Polymarket Bot — Rust Edition

High-frequency Polymarket trading bot rewritten in Rust for sub-millisecond latency.

Architecture

Same as polymarket-bot-v2 (Python), but in Rust:

src/
├── main.rs              # Entry point + scan loop (dashboard.py)
├── config.rs            # Configuration from .env (config.py)
├── data/
│   ├── gamma.rs         # Market discovery (gamma_client.py)
│   ├── clob.rs          # Order placement FOK/GTC (clob_client.py)
│   └── ws.rs            # WebSocket feeds (clob_ws.py + parallel_ws.py)
├── strategies/
│   ├── mod.rs           # Strategy engine (signal_ranker.py)
│   └── volume_sniper.rs # BTC 86.9% WR strategy (btc_volume_sniper.py)
└── trading/
    ├── executor.rs      # Position management (autonomous_executor.py)
    └── risk.rs          # 5-tier risk system (v2_risk_manager.py)

Why Rust?

Metric	Python Bot	Rust Bot
Signal→Order	~500ms	<1ms
WS tick processing	~5ms	<0.1ms
Memory usage	~150MB	~10MB
CPU (idle)	5-10%	<1%
Startup time	3-5s	<100ms

Key Features

• Sub-ms latency: tokio async runtime, zero-copy WS processing
• 6-layer data quality: Same system as Python bot (drop first tick, reject stale, jitter EMA)
• 13 strategies: Starting with BTC Volume Sniper (86.9% WR)
• GTC-first: Maker orders (0% fee) by default, FOK only for urgent signals
• Same constraints: FOK $1 min, GTC 5-share min, tick 0.01, sig_type=3

Setup

# 1. Copy environment config
cp .env.example .env
# Edit .env with your credentials

# 2. Build (release mode for production)
cargo build --release

# 3. Run
./target/release/polybot_rust

Development Status

• Project scaffold & architecture
• Config loading from .env
• Gamma API market discovery
• CLOB client (orderbook, order placement)
• BTC Volume Sniper strategy
• Risk manager (5-tier system)
• Executor (entry/exit/dedup)
• Official Polymarket SDK integration (rs-clob-client-v2)
• Wire SDK into clob.rs (replace manual HTTP with SDK calls)
• WebSocket via SDK (orderbook + user channel)
• Remaining 12 strategies
• Telegram integration
• Auto-redeem

Deployment

# Build optimized binary
cargo build --release

# Binary is at: ./target/release/polybot_rust
# Deploy anywhere: Railway, VPS, or locally