Project Details
Polyphemus
Production Polymarket trading bot with maker orders, arb engine, and self-tuning
What I Built
Designed and built entire system from scratch: signal detection, order execution, position management, exit strategies, arb engine, self-tuner, dashboard, and deployment pipeline
Key Outcomes
Tech Stack
Project Overview
A production-grade Polymarket trading bot built from scratch in Python. Trades 15-minute crypto binary options (BTC/ETH/SOL) using Binance momentum signals and maker orders (zero fees + rebates). Features include an arbitrage engine, adaptive self-tuner with Kelly-optimal position sizing, automatic position redemption, real-time dashboard, and 24/7 robustness with systemd watchdog integration. Deployed on a DigitalOcean VPS with automated patching via SSH. 30+ bugs discovered and fixed across two major versions.
Built For
Quantitative traders and bot developers
Polymarket 15-min markets move fast and require automated execution with sophisticated risk management
Key Features
Binance Momentum Signals
Real-time 1s kline WebSocket feed detects >0.3% moves in 60s windows
Arbitrage Engine
Scans for sum-to-one arb opportunities across BTC/ETH/SOL pairs
Adaptive Self-Tuner
Kelly-optimal sizing with circuit breakers and drawdown kill switch
24/7 Production Ops
systemd watchdog, exponential backoff, session rotation, health monitoring
Challenge Solved
Building a profitable automated trading system on Polymarket binary markets while navigating market microstructure, latency constraints (100ms to London CLOB), and binary payoff asymmetry requiring 67%+ win rate at typical entry prices.
Key Learnings
- school Binary payoff asymmetry makes directional betting mathematically challenging — need 67% WR at $0.67 entry
- school Market makers price in Binance momentum within milliseconds — retail latency is a structural disadvantage
- school Exit execution (79% WR on resolution, 100% on profit target) is where real edge exists, not entry prediction
- school Non-fatal DB operations must never block critical cleanup like position store removal