Developer Seeks Help Fixing Execution Flaws in Polymarket Latency Arbitrage Bot
A developer building a trading bot on Polymarket's prediction market platform reports that live performance is consistently negative despite a strategy that tests well on paper. The bot targets Bitcoin short-term price direction markets using a latency arbitrage approach via the Polymarket CLOB API on the Polygon blockchain. Key execution problems identified include large gaps between expected and actual fill prices, slow cancel-and-replace cycles, and API or rate-limit errors during live trading. The developer has already attempted fixes such as using limit orders, reducing order size, and improving logging, but the issues persist. They are now seeking community guidance on order manager design, realistic fill modelling, execution quality measurement, and open-source tooling for CLOB-based bots.
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