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That's correct. That would mean that you're ahead of everyone else that gets their signal (9ms ws event travel time) plus 9 ms one way trip from their VM to clob VM (assuming 0ms hot path time)
That's correct. That would mean that you're ahead of everyone else that gets their signal (9ms ws event travel time) plus 9 ms one way trip from their VM to clob VM (assuming 0ms hot path time)
The orders are idempotent if you use the same salt, so no risk of double buying
The orders are idempotent if you use the same salt, so no risk of double buying
But also, sending the same order can only help because if the ISP routes it differently, one may be fastest
But also, sending the same order can only help because if the ISP routes it differently, one may be fastest
It's like preemptive orders
It's like preemptive orders
Spamming makes sense if it's a FAK order at a price where there's no bid or ask. if the book is at 49@51 and you spam FAK buy at 50, they'll just keep getting rejected until the opportunity exists
Spamming makes sense if it's a FAK order at a price where there's no bid or ask. if the book is at 49@51 and you spam FAK buy at 50, they'll just keep getting rejected until the opportunity exists
Need to know your e2e strat to confirm, but yeah if you're spamming every 1ms, you'll get 429'd
Need to know your e2e strat to confirm, but yeah if you're spamming every 1ms, you'll get 429'd
Sure, but I'm not cheap
Sure, but I'm not cheap
You need to fan out across accounts tho so u don't hit 429s
You need to fan out across accounts tho so u don't hit 429s
Well obviously it does
Well obviously it does
But ya i guess
But ya i guess
I'm not cheap
I'm not cheap
Get it under 100 micros
Get it under 100 micros
That's slow as fuck dude
That's slow as fuck dude
Or just spam FAK orders every 1ms at the price at which it crosses your threshold where an opportunity is valid. They'll keep getting rejected until a real opportunity exists
Or just spam FAK orders every 1ms at the price at which it crosses your threshold where an opportunity is valid. They'll keep getting rejected until a real opportunity exists
Try it on a non-competitive market if you want proof. RTT will be 30-50ms always
Try it on a non-competitive market if you want proof. RTT will be 30-50ms always
Just get your order to the clob faster. If you're first, your time to ack will be lower
Just get your order to the clob faster. If you're first, your time to ack will be lower
You can't control clob processing speed
You can't control clob processing speed
That's all that you can control
That's all that you can control
Yes
Yes
Try posting an empty order to the clob. It'll be 30-50ms consistently because there's no queue on an empty order array
Try posting an empty order to the clob. It'll be 30-50ms consistently because there's no queue on an empty order array
How fast is your hotpath from receiving an event to firing an order?
How fast is your hotpath from receiving an event to firing an order?
Faster than you based on your prior comments
Faster than you based on your prior comments
Yup, if a signal comes in and you detect an opportunity, but 1000 other bots do as well, if they all get their orders to the CLOB before you, you need that queue to drain before your order is processed, hence then 500ms+ time to ack
Yup, if a signal comes in and you detect an opportunity, but 1000 other bots do as well, if they all get their orders to the CLOB before you, you need that queue to drain before your order is processed, hence then 500ms+ time to ack
500ms means there were a lot of orders in the queue ahead of you. Skill issue
500ms means there were a lot of orders in the queue ahead of you. Skill issue
If it's 500ms from order fired to ack, that is expected and out of your control
If it's 500ms from order fired to ack, that is expected and out of your control
Warm ur tick size cahce or else it'll do a round trip to get the tick size in ur hotpath
Warm ur tick size cahce or else it'll do a round trip to get the tick size in ur hotpath
Reduced to 10/5 from 30/10
Reduced to 10/5 from 30/10
Obviously it's FIFO with price time priority
Obviously it's FIFO with price time priority
It means others are in queue before you
It means others are in queue before you
High latency is a skill issue
High latency is a skill issue
I promise it'll be consistent
I promise it'll be consistent
Try sending an empty order to the clob
Try sending an empty order to the clob
lmao
lmao
Yup. Sounds like a skill issue
Yup. Sounds like a skill issue
I was talking about the "order time out" you spoke of
I was talking about the "order time out" you spoke of
lolz
lolz
Just up your keep alive dude. If there's 5000 other bots ahead of you and the clob server takes 1 ms to deserialize, check idempotency, then match the order and create the tx, you would expect a 5000ms hot path from clob receive order to ack
Just up your keep alive dude. If there's 5000 other bots ahead of you and the clob server takes 1 ms to deserialize, check idempotency, then match the order and create the tx, you would expect a 5000ms hot path from clob receive order to ack
Big latency is a skill issue. It means that a bunch of competitors hit the queue before you
Big latency is a skill issue. It means that a bunch of competitors hit the queue before you
As long as ur order hits the queue, it doesn’t matter how long it takes?
