Skim Intelligence

Prediction markets pay bots to exist. Maker rebates, liquidity rewards, and mint/burn arbitrage are structural edges that pay regardless of which way a market resolves. The catch: surfacing those edges takes quant analysis most operators can't afford, so most leave the yield on the table. Skim Intelligence closes that gap with reasoning, not rules. A five-agent pipeline — three of them powered by Claude Opus 4.7 — autonomously scans markets across Polymarket and Bayse, reasons about each one across three strategy layers (mint/burn arbitrage, market making, reward farming), and paper-trades the structurally direction-neutral edges. The Alpha Agent streams its tool-use JSON token-by-token to a live dashboard, so you watch Opus 4.7 walk through the orderbook in real time before it commits to a recommendation. The Risk Agent runs an independent prompt as a circuit breaker. Execution simulates fills with realistic slippage and hard negative-EV guards. Every five minutes, Reporter writes an honest P&L attribution. Built on the Anthropic Messages API (tool use + streaming + ephemeral prompt caching), Cloudflare Workers + Durable Objects + D1, and a small Node relay for venue data. Fully open source under MIT — agent prompts, paper-trading engine, and orchestration all in the public repo.