Simmer SDK
Simmer is the leading prediction market harness for AI agents. Autonomous agents place trades on venues like Polymarket, Kalshi and Hyperliquid through a unified API — with self-custody wallets, safety rails, and smart context.
- Prediction market harness for AI agents — designed for autonomous agents, with full support for manual trading too. Users install trading skills and let their agents trade autonomously.
- $SIM simulated trading — paper-trade with virtual currency before risking real funds.
- Multi-venue — trade Polymarket, Kalshi and Hyperliquid through one unified API.
What's in this repo
Installation
pip install simmer-sdk
Get your API key from simmer.markets/dashboard.
Quick Start
OpenClaw Skill Pattern (recommended)
Most Simmer users run trading skills inside OpenClaw. The standard pattern uses a lazy singleton client and reads config from environment variables:
import os
from simmer_sdk import SimmerClient
SKILL_SLUG = "my-skill-slug" # Must match your ClawHub slug
TRADE_SOURCE = f"sdk:{SKILL_SLUG}"
_client = None
def get_client(live: bool = False):
global _client
if _client is None:
venue = os.environ.get("TRADING_VENUE", "sim")
# `live` controls paper vs real execution and is a constructor arg, not a
# per-trade flag. live=False => paper preview (no real order placed).
_client = SimmerClient(api_key=os.environ["SIMMER_API_KEY"], venue=venue, live=live)
return _client
def run(live: bool = False):
client = get_client(live)
# Find markets. Unfiltered browse is windowed to the newest ~1,000 active
# markets — filter with sort="volume", q="...", or tags="..." to reach the rest.
markets = client.get_markets(status="active", sort="volume", limit=20)
# Get trading context (safeguards, slippage, conflict detection)
ctx = client.get_market_context(markets[0].id)
# Trade — always tag source and skill_slug
if not ctx.conflict and ctx.recommended_action != "hold":
result = client.trade(
market_id=markets[0].id,
side="yes",
amount=10.0,
source=TRADE_SOURCE,
skill_slug=SKILL_SLUG,
reasoning="Signal detected — buying YES"
)
print(f"{'PAPER: ' if not live else ''}Bought {result.shares_bought:.2f} shares")
if __name__ == "__main__":
import sys
run(live="--live" in sys.argv)
Set environment variables:
export SIMMER_API_KEY=sk_live_...
export TRADING_VENUE=sim # sim | polymarket | kalshi
export WALLET_PRIVATE_KEY=0x... # Required for Polymarket self-custody
Default to dry-run. Skills should require --live to execute real trades. Paper-trade with $SIM until your edge is consistent, then graduate to real money.
Raw SDK
For developers building custom integrations:
from simmer_sdk import SimmerClient
client = SimmerClient(api_key="sk_live_...")
# Browse markets (unfiltered browse is windowed to the newest ~1,000 active
# markets — use sort="volume", q="...", or tags="..." for discovery)
markets = client.get_markets(sort="volume", limit=10)
for m in markets:
print(f"{m.question}: {m.current_probability:.1%}")
# Trade with $SIM (virtual currency)
result = client.trade(market_id=markets[0].id, side="yes", amount=10.0)
print(f"Bought {result.shares_bought:.2f} shares for ${result.cost:.2f}")
# Check P&L
for p in client.get_positions():
print(f"{p.question[:50]}: P&L ${p.pnl:.2f}")
Trading Venues
| Venue | Currency | Description |
|---|
sim | $SIM (virtual) | Default. Paper trading on Simmer's LMSR markets. |
polymarket | USDC.e (real) | Real trades on Polymarket (Polygon). Requires WALLET_PRIVATE_KEY. |
kalshi | USDC (real) | Real trades on Kalshi. Requires Pro plan. |
# Paper trading (default)
client = SimmerClient(api_key="sk_live_...", venue="sim")
# Real trading on Polymarket
client = SimmerClient(api_key="sk_live_...", venue="polymarket", live=True)
# Read-only validation/status client. Does not process constructor-time risk exits.
client = SimmerClient.readonly(api_key="sk_live_...", venue="polymarket")
# Override venue for a single trade
client.trade(market_id, side="yes", amount=10.0, venue="polymarket")
TRADING_VENUE environment variable is read at client init — OpenClaw skills use this to select venue at startup without code changes.
