Sub-50ms execution for a Polymarket trading desk
A trading system built for latency, real-time market analysis, automated strategy execution and order placement fast enough to matter in a market that moves in milliseconds.
Statehill Capital· Trading / Financial ServicesWhat they were running on
- Manual monitoring of market movements
- Execution speed limited by human reaction time
- No systematic way to run strategies unattended
Why it had to change
In prediction markets the edge decays in milliseconds. A strategy that is correct but slow is a strategy that loses money. The requirement was not 'fast software' in the general sense, it was a hard latency budget the whole architecture had to be designed around.
The system, on their own server
Real-time market data ingestion and analysis pipeline
Automated strategy execution with sub-50ms order placement
High-performance architecture designed backwards from the latency budget
Monitoring so the desk can see what the system is doing while it does it
How it went live
Deployed alongside manual trading first, in observation mode, so the desk could compare what the system would have done against what they actually did. Automation was switched on strategy by strategy once each one had been validated on live data.
