Problem
Top Polymarket traders exploit structural edges - latency on 5/15-minute crypto markets, NegRisk sum enforcement, cross-platform spreads against Kalshi. Replicating those strategies across multiple wallets needs sub-second execution, tick-level history, inventory management and real observability - not a script in a terminal.
Approach
A full platform: Python FastAPI backend consuming async WebSocket market
feeds through py-clob-client, TimescaleDB for tick history, Redis Streams
for event flow, and a React 18 + Vite + TypeScript dashboard (Recharts,
shadcn/ui) covering markets, wallets, strategies, alerts, a backtester and
a strategy code editor.
Polymarket WS feeds ──► FastAPI async engine ──► Redis Streams
│ │
strategy engine (S1-S8) TimescaleDB ticks
│ │
py-clob-client orders React dashboard
│ + backtester
Ollama (Mistral 7B) / Claude API - S7, dry-runEight strategies ship: NegRisk rebalancing arbitrage ($1.00 sum enforcement), sub-500ms latency arb, wick fishing, high-probability bonds, cross-platform arb, Stoikov market making with inventory management, an experimental AI information-edge strategy (always dry-run first), and copy trading.
Tradeoffs
- Local + hosted AI. Ollama (Mistral 7B) handles cheap high-frequency inference; the Claude API is reserved for the harder reasoning - cost and latency against quality, chosen per call site.
- Dry-run as a contract. The AI strategy cannot trade live by default; experimental edges earn capital only after paper results.
- Docker Compose over k8s. GPU passthrough and full-stack test targets
(
make test-e2e-fullstack- frontend + backend + DB + Redis) matter more at this scale than orchestration ceremony.
Outcome
A running platform with the full test pyramid - Vitest/RTL and Playwright on the frontend, pytest on the backend, containerized integration and full-stack E2E suites driven from make targets.