/divergence

name: divergence
description: "Spot vs Polymarket divergence trading on 15-minute crypto markets"
commands:
  - /divergence
  - /div
gates:
  envs:
    - POLY_PRIVATE_KEY
    - POLY_FUNDER_ADDRESS
    - POLY_API_KEY
    - POLY_API_SECRET
    - POLY_API_PASSPHRASE

Divergence Trading - Spot vs Poly Price Lag

Detects when Binance spot prices move but Polymarket 15-minute binary markets haven't caught up yet. Buys the lagging side and sells when it corrects.

Strategy tags match the CLAUDE.md encoding: `BTC_DOWN_s12-14_w15` (0.12-0.14% move in 15s window).

Starts in **dry-run mode** by default (no real orders).

Quick Start

/div start                     # Dry-run on BTC,ETH,SOL,XRP
/div start BTC,ETH --size 30   # Specific assets + size
/div status                    # Stats, open positions
/div stop                      # Stop and show summary

Commands

Start / Stop

/div start [ASSETS] [--size N] [--dry-run]
/div stop

Monitor

/div status       Stats + open positions + round info
/div positions    Last 20 closed trades with strategy tags
/div markets      Active 15-min markets from Gamma API

Configure

/div config                           Show current config
/div config --tp 20 --sl 30          Set TP/SL %
/div config --size 50                 Set trade size
/div config --windows 5,10,30         Set detection windows

Detection Algorithm

For each spot tick, across all configured windows (5s, 10s, 15s, 30s, 60s, 90s, 120s):

1. Look up spot price N seconds ago via binary search 2. Calculate `spotMovePct = (now - then) / then * 100` 3. If move >= threshold AND poly is fresh (< 5s stale):

• Generate signal with strategy tag: `{ASSET}_{DIR}_s{bucket}_w{window}`
• e.g., `BTC_DOWN_s12-14_w15` = 0.12-0.14% spot drop over 15s

Threshold Buckets

| Bucket | Spot Move Range | |--------|----------------| | s08-10 | 0.08% - 0.10% | | s10-12 | 0.10% - 0.12% | | s12-14 | 0.12% - 0.14% | | s14-16 | 0.14% - 0.16% | | s16-20 | 0.16% - 0.20% | | s20+ | 0.20%+ |

Exit Logic

1. **Force exit** — < 30s before market expiry 2. **Take profit** — PnL >= 15% (configurable) 3. **Stop loss** — PnL <= -25% (configurable) 4. **Trailing stop** — Activated at +10%, exits if drops 8% from HWM 5. **Time exit** — < 2min before expiry