As long as ur order hits the queue, it doesn’t matter how long it takes?
More orders on competitive books means the processing time is higher
More orders on competitive books means the processing time is higher
Why do u care about latency
Why do u care about latency
# (Type 3) Fixing `Order signer address` / `Maker address not allowed` 🍆 `signature_type=3` + `funder` is not sufficient: the server requires `order.signer` (your deposit wallet) to equal the address your CLOB key resolves to. The derived key only resolves to the deposit wallet when the wallet is deployed and your signing EOA is its registered signer. ## What you need - **Funder address**: Profile page (left of the pencil) - **Private key**L: Settings -> Account -> Export PK - **Relayer API key**: Settings -> Relayer API keys -> Create new - **Singer address**: Settings -> Relayer API keys -> Signer address - **At least two brain cells and one minute to read and understant** ## Rust ```rust let signer = LocalSigner::from_str(&private_key)? .with_chain_id(Some(137)); let funder: Address = deposit_wallet_address.parse()?; let clob = ClobClient::new("https://clob.polymarket.com", ClobConfig::default())? .authentication_builder(&signer) .funder(funder) .signature_type(SignatureType::Poly1271) .authenticate() .await?; ``` ## Python ```python from py_clob_client_v2 import ClobClient, OrderArgs, OrderType from py_clob_client_v2.constants import BUY client = ClobClient( host="https://clob.polymarket.com", key=PRIVATE_KEY, chain_id=137, signature_type=3, funder=DEPOSIT_WALLET_ADDRESS, ) creds = client.create_or_derive_api_creds() client.set_api_creds(creds) resp = client.create_and_post_order( OrderArgs(token_id=TOKEN_ID, price=0.40, size=5, side=BUY), order_type=OrderType.GTC, ) ```
# (Type 3) Fixing `Order signer address` / `Maker address not allowed` 🍆 `signature_type=3` + `funder` is not sufficient: the server requires `order.signer` (your deposit wallet) to equal the address your CLOB key resolves to. The derived key only resolves to the deposit wallet when the wallet is deployed and your signing EOA is its registered signer. ## What you need - **Funder address**: Profile page (left of the pencil) - **Private key**L: Settings -> Account -> Export PK - **Relayer API key**: Settings -> Relayer API keys -> Create new - **Singer address**: Settings -> Relayer API keys -> Signer address - **At least two brain cells and one minute to read and understant** ## Rust ```rust let signer = LocalSigner::from_str(&private_key)? .with_chain_id(Some(137)); let funder: Address = deposit_wallet_address.parse()?; let clob = ClobClient::new("https://clob.polymarket.com", ClobConfig::default())? .authentication_builder(&signer) .funder(funder) .signature_type(SignatureType::Poly1271) .authenticate() .await?; ``` ## Python ```python from py_clob_client_v2 import ClobClient, OrderArgs, OrderType from py_clob_client_v2.constants import BUY client = ClobClient( host="https://clob.polymarket.com", key=PRIVATE_KEY, chain_id=137, signature_type=3, funder=DEPOSIT_WALLET_ADDRESS, ) creds = client.create_or_derive_api_creds() client.set_api_creds(creds) resp = client.create_and_post_order( OrderArgs(token_id=TOKEN_ID, price=0.40, size=5, side=BUY), order_type=OrderType.GTC, ) ```
<@&1485393752645173399> If I send a writeup on how to fix this, will you sticky it? Variants of this question comes in like 10-15 times per day – but the askers never bother to use the search function on discord
<@&1485393752645173399> If I send a writeup on how to fix this, will you sticky it? Variants of this question comes in like 10-15 times per day – but the askers never bother to use the search function on discord
We r so back
We r so back
# “I’ve tried nothing and I’m all out of ideas”
# “I’ve tried nothing and I’m all out of ideas”
Put VM 1 in eu west 2 so there's the same ping. And throw in some stochastic processing delay on ws events to simulate a competitive orderbook with higher processing times
Put VM 1 in eu west 2 so there's the same ping. And throw in some stochastic processing delay on ws events to simulate a competitive orderbook with higher processing times
Just capture data or use a dataset and set up a master-slave vm pair where VM 1 replays the data and sends you ws notifs as if it were live
Just capture data or use a dataset and set up a master-slave vm pair where VM 1 replays the data and sends you ws notifs as if it were live
Re-write the clob in rust
Re-write the clob in rust
Anyone getting `order queue full for maker` errors?
Anyone getting `order queue full for maker` errors?
Can I just get direct db access so I can call order.insert() directly
Can I just get direct db access so I can call order.insert() directly
Polymarket