ - **Daily**: Position trading, macroeconomic drivers, long holding periods
## Exit Logic
Positions are monitored every 500ms with 9 exit types (in priority order):
1. **Force exit** - < 30s before expiry (15-min) or < 10s (5-min)
2. **Take profit** - PnL >= TP% (default 15%)
3. **Stop loss** - PnL <= -SL% (default 12%)
4. **Ratchet floor** - Progressive giveback from confirmed high-water mark
5. **Trailing stop** - Tightens as expiry approaches
6. **Depth collapse** - Orderbook depth dropped 60%+ while price dropping
7. **Stale profit** - Profitable but bid unchanged for 7s
8. **Stagnant profit** - At +3% for 13s with no progress
9. **Time exit** - Approaching minimum time left
## Architecture
```
Binance WS (spot) --> CryptoFeed --> Strategy Evaluators --> Entry Signals
Gamma API ---------> MarketScanner --> Round Detection |
v
Poly Orderbook ----> OBI/Spread/Depth --> Exit Checks --> ExecutionService
|
PositionManager (ratchet, trailing, depth collapse)
```