A trader I was talking to recently said something that stuck with me:
"I've blown accounts just from slow fills or missed order cancellations."
He was talking about CEX perpetuals. But the problem is identical on Polymarket's CLOB - just measured in seconds instead of milliseconds.
My TypeScript bot was averaging 340ms from signal detection to order placement on Polymarket's Central Limit Order Book. On a 5-minute market with a ~2.7-second mispricing window, that's 12% of the entire opportunity window consumed before a single byte hits Polymarket's servers.
I was consistently entering at 74¢ when I'd detected the signal at 70¢. The market had already repriced against me.
