polymarket-weather-trader

name	polymarket-weather-trader
description	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.
metadata	{"author":"Simmer (@simmer_markets)","version":"1.23.3","displayName":"Polymarket Weather Trader","difficulty":"beginner","attribution":"Strategy inspired by gopfan2 (public Polymarket trader — approach referenced, not endorsed)."}

Polymarket Weather Trader

Trade temperature markets on Polymarket using NOAA forecast data.

🚨 Framework, not a production trading system. Read DISCLAIMER.md before connecting to a wallet with real funds.

Template skill. Defaults to dry-run mode (no real money). The --live flag is a deliberate single-command opt-in for real-money execution. Configure tunables (entry/exit thresholds, locations, etc.) via env vars listed below.

Safety rails (read first)

This skill executes real-money trades on Polymarket only when the --live flag is passed AND the human's wallet is linked to their Simmer account. Trading is bounded by default:

• Dry-run is the default. python weather_trader.py (no flag) shows opportunities but executes no trades. The --live flag is required for real-money execution. There is no "auto-graduate" path.
• $SIM paper sandbox option. Set TRADING_VENUE=sim to trade Simmer's $SIM virtual currency at real prices — useful for validating the strategy without USDC exposure.
• Real-money trading requires explicit human verification. A wallet must be linked at simmer.markets/dashboard before any real trade lands. Without a linked wallet the SDK rejects real-money order construction.
• Per-trade cap. SIMMER_WEATHER_MAX_POSITION_USD defaults to $2.00 per trade. Configurable via env var, capped at the user's dashboard-set platform per-trade limit.
• Daily caps. Platform-level daily caps apply (max trades/day, max USD/day). Set at simmer.markets/dashboard → SDK settings.
• Auto stop-loss is ON by default. Server-side risk monitor watches every buy. Threshold is configurable per user at simmer.markets/dashboard → Settings → Auto Risk Monitor. It cannot protect against gap-resolution, though: weather temperature buckets jump straight to about 0 at resolution rather than decaying through your stop, so a percentage stop has no price to trigger on and no liquidity to exit into. Size for the full loss, not for the stop. See DISCLAIMER.md.
• Strategy-side safeguards. Beyond platform risk monitors, this skill checks flip-flop, slippage (SIMMER_WEATHER_SLIPPAGE_MAX, default 15%), time-decay, and resolved-market status before every order. Disable only with --no-safeguards (not recommended).
• Reversibility. Open positions exit automatically when price > SIMMER_WEATHER_EXIT_THRESHOLD (default 0.45), or via client.cancel_order() / a manual sell.

If anything above isn't clear, stop and ask the user before passing --live.

Strategy logic

Weather market outcomes are discrete: a temperature bucket ("34-35°F") either matches the actual high on resolution day or it doesn't. The strategy works when the NOAA forecast is more accurate than what the market has priced in.

Test before going live. The $SIM venue gives you a fully virtual sandbox at real market prices — recommended before any --live run.

Risk monitor. Stop-loss and take-profit thresholds are user settings (configurable at simmer.markets/dashboard → Settings → Auto Risk Monitor), shared across all skills under that user account. Per-position overrides via client.set_monitor(market_id, side, stop_loss_pct=..., take_profit_pct=...).

External wallet users: monitors emit alerts via the briefing endpoint — your agent must be running for sells to execute. Managed wallet users: server executes directly.

When to Use This Skill

Use this skill when the user wants to:

• Trade weather markets automatically
• Set up gopfan2-style temperature trading
• Buy low on weather predictions
• Check their weather trading positions
• Configure trading thresholds or locations

What's New in v1.23.3

• Event grouping now keys on event_ref (the canonical parent-event id, present on every market) instead of the legacy event_id, which SDK-imported markets historically lacked. Fixes temperature buckets silently dropping out of their event group (missing buckets when event_id came back null).

What's New in v1.21.0

• Per-market resolution source. Each market is now routed to the specific weather station Polymarket actually reads (parsed from the market's resolution_criteria field). Previously the skill used a hardcoded city → station map, which silently traded against the wrong forecast in a few cases (notably Dallas, where Polymarket resolves on Love Field / KDAL but the skill assumed DFW / KDFW). Markets that name a station the skill doesn't know are now skipped with a log line — better to skip than to trade a stale oracle. Robust to Polymarket swapping airports.
• Expanded NOAA station coverage. KLGA, KJFK, KEWR, KNYC, KORD, KMDW, KSEA, KATL, KDAL, KDFW, KMIA, KBOS, KDCA, KIAD, KPHX, KLAS, KSFO, KLAX, KDEN, KMSP, KPHL.
• Expanded international coverage. Adds Madrid, Milan, Amsterdam, Taipei to Open-Meteo routing (alongside existing Tel Aviv, Munich, London, Tokyo, Seoul, Ankara, Lucknow, Wellington).
• Requires the new ?include=resolution_criteria flag on /api/sdk/markets (live on Simmer backend 2026-05-03).

