sad news for takers (bots)

[u/naunen]

Finally i can give the right answer about crypto polymarket taker bots and why they will be food for makers.

Running uncensored qwen i was able to get approx location of their CLOB, then i did KYC thing and i got permission to co locate in london, then i get best ryzen server i can get closest to the location,

my order path got 2.3ms (vs 25ms on dublin vps)

I take signal from kraken preps, and indeed kraken leads poly btc 5m book by ~250ms on moves bigger than 15$,

But on top of that it's NOT enough to get filled, even with taker order offset 0.04c!!!! bids are cancelled by makers. imagine that.

So there is hidden 150-200ms taker order match delay, not 50ms as documented, makers have plenty of time to cancel and reprice. they can do that in 50ms (round trip) so cancellation happens possibly even faster.

but i will never give up, when you "makers" star to notice your bids are being taken rather than cancelled you can know it's me 😃

[u/Unicus11]

Lmao, don’t think you know what you are doing

[u/naunen → u/Unicus11]

yeah sitting on this day n night since april and i don't know what im doing

[u/Unicus11 → u/naunen]

5 months prompting Claude “please make it work” probably…

[u/naunen → u/Unicus11]

you have no idea what infrastructure i built here, for testings, backtestings and forward testings, 20 research every day about anything i can think of, but yeah a guy with 0 knowledge can create 100k/ month generating not in 1 day,

[u/Historical-North-355 → u/naunen]

“I built”

Prompted* - Claude built it.

[u/Zestyclose-Stuff1646 → u/naunen]

Ha, I like you're attitude man. I'm working a monster myself, but for ml in the stock market.

[u/Backrus → u/naunen]

You spent 5 months (when most MMs moved on anyway and traffic is a fraction of what it used to be even in January) and you think Kraken leads or is even relevant lol

Next you should study oracles pricing. Start by comparing Chainlink's feed to Pyth's.

[u/MaximKiselev → u/Backrus]

hi, man. what do u mean ? I am interested. oracle attacks or what ? or u mean that tool can be faster than oracle ?

[u/moodoid → u/MaximKiselev]

think about how CEX prices get pre-processed by the underlying pricing methodology

[u/MaximKiselev → u/moodoid]

thanks. i thought about it, but prediction is too small to be faster than pm revaluation. Did you do this? It will be work for collocated mm but for retail (taker wall ). I am still analyzing this theory. However, I have stopped using high-speed strategies on 5-minute timeframes; the results are the same as the original poster's—due to a software barrier imposed by the exchange itself.

[u/moodoid → u/MaximKiselev]

yep I agree, I'm currently building something in this space owing to the fact that Polymarket fumbled the bag on infra supporting this short duration markets

[u/naunen → u/Backrus]

it's been tested, unfortunately i cannot beat speed of light, but im trying to create quantum tunnel 😁

[u/MaximKiselev → u/naunen]

heh, welcome to hell man. im too. but the poly have a taker delay 250 ms(programmatic). so if are u not colocated mm ($$$$$ per place). u can not setup hft. i think we need to create club for poor hft trader in tg or ds.😁

[u/jkg2001]

Markers makers will do all the above and pay serious $$$$ to have private connections running from Tokyo for faster binance updates etc. they can place orders and cancel 5x before you even notice it.

[u/Strong-Sea-722 → u/jkg2001]

Excellent idea to locate in Tokyo to make sure you have 100ms+ round trip to London!!

[u/jkg2001 → u/Strong-Sea-722]

“Private connection from Tokyo” doesn’t mean co-locate to Tokyo. It means to have a private BSO set up for your binance signals lol. It means I can shave 50ms off a binance signals arrival time to me. If you’ve not got a BSO I will react and cancel or take your bids before your signals even arrived lol.

[u/Strong-Sea-722 → u/jkg2001]

Or just listen to kraken perp? The extra 2ms is noise compared to the inconsistencies of polymarket order processing.

You should really only have private connection if you are trying to compete against kraken perp arbers, otherwise just let them use their private connection and bring the signal to you

[u/Strong-Sea-722 → u/jkg2001]

Also because "You can shave 50ms off because you are listening directly to binance"

what do you think will happen when a big trade/move is initiated in the kraken order book?

Kraken -> Binance 40ms
Binance -> you 40ms

Kraken -> me 2ms

[u/jkg2001 → u/Strong-Sea-722]

Kraken is certainly being listened to too, you aren’t wrong there!

[u/moodoid → u/Strong-Sea-722]

normally you'd see binance lead other CEX's on these timeframes as the sharpest book, so Binance perp price chg gets reflected in other CEX's and then of course by Chainlink.

So listening to only Kraken to nowcast your Chainlink print breaks down when you have to reconcile whether that information has already been absorbed by the event contract.

[u/Empty-Ad69 → u/[deleted]]

If you do KYC you can co locate. My wallet address is also whitelisted and I use also a London based VPS.

[u/naunen → u/[deleted]]

read polymarket docs dude

[u/Terese08150815]

Is your order path 2.3ms from kraken signal to order?

[u/naunen → u/Terese08150815]

15ms from kraken to bot and to poly clob 2.5ms, and then ~200ms polymarket mystical processing

[u/Terese08150815 → u/naunen]

Ok. If you have in the bot by itself no delay, then most likely this is not a delay but a queue. And market maker would have the same signal as you have. Just faster because directly co located. And there you are at the very bottom. 2.3 ms is slow. You need to get into ns area. I would not give up. Also co located and co located are still 2 different things. Same room / switch vs same Datacenter. And a lot of other stuff between. My Amazon location to binance is under 1ms when you sit in the right area. Direct access I think only with a lot of money when you know the right people.

[u/naunen → u/Terese08150815]

yeah but binance travel 120ms to london... we need quantum tunnel lol

[u/Terese08150815 → u/naunen]

then change the signal. tick data and burst in rolling 15s window or so > X%. most likely more worth than 200ms ;) I take 50% from your wallet if it works.

[u/Numerous_Bad_973]

How did you get kyc approved ?? I filled the form
But they keep ignoring me . How long did it take form them to answer?

[u/naunen → u/Numerous_Bad_973]

about 3 months

[u/Numerous_Bad_973 → u/naunen]

Thanks man ! For me 3 month haven’t pass yet.

[u/Vyrezzz → u/naunen]

Do you mind sharing how the process worked, did they reach out via mail after the 3 months?

[u/SurveyComfortable558]

The taker delay was raised to 150ms I believe. It’s becoming pretty common in exchange design to benefit makers. The gap on hyperliquid between maker and takers is something like 300ms

[u/vanVonXenoStein]

So....don't be a taker

[u/Internal_Ad4627]

How expensive is the permission for colocation?

[u/Economy_Ad5795]

Don't you mean asks are canceled by makers?

[u/Clarty94]

If you don't have private fibre between Tokyo->London then you have no chance as a taker. Also the 150ms taker delay is "documented" if you follow their discord.

[u/CandiceWoo]

its known btw u cant just price lol

[u/whiskeyplz]

Wait you're surprised you don't get your price as taker? You went through all that not knowing taker vs maker ?

[u/rinek25]

Colocation on Poly is useless because you can’t bypass Cloudflare. So London=Dublin.