POLYEDGE
Capture edge across
prediction markets
ONE ENGINE ACROSS EVERY VENUE. LIVE DATA INGESTION, REAL-TIME STRATEGY EVALUATION, AND AUTOMATED EXECUTION WITH FAIL-CLOSED RISK CONTROLS AND CRASH-RECOVERABLE STATE. SUB-15μS TICK-TO-TRADE. BUILT ENTIRELY IN RUST.
MULTI-VENUE. MULTI-STRATEGY. ZERO COMPROMISE.
From market data to order execution in under 15μs.
INGEST → EVALUATE → EXECUTE → PERSIST
Data Ingestion
Every venue, one normalized feed. Persistent WebSocket connections ingest live orderbooks and price data, normalizing heterogeneous formats into a common stream. Every strategy sees the same data in the same shape — no per-venue integration work.
Strategy Evaluation
Add new strategies without touching the execution layer. Arb and quant run independently, each subscribing to the streams they need. New strategy types plug in through the same interface — no changes to risk, execution, or persistence.
Shared Execution
One pipeline handles every strategy's orders — with the right semantics for each. Arb gets atomic multi-leg execution with coordinated rollback. Momentum gets position lifecycle management with partial-fill tolerance. Risk checks are synchronous and fail-closed on every order.
Persistence
Trade through outages without interruption. The journal captures every state change at sub-microsecond latency with no I/O on the hot path. A background process projects into PostgreSQL for querying. If the database goes down, the engine keeps trading.
Never miss an opportunity. Never lose one to a crash.
EVERY COMPONENT DESIGNED TO KEEP YOU IN THE MARKET WHEN IT MATTERS MOST — WITH THE PRECISION AND RELIABILITY OF INSTITUTIONAL INFRASTRUCTURE
Execute Before the Spread Closes
< 15μs journal appends with zero I/O on the execution path. Your orders are in-flight while others are still writing to disk. Lock-free architecture means no thread contention, no GC pauses, no surprises.
Multiple Strategies, Zero Interference
Arbitrage and Quantitative Strategies converge on one execution layer without degrading each other's latency. Each strategy gets the semantics it needs — atomic rollback for arb, partial-fill tolerance for quant — from the same pipeline.
Match Markets Across Venues Automatically
AI-powered semantic matching identifies equivalent markets across venues despite different naming and resolution criteria. Two-stage verification with human-calibrated thresholds eliminates the false positives that become real losses.
Risk Controls That Never Fail Open
Every order passes synchronous risk checks before execution. Circuit breakers, position limits, and venue-level exposure controls — all hot-reloadable without downtime. If the check can't run, the order doesn't execute. Period.
Crash and Recover Without Losing a Single Order
Three-phase recovery replays the journal, reconciles with venue APIs, and catches up the read model before accepting new flow. No orphaned orders. No missed fills. The engine resumes exactly where it left off.
Every Venue, One Normalized Feed
Persistent WebSocket connections per venue with automatic reconnection. Orderbook and price data normalized into a common stream format so every strategy sees consistent, venue-tagged data without custom integration.
Five strategies. Every edge covered.
Arbitrage
The same market trades at different prices across venues simultaneously. A custom LLM pipeline semantically matches equivalent pairs despite different naming conventions and resolution criteria. Execution is atomic and multi-leg — all legs fill or none do. You never hold unhedged exposure.
Momentum
Prediction markets exhibit persistent directional pressure that concentrates across timeframes before resolving. PolyEdge scores that confluence in real time and manages the full position lifecycle — entries, scaling, and exits execute deterministically. Every position has an exit before it has an entry.
Divergence
Traded probabilities regularly diverge from where a proprietary pricing model places fair value. PolyEdge quantifies that divergence continuously against dynamic, volatility-adjusted thresholds and captures the gap for as long as it persists. The market corrects, but you're already on the other side.
Convergence
Information reaches prediction markets late — correlated instruments move first. PolyEdge monitors those relationships in real time, scores directional conviction from multiple signal layers, and acts before markets have fully reflected the move. You're priced in before others even know.
Orchestration
MetaMarkets cycle between regimes — volatility expands, liquidity shifts, trending conditions give way to mean-reverting ones. Running the wrong strategy in the wrong regime turns edge into loss. PolyEdge continuously classifies market conditions, weighs each sub-strategy by regime fit, and blends their signals into a single execution stream. No manual switching. No binary hand-offs. Conviction is allocated optimally no matter the landscape. The engine adapts, so you don't have to.
Stop leaving edge on the table.
PREDICTION MARKETS MOVE FAST. YOUR EXECUTION SHOULD MOVE FASTER. DEPLOY AN ENGINE THAT CAPTURES OPPORTUNITIES ACROSS EVERY VENUE, RECOVERS FROM ANY FAILURE, AND NEVER SLEEPS.