Arbitrage Agent — BTC Polymarket Trading App

BTC-only Polymarket 5-minute / 15-minute trading research stack.

Default supported mode: paper trading with real market data and no real orders.

Docs

• Update summary
• User manual
• Use cases
• Architecture/root-cause audit, 2026-05-08
• Postmortem/action plan, 2026-05-08
• Changelog

Fast status

cd /Users/sebastian/MAKAKOO/plugins/agent-arbitrage-agent/src
PY=/usr/local/opt/python@3.11/bin/python3.11
$PY btc_live_go_nogo.py
$PY btc_trading_gym.py
$PY btc_decision_audit.py --hours 36 --limit 12
$PY btc_telegram_reporter.py --print

Split 5m / 15m paper agents

The BTC paper trader can run as two independent paper-only processes:

cd /Users/sebastian/MAKAKOO/plugins/agent-arbitrage-agent/src
PY=/usr/local/opt/python@3.11/bin/python3.11

# Start both agents for 6h with total $20 virtual bankroll ($10 each)
$PY btc_split_paper_agents.py start --duration 21600 --capital-total 20

# Start/restart with per-agent FastGA learning from paper + resolved live fills
$PY btc_split_paper_agents.py restart --duration 21600 --capital-total 20 --fast-ga --include-live-training

# Check both agents
$PY btc_split_paper_agents.py status

# Stop both agents
$PY btc_split_paper_agents.py stop

Process split:

• btc-5m trades only BTC 5-minute Polymarket windows.
• btc-15m trades only BTC 15-minute Polymarket windows.
• Each agent has its own params, PID, run-until file, and logs.
• Split agents remain paper-only: they never submit live orders.
• With --include-live-training, FastGA also scores resolved mode=live fills from the shared journal, filtered by timeframe.

Current hard rule

Default is paper validation. Real-money mode is blocked by the durable kill switch until a fresh audit removes it intentionally.

The May 8 live canary lost money. The app now fails closed:

• btc_split_live_agents.py stop arms the live kill switch and cancels CLOB open orders.
• Live agents stop automatically after configured filled-loss, drawdown, or WR-floor breaches.
• Live external confirmation now fails closed when derivatives context is stale or both Coinalyze and CoinGlass are unavailable.
• Live agents do not mutate params by default. Auto-improvement is paper/shadow-only unless --allow-live-param-mutation is explicitly passed.
• Status prints strict filled-journal WR/PnL separately from raw in-memory counters.
• Entry path never uses the slow balance-retry loop; it rechecks seconds-left immediately before posting an order.

Safe stop/status:

cd /Users/sebastian/MAKAKOO/plugins/agent-arbitrage-agent/src
PY=/usr/local/opt/python@3.11/bin/python3.11

$PY btc_split_live_agents.py stop
$PY btc_split_live_agents.py status

Live restart requires all of these, on purpose:

1. no active data/arbitrage-agent/v2/state/live_trading_disabled.json,
2. passing btc_live_go_nogo.py or the explicit operator canary override,
3. small bankroll/order caps,
4. circuit breakers left enabled.