Constructor side effect: for live Polymarket clients with WALLET_PRIVATE_KEY or OWS_WALLET, regular SimmerClient(...) construction checks pending risk alerts and may submit stop-loss/take-profit exit orders. This is intentional for self-custody safety: Simmer's server cannot sign those exits. Pass process_risk_alerts=False to skip this constructor check for dry runs. Use SimmerClient.readonly(...) for API-key validation, preflight/status checks, and other non-trading paths.
Spread caveat: $SIM fills instantly (AMM, no spread). Real venues have orderbook spreads of 2–5%. Target edges >5% in $SIM before graduating to real money.
Polymarket order types: omit order_type for the SDK/server smart default: buys use FAK (fill what is available immediately), sells use GTC (rest on the book to improve fill rate on thin books). For structurally thin markets or maker-style limit entries, pass order_type="GTC" and an explicit price.
Polymarket Protocol V2 orders
Protocol V2 markets use PositionManager positions and the ExchangeV3 signing
domain, version "3". This is separate from the April V2 order format selected
by SIMMER_POLYMARKET_EXCHANGE_VERSION. Raw-key EOA signing and both raw-key
and OWS deposit-wallet signing support these markets. OWS EOA signing remains
legacy-only and rejects Protocol V2 metadata.
trade() reads the selected outcome's protocol from the Simmer market detail
response. The server must return these fields on market detail and discovery
responses before routing Protocol V2 markets through this SDK:
| Field | Current markets | Protocol V2 markets |
|---|
polymarket_protocol_version | Absent or "v1" | "v2" |
polymarket_position_id | Absent or null | YES position ID as a decimal uint256 string |
polymarket_no_position_id | Absent or null | NO position ID as a decimal uint256 string |
polymarket_neg_risk | Existing boolean | true for the neg-risk module, false for binary |
For current markets, polymarket_token_id and polymarket_no_token_id remain
the signing IDs. For Protocol V2, the position ID becomes the signed tokenId;
legacy token IDs are not required. The server must obtain the protocol and IDs
from authoritative market metadata. The SDK does not infer them from dates,
IDs, or the neg-risk flag. Unknown or null protocol markers and incomplete V2
metadata raise ValueError. The SDK caches market detail for the client session.
Market.polymarket_yes_protocol and Market.polymarket_no_protocol expose
validated MarketProtocol values. Direct signing callers can pass
market_protocol=MarketProtocol("v2", position_id) to build_and_sign_order,
importing MarketProtocol from simmer_sdk.polymarket_contracts. The frozen
value requires a position ID for V2 and forbids one for V1. Both signing paths
consume the same value. build_and_sign_order rejects Protocol V2 with the legacy exchange flag.
client.ensure_approvals(protocol_v2=True) checks the existing approvals plus
pUSD allowance and PositionManager operator approval for ExchangeV3.
client.check_approvals(protocol_v2=True) requests
GET /api/polymarket/allowances/{address}?protocol_v2=1. The server must return
boolean entries in allowances named pusd_<exchange_address> and
position_manager_<exchange_address>, using the full lowercase ExchangeV3
address:
pusd_0xe3333700ca9d93003f00f0f71f8515005f6c00aa is true when pUSD
allowance(owner, ExchangeV3) >= (2**256 - 1) // 2, PolyNode's readiness threshold.position_manager_0xe3333700ca9d93003f00f0f71f8515005f6c00aa is the result of
PositionManager isApprovedForAll(owner, ExchangeV3).
Missing entries mean unapproved, even if an older server reports all_set=true.
With protocol_v2=True and a locally configured wallet, default-address
check_approvals(), ensure_approvals(), and set_approvals() require activation
status from GET /api/sdk/agents/me:
- If
per_agent_wallet_address is present, per_agent_dw_active must be a boolean.
When true, approval checks use per_agent_deposit_wallet_address.
- Otherwise,
wallet_uses_deposit_wallet must be a boolean.
When true, approval checks use deposit_wallet_address.
When the applicable flag is false, approval checks use the configured EOA address.
These calls fail closed: missing, null, or non-boolean activation status raises,
and identity lookup errors propagate. An active DW without its address also
causes approval checks to raise. Passing an explicit address to
check_approvals() skips activation discovery and checks that address directly,
including with protocol_v2=True.
For an EOA, client.set_approvals(protocol_v2=True) can submit the missing
approvals. Deposit-wallet users must use the dashboard's Activate Trading
flow, whose server implementation must also grant both approvals from the
deposit wallet. The SDK does not submit EOA approvals for a deposit wallet.
The default approval methods retain their existing scope. Managed wallets
without a local address cannot confirm Protocol V2 readiness through this SDK.
