Polymarket Market Making algorithm with ultra low latency on 15 min crypto markets.

bro connected ws and thinks he is hft now

100%

> Ultra low letancy > Python and WS choose one sir.

I am still working to make it faster but this is the fastest I have gotten it to run

you will still end up being restricted by the latency of the cloudflare endpoint you are hitting, when your theoretical minimum latency you should be aiming for is being included in the next block after the block you detect your opportunity on imo

super cool thanks

@dnobel22 > ultra low latency > emojis in the logs

@dnobel22 I have those because it helps visualize the execution what is getting orderbook data vs placing orders at x price

Ah yes, let’s print everything to console when we run Ultra Low Latency code

lol its really just to help with the visual

Do post the profile though to see how this unfolds - build in public, trade in public

I post this stuff but posting my address would compromise my strats and then all my edge would be gone so I stick to posting the structure stuff rather than the trading itself

Unless it’s something super obscure, the value hardly ever lies in the idea of a strategy, but rather it’s execution. Addresses are public anyways and should be rotated to hide alpha leakage. Anyhow, enough seriousness - time to get back to shitposting

unfortunately a couple of my very profitable strats r very susceptible to someone figuring it out and beating me. One of my main ones that I found last spring made me 2700% over about 500 trades but then other people started to figure it out and now I have way less opportunity to get good fills using that strat

Strategies with outsized performance have faster alpha decay, and as markets mature, trivial strategies are Arb‘d out. Generally an indicator that the idea isn’t very unique, but execution to get it into production faster was. Rotate the addresses and post your dead alpha address

>ultra low latency >python bot printing to terminal ????

@onchainziggy Im still working on it but it is the fastest mming algo I have made

People in comments really don’t understand that on Polymarket you can’t have super low latency. Trading from USA servers is prohibited. You can’t have a server in USA because of this. Maybe only some big MM have the privilege to trade from US, but it’s the private deals…

yea and the biggest speed constraint is on their end and beyond stuff I can optimize

Ultra low is the 100ms?

I have had some orders get 50 but yea my best is im still working on getting it down

@flyinghigh88888 Fyi, ultra low latency refers to competition in terms of nanoseconds

@flyinghigh88888 yes title is a bit misleading but this speed has been fast enough for my needs on polymarket

“Ultra low latency”

The reason it is not super fast is due to how polymarket processes order through their CLOB something I cannot influence

no the reason it’s slow is you have one billion prints on the hot path

that contributes but the main issue is how the clob functions

👀

This is certainly not ultra low latency and not even low latency in hft. Your latency is O(~100ms). that is fine and actually this is what is nice about polymarket. It is not a HFT venue, yet.

Yes your right I should have been more specific

I’m 27ms to post and still not profitable they be fast on polymarket bro lol NJ tho. Hope you can shred them in trying my best too haha

been testing a few things as well.

Is it making any money?

Yes

Good job brother!

I'm positive you vibe coded this because of the emojis

thats quite an achievement for latency

that’s an alpha

Not sure if you run it remotely or locally but you could use claude to run a ping test on the rest & ws endpoints then refine further by setting up cheap vps servers in each availability zone to reap the benefits of colocation

How to get latency super low?

Rust executes faster imho, but looks great!

What VPS service are u using?

low latency OP

Can you explain how this works?

Lol, meme

How do you get the "size" from the "price_change" event 😉😉😉

how do you get the actual position shares amount after fee，I use query position，but it has big latency

Lying

Is 4ms enough?

I'm testing some stuff myself, outside of the crypto market. Basically checking for spreads and setting low limit orders with decent spreads and then placing it up to sell for the lowest ask price whenever the bid fills up. Any tips to improve setup? Barely get any fills tbh

Wich latency are you talking about ?

Which websocket is that

Let me guess this on node.js

@grok make the real image of a chinese dune in their basement “low latency on 15m”

manifesting

How far away do you live from the nodes and servers? (Or does your VPS)

is it accounting for the new taker fees?

U cant make fast bot or what