PolyFlup

PolyFlup Trading Bot 🚀

Automated trading bot for **15-minute crypto prediction markets** on Polymarket.

✨ Key Features

📊 Trading Strategy

• Multi-Source Signal Integration: Combines Polymarket order book data with real-time Binance market data to identify true mispricings
• Dual Confidence Calculation: A/B testing framework comparing additive and Bayesian confidence methods
  • Bayesian Method (new, optional): Proper probability theory with log-likelihood accumulation and market priors
  • Additive Method (default): Directional voting with weighted signal aggregation
  • Both methods always calculated and stored for performance comparison
• Edge Calculation: Directional voting system where external Binance signals validate Polymarket pricing (100% total weight):
  • Price Momentum (30%): Velocity, acceleration, and RSI analysis over 15-minute lookback
  • Polymarket Momentum (20%): Internal price action confirmation on the CLOB
  • Order Flow (20%): Buy/sell pressure from Binance taker volume
  • Cross-Exchange Divergence (20%): Detects when Polymarket pricing differs from Binance trends
  • Volume-Weighted Momentum (10%): VWAP distance with volume quality filtering
• Dynamic Position Sizing: Confidence-based scaling with portfolio exposure limits

📖 For detailed strategy logic and signal breakdowns, see [docs/STRATEGY.md](docs/STRATEGY.md)

🛡️ Risk Management

• Confidence-Based Sizing: Position size scales with signal strength (configurable multiplier)
• Exit Plan: Places limit sell orders at 99 cents for near-guaranteed profitable exits
• 🛑 Midpoint Stop Loss: Primary safety net triggers at $0.30 midpoint price (configurable)
• 🔄 Hedged Reversal: Supports holding both sides during trend flips, clearing losers via stop loss
• 📈 Dynamic Scale-In: Adds to winning positions with confidence-weighted timing (up to 12m early for high-conviction trades)
• **⚡ Real-Time Monito