{"repo":"Rzombie345/PolyBS-BTC-Black-Scholes-Binary-Call-Bot-for-Polymarket-BTC-Up-Down","free":true,"listed":false,"github":"https://github.com/Rzombie345/PolyBS-BTC-Black-Scholes-Binary-Call-Bot-for-Polymarket-BTC-Up-Down","clone":"git clone https://github.com/Rzombie345/PolyBS-BTC-Black-Scholes-Binary-Call-Bot-for-Polymarket-BTC-Up-Down.git","description":"polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model trading bot polymarket AI model","language":"TypeScript","stars":16,"topics":["algorithmic-trading","bitcoin-trading-bot","black-scholes","clob","paper-trading","polymarket-algo-trading","polymarket-automated-trading","polymarket-bot","polymarket-btc-5-minute-bot","polymarket-clob-bot"],"license":"MIT","category":"trading","readme_excerpt":"PolyBS-BTC: Black-Scholes Binary Call Bot for Polymarket BTC Up/Down Open-source Polymarket trading bot that prices BTC Up/Down markets with a Black-Scholes binary call model, trades only on verified edge after fees, and ships with paper mode, Kelly sizing, and calibration built in. --- Why PolyBS-BTC? Most Polymarket bots chase hype — copy trading, sniper fills, LLM news agents. PolyBS-BTC takes a different path: quantitative fair value . Approach PolyBS-BTC ---------- ------------ Fair probability Black-Scholes binary call P(UP) = N(d2) Settlement truth Chainlink Data Streams (official) Live context Binance/Bybit spot (vol + momentum only) Edge filter Net edge after taker/maker fees, spread, slippage Sizing Fractional Kelly (default quarter-Kelly) Safety Paper mode default, circuit breakers, no martingale Built for Polymarket BTC 5-minute Up/Down markets first — architected to extend to 15m and 1h horizons. --- Performance Dashboard Paper and live sessions are tracked through structured logs and calibration metrics. Representative dashboard views: PnL Overview Edge Analysis Live Monitor Dashboard visuals illustrate the monitoring workflow. Your results depend on market conditions, configuration, and execution quality. --- Core Formula Black-Scholes binary cash-or-nothing call: Variable Source ---------- -------- S Live BTC spot (Binance WS / Chainlink context) K Polymarket strike / price-to-beat T Time to window end (years) σ EWMA annualized realized volatility r ≈ 0 for 5m","default_branch":null,"files":null,"tree":[],"storefront":"/r/Rzombie345","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Rzombie345/PolyBS-BTC-Black-Scholes-Binary-Call-Bot-for-Polymarket-BTC-Up-Down/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}