Caveman is a multi-agent AI coding skill/plugin that compresses LLM output tokens by ~65-75% using a 'caveman' terse communication style. It's not a library or service but a distributed configuration package that installs into 30+ AI coding agents (Claude Code, Codex, Gemini, Cursor, Windsurf, Cline, Copilot, opencode, OpenClaw, etc.) through their native plugin/extension/rule-file mechanisms. The core deliverable is a set of SKILL.md prompt files that instruct models to drop articles, filler, pleasantries, and hedging while preserving exact technical substance, code blocks, URLs, and paths. The architecture is a single Node.js installer (bin/install.js) that auto-detects installed agents and dispatches to per-provider installation paths. For Claude Code specifically, it adds SessionStart and UserPromptSubmit hooks plus a statusline badge. The repo includes several sub-skills: caveman-commit (terse conventional commits), caveman-review (one-line PR comments), caveman-compress (rewrites memory files like CLAUDE.md into caveman format to save input tokens), caveman-stats (reads session logs to report real token savings), and cavecrew (compressed subagent definitions for investigator/builder/reviewer patterns). There's also caveman-shrink, an MCP middleware proxy that compresses tool descriptions. The codebase demonstrates strong engineering practices: symlink-safe flag file writes with O_NOFOLLOW and ownership verification, atomic settings.json merges with JSONC tolerance, defensive hook validation before writes, idempotent install/uninstall cycles, and a three-arm eval harness (baseline/terse/skill) for honest token compression measurement. The Python compress tool has safety guards against exfiltrating sensitive files and verifies backup integrity before overwriting. Test coverage is substantial across installer e2e flows, hook symlink safety, opencode plugin lifecycle, and config resolution order.
This is an automated trading bot for Polymarket prediction markets that buys NO outcomes in standalone yes/no markets below a price threshold. The application features a modular architecture with separate components for strategy execution, exchange interaction, risk management, state persistence, and web-based monitoring. It continuously scans for eligible markets, places orders when conditions are met, manages positions, and implements recovery mechanisms for handling failed orders. The system can operate in paper trading mode or live trading mode with appropriate configuration.