📈 Crypto Up/Down 5min Bot

A Python trading bot for ETH and BTC Up/Down 5-minute markets on Polymarket, powered by real-time Binance price data.

The bot uses a Window Delta strategy combined with micro momentum and ATR volatility filtering to identify high-confidence entries in the final seconds before each market closes.

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✨ Features

• Window Delta filter — compares current crypto price to the period's open price (fetched from Binance); skips entries when the price is too close to the line
• Micro momentum confirmation — checks the direction of the last 2 × 1-minute candles to reinforce the signal
• ATR volatility filter — skips entries when the current period's range exceeds 1.5× the historical average (too volatile)
• Composite confidence score — normalized 0–100% signal strength; configurable minimum threshold
• Direction alignment check — Binance trend must match the Polymarket leading side before entering
• Per-crypto price thresholds — stricter entry price for BTC (≥ 0.94) than ETH (≥ 0.92)
• Three run modes — Paper (simulated), Live (real funds), Dry Run (real data, no execution)
• Parallel data fetching — Polymarket and Binance queries run concurrently via ThreadPoolExecutor
• Session summary — prints a full trade log on exit (Ctrl+C)

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🧠 Strategy

Every 5 minutes Polymarket resolves whether ETH (or BTC) closed Up or Down relative to its price at the start of the period.

The bot wakes up ~65 seconds before each market close and begins monitoring. It only places a bet when all of the following conditions are met:

Condition	Description
Entry window	Between 10 and 50 seconds before close
PM price	Polymarket CLOB mid-price ≥ PRICE_MIN and ≤ 0.99
Window Delta	|current − open| / open > 0.05% (not too close to the line)
Confidence	Composite score ≥ 30% (configurable)
Direction match	Binance delta direction == Polymarket leading side
ATR	Current period range ≤ 1.5× historical ATR

Score Weighting

Delta magnitude	Weight
> 1.0%	7
> 0.20%	5
> 0.10%	3
> 0.05%	1
Momentum confirms	+2
Max possible	9

Confidence = abs(score) / 9.0, capped at 100%.

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📋 Requirements

• Python 3.10+
• A Polymarket account with USDC on Polygon (for live trading)
• No Binance account needed (public API)

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🚀 Installation

# 1. Clone the repo
git clone https://github.com/your-username/copy-trader.git
cd copy-trader

# 2. Create a virtual environment (recommended)
python -m venv .venv
source .venv/bin/activate

# 3. Install dependencies
pip install -r requirements.txt

# 4. Set up your environment variables
cp .env.example .env
# Edit .env and fill in your keys (only required for --live mode)

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⚙️ Configuration

All key parameters are defined at the top of crypto_bot.py:

Constant	Default	Description
ENTRY_SECONDS_MIN	10	Earliest entry (seconds before close)
ENTRY_SECONDS_MAX	50	Latest entry (seconds before close)
PRICE_MIN["ETH"]	0.92	Minimum Polymarket price for ETH entries
PRICE_MIN["BTC"]	0.94	Minimum Polymarket price for BTC entries
PRICE_MAX	0.99	Maximum Polymarket price (upside floor)
DELTA_SKIP	0.0005	Minimum delta (< 0.05% → skip)
DELTA_WEAK	0.001	Weak signal threshold (0.10%)
DELTA_STRONG	0.002	Strong signal threshold (0.20%)
MIN_CONFIDENCE	0.3	Minimum composite confidence (0.0–1.0)
ATR_PERIODS	5	Number of 5min candles for ATR calculation
ATR_MULTIPLIER	1.5	Maximum allowed range vs ATR
WAKE_BEFORE	65	Seconds before close to start monitoring
POLL_INTERVAL	3	Polling interval in seconds

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🖥️ Usage

# Paper mode — simulated trades, real data (default)
python crypto_bot.py --paper

# Dry run — real data, no trades, no keys needed
python crypto_bot.py --dry-run

# Live mode — real funds (requires .env keys)
python crypto_bot.py --live

# Live mode with custom bet size
python crypto_bot.py --live --amount 25

Press Ctrl+C at any time to stop the bot and print the session summary.

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🔑 Environment Variables

Only required for --live mode. Create a .env file based on .env.example:

Variable	Description
POLY_PRIVATE_KEY	Your Polymarket wallet private key (Polygon)
POLY_PROXY_WALLET	Your Polymarket proxy/funder wallet address

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📁 Project Structure

copy-trader/
├── crypto_bot.py       # Main bot
├── requirements.txt    # Python dependencies
├── .env.example        # Environment variable template
├── .gitignore          # Git ignore rules
└── README.md           # This file

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⚠️ Disclaimer

This software is for educational and experimental purposes only.

• This is not financial advice.
• Prediction markets involve real financial risk. You can lose your entire investment.
• Past performance of any strategy does not guarantee future results.
• Use at your own risk. The authors accept no liability for any losses incurred.
• Always start with --paper or --dry-run mode before using real funds.
• Never risk money you cannot afford to lose.

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📄 License

MIT License — see LICENSE for details.

Collaborations

If this project was useful to you, contributions are welcome via USDC on Polygon:

0xbc48eAebC98463c7c9521e1310C13FC1A080B419