liquidity-paired-basis-maker
CommunityBacktest-first paired basis trading on Polymarket.
Finance & Accounting#polymarket#risk gating#liquidity filtering#paired trading#basis backtesting#order book simulation#hedged execution
Authorterraleiloa
Version1.0.0
Installs0
System Documentation
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.
Dependency Matrix
Required Modules
py-clob-clientpsycopg
Components
scripts
💻 Claude Code Installation
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Please help me install this Skill: Name: liquidity-paired-basis-maker Download link: https://github.com/terraleiloa/seren-skills/archive/main.zip#liquidity-paired-basis-maker Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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