Casatrick

@casatrick.bsky.social

Senior blockchain backend engineer (7+ yrs), event-driven infra for trading platforms & prediction markets. Shipped a prediction-market protocol w/ Pyth oracles, on-chain AI agents, and a low-latency trading terminal.

A Polymarket trading bot is more than strategy + API. - Market data - Order book - Strategy - Risk - Execution - Positions - Reconciliation - Monitoring - Recovery Momentum and market making can share the same infrastructure. The strategy should be replaceable. The infrastructure shouldn't.

5-min Polymarket TWAP moves from 30s to 60s tomorrow (Aug 14). Most people will treat it as a config edit. It's not - Chainlink ships these as separate feed IDs, not one feed with an adjustable window. If you hardcoded a window variable, you're still pulling the old feed.

14 of the top 20 wallets on Polymarket's leaderboard are fully automated trading bots. Not assisted-fully bot-run. The edge isn't better prediction. Research estimates ~$40M was extracted from Polymarket in a year through pure execution-speed arbitrage.

Most Polymarket trading bot writeups stop at the pricing model. The part that actually decides profitability on thin-liquidity markets is execution timing - the gap between calculating an edge and the order actually landing. A stale book means you fill at a price your model never saw.

Been updating my Polymarket trading bot for the new TWAP settlement rollout. Most of the work isn't just changing one formula-it's revisiting assumptions around execution, settlement windows, and late-entry logic. dev.to/casatrick/ho... #Polymarket #TWAP #TradingBot #RustLang #AlgoTrading

How to Update a Polymarket Trading Bot for TWAP Resolution (Live August 7)

Polymarket is switching its crypto up/down markets from single-price-snapshot resolution to...

dev.to

Wrote the follow-up to my Polymarket TWAP piece - this one's the actual Python script. Chainlink doesn't publish the exact TWAP sampling/weighting for the feed, so you can't independently derive it. But you can still catch drift and feed gaps before they matter for a live position.

Polymarket is closing a real exploit in its crypto markets. From Aug 7, resolution moves from a single price snapshot to a time-weighted average (TWAP) - closing a loophole tied to ~$7.6M in reported manipulation losses. Wrote up the mechanism + what it breaks for bots: x.com/casatrick/st...

Adapted a multi-timeframe trend-alignment idea as a directional signal for Polymarket's BTC 5m/15m/1h markets. Most of the original strategy - DCA layers, trailing stops - doesn't survive the trip to an expiring binary market. casatrick.substack.com/p/a-trend-al...

A Trend-Alignment Signal for Polymarket's BTC Markets

Borrowing a multi-timeframe momentum idea from futures trading, minus the parts that don't survive contact with an expiring binary market.

casatrick.substack.com

A polymarket price isn't a price, it's a probability the crowd agreed on a moment ago. The second real news hits, that number is stale until everyone finishes the same math a bot can run in milliseconds. The formula: posterior odds = prior odds × likelihood ratio.

Polymarket arbitrage bots don't fail at finding the gap - every bot sees the same mispricing. They fail at capturing it before it closes (2-3 sec windows). Wrote up why execution speed matters more than detection logic here: casatrick.substack.com/p/polymarket-arbitrage-bot-execution-speed

The Real Bottleneck in Polymarket Arbitrage Isn't Finding the Edge - It's Keeping It

Polymarket arbitrage bots don't fail at finding mispricing - they fail at capturing it before the window closes. Here's why.

casatrick.substack.com

latency matters. A book can shift between last poll and order landing when top-of-book depth is shallow. calculate real edge, then fill against a price that no longer reflects it. pre-submit re-check - diff the live book against your pricing snapshot, abort if drift exceeds tolerance.