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outcometick

The Python strategy SDK for outcometick.com — tick-level data for Polymarket and Predict.fun crypto Up/Down markets.

pip install outcometick
from outcometick import Strategy, Order


class MeanReversion(Strategy):
    def on_market_open(self, ctx, market):
        self.entered = False

    def on_tick(self, ctx, tick):
        z = ctx.zscore(tick.value, window=180)
        if self.entered or abs(z) < ctx.p.entry_z:
            return None
        side = "DOWN" if z > 0 else "UP"
        limit = ctx.book().best(side)
        if limit is None:
            return None
        self.entered = True
        return Order(side=side, size=ctx.p.size, limit=limit)

What is in here

The SDK surface your strategy imports, and nothing else:

Strategy the base class you subclass
Order what a hook returns; validates side, size and limit on construction
SIDES ("UP", "DOWN")

It is typed (py.typed), so your editor and mypy know the API. Everything a strategy can actually do arrives through ctx, which the runner constructs — there is deliberately nothing here to reach out with.

The hooks are not defined on the base class on purpose. A default no-op on_tick would turn "you declared a hook you did not implement" — a rejection fixable in seconds — into a run that quietly never trades and bills you for an empty equity curve.

Testing

pip install . && python -m unittest discover -s tests

Running a backtest

Submitting and replaying is done with the ot command line, which is distributed on npm because there is exactly one of it for both languages:

npm i -g outcometick
ot check .          # the same validator the queue runs
ot run   .          # replay locally against sample data
ot submit .         # send it to the queue

It runs Python strategies by spawning your local python3. Two CLIs would mean two copies of the validator, and the second copy is what makes "if it passes locally it will not be rejected on submit" stop being true.

Full reference: https://outcometick.com/docs/sdk

Metadata

Release files for outcometick 1.4.1

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Source distribution for outcometick 1.4.1
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Table of built distributions (wheels) for outcometick 1.4.1
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outcometick-1.4.1-py3-none-any.whl Python 3 none any Details

Total release size: 10.3 kB

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