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liquidity-paired-basis-maker

Run liquidity-filtered paired-market basis backtests on Polymarket before emitting trade intents.

2|Updated Feb 25, 2026
Search Tags:#polymarket#risk gating#liquidity filtering#paired trading#basis backtesting#order book simulation#hedged execution
One-click install
npx skills add https://github.com/terraleiloa/seren-skills --skill liquidity-paired-basis-maker
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: liquidity-paired-basis-maker
Source: https://github.com/terraleiloa/seren-skills/tree/main/polymarket/liquidity-paired-basis-maker
Command: npx skills add https://github.com/terraleiloa/seren-skills --skill liquidity-paired-basis-maker

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires py-clob-client, psycopg, and includes scripts (resource) components.

What problem does it solve?

liquidity-paired-basis-maker helps traders evaluate and execute a hedged paired-market basis strategy on Polymarket by enforcing a mandatory backtest gate before any trade intents are produced, reducing the risk of acting on unverified pair behavior.

Core Features & Use Cases

  • Paired-market basis strategy with backtest gating: runs a paired historical simulation first (default) and blocks trade mode unless the backtest passes configured risk criteria.
  • Liquidity-filtered pair universe construction: fetches live candidate markets, applies a liquidity cap, aligns per-leg histories, and replays order-book-aware fills to compute basis reversion behavior.
  • Optional live paired trade intent emission: after a successful backtest, emits paired two-leg trade intents for a hedged exit/entry workflow, with explicit pre-trade orderbook and dependency checks.

Quick Start

Ask your AI agent to run the default paired-market backtest first, show the full results, and then (only if you confirm) proceed to trade mode for liquidity-gated Polymarket pair intents.

Frequently Asked Questions about liquidity-paired-basis-maker

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

FAQPage Schema
How do I backtest a paired basis trading strategy on Polymarket?▼

To backtest a paired basis trading strategy on Polymarket, run the default paired-market simulation first. This fetches live candidate markets, applies a liquidity cap, aligns per-leg histories, and replays order-book-aware fills to compute basis reversion behavior.

What is liquidity-filtered paired-market basis trading?▼

Liquidity-filtered paired-market basis trading is a relative-value dislocation strategy across logically linked Polymarket contracts. It constructs a pair universe by applying a liquidity cap and replays order-book-aware fills to evaluate hedged execution workflows.

Do I need a specific API key or runtime for Polymarket paired basis backtesting?▼

Yes, Polymarket paired basis backtesting requires Seren Desktop/MCP runtime auth or a SEREN_API_KEY, Polymarket CLOB access for live orderbook checks, and Python execution via scripts/agent.py with configured backtest gating.

How does risk gating work for paired trade intent emission on Polymarket?▼

Risk gating for paired trade intent emission blocks trade mode unless the backtest passes configured risk criteria. After a successful backtest, it emits paired two-leg trade intents with explicit pre-trade orderbook and dependency checks.

Can I run dry-run validation scenarios for Polymarket hedged pair execution?▼

Yes, you can run dry-run validation scenarios for Polymarket hedged pair execution. The workflow applies to order-book-aware hedged pair execution and evaluates liquidity-filtered paired-market basis opportunities before generating actual trade intents.

What's the best way to prevent unverified behavior in Polymarket relative-value trading?▼

The best way to prevent unverified behavior in Polymarket relative-value trading is enforcing a mandatory backtest gate before any trade intents are produced. This reduces the risk of acting on unverified pair behavior by requiring configured risk caps to pass.

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