What's New in v1.20.1

• Safety rails section first. Bounding contract surfaced at the top — paper-default, --live requirement, configurable caps, server-side risk monitor, strategy-side safeguards, reversibility.
• Risk monitor framing genericized. Stop-loss / take-profit thresholds are described as configurable user settings rather than specific percentages. (See FAQ at docs.simmer.markets for current defaults — they're user-tunable in the dashboard.)
• Wallet setup link genericized. Points at docs.simmer.markets/wallets instead of a named cross-skill.

What's New in v1.20.0

• SDK 0.13.0 integration — uses SimmerClient.from_env() (auto-reads SIMMER_API_KEY, raises a clear RuntimeError with a dashboard pointer if unset). Requires simmer-sdk>=0.13.0.
• Slim per skill catalog reshape (Phase 3) — duplicated wallet-setup / changelog / decorative content removed; SKILL.md trimmed to focus on what's specific to this skill.
• Dead code removed — retired AUTOMATON_* env reads (the automaton runtime was retired 2026-04-20).

Setup

For wallet setup, see docs.simmer.markets/wallets.

Required environment:

• SIMMER_API_KEY — get from simmer.markets/dashboard → SDK tab
• WALLET_PRIVATE_KEY — Polymarket wallet private key (the SDK signs orders client-side)

Then pip install --upgrade simmer-sdk (>=0.13.0) and configure tunables below.

Configuration

Setting	Environment Variable	Default	Description
Trading venue	TRADING_VENUE	polymarket	Venue to trade on. Set sim for paper trading.
Entry threshold	SIMMER_WEATHER_ENTRY_THRESHOLD	0.15	Buy when price below this
Exit threshold	SIMMER_WEATHER_EXIT_THRESHOLD	0.45	Sell when price above this
Max position	SIMMER_WEATHER_MAX_POSITION_USD	2.00	Maximum USD per trade
Max trades/run	SIMMER_WEATHER_MAX_TRADES_PER_RUN	5	Maximum trades per scan cycle
Locations	SIMMER_WEATHER_LOCATIONS	NYC	Comma-separated cities (NYC, Chicago, Seattle, Atlanta, Dallas, Miami)
Binary only	SIMMER_WEATHER_BINARY_ONLY	false	Skip range-bucket events (e.g., "34-35°F"), only trade binary yes/no markets
Smart sizing %	SIMMER_WEATHER_SIZING_PCT	0.05	% of balance per trade
Slippage max	SIMMER_WEATHER_SLIPPAGE_MAX	0.15	Skip trades with slippage above this (0.15 = 15%)
Min liquidity	SIMMER_WEATHER_MIN_LIQUIDITY	0	Skip markets with liquidity below this USD amount (0 = disabled)
Vol targeting	SIMMER_WEATHER_VOL_TARGETING	false	Enable volatility targeting for dynamic position sizing
Target vol	SIMMER_WEATHER_TARGET_VOL	0.20	Target annualized volatility (0.20 = 20%)
Vol max leverage	SIMMER_WEATHER_VOL_MAX_LEVERAGE	2.0	Max scale-up multiplier in calm markets
Vol min alloc	SIMMER_WEATHER_VOL_MIN_ALLOC	0.2	Min allocation floor in volatile markets (0.2 = 20%)
Vol EWMA span	SIMMER_WEATHER_VOL_SPAN	10	EWMA span for vol calculation (lower = more responsive)
Order type	SIMMER_WEATHER_ORDER_TYPE	GTC	GTC (limit, waits for fill) or FAK (cancel if not filled). GTC recommended.

Legacy env var aliases (still accepted for backwards compatibility): SIMMER_WEATHER_ENTRY, SIMMER_WEATHER_EXIT, SIMMER_WEATHER_MAX_POSITION, SIMMER_WEATHER_MAX_TRADES

Supported locations (city-name filter applied to market questions): NYC, Chicago, Seattle, Atlanta, Dallas, Miami, plus international cities (Tel Aviv, Munich, London, Tokyo, Seoul, Ankara, Lucknow, Wellington, Madrid, Milan, Amsterdam, Taipei). The actual oracle station is parsed per-market from resolution_criteria — see "Resolution-source routing" below.

