World Cup Copytrader

Copy the top World Cup traders on Polymarket using Simmer's auto-curated leader set. No wallet list to configure — Simmer's daily curation job screens the top WC traders for copyability (slippage-adjusted copy P&L via PolyNode) and serves the qualified set.

🚨 Read DISCLAIMER.md before going live. This skill executes trades automatically. Dry-run is the default; pass --live to execute. A dry run (no --live) also skips the SDK's startup stop-loss/take-profit exits, so it never sells, even with WALLET_PRIVATE_KEY set.

Sim-first. The default venue is $SIM (Simmer's LMSR). Validate the skill works correctly on sim before switching to --venue polymarket with real USDC.

Copyability screening reduces slippage risk; it does not remove market risk.

What it does

1. Fetches the daily-curated WC leader set from Simmer (GET /api/sdk/wc/copy-leaders).
2. Runs the leaders' wallets through Simmer's copytrading engine to compute a portfolio-level rebalance: size-weighted aggregation across all leaders, conflict detection, Top-N filtering, drift/stale checks.
3. Executes the rebalance trades via your Simmer wallet (managed or self-custody).

The curation pipeline runs once daily at 02:00 UTC: PolyNode top-traders → PolyNode slippage-adjusted copy-PnL screen (exclude_toxic=true) → top-10 copyable WC sharps. You follow this set, not wallets you chose yourself.

How it differs from polymarket-copytrading

Setup

1. Install the Simmer SDK (0.17.27 or newer):

   pip install -U 'simmer-sdk>=0.26.0'

2. Set your Simmer API key:

   export SIMMER_API_KEY=...   # simmer.markets/dashboard → SDK tab

   If your agent already registered via the simmer skill, SIMMER_API_KEY is set from the registration response — the dashboard is only for recovering it.
3. Optional — Polymarket wallet key (only for --venue polymarket --live):

   export WALLET_PRIVATE_KEY=0x...

   Not needed for $SIM paper trading.

Quick start (sim-first)

# 1. Dry run on sim — show what would trade, no orders placed
python copytrader.py

# 2. Live on sim — real trades using $SIM (no real money)
python copytrader.py --live

# 3. Show leader set
python copytrader.py --leaders

# 4. Show positions
python copytrader.py --positions

# 5. Live on Polymarket (real USDC — only after sim validation)
python copytrader.py --venue polymarket --live

Running on a schedule

Run daily (after 02:00 UTC when leaders refresh):

# Linux crontab — daily at 03:00 UTC
0 3 * * * cd /path/to/skill && python copytrader.py --live

# OpenClaw daily cron
openclaw cron add --name "wc-copytrader" --cron "0 3 * * *" --tz UTC \
  --message "Run: cd /path/to/skill && python copytrader.py --live"

Environment variables

Options

--live             Execute trades (default: dry-run)
--dry-run          Show trade plan without executing
--positions        Show current positions
--leaders          Show current curated leader set
--config           Show configuration
--venue            sim | polymarket  (overrides TRADING_VENUE)
--rebalance        Buy + sell to fully match leaders (default: buy-only)
--no-exits         Disable leader-exit detection

Order handling

All live orders are placed as FAK (fill-and-kill): whatever is available at the quoted price fills immediately and the rest is cancelled. The skill never leaves resting limit orders on the book. This matters for a once-daily fire-and-forget automation — each run recomputes its plan from current positions, not open orders, so a resting GTC from a previous run could double-fill later and silently bypass the WC_COPYTRADER_MAX_USD / WC_COPYTRADER_MAX_TRADES caps. The cost of FAK is that thin books may give partial fills; the next daily run simply tops up.

Live Polymarket orders are also price-bounded: each FAK carries a limit price of the plan's estimated_price ± WC_COPYTRADER_MAX_SLIPPAGE (default 2%), so a market that moved between planning and execution can't fill at an arbitrarily worse price — the unfillable remainder is killed (recorded as a failed trade, nothing rests). A planned trade with no usable estimated_price is skipped rather than sent unbounded. The cap is rounded directionally to the market's own tick size (buys floor, sells ceil; tick fetched once per market via the SDK's cached market data) so tick rounding at signing time can never push the price outside the bound. A market whose tick size can't be fetched or validated is skipped (no_tick_size) — never guessed.

Cold-start note

At the start of the tournament, min_trade_count filtering means the leader set may be small until enough fills accumulate. The daily curation widens the lookback window (7d → 14d → 30d → 90d) until at least 10 leaders qualify. If the cache is empty or returns fewer than expected leaders, the skill exits cleanly and retries on the next scheduled run.

Troubleshooting

"Leader cache not yet populated"

• The daily curation job runs at 02:00 UTC. Run after that time.
• Check curation status: python copytrader.py --leaders

"No trades needed"

• Your portfolio already mirrors the leaders. Normal result on subsequent runs.

"Conflict skipped"

• Some leaders disagree on a market. The engine skips conflicted markets.

"Insufficient balance"

• Reduce WC_COPYTRADER_MAX_USD or fund your wallet.
• For $SIM: each market starts with a 10,000 $SIM balance.

"External wallet requires a pre-signed order"

• WALLET_PRIVATE_KEY is not set. Required for --venue polymarket --live with an external wallet. Not needed for managed wallets or --venue sim.