Polymarket Endcycle Bot

Automated trading bot for Polymarket 5-minute crypto Up/Down markets. It monitors short-interval prediction markets and enters near the end of each window when price action and spot data indicate a high-confidence outcome.

Built in Rust with WebSocket feeds, configurable risk controls, hedging, and optional live CLOB execution.

Features

• Endcycle entry — configurable entry window in the final seconds of each 5-minute market
• Multi-asset — BTC, ETH, SOL, XRP, DOGE (and any asset with the standard slug pattern)
• Real-time feeds — Polymarket CLOB WebSocket quotes and Binance spot prices (HTTP fallback available)
• Live trading — limit BUY orders via polymarket_client_sdk_v2 (EIP-712 + L2 HMAC)
• Risk limits — position caps, daily volume/loss limits, loss-streak circuit breaker
• Hedging — proactive opposite-side entry and reactive stop-loss hedge
• Auto-redeem — scans for resolved positions and redeems winning tokens on-chain
• Dry-run by default — safe signal logging without submitting orders

How it works

1. Market discovery — resolves active 5m markets from the Gamma API ({asset}-updown-5m-{window_start}).
2. Signal evaluation — inside the entry window, reads CLOB best ask/bid and Binance 5m window delta.
3. Entry — when the leading side meets price thresholds and spot direction aligns, submits a limit BUY.
4. Post-entry — monitors open positions for reactive hedging, enforces risk limits, and periodically redeems resolved winners.

Default entry window: 60 → 1 seconds before window end, leading ask ≥ 0.93. All thresholds are tunable via environment variables.

Requirements

• Rust 1.70+ (rustup)
• Network access to Polymarket and Binance APIs
• For live mode: Polygon private key and Polymarket funder/proxy address with USDC balance

Quick start

cd polymarket-endcycle-bot
cp .env.example .env
cargo build --release
cargo run -- run

Dry-run mode logs signals only. Enable live trading with --live and wallet credentials in .env.

Commands

Run the bot

# Dry-run (default)
cargo run -- run
cargo run -- run --assets btc,eth,sol,xrp,doge

# Live CLOB orders
cargo run -- run --live --assets btc,eth,sol

# HTTP polling instead of WebSockets
cargo run -- run --http-poll

Market snapshot

Inspect current order books and Binance window delta:

cargo run -- status --assets btc,eth,sol,xrp

Wallet trade analysis

Analyze 5m crypto entry timing for any Polymarket wallet via the Data API:

cargo run -- analyze --wallet 0xYourWalletAddress --limit 500

Live trading setup

Copy .env.example to .env and configure:

POLYGON_PRIVATE_KEY=0x...
POLYMARKET_FUNDER_ADDRESS=0x...   # your Polymarket proxy / funder address
POLYMARKET_SIGNATURE_TYPE=2       # Gnosis Safe (Polymarket.com browser wallet)
ENDCYCLE_DRY_RUN=false

Then run with --live:

cargo run -- run --live --assets btc,eth,sol

Signature types

Type	Value	Use case
EOA	0	Standalone wallet
Proxy	1	Polymarket proxy (legacy)
Gnosis Safe	2	Polymarket.com browser wallet
Poly1271	3	Deposit wallet

Optional CLOB API credentials

Pre-derived credentials skip L1 auth at startup:

POLYMARKET_API_KEY=...
POLYMARKET_API_SECRET=...
POLYMARKET_API_PASSPHRASE=...

The bot uses polymarket_client_sdk_v2 for L1 authentication, EIP-712 order signing, and L2 HMAC submission to https://clob.polymarket.com.

Configuration

All settings are loaded from environment variables. See .env.example for the full list.

Strategy

Variable	Default	Description
ENDCYCLE_DRY_RUN	true	Log only; no orders
ENDCYCLE_ORDER_SIZE_USDC	50	USDC notional per trade
ENDCYCLE_MIN_PRICE	0.93	Minimum leading ask
ENDCYCLE_MAX_PRICE	0.995	Maximum leading ask
ENDCYCLE_ENTRY_START_SECS	60	Open entry window N seconds before window end
ENDCYCLE_ENTRY_END_SECS	1	Close entry window N seconds before window end

Example — tighter late-window entries:

ENDCYCLE_ENTRY_START_SECS=20
ENDCYCLE_ENTRY_END_SECS=1
ENDCYCLE_MIN_PRICE=0.99
ENDCYCLE_MAX_PRICE=0.999

Risk limits

Variable	Default	Description
ENDCYCLE_RISK_ENABLED	true	Enable risk checks
ENDCYCLE_MAX_POSITIONS	5	Max concurrent open positions
ENDCYCLE_MAX_POSITION_SIZE_USDC	100	Per-trade size cap
ENDCYCLE_MAX_DAILY_VOLUME_USDC	2000	Daily entry volume cap
ENDCYCLE_MAX_DAILY_LOSS_USDC	150	Daily loss limit
ENDCYCLE_LOSS_STREAK_PAUSE	3	Pause after N consecutive losses

Hedging

Variable	Default	Description
ENDCYCLE_HEDGE_ENABLED	true	Proactive hedge at entry
ENDCYCLE_HEDGE_RATIO	0.30	Opposite-side size vs main entry
ENDCYCLE_REACTIVE_HEDGE	true	Reactive hedge on bid drop
ENDCYCLE_STOP_LOSS_PERCENT	8	Bid drop % that triggers reactive hedge
ENDCYCLE_REACTIVE_HEDGE_RATIO	0.50	Reactive hedge size vs main

Auto-redeem

Variable	Default	Description
ENDCYCLE_REDEEM_ENABLED	true	Poll and redeem resolved positions
ENDCYCLE_REDEEM_POLL_SECS	60	Scan interval (seconds)
POLYGON_RPC_URL	https://polygon-rpc.com	RPC for on-chain CTF redeem

Proxy wallets (signature type 2) may hold tokens on the funder address — on-chain redeem from the signing EOA can fail in that case. Dry-run still reports redeemable positions; manual redeem via the Polymarket UI remains an option.

Wallet / API

Variable	Default	Description
POLYGON_PRIVATE_KEY	—	Required for --live
POLYMARKET_FUNDER_ADDRESS	—	Funder / proxy address
POLYMARKET_SIGNATURE_TYPE	2	Wallet signature type (0–3)
RUST_LOG	info	Log level

Architecture

Gamma API (markets) ──┐
Binance WS (spot)   ──┼──► StrategyEngine ──► EntrySignal ──► Trade (risk + hedge)
CLOB WS (bid/ask)   ──┘                              │
                                                     ├──► LiveExecutor (CLOB orders)
Position monitor ── reactive hedge / stop-loss ──────┤
RedeemService ───── Data API + CTF redeem ───────────┘

Data feeds

Feed	Source	Data
CLOB quotes	wss://ws-subscriptions-clob.polymarket.com	Best bid/ask per token
Binance spot	wss://stream.binance.com	@miniTicker last price
Window open	Binance REST (once per 5m window)	5m kline open
Markets	Gamma REST	Active 5m market metadata

Use --http-poll to fall back to HTTP for all price and order book data.

Limitations

• Uses limit orders at the observed ask; FOK/market orders are not supported yet.

Disclaimer

This software is provided for research and educational purposes. Prediction markets involve financial risk. Use at your own discretion. No guarantees of profitability.