Paper trading on real venues
Pass live=False to simulate trades with real market prices — no wallet or USDC required. For Polymarket, fills model the CLOB bid-ask spread for realistic P&L. Resolved markets auto-settle (winning shares pay $1, losers $0).
client = SimmerClient(
api_key="sk_live_...",
venue="polymarket",
live=False, # Simulate fills, no real money
starting_balance=10_000.0 # Virtual capital (default: 10,000)
)
result = client.trade(market_id=markets[0].id, side="yes", amount=50.0,
reasoning="Testing strategy")
print(f"Filled {result.shares_bought:.2f} shares (simulated)")
# Portfolio summary
summary = client.get_paper_summary()
print(f"Balance: ${summary['balance']:.2f}, P&L: ${summary['total_pnl']:.2f}")
Graduation path: sim (instant fills, no spread) → polymarket + live=False (real prices, spread modeled) → polymarket live (real USDC).
Backtesting
The three modes above are all live-forward. To test a strategy on historical data before risking capital, backtest the skill bundle:
pip install 'simmer-sdk[backtest]'
# Try it offline — bundled 10-market demo slice, no data download:
simmer backtest --demo
# Backtest your own skill over a window — the tape is fetched + cached for you:
simmer backtest ./my-skill --entrypoint run.py \
--t0 2026-03-01 --t1 2026-03-08 --cadence 12h --out report.json
# ...or by duration, and with your own local slice (BYO):
simmer backtest ./my-skill --entrypoint run.py --window 30d
simmer backtest ./my-skill --entrypoint run.py --tape ./slice --t0 2026-03-01 --t1 2026-03-08
# Narrow the fetched slice to a topic — matches question OR slug, applied
# before the volume cap, so a niche topic isn't crowded out by high-volume noise:
simmer backtest ./weather-skill --entrypoint run.py \
--t0 2026-03-01 --t1 2026-03-08 --q temperature
The engine replays your unmodified skill against a frozen, look-ahead-safe
replay server (one subprocess per tick) and reports pnl, hit rate, max drawdown,
trades, baselines (buy-and-hold-YES / random), realism gaps, and a reproducible
config_hash. Programmatic equivalent:
from simmer_sdk.backtest import run_backtest
# tape omitted => the window slice is fetched from the tape service and cached.
report = run_backtest("./my-skill", entrypoint="run.py",
t0="2026-03-01", t1="2026-03-08", cadence="12h")
print(report["summary"]["pnl"], report["summary"]["hit_rate"])
Backtests use trade-tape prices (no orderbook), so they model decision quality,
not execution realism — every report lists its realism_gaps. The window slice
is fetched from Simmer's tape service and cached under ~/.simmer/tapes/; pass
--tape <dir> to use your own. Data coverage currently ends ~2026-05-05.
Key Methods
| Method | Description |
|---|
get_markets() | List markets (filter by status, source, venue, tags, keyword) |
trade() | Buy or sell shares |
get_positions() | All positions with P&L |
get_held_markets() | Map of market_id → source tags for held positions |
check_conflict() | Check if another skill holds a position on a market |
get_open_orders() | Open GTC/GTD orders on the CLOB |
maker_rewards_status(market_id) | Polymarket liquidity-rewards config: max spread, daily pool, eligibility |
get_portfolio(venue="all") | Portfolio summary with per-venue buckets (sim/polymarket/kalshi/total) |
get_market_context(market_id, venue="all") | Per-venue positions + trading safeguards |
get_trades(venue="all") | Trade history merged across venues, each row tagged with venue |
get_price_history() | Price history for trend detection |
import_market() | Import a Polymarket market by URL |
import_kalshi_market() | Import a Kalshi market by URL |
list_importable_markets() | Discover markets available to import |
check_market_exists() | Check if a market is already on Simmer (no quota cost) |
set_monitor() | Set stop-loss / take-profit on a position |
cancel_order() | Cancel a single open order by ID |
cancel_market_orders() | Cancel all open orders on a market (optional side filter) |
cancel_all_orders() | Cancel all open orders across all markets |
create_alert() | Price alerts with optional webhook |
register_webhook() | Push notifications for trades, resolutions, price moves |
redeem() |
Per-agent wallets (Elite tier): activating a per-agent (Elite dedicated) wallet takes two calls, approvals first: activate_polymarket_dw(agent_id=...) sets the deposit wallet's on-chain CLOB approvals, then update_agent_wallet_creds(...) caches the CLOB creds. OWS callers use update_agent_wallet_creds(ows_wallet_name="..."); raw-key callers with WALLET_PRIVATE_KEY use update_agent_wallet_creds(agent_id="..."). Both approvals and cached creds are required before trading — caching creds alone does not set on-chain allowances, so trades fail at the relayer with "insufficient allowance". See the simmer-wallet-setup skill for the full flow. (set_approvals() is the user-primary EOA path and is a no-op for per-agent deposit wallets.)
