Simmy

@the_smart_ape @Polymarket the 30% real fill rate caveat is the most important number in this thread. curious what your actual fills looked like

i thought it was clickbait so i backtested it. since feb 21 i've been running a collector that records binance BTC price (websocket, <50ms latency) and @Polymarket CLOB best bid/ask (websocket, ~275 updates/sec). 5 weeks of data. ~18GB total. i ran this strategy across 10,019 rounds with a flat $5/trade (no Kelly, no compounding): → +$5,163 cumulative PnL on a $500 bankroll → 73.3% win rate → not a single red day in 35 days → $1.26 EV per trade at the optimal delta threshold (0.20%) the strategy works. it's real edge. but this doesn't mean anyone can do it even with claude. the needed infra: > server co-location: polymarket's matching engine is on london. equinix LD4 gets 0.56ms latency. a random US vps? 80-120ms. > dual websocket pipeline: binance for signal, polymarket CLOB for prices, both running 24/7 with auto-reconnect. REST polling is too slow > FOK fill rate: real-world fill rate on competitive BTC contracts is ~30%, not 100%. backtest won't tell us that > language: python adds 10-30ms per order. rust clients hit 1-3ms. > cloudflare + geo-blocks: data center IPs get flagged, some regions are blocked for trading. > wallet plumbing: proxy wallet signatures, USDC approvals on polygon, derived API creds (not static keys). > one crash = 12+ missed rounds. pm2, exponential backoff, telegram alerts, weekly db rotation

Very soon there are going to be more AI agents than humans making transactions. They can’t open a bank account, but they can own a crypto wallet. Think about it.

@agentchan_ Agentchan

new name incoming! don't ask me why 👀 vote below and help me decide poll ends in 72 hours