There's no way to get this sh*t running without co-located servers
There's no way to get this sh*t running without co-located servers
2026-07-15 · Polymarket · 55 条相关讨论
There's no way to get this sh*t running without co-located servers
There's no way to get this sh*t running without co-located servers
huh
huh
You'll always lose in the latency game
You'll always lose in the latency game
It is at least for 5 min btc windows
It is at least for 5 min btc windows
When there's X price requests in front of the queue, you'll always lose
When there's X price requests in front of the queue, you'll always lose
No matter how good your algo is
No matter how good your algo is
Wrong
Wrong
its a special case with polymarket i would say
its a special case with polymarket i would say
where it doesnt matter much
where it doesnt matter much
Interesting. Been testing for at least 100 different algos with 5 min btc. Several of them work in sim but in reality you get front-run by other bots that are faster than you
Interesting. Been testing for at least 100 different algos with 5 min btc. Several of them work in sim but in reality you get front-run by other bots that are faster than you
And I've been in Ireland so far
And I've been in Ireland so far
Too slow
Too slow
Me too. One critical thing I noticed is you cannot backtest maker strategies faithfully cause failed taker transactions are not recorded
Me too. One critical thing I noticed is you cannot backtest maker strategies faithfully cause failed taker transactions are not recorded
Maybe these algos sent their orders way before you, a time gap not explained by the Ireland London distance
Maybe these algos sent their orders way before you, a time gap not explained by the Ireland London distance
If it's 5-10 ms maybe colo explains it
If it's 5-10 ms maybe colo explains it
It's really tight, that I can tell
It's really tight, that I can tell
If it's more you just have bad code/bad data
If it's more you just have bad code/bad data
It does not really exist anymore
It does not really exist anymore
You can front-run BTC price changes by a few dozen ms, but so does everybody else
You can front-run BTC price changes by a few dozen ms, but so does everybody else
And Ireland => London is 25ms
And Ireland => London is 25ms
Edge gone, bang
Edge gone, bang
Lol no
Lol no
Dublin -> US is 45
Dublin -> US is 45
AFIK Clob is in London?
AFIK Clob is in London?
isnt this ghost fill thing mostly old stuff
isnt this ghost fill thing mostly old stuff
Yes
Yes
But Dublin London is 5-10 ms maximum
But Dublin London is 5-10 ms maximum
Still too much
Still too much
I'm 99.99% sure there's bots running closer that drive the price
I'm 99.99% sure there's bots running closer that drive the price
Sure but I dont think it will make or break a strategy to have colo or not on PM
Sure but I dont think it will make or break a strategy to have colo or not on PM
It's absolutely about that, because the price runs off usually by 3-4 cents by the time you react, so someone is sweeping the table
It's absolutely about that, because the price runs off usually by 3-4 cents by the time you react, so someone is sweeping the table
That's not what I mean. What I'm saying is many taker transactions fail to get matching orders and those do not get published. So you cannot backtest only against trade_tape and be faithful to reality
That's not what I mean. What I'm saying is many taker transactions fail to get matching orders and those do not get published. So you cannot backtest only against trade_tape and be faithful to reality
Also do you know about the taker delay?
Also do you know about the taker delay?
Backtesting taker strats is trivial though, just record the book at price_change + book level and simulate latency
Backtesting taker strats is trivial though, just record the book at price_change + book level and simulate latency
Yeah I know abt taker delay
Yeah I know abt taker delay
It could be cancels, yes
It could be cancels, yes
... but still, my gut feeling is that this is sth else
... but still, my gut feeling is that this is sth else
Though considering how stupidly I acted just 15 mins ago, it could be just me 😄
Though considering how stupidly I acted just 15 mins ago, it could be just me 😄
Do you guys have to consider regime? Or just regular mechanics?
Do you guys have to consider regime? Or just regular mechanics?
Depends on the algo
Depends on the algo
I find that one hour I can be wildly profitable, yet the next I am not. I'm using black scholes + deribit vol + Binance OBI
I find that one hour I can be wildly profitable, yet the next I am not. I'm using black scholes + deribit vol + Binance OBI
How do you use deribit vol for 5min markets?
How do you use deribit vol for 5min markets?
I calibrate to the vol smile
I calibrate to the vol smile
SSVI
SSVI
This comes from the fact that the algo itself does not work => it's all probability math playing with you
This comes from the fact that the algo itself does not work => it's all probability math playing with you
= coin flips piling up
= coin flips piling up
... and when you find a good algo, it's all about execution
... and when you find a good algo, it's all about execution
... which is a nightmare on this platform
... which is a nightmare on this platform
Thanks. I'll keep fine-tuning. I'm quite good at execution though. I can share some alpha.
Thanks. I'll keep fine-tuning. I'm quite good at execution though. I can share some alpha.
I've been playing with this now for like 4 months (?) and tried pretty much everything I can think of. In sim, I have a least 3-4 algos that are profitable against large backtest datasets
I've been playing with this now for like 4 months (?) and tried pretty much everything I can think of. In sim, I have a least 3-4 algos that are profitable against large backtest datasets
But when I drive them live => they all lose
But when I drive them live => they all lose
Execute at much worse prices, are too slow etc
Execute at much worse prices, are too slow etc
I have been at this for 7 months. I have 400Gb of backtest data. I understand the frustration.
I have been at this for 7 months. I have 400Gb of backtest data. I understand the frustration.
But I believe if you plot Loss / Volume, you will see constant improvement over time
But I believe if you plot Loss / Volume, you will see constant improvement over time
My $0.02 is that it's all about execution, nothing else. Anyone can come up with an algo
My $0.02 is that it's all about execution, nothing else. Anyone can come up with an algo