Edit — 5-Min BTC Trading Strategy

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# 5-Min BTC Trading Strategy

Fishy trades Polymarket binary options on 5-minute BTC/ETH/SOL/XRP up/down markets.

## Flow

```
btc_realtime.py (RealtimeFeed singleton)
  → Binance websocket: real-time ticks + orderbook imbalance
  → Started by Fishy on_startup, shared singleton

momentum_engine.py (RealtimeSignalGenerator)
  → 6 indicators: tick momentum, orderbook imbalance, aggressor ratio,
    RSI, volume spike, ROC
  → Falls back to candle-based if feed not yet connected
  → Output: {coin, direction UP/DOWN, confidence 0.50-0.78, regime}

polymarket_engine.py (FiveMinMarketDiscovery)
  → Gamma API slug: {coin}-updown-5m-{epoch}
  → Discovers markets for next upcoming window
  → Confirms: up_token_id, down_token_id, prices, accepting_orders

bot_fishy.py (five_min_crypto_loop, runs every 60s)
  → Gate: 30-260s remaining in window, one trade per window
  → Risk check: FiveMinRiskEngine (circuit breaker after 4 losses, 30min pause)
  → Pick best signal (confidence >= 0.53), BUY limit order
  → Posts trade to #finance
```

## Risk Parameters

| Parameter | Value |
|-----------|-------|
| Max per trade | $5 |
| Daily loss limit | $15 |
| Max trades/day | 50 |
| Circuit breaker | 4 consecutive losses → 30-min pause |
| Min confidence | 0.53 (raises to 0.55 if WR < 45% after 20 trades) |

## Chainlink Data Streams

Polymarket resolves BTC 5-min markets using Chainlink data streams.
- Feed ID: `0x0003da4b5d66b4bc78e7c85dc7c7e29db5dde3db4d3c0c4b2d6f7e1e2a3b4c5` (approx)
- Resolution = price at exact window end (UTC epoch boundary)
- CL-EARLY strategy: bet before the window open using Chainlink price feed signal

## CL Strategies

### CL-EARLY (enabled)
- Bets on the *next* 5-min window using Chainlink feed momentum
- Tier 1: conf >= 0.82 → 1.6x bet size
- Tier 2: conf >= 0.88 → 2.4x bet size
- Min move: 0.008% BTC move to trigger

### CL-CONFIRMED (enabled)
- Bets after window opens, using confirmed Chainlink move
- Min move: 0.04%
- Min confidence: 0.70

### CL-LATE (disabled)
- Late-window entries, higher risk, currently off

## Signal Boosters

Confidence boosters are applied proportionally to move size (`_boost_scale = min(1.0, abs(move_pct) / 0.08)`):

- **Volume spike**: +0.03 × scale (only if significant volume)
- **Order flow**: +0.02 × scale (aggressor ratio alignment)
- **Cross-asset**: +0.03 × scale (BTC/ETH/SOL correlation), -0.03 for divergence

Edge_max expansion is gated on real moves (`abs(move_pct) >= 0.08`):
- conf >= 0.84 + big move → edge_max expands to 0.78
- conf >= 0.79 + big move → edge_max expands to 0.73

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