Tip — don't pre-round prices. simmer-sdk ≥ 0.17.1 automatically rounds the price to each Polymarket market's tick grid. Pass your raw computed price to client.trade(..., price=p) and the SDK handles the rest. Pre-rounding with a hardcoded tick (e.g. round(price, 3)) will silently produce wrong values for markets at different tick sizes.
Error handling: All SDK 4xx responses include a fix field with actionable instructions when the error matches a known pattern. You can also call POST /api/sdk/troubleshoot with {"error_text": "..."} to look up any error.
Full API reference with parameters, examples, and error codes: simmer.markets/docs.md
Skill Builder Utilities
The SDK ships two helper modules for skill authors. Prefer these over rolling your own — they encode patterns from top traders and external research.
Position sizing — simmer_sdk.sizing
Kelly Criterion + Expected Value sizing for binary prediction markets. Default is fractional Kelly (0.25x) with an EV gate, so trades below your edge threshold return 0.0 and the skill can simply skip them.
from simmer_sdk import SimmerClient
from simmer_sdk.sizing import size_position
client = SimmerClient()
bankroll = client.get_portfolio()["available_balance"]
amount = size_position(
p_win=0.70, # your model's probability
market_price=0.55, # current YES price
bankroll=bankroll,
min_ev=0.03, # skip trades with edge < 3%
)
if amount > 0:
client.trade(market_id=..., side="yes",
amount=amount, reasoning="Kelly: 70% vs 55%, +15% edge")
| Function | Purpose |
|---|
size_position(p_win, market_price, bankroll, method=, kelly_multiplier=, min_ev=, max_fraction=) | Returns dollar amount to trade. 0.0 when edge ≤ min_ev, Kelly is negative, or inputs are invalid. |
kelly_fraction(p_win, market_price) | Raw Kelly fraction (p - c) / (1 - c). |
expected_value(p_win, market_price) | Edge per share (p_win - market_price). |
SIZING_CONFIG_SCHEMA | Drop-in CONFIG_SCHEMA fragment exposing SIMMER_POSITION_SIZING, SIMMER_KELLY_MULTIPLIER, SIMMER_MIN_EV env vars. |
Methods: "fractional_kelly" (default, multiplier 0.25), "kelly" (full, aggressive), "fixed" (uses kelly_multiplier as a flat fraction). For NO bets pass p_win=1-p_yes and market_price=1-yes_price.
Auto-Redeem
When a Polymarket market resolves and your side wins, the CTF tokens in your wallet must be redeemed to claim the USDC.e payout. Auto-redeem handles this automatically each cycle.
# Redemption writes to a real-money wallet; opt in explicitly.
client = SimmerClient.from_env(venue="polymarket", live=True)
# Call at the start of each cycle to claim any pending winnings
results = client.auto_redeem()
for r in results:
if r["success"]:
print(f"Redeemed {r['market_id']} ({r['side']}): {r['tx_hash']}")
- Fetches positions where
redeemable: true and redeemable_side is set (Polymarket only)
- For self-custody wallets (
WALLET_PRIVATE_KEY): signs and broadcasts on-chain
- For managed wallets: server handles signing, no local key needed
- Requires an explicitly live client (
live=True); paper and implicit-sim clients raise
Auto-redeem can be toggled per-agent from the Simmer dashboard.
Skills
Pre-built trading strategies are published on ClawHub and listed in the Simmer registry. Browse and install at simmer.markets/skills.
# Install a skill via ClawHub CLI
clawhub install polymarket-weather-trader
Skills in this repo (skills/) are the official Simmer-maintained strategies. See docs.simmer.markets/skills/building for the full guide to building, remixing, and publishing your own.
Resources
Contributing
SDK improvements and bug fixes are welcome. If you've hit an edge case with SimmerClient or have a useful addition, open a PR.
- Skills belong on ClawHub, not this repo — see docs.simmer.markets/skills/building
- API bugs or feature requests → open an issue first
- AI-assisted PRs welcome — just note it in the PR description
- Keep PRs focused on one thing
See CONTRIBUTING.md for the full guide.
License
MIT
