Python Polymarket Sniping Autotrading Software
Budget: $50 – $0 USD
I want a production-ready Python autotrading software that connects to Polymarket and executes a “final-minutes sniping” strategy. The idea is simple: in the closing moments of a market—sometimes literal seconds—the bot places staggered buy orders to capture small but frequent moves (e.g., 0.90 → 1.00).
Core build notes
• Language & stack: pure Python, using the official Polymarket API / Graph endpoints plus any lightweight libraries you find essential (websockets, pandas, asyncio, etc.).
• Strategy logic: continuously watch the order book, predict remaining time to resolution, and fire a configurable ladder of orders just before cut-off.
• Configuration: via JSON or YAML file I can easily edit. It must expose (a) timeframes & precise entry timing, (b) asset list with trade size as % of deposit, and (c) an optional stop-loss threshold.
• Safety for live use: respect all Polymarket rate limits, retry gracefully, log every action, and surface metrics through a simple Prometheus or CLI dashboard.
• Modes: live trading, paper trading, and historical back-test (reading past market data so I can validate parameters before risking funds).
Acceptance criteria
1. Clean, well-documented source code and requirements.txt.
2. Sample config file illustrating every option.
3. README with setup, deployment, and how to toggle live / paper / back-test.
4. Short demonstration of the software running against at least one completed market, showing order placement and final P&L.
Deliver everything in a Git repo or ZIP—once tests pass on my end, the project is complete.
Core build notes
• Language & stack: pure Python, using the official Polymarket API / Graph endpoints plus any lightweight libraries you find essential (websockets, pandas, asyncio, etc.).
• Strategy logic: continuously watch the order book, predict remaining time to resolution, and fire a configurable ladder of orders just before cut-off.
• Configuration: via JSON or YAML file I can easily edit. It must expose (a) timeframes & precise entry timing, (b) asset list with trade size as % of deposit, and (c) an optional stop-loss threshold.
• Safety for live use: respect all Polymarket rate limits, retry gracefully, log every action, and surface metrics through a simple Prometheus or CLI dashboard.
• Modes: live trading, paper trading, and historical back-test (reading past market data so I can validate parameters before risking funds).
Acceptance criteria
1. Clean, well-documented source code and requirements.txt.
2. Sample config file illustrating every option.
3. README with setup, deployment, and how to toggle live / paper / back-test.
4. Short demonstration of the software running against at least one completed market, showing order placement and final P&L.
Deliver everything in a Git repo or ZIP—once tests pass on my end, the project is complete.
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