01
PolyBench
A high-performance algorithmic trading framework for testing strategies on
live Polymarket markets.
- Built a low-latency C++20 engine that processes live WebSocket feeds using lock-free SPSC ring buffers and stack-allocated containers on the critical path.
- Engineered a C++ / Python hybrid runtime with pybind11 embedding, enabling Python strategies to execute inside the C++ event loop with sub-millisecond callback overhead.
- Used PGO builds and heaptrack-driven profiling to remove per-message allocations in the hot path and drive p99 message-processing latency below one microsecond.
Technologies
Real-time Polymarket trading simulator
Project 01