/binance-prediction-updown

name: binance-prediction-updown
description: |
  Scaffold for assembling prediction-market strategies on Binance Agentic Wallet, for recurring
  BTC Up/Down rounds. Wires round enumeration, market screening, two-step ordering, fill and
  settlement confirmation and redemption into one runnable pipeline, and exposes every probability
  judgement as a hook. Ships no strategy of its own.
  Trigger on: up down prediction, BTC up or down, prediction market bot, hourly prediction rounds,
  trade up/down automatically, prediction market strategy, prediction calibration, redeem winnings
  automatically.
  NOT for: single manual predictions (use binance-agentic-wallet), on-chain token copy trading
  (binance-onchain-copy-trader), signal queries (binance-trading-signal).
metadata:
  version: '0.1.0'
  requiredCliVersion: '1.9.1'
  requires:
    skills:
      - binance-agentic-wallet

Binance Prediction Up/Down

A scaffold for trading recurring BTC Up/Down rounds: a round scheduler, screening gates, a decision contract that compares your probability against the quote, order and settlement handling, redemption, and two offline evaluation harnesses.

> ## Read this first > > **Every risk control, stake size and threshold here is a *suggestion*, not a safeguard.** > > - **This skill ships no strategy.** The bundled hook is an example that makes the pipeline run; > the numbers it reads are ones you measure and supply. The reference signal documented under > "Strategy hooks" nets roughly +0.65% per round against a ±1.9pp error bar — a worked example > of the bar, not a configuration to copy. > - **A hit rate is not an edge.** If the market already prices the state your signal keys on, > a 58% hit rate earns zero. Only step 3 of the walkthrough can rule that out. > - Positions can expire worthless; max loss per round is the stake. There is no stop-loss to > place — the position resolves itself.

Dependencies

| Skill | Used for | |---|---| | `binance-agentic-wallet` | `prediction *`, `wallet *` |

Candles come from the public Binance market-data endpoint (`api/v3/klines`) — no key, no session.

baw --version
baw cli-check --required-version "$(grep -m1 requiredCliVersion SKILL.md | tr -dc '0-9.')" --json

> **Not published.** This skill lives only where you installed it. `binance-agentic-wallet` comes > from `https://github.com/binance/binance-skills-hub`; this one does not ship from there yet.

Getting started

Steps 1 and 3 cost nothing and either can kill the idea. Do both before live mode.

**1 · Backtest offline** — no login, no config, no money.

python3 backtest.py fetch --symbol BTCUSDT --interval 1h
python3 backtest.py eval  --interval 1h --hurdle 0.521

Use the interval of the rounds you will trade (`5m`/`15m`/`1h`/`1d`) — the same signal measures very differently across them. `eval` prints a `hit_table` to paste into the config.

**2 · Write the config** — the first run writes an empty template and exits.

python3 updown.py                        # writes the template
$EDITOR $UPDOWN_HOME/config.json         # mode: dry-run, expected_slippage_bps: 0

**3 · Collect quotes, then test whether the signal is already priced in.**

python3 updown.py                        # dry-run: decides and records, places nothing
python3 backtest.py pricedin             # reads it back

 streak  dir     n  implied P(up)  realized P(up)     gap   read as
      3    1    64          0.421           0.428  +0.007   PRICED IN — no edge here

A gap near zero where your signal fires means the market already knows — **stop there**. Needs a few dozen occurrences: at `1h` with `min_streak` 3 that is several days.

**4 · Check the plumbing** — `tail -f $UPDOWN_HOME/updown.log`. Expect long stretches of nothing; the `HEARTBEAT` tally, not the absence of orders, is how you tell working from stuck.

**5 · Write your own hook** — `rounds.jsonl` has probability, both asks, overround, breakeven and edge per round.

**6 · Go live** — minimum stake until the money path proves itself, then set `expected_slippage_bps` from the `ALL-IN` lines your fills log.

Capability map

| Stage | Command | |---|---| | Enumerate rounds | `prediction market list --l1Category crypto --l2Category up-down` | | Book / last price | `prediction market order-book` · `market last-trade-price` | | Price, place, cancel | `prediction trade quote` · `place-order` · `cancel` | | Positions, settlement | `prediction position list` · `settled-history` · `pnl` | | Redeem | `prediction trade redeem` | | Order status | `prediction order history` | | Guardrail reads | `wallet balance` · `left-quota` · `settings` |

Round lifecycle

Twelve topics are listed at any time — **three symbols × four cadences** (`5 min`, `15 min`, `1 hour`, `daily`), each with its own book, fee and price feed. `symbol` and `timeframe` are required config; one daemon trades exactly one combination.

enumerate → gates → probability hook (cannot see quotes) → compare to quote
  → guards → quote → place → confirm fill → settlement → redeem

Two differences from a spot pipeline:

• **No stop-loss and no exit plan.** The position resolves itself; the whole decision is at entry.
• **Winning does not pay you.** Payouts sit in `PENDING_CLAIM` until redeemed. The daemon sweeps

on a timer; `PENDING_CLAIM` should be empty in steady state.

Which feed settles your round

| Cadence | Feed | |---|---| | 5 min, 15 min | `CHAINLINK` | | 1 hour, daily | `BINANCE` spot |

Published per topic as `variantData.priceFeedProvider` — **read it, do not assume**. It decides which series your backtest must use. The topic also publishes `startPrice`, so an outcome can be checked independently once the round closes.

Decision contract

**The quote is the implied probability.** Three branches, and the third is the common one:

| Branch | Condition | |---|---| | Buy Up | `P(up) − up_ask − cost > edge_threshold` | | Buy Down