butterql

Convert Polymarket price theses into defined-risk multi-leg bracket trade plans.

6|Updated Mar 12, 2026
One-click install
npx skills add https://github.com/buttermarkets/butterql --skill butterql
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: butterql
Source: https://github.com/buttermarkets/butterql/tree/main
Command: npx skills add https://github.com/buttermarkets/butterql --skill butterql

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

butterql teaches an LLM to translate a Polymarket price thesis into a fully defined-risk multi-leg bracket trade, guiding discovery, planning, confirmation, and execution so users never skip gating or risk visualization.

Core Features & Use Cases

  • Recall & parse: Starts by fetching durable memory, extracts asset/thesis/price bounds, and validatesdates before touching live markets.
  • Discovery + planning: Uses the Polymarket CLI or fixture data to fetch neg-risk bins, verifies order minimums, enforces dollar and liquidity checks, and selects corridor, wedge, fence, or ladder shapes with clear size math.
  • Explain & confirm: Presents the commanded scenario table listing every bin, details per-leg costs, states the data source, and ends with the mandatory Confirm? [y/n] gate prior to any execution attempt.

Quick Start

Point your coding agent at SKILL.md and ask it to plan a defined-risk BTC bracket trade.

Frequently Asked Questions about butterql

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I plan a defined-risk multi-leg trade on Polymarket bracket markets?

To plan a defined-risk multi-leg trade, you input a price thesis and budget constraints. The system fetches neg-risk bins via CLI or fixture data, selects shapes like corridor or ladder, and outputs a full scenario table before execution.

What multi-leg trade shapes can I use for Bitcoin bracket markets?

Available multi-leg shapes for Bitcoin bracket markets include corridor, wedge, fence, and ladder formations. These structures are selected based on your parsed price bounds and liquidity checks to maintain defined-risk parameters.

How do I convert a price thesis into a Polymarket trade plan without skipping risk visualization?

Converting a price thesis requires extracting asset bounds and validating dates first. The system then presents a commanded scenario table detailing per-leg costs and states the data source prior to a mandatory Confirm? [y/n] execution gate.

Can I use fixture data instead of the Polymarket CLI for trade planning?

Yes, you can use fixture data as an alternative to the Polymarket CLI for discovery. The system accepts either source to fetch neg-risk bins, verify order minimums, and enforce dollar and liquidity checks during trade planning.

What are the limitations when planning defined-risk trades for bracket markets?

Planning defined-risk trades requires parsed intent, budget constraints, and verified order minimums. If CLI or fixture discovery data is unavailable, or if liquidity checks fail, the system cannot generate a valid multi-leg bracket trade plan.

Do I need to manually confirm Polymarket trade execution after generating a scenario table?

Yes, manual confirmation is required. The workflow mandates a strict Confirm? [y/n] gate after presenting the full scenario table with per-leg costs, ensuring no execution attempt proceeds without explicit user approval.