Polymarket Autonomous Trading Agent

What it is

A Rust agent that scans active Polymarket markets every 10 minutes, asks Claude for a fair probability and confidence on each, and trades when the edge clears a threshold. Position size uses fractional Kelly inside hard exposure and daily-loss limits, and the agent shuts down when its bankroll is depleted.

The problem

Prediction-market mispricings are only worth trading if sizing and risk limits are enforced by code rather than judgment.

How it works

1. tokio pipeline: scanner (liquidity, spread, time-to-resolution filters), Claude estimate, strategy, risk, execution
2. Strict-JSON Claude prompt returning fair probability and confidence; defaults require 8% edge and 60% confidence
3. Risk module: 30% max exposure, 15% max daily loss, 10 concurrent markets, 0.25 Kelly multiplier
4. SQLite portfolio persistence, structured logs split across four files, and inference cost charged against the bankroll

Stack

Disciplines

For your business

Autonomous decision agents with hard-coded risk limits wrapped around an LLM's probability estimates.