The discovery layer queries Polymarket's Gamma API filtered by the weather tag, surfacing somewhere between 200 and 1,200 active books at any given moment. Each book carries multiple temperature outcomes, each priced by the market.

Each title is unpacked into structured metadata — city (mapped to lat/lon), date, temperature unit (°C / °F), and outcome bucket. The parser handles ranges ("30–31°F"), exact values ("14°C"), and tail buckets ("15°C or higher").

Four concurrent API calls to four independent meteorology services, each returning the full hourly temperature array for the target date.

The four forecasts are blended into an ECMWF-weighted consensus with automatic outlier suppression. The probability core then runs horizon-aware sigma, Bayesian historical fold-in, Normal-CDF integration over each outcome bucket, and quarter-Kelly sizing — all to compare our number with the market's implied price.

Claude is prompted as a senior meteorologist with 15 years on the desk. Every analysis runs a five-step protocol: individual model review with known biases, synoptic pattern read, microclimate adjustments (urban heat island, coastal effects), Weather Underground station awareness, and a side-by-side comparison against current market pricing. Running on Claude Sonnet 4.6.

Orders route through Polymarket's CLOB as Fill-Or-Kill, falling back to GTC limits if needed. The streaming layer watches every open position in real time; the exit monitor enforces stop-losses, trailing stops and profit targets. Positions and balances reconcile with Polymarket every two minutes.