crypto-hft

Crypto HFT - Binary Market Trading

Trade Polymarket's crypto binary markets with 4 automated strategies. Just say what you want!

Available market durations (pick one):

• 5-minute: BTC only - ultra-high frequency HFT
• 15-minute: All assets (BTC, ETH, SOL, XRP) - balanced, most popular
• 1-hour: All assets - faster swing trading
• 4-hour: All assets - multi-hour trends
• Daily: All assets - position trading, overnight holds

Each round has UP/DOWN token pairs that settle at 0 or 1 using Chainlink price feeds.

Starts in dry-run mode by default (no real orders). Test for free before going live!

Talk to Clodds Naturally

Just say what you want to trade:

"Trade 5-minute BTC markets"
→ /hft start --preset 5min-btc

"Start 1-hour trading on all assets"
→ /hft start --preset 1h-all

"I want 4-hour swing trades"
→ /hft start --preset 4h-all

"Show me daily market presets"
→ /hft preset list

"Trade conservatively on 15-minute markets"
→ /hft start --preset conservative

"Aggressive all-in on 15-min with all strategies"
→ /hft start --preset aggressive

Quick Start

/crypto-hft start                          # 15-min (default): BTC,ETH,SOL,XRP
/crypto-hft start --preset 5min-btc        # 5-minute BTC (fast, aggressive)
/crypto-hft start --preset 1h-all          # 1-hour all assets
/crypto-hft start --preset 4h-all          # 4-hour all assets (swing)
/crypto-hft start --preset daily-all       # Daily all assets (position)
/crypto-hft start BTC,ETH --dry-run       # 15-min specific assets, dry run
/crypto-hft status                         # Check stats + open positions
/crypto-hft stop                           # Stop and show summary

For live trading, set Polymarket env vars and omit --dry-run:

export POLY_PRIVATE_KEY="..."
export POLY_FUNDER_ADDRESS="..."
export POLY_API_KEY="..."
export POLY_API_SECRET="..."
export POLY_API_PASSPHRASE="..."

Commands

Start / Stop

/crypto-hft start [ASSETS] [--size N] [--dry-run] [--preset NAME]
/crypto-hft stop

Monitor

/crypto-hft status       Stats, round info, open positions
/crypto-hft positions    Last 20 closed trades with PnL
/crypto-hft markets      Active markets from Gamma API (5-min or 15-min)
/crypto-hft round        Current round slot and timing

Configure (while running)

/crypto-hft config                                 Show current config
/crypto-hft config --tp 15 --sl 12                 Set take-profit/stop-loss %
/crypto-hft config --size 30 --max-pos 4           Set trade size and max positions
/crypto-hft config --ratchet on --trailing off      Toggle exit features
/crypto-hft config --max-loss 100                   Set daily loss limit

Strategy Control

/crypto-hft enable momentum          Enable a strategy
/crypto-hft disable expiry_fade      Disable a strategy

Presets

/crypto-hft preset list              Show all presets
/crypto-hft preset save my_config    Save current config as preset
/crypto-hft preset load scalper      Load a preset (into running engine or for next start)
/crypto-hft preset delete my_config  Delete a saved preset

Strategies

Strategy	Entry Condition	Order Mode	Best For
momentum	Spot price moved, poly lagging	maker_then_taker	Catching delayed reactions
mean_reversion	Token mispriced, spot calm	maker (0% fee)	Range-bound markets
penny_clipper	Oscillating in zone, price below mean	maker (0% fee)	Tight spread scalping
expiry_fade	Near expiry, skewed pricing, flat spot	taker (speed)	Late-round mean reversion

Built-in Presets

By Market Duration

5-Minute (BTC Only)

Preset	Size	Max Pos	Strategies	Features
5min-btc	$15	1	All 4	Aggressive - 10s min age
5min-btc-conservative	$10	1	MR, PC	Conservative - 15s min age

1-Hour (All Assets)

Preset	Size	Max Pos	Strategies	Features
1h-all	$20	3	All 4	Balanced - ratchet + trailing

4-Hour (All Assets - Swing)

Preset	Size	Max Pos	Strategies	Features
4h-all	$30	4	Mom + MR	Swing trading focus

Daily (All Assets - Position)

Preset	Size	Max Pos	Strategies	Features
daily-all	$50	4	Mom + MR	Position trading, tight ratchet

15-Minute (Classic - All Assets)

Preset	Size	Max Pos	Strategies	Risk
conservative	$10	2	MR, PC	Low - dry run, tight stops
aggressive	$50	4	All 4	High - live, wide stops
scalper	$20	3	PC only	Medium - ratchet on
momentum_only	$30	3	Mom only	Medium - ratchet + trailing

Legend: MR=mean_reversion, PC=penny_clipper, Mom=momentum

Market Duration Comparison

Aspect	5-Min	1-Hour	4-Hour	Daily
Assets	BTC	All	All	All
Duration	300s	3,600s	14,400s	86,400s
Min Round Age	10s	60s	120s	600s
Min Time Left	50s	180s	600s	3,600s
Force Exit	10s	60s	120s	600s
Best For	HFT scalping	Fast swing	Swing trading	Position trading
Liquidity	Thin	Good	Very good	Excellent
Fee Impact	Critical	Moderate	Low	Very low
Daily Cycles	288	24	6	1

Trading Strategy by Duration:

• 5-min: Ultra-high frequency, requires tight risk management, penny_clipper focus
• 1-hour: Balanced entry points, good for mean reversion + momentum
• 4-hour: Swing trading, catch multi-hour trends, focus on momentum
• Daily: Position trading, macroeconomic drivers, long holding periods

Exit Logic

Positions are monitored every 500ms with 9 exit types (in priority order):

1. Force exit - < 30s before expiry (15-min) or < 10s (5-min)
2. Take profit - PnL >= TP% (default 15%)
3. Stop loss - PnL <= -SL% (default 12%)
4. Ratchet floor - Progressive giveback from confirmed high-water mark
5. Trailing stop - Tightens as expiry approaches
6. Depth collapse - Orderbook depth dropped 60%+ while price dropping
7. Stale profit - Profitable but bid unchanged for 7s
8. Stagnant profit - At +3% for 13s with no progress
9. Time exit - Approaching minimum time left

Architecture

Binance WS (spot) --> CryptoFeed --> Strategy Evaluators --> Entry Signals
Gamma API ---------> MarketScanner --> Round Detection    |
                                                          v
Poly Orderbook ----> OBI/Spread/Depth --> Exit Checks --> ExecutionService
                                    |
                              PositionManager (ratchet, trailing, depth collapse)