crypto-hft

Compare original and translation side by side

🇺🇸

Original

English

🇨🇳

Translation

Chinese

Crypto HFT - Binary Market Trading

Crypto HFT - 二元市场交易

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!

借助4种自动化策略交易Polymarket的加密货币二元市场。直接说出你的需求即可！

支持的市场周期（选择其一）：

5分钟：仅支持BTC - 超高频率HFT
15分钟：全资产（BTC、ETH、SOL、XRP） - 均衡型，最受欢迎
1小时：全资产 - 快速波段交易
4小时：全资产 - 多小时趋势交易
每日：全资产 - 头寸交易，隔夜持有

每个交易周期包含UP/DOWN代币对，通过Chainlink价格馈送最终结算为0或1。

默认以dry-run模式启动（无真实订单）。实盘交易前可免费测试！

Talk to Clodds Naturally

自然语言指令交互

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

直接说出你的交易需求即可：

"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

快速开始

/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

bash

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

/crypto-hft start                          # 默认15分钟周期：BTC、ETH、SOL、XRP
/crypto-hft start --preset 5min-btc        # 5分钟周期BTC（高频、激进型）
/crypto-hft start --preset 1h-all          # 1小时周期全资产
/crypto-hft start --preset 4h-all          # 4小时周期全资产（波段交易）
/crypto-hft start --preset daily-all       # 每日周期全资产（头寸交易）
/crypto-hft start BTC,ETH --dry-run       # 15分钟周期指定资产，模拟运行
/crypto-hft status                         # 查看统计数据+未平仓头寸
/crypto-hft stop                           # 停止交易并显示汇总

若要进行实盘交易，需设置Polymarket环境变量并省略

--dry-run

参数：

bash

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

Commands

命令列表

Start / Stop

启动/停止

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

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

Monitor

监控

/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

/crypto-hft status       统计数据、交易周期信息、未平仓头寸
/crypto-hft positions    最近20笔平仓交易及盈亏（PnL）
/crypto-hft markets      从Gamma API获取的活跃市场（5分钟或15分钟周期）
/crypto-hft round        当前交易周期时段及时间安排

Configure (while running)

运行中配置

/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

/crypto-hft config                                 查看当前配置
/crypto-hft config --tp 15 --sl 12                 设置止盈/止损百分比
/crypto-hft config --size 30 --max-pos 4           设置交易规模及最大持仓数
/crypto-hft config --ratchet on --trailing off      切换退出功能
/crypto-hft config --max-loss 100                   设置每日亏损上限

Strategy Control

策略控制

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

/crypto-hft enable momentum          启用某一策略
/crypto-hft disable expiry_fade      禁用某一策略

Presets

预设配置

/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

/crypto-hft preset list              查看所有预设配置
/crypto-hft preset save my_config    将当前配置保存为预设
/crypto-hft preset load scalper      加载预设配置（应用于运行中的引擎或下次启动）
/crypto-hft preset delete my_config  删除已保存的预设配置

Strategies

交易策略

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

策略	入场条件	订单模式	适用场景
momentum	现货价格变动，Polymarket价格滞后	maker_then_taker	捕捉滞后的价格反应
mean_reversion	代币定价偏差，现货市场平稳	maker（0手续费）	区间震荡市场
penny_clipper	价格在区间内震荡，低于均值	maker（0手续费）	窄点差剥头皮交易
expiry_fade	临近结算，定价失衡，现货市场平稳	taker（速度优先）	交易周期末期的均值回归

Built-in Presets

内置预设配置

By Market Duration

按市场周期分类

5-Minute (BTC Only)

5分钟周期（仅BTC）

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

预设	交易规模	最大持仓数	启用策略	特性
5min-btc	$15	1	全部4种	激进型 - 最小交易周期时长10秒
5min-btc-conservative	$10	1	MR、PC	保守型 - 最小交易周期时长15秒

1-Hour (All Assets)

1小时周期（全资产）

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

预设	交易规模	最大持仓数	启用策略	特性
1h-all	$20	3	全部4种	均衡型 - 启用ratchet+ trailing功能

4-Hour (All Assets - Swing)

4小时周期（全资产 - 波段交易）

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

预设	交易规模	最大持仓数	启用策略	特性
4h-all	$30	4	Mom + MR	专注波段交易

Daily (All Assets - Position)

每日周期（全资产 - 头寸交易）

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

预设	交易规模	最大持仓数	启用策略	特性
daily-all	$50	4	Mom + MR	头寸交易，严格ratchet机制

15-Minute (Classic - All Assets)

15分钟周期（经典型 - 全资产）

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

预设	交易规模	最大持仓数	启用策略	风险等级
conservative	$10	2	MR、PC	低风险 - 模拟运行，严格止损
aggressive	$50	4	全部4种	高风险 - 实盘运行，宽松止损
scalper	$20	3	仅PC	中风险 - 启用ratchet功能
momentum_only	$30	3	仅Mom	中风险 - 启用ratchet+ trailing功能

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

Market Duration Comparison

市场周期对比

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

维度	5分钟	1小时	4小时	每日
支持资产	BTC	全资产	全资产	全资产
周期时长	300秒	3600秒	14400秒	86400秒
最小交易周期时长	10秒	60秒	120秒	600秒
剩余最小时长	50秒	180秒	600秒	3600秒
强制退出时长	10秒	60秒	120秒	600秒
适用场景	HFT剥头皮交易	快速波段交易	波段交易	头寸交易
流动性	稀薄	良好	非常好	极佳
手续费影响	关键	中等	低	极低
每日交易次数	288	24	6	1

按周期选择交易策略：

5分钟：超高频率交易，需严格风险管理，重点使用penny_clipper策略
1小时：均衡入场点，适合均值回归+动量策略
4小时：波段交易，捕捉多小时趋势，重点使用动量策略
每日：头寸交易，关注宏观驱动因素，持有周期长

Exit Logic

退出逻辑

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

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

系统每500毫秒监控一次头寸，包含9种优先级递减的退出类型：

强制退出 - 距离结算剩余时间<30秒（15分钟周期）或<10秒（5分钟周期）
止盈 - 盈亏（PnL）≥止盈百分比（默认15%）
止损 - 盈亏（PnL）≤-止损百分比（默认12%）
Ratchet止损底线 - 从确认的最高盈利点逐步回撤
追踪止损 - 临近结算时收紧止损
深度崩溃 - 订单簿深度下降60%以上且价格下跌
盈利停滞 - 处于盈利状态但买价7秒未变动
盈利僵持 - 盈利3%但13秒无进展
时间退出 - 接近剩余最小时长

Architecture

架构

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)

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)