القائمة
Tiny demo skill bundled with `simmer backtest --demo`. Buys YES on liquid favorites to exercise the full backtest pipeline offline.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
Pre-trade readiness check for autonomous agents. One call returns wallet identity, venue status, spendable balance, open exposure, and a structured ok_to_trade verdict. Run before every real-money trade to prevent cap overruns and catch config issues before they become P&L issues.
Mirror positions from top Polymarket traders. Polling mode (free) for portfolio-style copying, Reactor mode (Pro) for event-driven real-time mirroring via Simmer's on-chain signal infrastructure.
Trade Polymarket weather markets using NOAA (US) and Open-Meteo (international) forecasts via Simmer API. Inspired by gopfan2's weather trading approach. Use when user wants to trade temperature markets, automate weather bets, check forecasts, or run weather-based strategies.
Generate complete, installable OpenClaw trading skills from natural language strategy descriptions. Use when your human wants to create a new trading strategy, build a bot, generate a skill, automate a trade idea, turn a tweet into a strategy, or asks "build me a skill that...". Produces a full skill folder (SKILL.md + Python script + config) ready to install and run.
One-shot bootstrap for the Simmer MCP server. Detects your agent runtime (Claude Code / Cursor / OpenClaw / Hermes / Codex), installs simmer-mcp via npm, writes the right MCP config, prompts a restart, and verifies the tool handshake. Use after registering an agent on simmer.markets to run pre-built Simmer trading strategies through your MCP-aware agent.
The prediction market interface for AI agents. Trade Polymarket and Kalshi through one API with self-custody wallets, safety rails, and smart context.
| name | backtest-demo-favorites |
| description | Tiny demo skill bundled with `simmer backtest --demo`. Buys YES on liquid favorites to exercise the full backtest pipeline offline. |
| metadata | {"version":"1.0.0"} |
This is not a real trading strategy. It exists so simmer backtest --demo
produces a meaningful report (decisions, trades, settlements, hit_rate, pnl,
baselines) with no network access and no tape download.
Each tick it buys a small fixed amount of YES on the most liquid markets trading as favorites (YES price in a mid-to-high band), skipping anything it already holds. Run against the bundled 10-market demo slice, a handful of those favorites resolve YES (wins) and a handful resolve NO (losses), so the demo shows a realistic mixed outcome rather than "0 trades, stayed flat".
Entrypoint: favorites_demo.py (reads SIMMER_API_URL / SIMMER_API_KEY from
the replay harness; accepts and ignores --live / --quiet).
