About
A Python-based trading system for short-duration BTC Up/Down prediction markets on Polymarket. It combines feature engineering, online Bayesian probability updates, EV filtering, Kelly sizing, and risk controls to evaluate and simulate trades end to end. Currently focused on paper trading, validation, and execution reliability before live deployment.
Tech Stack
Python 3.11NumPypandasSciPywebsocketshttpxpy-clob-clientPydanticstructlogRichSQLite
Info
- Category
- Bot
- Status
- WIP
- Technologies
- 11
Architecture
Code Preview
Pythonbayesian_update.py
1def bayesian_update(prior: float, features: dict) -> float:2"""Update probability using Bayesian inference."""3likelihood_ratio = 1.045# Momentum signal6momentum = features["btc_momentum_5m"]7if momentum > 0.02:8likelihood_ratio *= 1.49elif momentum < -0.02:10likelihood_ratio *= 0.71112# Volume spike detection13vol_zscore = features["volume_zscore"]14if vol_zscore > 2.0:15likelihood_ratio *= 1.251617# Apply Bayes' rule18posterior = (prior * likelihood_ratio) / (19prior * likelihood_ratio + (1 - prior)20)2122return np.clip(posterior, 0.05, 0.95)