Climate & Weather Trader

This is a template.
The default signal is keyword discovery + NOAA/weather API data alignment — remix it with ForecastEx climate oracle feeds, satellite NDVI data for agriculture, or ensemble weather model outputs.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Climate prediction markets are one of the fastest-growing underserved categories. Polymarket has 151+ active climate markets but most are basic. This skill captures alpha on:

• - Temperature extremes — record highs, heatwaves, frost events
• Natural catastrophes — hurricane counts, earthquake magnitudes, wildfire acreage
• Climate milestones — CO2 ppm thresholds, Arctic sea ice minimums
• Agricultural impacts — wheat yields, drought-driven crop failures, water allocations

Climate markets are uniquely suited for quantitative trading: the data sources are public, verifiable, and highly structured (NOAA, ECMWF, NASA).

Signal Logic

Default Signal: Conviction-Based Sizing with Seasonal Bias

1. 1. Discover active climate/weather markets on Polymarket
2. Compute base conviction from distance to threshold (0% at boundary → 100% at p=0/p=1)
3. Apply season_bias() multiplier based on current month and event type in the question
4. Size = max(MIN_TRADE, conviction × bias × MAX_POSITION) — capped at MAXPOSITION
5. Skip markets with spread > MAXSPREAD or fewer than MIN_DAYS to resolution

Seasonal Bias (built-in, no API required)

Climate events follow documented seasonal cycles. season_bias() boosts conviction when the current month aligns with peak season, and dampens it off-season:

Event type	Peak season	In-season multiplier	Off-season multiplier
Hurricane / cyclone	June–November	1.4x	0.6x
Sea ice / Arctic

July–September | 1.4x | 0.7x |
| El Niño / La Niña / ENSO | December–February | 1.3x | 0.9x |
| Wildfire / fire season | July–October | 1.3x | 0.8x |
| Heatwave / drought | June–September | 1.3x | 0.8x |
| Snowfall / blizzard | November–March | 1.3x | 0.7x |

Example: a hurricane market at 25% in October → conviction 34% × 1.4x bias = 48% → $12 position. Same market in January → 34% × 0.6x = 20% → $5 (floor).

Remix Ideas

• - ECMWF ensemble: Replace market.current_probability with model consensus probability — trade the divergence between forecast and market
• NOAA ENSO index: Feed ONI values directly to boost/reduce season_bias() for El Niño markets
• Insurance cat bond pricing: Use ILS spreads as implied probability benchmarks for hurricane markets
• Copernicus climate data: Real-time European climate services for local/regional temperature markets

Market Categories Tracked

CODEBLOCK0

Risk Parameters

Parameter	Default	Notes
Max position size	$20 USDC	Per market
Min market volume

$3,000 | Climate markets are less liquid | | Max bid-ask spread | 12% | Wider allowed for niche markets | | Min days to resolution | 14 | Weather requires sufficient lead time | | Max open positions | 8 | Diversify across events |

Key Data Sources

• - NOAA Climate Data Online: https://www.ncdc.noaa.gov/cdo-web/
• Open-Meteo API: https://open-meteo.com/ (free, no key required)
• Copernicus C3S: https://cds.climate.copernicus.eu/
• ForecastEx: https://forecastex.com/

Installation & Setup

CODEBLOCK1

Requires: SIMMER_API_KEY environment variable. Optional: OPENMETEO_API_KEY.

Cron Schedule

Runs every 30 minutes (*/30 * * * *). Weather data updates every 1–6 hours; no need to poll faster.

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only execute when --live is passed explicitly.

Scenario	Mode	Financial risk
INLINECODE10	Paper (sim)	None
Cron / automaton

Paper (sim) | None |
| python trader.py --live | Live (polymarket) | Real USDC |

The automaton cron is set to null — it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

Variable	Required	Notes
INLINECODE14	Yes	Trading authority — keep this credential private. Do not place a live-capable key in any environment where automated code could call --live.

Tunables (Risk Parameters)

All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so apply_skill_config() can load them securely.

Variable	Default	Purpose
INLINECODE20	INLINECODE21	Max USDC per trade (reached at 100% conviction)
INLINECODE22

3000 | Min market volume filter (USD) |
| SIMMER_MAX_SPREAD | 0.12 | Max bid-ask spread (0.12 = 12%) |
| SIMMER_MIN_DAYS | 14 | Min days until market resolves |
| SIMMER_MAX_POSITIONS | 8 | Max concurrent open positions |
| SIMMER_YES_THRESHOLD | 0.38 | Buy YES if market price ≤ this value |
| SIMMER_NO_THRESHOLD | 0.62 | Sell NO if market price ≥ this value |
| SIMMER_MIN_TRADE | 5 | Floor for any trade (min USDC regardless of conviction) |

Dependency

INLINECODE36 is published on PyPI by Simmer Markets.

• - PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
• Publisher: hello@simmer.markets

Review the source before providing live credentials if you require full auditability.