feat: Rust rewrite of Polymarket arbitrage bot with backtesting#7
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dsb4 wants to merge 3 commits intoGabagool2-2:mainfrom
Open
feat: Rust rewrite of Polymarket arbitrage bot with backtesting#7dsb4 wants to merge 3 commits intoGabagool2-2:mainfrom
dsb4 wants to merge 3 commits intoGabagool2-2:mainfrom
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Complete rewrite of rarb in Rust (rust-bot/). Key improvements: Architecture: - tokio async runtime with mpsc channels instead of asyncio callbacks - Arc<Mutex<>> for shared state with single-lock balance+circuit-breaker checks to eliminate the TOCTOU race in the Python version - All-Decimal arithmetic (no f64 mixing that caused precision loss) - Config loaded once as Arc<Config> — no global mutable singleton Fixes vs Python: - TOCTOU race: balance check and deduction now under single lock guard - Float precision: rust_decimal::Decimal throughout, no float conversions - Zombie WS: built into receive loop timeout (no separate watchdog task) - Global settings singleton replaced with immutable Arc<Config> New features: - Backtesting engine: fetches 1-min price history, simulates arb detection with 0.2% slippage + 1% fee model, computes Sharpe/drawdown/win-rate - Demo backtest with synthetic data (no API key needed): `rarb backtest --demo` - AUDIT.md: detailed security/accuracy audit of changes vs Python Crypto: - Native EIP-712 signing via k256 + sha3 (no Python FFI) - HMAC-SHA256 L2 auth via hmac + sha2 (auditable, no external client) CLI: `rarb run | backtest | config | status` https://claude.ai/code/session_01PsfoUzGqnBn1DSxM8x8Cw1
Covers quick start, config reference, CLI usage, backtest output example, architecture overview, and key design decisions. https://claude.ai/code/session_01PsfoUzGqnBn1DSxM8x8Cw1
Add detailed backtest section covering: - Demo vs live mode with concrete examples - Full flags table with defaults - Metric explanations (Sharpe, drawdown, win rate, etc.) - Simulation assumptions (slippage, fees, cooldown, capital constraint) - Tuning guidance using backtest results - JSON output schema with example https://claude.ai/code/session_01PsfoUzGqnBn1DSxM8x8Cw1
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Complete rewrite of rarb in Rust (rust-bot/). Key improvements:
Architecture:
Fixes vs Python:
New features:
rarb backtest --demoCrypto:
CLI:
rarb run | backtest | config | statushttps://claude.ai/code/session_01PsfoUzGqnBn1DSxM8x8Cw1