Polymarket Trading Stack
Rust, Tokio, Polymarket CLOB/Gamma, Chainlink Data Streams, TypeScript, Node
Profitable across two live accounts - accepted into the Polymarket Builders Program
A 24/7 low-latency trading system on Polymarket's 5-minute, 15-minute and 1-hour BTC / ETH / SOL / XRP up-or-down crypto markets, resolved by Chainlink oracles - a Python prototype rewritten into Rust.
The signal core detects when a coin's spot price deviates from the slot's opening price and bets that the direction holds through resolution. Latency was engineered from ~500ms to ~50ms; the final Rust rewrite signs orders in 2ms instead of Python's 15ms and eliminates 50-100ms of GC jitter outright.
Strategy discovery is systematic: 750,000+ orderbook snapshots feed regime detection and a confirmation matrix that gates entries, and a scan pipeline prunes strategy-coin combos until zero losing combos remain - then emits the deployable config.
- Latency chain: Python subprocess -> py-clob-client SDK with persistent connections -> VPS placement against the CLOB edge -> Cloudflare Worker relay with placement pinning -> full Rust rewrite of the monitor.
- Scan pipeline: ungated sim for the raw trade universe -> per-combo gate search -> toxic-pair scanning -> gated verification sim -> prune and re-verify until zero losing combos remain.
- Regime detection: cross-slot outcome autocorrelation splits markets into TRENDING, MIXED and CHOPPY; the winning strategies read orderbook microstructure to catch informed flow in choppy markets, which dominate 80% of the time.
- CLOB execution lessons: wait out Polygon's batched settlement before selling, sell 97% of shares to dodge sub-cent rounding, never fire a sell while a live order is resting.
- Fact-check tooling: a script rebuilds any trader's complete on-chain history to debunk fabricated PnL screenshots - published as X Community Notes, one of which landed on a 1M-impression post.
Behind it sits the analytics layer: a TypeScript market-analytics CLI scanning up to 500 live markets via the Gamma and CLOB APIs for spreads, mispricings and opportunity ranking - strategy research across all markets.
Direction: a strategy vault - users deposit, and the optimized strategies run in the background.