Polymarket Trading Engine

A production-grade Rust workspace that consumes exchange WebSocket feeds, computes order-flow-imbalance signals, and executes cryptographically-signed orders against an on-chain CLOB — built to learn low-latency systems and on-chain execution end to end.

Stack

Engineering highlights

• Multi-task async binary (14 concurrent Tokio tasks): feeds, signal processing, order-book management, execution, fills, settlement, risk, and health monitoring.
• EIP-712 order signing + personal_sign auth against the CLOB relayer; gasless on-chain split/merge/redeem operations.
• Real-time OFI signal engine over Binance aggTrade streams for BTC/ETH/SOL/XRP with oracle price tracking.
• Risk system with drawdown tracking, daily loss limits, and Kelly-criterion position sizing; embedded axum monitoring dashboard.