القائمة
Use when two Polymarket markets imply different probabilities for a linked outcome.
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
Request and use a Superior Trade API key for https://api.superior.trade. Use when an agent needs to onboard a user by email, request an API key with POST /auth/sign-in/magic-link, set up x-api-key authentication, or recover from missing/invalid Superior Trade credentials (401/403) before backtesting or deploying a strategy.
Backtest and deploy trading strategies on Superior Trade's managed cloud.
Discover Polymarket markets, place single immediate market orders, run v3 filled-data backtests, and plan/start live Nautilus deployments through Superior Trade's managed cloud.
Use when the user asks for spot-perp basis trade, basis arbitrage, cash-and-carry, perp discount, or any setup that reads the spot–perp basis as a positioning signal. Long-perp leg only — pure two-leg basis arb requires a paired spot short (or long) which Freqtrade can't run cleanly. The strategy below captures the directional read, not the hedged carry.
Use when designing or tuning exit logic for a Freqtrade strategy on Superior Trade — anything described as ratcheting trailing stop, two-phase exit, ALO-aware exit, dynamic stoploss DSL, ROI ladder, take-profit ladder, exit engine. Specifies a three-phase exit (Phase 0 ROI ladder, Phase 1 hard stop, Phase 2 ratcheting trail) that strategies compose. The Phase 2 ratchet was the most consistently profitable primitive across 21 validation backtests; the Phase 0 ladder is what makes mean-reversion strategies actually book wins.
Use when writing a strategy that captures short-squeeze setups on Hyperliquid perps — anything described as squeeze, short squeeze fuel, negative funding rally, fade the shorts, paid to long. Goes long when funding APR is deeply negative (shorts paying longs) AND price has been rising, exits on funding normalisation or time-stop. Sibling of strategy-funding-harvest but reads the squeeze-fuel signal instead of the carry.
| name | related-market-spread |
| description | Use when two Polymarket markets imply different probabilities for a linked outcome. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when the user asks for relative-value trades, discrepancy checks, linked outcomes, or questions like "this market is mispriced versus that one."
POST /v3/markets/search.Partial fit. Backtests built from filled TradeTick data are useful for checking whether the spread relationship has widened and then compressed in history. They cannot guarantee simultaneous fills or full cross-book liquidity.
Use this as a generated archetype: the strategy should be adapted in code before use, not treated as a finished edge.
Track the latest filled price for both legs. Enter when spread is above a threshold and exits when spread narrows or max holding duration expires.
TradeTick for both instruments.{
"primary_instrument_id": "AUTO_FROM_MARKET_A",
"secondary_instrument_id": "AUTO_FROM_MARKET_B",
"spread_entry": 0.08,
"spread_exit": 0.03,
"order_size": 10,
"max_holding_ticks": 120
}
| Knob | Effect |
|---|---|
spread_entry | Higher = only trade stronger relative-value discrepancies. |
spread_exit | Lower = wait for fuller normalization before exiting. |
max_holding_ticks | Lower = tighter time risk control if convergence does not happen. |
TradeTick replay cannot prove simultaneous execution across legs."This is a relative-value archetype, not a guaranteed edge. It is built from filled TradeTick backtests and exact market slug discovery first, then adapted into custom NautilusTrader code before any deployment."