Binance to Polymarket: Building a Real-Time Momentum Signal Pipeline

Originally published at chudi.dev Prediction markets are slow to reprice. Binance spot is fast. The pipeline between them is where the edge lives. This post covers the full signal pipeline for a Polymarket latency arbitrage bot: from Binance WebSocket stream to CLOB order placement, including the filtering, deduplication, and async architecture that prevents duplicate entries and missed signals. TL;DR Stream Binance aggTrade via WebSocket — tick-level data, not candles Rolling 60-second window detects >0.3% momentum Signal guard suppresses re-entry on the same direction Async executor places CLOB maker order within 100-200ms of signal detection Run on Amsterdam VPS: 5-12ms to Polymarket CLOB in London Why This Pipeline Exists Polymarket lists binary markets on 5-minute BTC price movements: "Will BTC be higher in 5 minutes?" Market makers reprice YES/NO probabilities based on Binance spot. When BTC moves sharply, there is a 30-90 second lag before Polymarket odds fully reflect the move.