Polymarket Autopilot：预测市场纸面交易自动巡航与复盘

面向“想验证策略但不想先冒真实资金风险”的场景：定时抓取市场、按规则模拟下单、沉淀 P&L 与胜率数据。

GITHUBDiscovered 2026-02-12Author hesamsheikh

Prerequisites

A paper-trading datastore is ready for trades and portfolio snapshots.
Polymarket API access is reachable and reporting channel is configured (e.g., Discord).

Steps

Initialize `paper_trades` and `portfolio` tables with explicit strategy and P&L fields.
Set a 15-minute cron loop to fetch market prices/volume/spread and feed strategy evaluators.
Apply strategy rules (e.g., trend-following, contrarian, spread checks) to generate paper orders only.
Persist every simulated fill and update portfolio state after each run.
Publish daily summary with trade log, win rate, and strategy attribution for parameter tuning.

Commands

CREATE TABLE paper_trades (id SERIAL PRIMARY KEY, market_id TEXT, strategy TEXT, direction TEXT, entry_price DECIMAL, exit_price DECIMAL, quantity DECIMAL, pnl DECIMAL, timestamp TIMESTAMPTZ DEFAULT NOW());

CREATE TABLE portfolio (id SERIAL PRIMARY KEY, total_value DECIMAL, cash DECIMAL, positions JSONB, updated_at TIMESTAMPTZ DEFAULT NOW());

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Verify

Backtest or replay windows produce reproducible paper-trade logs, and daily reports reconcile with stored portfolio deltas.

Caveats

Paper trading does not model slippage/liquidity perfectly; production assumptions must be stress-tested separately.
Community strategy thresholds are illustrative; market-specific calibration is required before any real-money use（需验证）.

Source attribution

This tip is aggregated from community/public sources and preserved with attribution.

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