polymarket-multi-source-estimator

# Multi-Source LLM Estimator A prediction market trading bot that enriches an LLM with real-time context from 10+ data sources. It compares the LLM's estimated probability against the current market price and trades when it detects significant mispricing. ## How It Works ``` 10+ Data Sources --> Context String --> LLM Prompt --> Probability Estimate | Compare vs Market Price | Trade if divergence > threshold ``` 1. Fetches active markets from Polymarket (via Simmer SDK) 2. For each market, gathers real-time context from relevant data sources 3. Also checks cross-platform prices on Manifold and Kalshi 4. Sends the question + context to an LLM for probability estimation 5. If the LLM's estimate diverges from the market price by more than the threshold (default 15%), it places a trade ## Data Sources | # | Source | What It Provides | API Key Required | |---|--------|-------------------|------------------| | 1 | **RSS News** | Headlines from 10 feeds (Reuters, BBC, Bloomberg, etc.) | No | | 2 | **FRED** | Economic indicators (Fed rate, CPI, GDP, VIX, oil, gold) | Yes (free) | | 3 | **GDELT** | Geopolitical event sentiment scores | No | | 4 | **Odds API** | Sports bookmaker consensus probabilities | Yes (free tier) | | 5 | **FiveThirtyEight** | US presidential approval polling averages | No | | 6 | **Congress.gov** | Bill status and legislative tracking | Yes (free) | | 7 | **OpenFDA** | Drug approval status and clinical trial data | No | | 8 | **Open-Meteo** | Weather forecasts for major cities | No | | 9 | **USGS** | Significant earthquake data | No | | 10 | **Finnhub** | Earnings calendar and IPO data | Yes (free) | | 11 | **Manifold** | Cross-platform prediction market prices | No | | 12 | **Kalshi** | Cross-platform prediction market prices | No | Sources are selected automatically based on category detection from the question text. Only relevant sources are queried to minimize latency. ## Remixable Template This skill is designed as a template you can customize: - **Add your own data source**: Implement a `_get_X_context(question)` function that returns a `list[str]` of context lines. Add it to `_dispatch_sources()`. - **Swap the LLM**: Set `LLM_API_URL` and `LLM_MODEL` env vars to point at any OpenAI-compatible API (OpenRouter, Ollama, vLLM, etc.). - **Adjust the threshold**: Set `ESTIMATOR_THRESHOLD` higher for fewer but higher-conviction trades, or lower for more frequent trading. - **Change the prompt**: Edit the `_build_prompt()` function to customize the LLM's reasoning style. ## Environment Variables ### Required | Variable | Description | |----------|-------------| | `SIMMER_API_KEY` | Simmer SDK API key for trading | | `LLM_API_KEY` | API key for your LLM provider (default: OpenRouter) | ### Optional | Variable | Default | Description | |----------|---------|-------------| | `TRADING_VENUE` | `sim` | Trading venue (`sim` for paper, `polymarket` for real) | | `TRADE_SIZE` | `10.0` | Trade size in USD per trade | | `LLM_API_URL` | OpenRouter endpoint | OpenAI-compatible chat completions URL | | `LLM_MODEL` | `xiaomi/mimo-v2-flash:free` | Model identifier | | `ESTIMATOR_THRESHOLD` | `0.15` | Min divergence to trigger a trade (0.0-1.0) | | `FRED_API_KEY` | — | FRED API key (free at api.stlouisfed.org) | | `ODDS_API_KEY` | — | The Odds API key (free at the-odds-api.com) | | `CONGRESS_API_KEY` | — | Congress.gov API key (free) | | `FINNHUB_API_KEY` | — | Finnhub API key (free tier) | | `LLM_CACHE_TTL` | `1800` | LLM response cache TTL in seconds | | `LLM_MAX_CALLS` | `50` | Max LLM calls per run | ## Usage Dry-run (no trades, just log estimates): ```bash python multi_source_estimator.py ``` Live trading: ```bash python multi_source_estimator.py --live ``` Quiet mode (errors only): ```bash python multi_source_estimator.py --live --quiet ``` Limit markets scanned: ```bash python multi_source_estimator.py --live --max-markets 20 ``` ## Scheduling Runs every 5 minutes via cron (`*/5 * * * *`). Managed automaton (auto-executes on schedule). Capped at 50 LLM calls per run (`LLM_MAX_CALLS`) to control costs. ## Security - All trades go through `SimmerClient.trade()` only. No direct CLOB or wallet access. - Dry-run by default. The `--live` flag must be explicitly passed to execute trades. - No wallet private keys are required or read by this script. - LLM receives only the market question text and publicly available context (news headlines, economic indicators, odds). No credentials or private data are sent to the LLM. - `LLM_API_URL` defaults to OpenRouter. You control which LLM endpoint is used. - All optional API keys (FRED, Odds, Congress, Finnhub) are for free public data APIs. If unset, those data sources are simply skipped.