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DOCUMENTATION

Protocol Architecture

Nox Aeterna operates as a 4-stage autonomous pipeline. Each stage runs independently with fault tolerance and automatic recovery.

STAGE 01
Data Ingestion
STAGE 02
Prediction
STAGE 03
Edge Detection
STAGE 04
Execution
01

Data Ingestion

The collector runs every 30 minutes, fetching bracket prices from the Polymarket Gamma API for all 10 weather stations. Ensemble weather forecasts are pulled from Open-Meteo every 6 hours.

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Polymarket Gamma API

Bracket prices for 10 stations, every 30 minutes

#Prices#30min
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Open-Meteo Ensemble

GFS, ECMWF, ICON, GEM forecasts updated every 6 hours

#4 Models#6h
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IEM METAR

Actual observed temperatures for validation

#Hourly#Validation
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02

Prediction

An Aeterna Engine V8.1 dual model predicts both mean temperature and variance for each station. The Aeterna Engine V8.1 CDF maps these to per-bracket probabilities. Platt scaling calibration corrects systematic biases.

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Aeterna Engine V8.1

Mean + variance regression with 38 engineered features per station

#Mean#Variance
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Aeterna CDF Mapper

Maps N(mu, sigma) to bracket probabilities via scipy.stats.norm

#SciPy
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03

Edge Detection

Model probabilities are compared against normalized Polymarket prices. An edge is the difference between model estimate and market price. Only edges above 7% generate trading signals.

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Signal Logic

edge = model_prob - market_price. BUY YES if edge > +7%, BUY NO if edge < -7%

#Threshold#7%
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Kelly Sizing

Half-Kelly criterion with 20% max fraction and 10% minimum probability floor

#Half-Kelly
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04

Execution

Trades are executed via the Polymarket CLOB API using py-clob-client. Supports both BUY YES and BUY NO positions with automatic fee handling and position tracking.

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CLOB Orders

Limit orders placed at best available price via Polymarket CLOB API

#Polygon#CLOB
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BUY YES + BUY NO

Both sides supported. 2% fee on winning trades. neg_risk=True for weather

#2% Fee
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