Senior HFT/Web3 Developer (Rust/C++)
Description: IMPORTANT NOTE: All project communication, technical discussions, and code documentation MUST be conducted in Russian. Fluent Russian is strictly required for this job.
We are looking for an experienced engineer to develop a high-frequency trading (HFT) execution engine for Polymarket (Polygon network). Our strategy is strictly internal market-neutral arbitrage within a single exchange (no cross-exchange CEX latency arbitrage). The goal is to detect microsecond imbalances in the Central Limit Order Book (CLOB) where the sum of opposing contracts, including fees, falls below $1.00.
Architecture & Tasks:
Network Layer: Direct WebSocket connection to Polymarket CLOB API. In-memory order book, zero-allocation in the "hot path" (we expect simd-json or similar for ultra-fast parsing).
Fee Mathematics: Recently Polymarket removed the 500ms taker delay and introduced dynamic taker fees based on the probability curve. The engine must calculate the profit on the fly: YES + NO + fees + slippage < 1.00. We expect a precomputed fee model in memory to save CPU cycles.
Execution: Instant generation and EIP-712 cryptographic signing for proxy wallets (Gnosis/Magic) using hardware acceleration (e.g., k256).
Infrastructure: Server setup for minimal ping to AWS London (eu-west-2), bypassing Cloudflare geo-blocks. This could be hosting in AWS Ireland or a low-latency proxy tunnel directly in London.
Technical SLA (Acceptance Criteria):
Language: Strictly Rust or C/C++.
Speed: Clean execution time (Tick-to-trade latency) inside the software must be strictly under 1 millisecond. Measured from epoll call / reading the first byte from the socket to calling send() with the signed order. Network ping to the exchange is excluded from this metric.
Work Terms: Work will be divided into milestones via Safe/Escrow.
Stage 1: Basic connector (WebSocket), order book parsing, and tick-to-trade latency benchmarking on the server.
Stage 2: Spread math, dynamic fee calculation, EIP-712 signing module, and live order execution.
Stage 3: Risk management and beta testing with micro-transactions.
Failure to meet the <1ms SLA during testing will result in project cancellation. Signing an NDA with full IP rights transfer is required.
To Apply: Start your proposal with the word "POLYBOT". Briefly describe your experience with HFT/Web3 systems, how you plan to calculate floating fees without losing speed, and provide your estimated time and cost for Stage 1 and Stage 2. Please write your proposal in Russian!
