Polymarket Twin Engine
Deterministic trading infrastructure for prediction markets
Deterministic execution · Backtesting engine · Live trading infrastructure · Event-driven architecture
I design & built a deterministic trading and backtesting platform where live trading and backtests run the exact same strategy and execution logic, ensuring directly comparable and reliable results.
It includes full infrastructure: real-time data ingestion, order book reconstruction, execution engine, order management, portfolio accounting, and research tooling for strategy development.
Impact
- 99.6% parity between backtests and live trading: using identical execution logic
- Processes 200M+ market events/day through a real-time pipeline (P95 sub-100ms)
- Order-to-book latency p95 ~90ms: submit → exchange acknowledgment → order book.
My Role
- Architected the execution pipeline and deterministic replay model
- Built ingestion + storage + replay engine (raw events → storage → reconstruction)
- Implemented order management, risk limits, and portfolio/PnL accounting