Dev Tools · 1h ago
Bot Exploits Polymarket Price Lags for Arbitrage Profits
A developer built a bot that monitors external data feeds and Polymarket order books to exploit price lags between real-world events and prediction markets. The bot jumps in when a confirmed event has moved true probability but the market hasn't caught up, working on crypto, politics, and sports markets. The strategy has generated $130k in profits, with the code open-sourced on GitHub.
Meridian48 take
While clever, this arbitrage strategy relies on market inefficiencies that may shrink as Polymarket improves its data ingestion, and the bot's success depends on maintaining low-latency data feeds.
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Temporal Arbitrage: Exploiting Price Lags Between Polymarket and Reality →
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