Sub-10ms 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.
<10ms
Execution latency
Real-time
Market analysis
Automated
Strategy execution
Ongoing
Active engagement
What 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 solution
- Real-time market data ingestion and analysis pipeline
- Automated strategy execution with sub-10ms 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 we switched them over
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.
Timeline
Ongoing engagement
Built with
Python, FastAPI, WebSockets, Trading APIs
Typically compared against
Off-the-shelf algo platforms, In-house scripts, Broker-provided tooling
Recognise your own business in this?
A 30-minute call, no cost, no obligation. We'll tell you honestly whether a build makes sense for you — including when it doesn't.