Market Making#069

Latency-Aware Stale-Quote Cancellation

You constantly estimate the true price from faster-moving reference venues (crypto exchanges, sportsbooks, related markets) and cancel any of your resting quotes that has gone stale against that fair value before a taker can pick it off, then re-post around the updated price. The edge is minimizing how often you get run over during the brief delay it takes to cancel an order on Polygon.

What you need to run it

Low-latency fair-value feed from leading reference venues
Stale-quote detector with cancel-on-drift trigger
Measured cancel round-trip latency budget
Cross-venue price normalization

Where this applies

Markets on Polymarket where latency-aware stale-quote cancellation is the natural play:

Will Ethereum close above $5.5k on June 30, 2026?
Will the Knicks beat the Celtics in their next matchup?
Will Solana exceed $350 by end of August 2026?

Capabilities this demands

Low latencyMulti-venueFeed ingestionCustom code / API

At a glance

CategoryMarket Making

Requirements4

CapabilitiesLow latency, Multi-venue, Feed ingestion, Custom code / API

VenuePolymarket (CLOB, Polygon)

Build it

Related market making strategies

This is documentation, not advice. Poly Research & Robotics publishes how these strategies work because the method should be checkable — not as a recommendation to trade them. See the full strategy database (297 strategies) or the data feeds directory.