High percentage of no fills in Polymarket
Hi everyone, I'm currently running a live trading bot on Polymarket (15m crypto markets) and it's been working good enough (nothing major, buying 5 shares per market), but I seem to fill only ~15-20% of the orders? I understand that it's a fast moving market, therefore my desired entry simply vanishes before I fill the order, BUT I wonder if there's something obvious I am missing.
Main things I tried so far:
- Adding 3-5c headroom (e.g. if I want to enter at ~40c UP, I would still accept 43-45c UP entry)
- Deploying my bot in eu-west-1 since apparently Polymarket EU servers are there?
My average latency is ~300ms:
- ~10ms local dispatch (which I need to optimise)
- ~40ms for POST build/sign/process?
- 250ms polymarket taker delay
Another interesting thing: similar bot on Kalshi seems to be running just fine even though Kalshi's servers are in US?? Any feedback/suggestions is appreciated, thanks!:)