Levandor

polymarket-fetch Activity Log

3 min read

For Agents

Reverse-chronological session log. Newest entries at top, grouped by date (## YYYY-MM-DD). Each bullet: one piece of work, short summary, wikilinks to docs touched. Updated by obsidian-documenter on every project doc write. Read by historian at bootstrap.

2026-05-25

  • Reverse-engineered 0x75cc3b’s edge — it’s not latency arb, it’s late-window 5m longshot reversion + momentum-chase. Strategy v2 redesigned around book state + time-in-window, not BTC vs book lag. 0xd189664c shows the purest expression at 77.8% ROI on cheap-tail entries. Naive lag-arb model failed M0 at 46% win rate. — top-trader-edge short-term-accuracy lag-probe

2026-05-24

  • 14h lag-probe capture finished clean (5.9 GB, 38M+ events, real 171.7 bps BTC range). Headline: Polymarket CLOB book lags direct Binance p50 300 ms / mean 844 ms / p99 8 s — edge window is 300 ms to 2 s, sub-100 ms colo in eu-west-2 wins. RTDS Binance ~800 ms slow, RTDS Chainlink ~2.6 s slow; perp vs spot indistinguishable at 100 ms grid. Caveat: clob_book throughput was only ~10/sec vs prior 200–460/sec — possible back-pressure from the recent CLOB/price channel split, real book lag may be even tighter. Next: scope the actual bot. — lag-probe

2026-05-22

  • Fixed GitHub Actions CI, red on every push since 2026-05-19, now fully green. fmt run; cargo-deny moved off the Alpine Docker action onto a normal runner, wildcard path dep allowed via publish=false, two RUSTSEC advisories cleared by bumping testcontainers; clippy lint skew fixed by pinning rust-toolchain.toml to 1.95.0. Added a multi-stage Dockerfile + build workflow (push disabled until a registry is picked). — ci
  • Built lag-probe crate — read-only harness measuring Polymarket book lag vs true BTC price for the latency-arb strategy. Captures 4 feeds (direct Binance, RTDS Binance/Chainlink, CLOB book), JSONL + lag analysis. RTDS measured ~3.4s laggy (convenience feed, not tradeable); primary book-vs-Binance lag still unmeasured — needs an overnight capture during real volatility. — lag-probe

2026-05-21

  • Corrected short-term-accuracy: the slug timestamp is the market START, not end. Price curve (~0.74 at close) proves high-edge wallets trade in-window on live markets, not snipe post-resolution — the edge is a copyable Binance→Polymarket latency arb. Added off-chain-matching / AWS eu-west-2 colocation infra notes. Next step: measure repricing lag. — short-term-accuracy
  • Added short-term accuracy analysis (short-term-accuracy CLI, pm_short_term_trader_accuracy table) for crypto Up/Down markets. Fixed a survivorship-bias bug (outcomes were joined on traded side); rank by edge-over-price not hit_rate. League-wide persistence p=0.08 (unproven), but wallet 0x75cc3b shows edge_z +11.3. — short-term-accuracy
  • Backtested the copy-trade algo end to end — no demonstrated edge, ROI swings -23% to +62% across windows, doesn’t beat naive PnL ranking. Kept as an observation tool; removed copy_score magnitude ranking. — copy-trade-algorithm

2026-05-18

  • Shipped trades fetcher, copy-trade algo skeleton (gated copy_score, MM filter), Telegram adapter + lifecycle. 53k trades / 24 wallets / pushed to wowjeeez/polymarket-fetch. — polymarket-fetch copy-trade-algorithm

2026-05-17

  • Shipped Selector trait (4 impls), trades-since, auto-chain. 21 runs, 8-wallet watchlist, 9.1K positions. tubeyou newly entered intersection at $2.75M week+month PnL. — polymarket-fetch
  • Initialized project folder. Wrote main overview note covering pipeline, tables, CLI, current DB state, and TODOs — polymarket-fetch

Graph View