Resolution-source routing

Polymarket weather markets carry a resolution_criteria field that names the exact station the market resolves on (e.g. "Chicago O'Hare Intl Airport Station" with wunderground.com/.../KORD). v1.21.0+ parses that text per-market and routes to the matching forecast station instead of a city default. If a market names a station the skill doesn't know, the event is skipped with a log line. Add new stations to STATION_ID_TO_NOAA (US) or INTERNATIONAL_STATION_TO_CITY (international) in weather_trader.py to extend coverage — PRs welcome.

SDK initialization

from simmer_sdk import SimmerClient

client = SimmerClient.from_env(venue="polymarket", live=True)

from_env() (added in simmer-sdk 0.13.0) reads SIMMER_API_KEY from the environment and raises RuntimeError with a dashboard pointer if unset. If OWS_WALLET is set, it auto-routes through the OpenClaw shared wallet.

Quick Commands

# Check account balance and positions
python scripts/status.py

# Detailed position list
python scripts/status.py --positions

API Reference:

• Base URL: https://api.simmer.markets
• Auth: Authorization: Bearer $SIMMER_API_KEY
• Portfolio: GET /api/sdk/portfolio
• Positions: GET /api/sdk/positions

Running the Skill

# Dry run (default — shows opportunities, no trades)
python weather_trader.py

# Execute real trades
python weather_trader.py --live

# With smart position sizing (uses portfolio balance)
python weather_trader.py --live --smart-sizing

# Check positions only
python weather_trader.py --positions

# View config
python weather_trader.py --config

# Disable safeguards (not recommended)
python weather_trader.py --no-safeguards

# Disable trend detection
python weather_trader.py --no-trends

# Enable volatility targeting (dynamic sizing based on market vol)
python weather_trader.py --live --smart-sizing --vol-targeting

# Quiet mode — only output on trades/errors (ideal for high-frequency runs)
python weather_trader.py --live --quiet

How It Works

Each cycle the script:

1. Fetches active weather markets from Simmer API
2. Groups markets by event (each temperature day is one event)
3. Parses event names to get location and date
4. Fetches NOAA forecast for that location/date
5. Finds the temperature bucket that matches the forecast
6. Safeguards: Checks context for flip-flop warnings, slippage, time decay
7. Trend Detection: Looks for recent price drops (stronger buy signal)
8. Entry: If bucket price < threshold and safeguards pass → BUY
9. Exit: Checks open positions, sells if price > exit threshold
10. Tagging: All trades tagged with sdk:weather for tracking

Smart Sizing

With --smart-sizing, position size is calculated as:

• 5% of available USDC balance (configurable via SIMMER_WEATHER_SIZING_PCT)
• Capped at max position setting ($2.00 default)
• Falls back to fixed size if portfolio unavailable

Volatility Targeting

With --vol-targeting, position sizes are dynamically adjusted based on realized market volatility:

position_size = base_size × clamp(target_vol / realized_vol, min_alloc, max_leverage)

• High volatility: positions scale down → less risk
• Low volatility: positions scale up → more alpha capture
• Falls back to base size if insufficient price history (< 15 data points)

Safeguards

Before trading, the skill checks:

• Flip-flop warning: Skips if you've been reversing too much
• Slippage: Skips if estimated slippage > 15% (tunable)
• Time decay: Skips if market resolves in < 2 hours
• Market status: Skips if market already resolved

Disable with --no-safeguards (not recommended).

Source Tagging

All trades are tagged with source: "sdk:weather". This means:

• Portfolio shows breakdown by strategy
• Trades tagged sdk:weather are excluded from generic copytrade sells.
• You can track weather P&L separately

Troubleshooting

"Safeguard blocked: Severe flip-flop warning" — you've been changing direction too much on this market; wait before trading again.

"Slippage too high" — market is illiquid; reduce position size or skip.

"Resolves in Xh - too soon" — market resolving soon, risk is elevated.

"No weather markets found" — weather markets may not be active (seasonal).

"External wallet requires a pre-signed order" — WALLET_PRIVATE_KEY is not set. Fix: export WALLET_PRIVATE_KEY=0x<your-polymarket-wallet-private-key>. The SDK signs orders automatically when this env var is present — do not attempt to sign orders manually.

"Balance shows $0 but I have funds on Polygon" — Polymarket V2 (live 2026-04-28) uses pUSD (PolyUSD, 1:1 backed by USDC.e). Migrate at simmer.markets/dashboard (~30s). Full guide: docs.simmer.markets/v2-migration.

"API key invalid" — get a new key from simmer.markets/dashboard → SDK tab.