HFT Strategy Guide

PolyBot's HFT strategy is a managed automated strategy. It receives short-lived trading signals, checks whether your subscription is eligible, sizes the trade from your dedicated capital, and attempts to place the order on Polymarket.

Start with the right expectation

HFT does not mean guaranteed speed, guaranteed fills, or guaranteed profit. The strategy can lose money. A signal can be routed to another time slot, skipped by a safety check, rejected, partially filled, or left unfilled. You remain exposed to market, liquidity, strategy, and infrastructure risk.

PolyBot continuously monitors, tests, and improves the strategy, but ongoing development is not a promise of better performance or profit.

The 60-second explanation

You choose an amount of capital for the strategy. PolyBot then manages eligible HFT signals for that subscription:

1. A strategy signal arrives.
2. PolyBot checks timing, subscription state, wallet state, and risk rules.
3. The signal is routed to the eligible subscription time slot.
4. PolyBot calculates an order size within the capital allocation.
5. It normally submits a post-only limit order to Polymarket.
6. The result is recorded as filled, open, skipped, expired, or failed.

The allocated amount is a strategy budget, not an amount spent on every signal. PolyBot decides the individual order size within that budget.

HFT versus Auto Trader

These are different products:

	HFT Strategy	Auto Trader
Who defines the trade logic?	PolyBot's managed strategy and signal source	You define the entry and exit rules
What do you configure?	Capital and notifications	Markets, entries, exits, timing, and execution settings
Typical order behavior	Fast, short-lived signals with maker-oriented limit orders	Your configured rules and execution mode
Best for	Users who want a managed strategy	Users who want to design their own automation

Use the Trading Strategies Guide if you want to build the rules yourself.

What “high frequency” means here

HFT describes the strategy's ability to process short-lived opportunities repeatedly and quickly. It does not promise that your account will trade constantly.

The number of attempted trades depends on:

• how many valid signals exist;
• which time slot receives each signal;
• available capital and current exposure;
• whether the proposed order can remain post-only;
• wallet, market, and Polymarket availability;
• order-size and other safety checks.

A quiet Activity screen can be normal. Check the recorded skipped reasons before assuming the strategy is broken.

Dedicated capital

When you activate HFT, you allocate part of your wallet balance to the strategy.

• The allocation is a maximum working budget for the strategy.
• It is not a separate wallet and it is not transferred to PolyBot.
• It is not the size of every trade.
• Capital already committed to positions or open orders is not freely available.
• Increasing the allocation gives the strategy more room, but also increases potential exposure.

The setup screen shows the current minimum and available presets. These values can change as the strategy and market conditions evolve, so use the values shown in the bot rather than an old screenshot.

Self-custodial does not mean risk-free

Your funds remain in your trading wallet, but authorized automated orders can still lose money. Allocate only an amount you can afford to put at risk.

Capacity, signal routing, and time slots

Polymarket liquidity is finite. If every HFT subscriber placed the same order at the same timestamp, those wallets would compete with one another, consume the available liquidity, and change the opportunity they were trying to trade.

PolyBot uses capacity-aware market time slots instead:

1. The strategy has a maximum amount of capital it can responsibly support for current market conditions.
2. That capacity is distributed across eligible user slots rather than broadcast to every wallet at once.
3. A signal in a given time slot is routed to the matching eligible subscription.
4. If that subscription enters or owns the trade, later order and exit actions remain tied to the relevant owner so PolyBot can manage the trade lifecycle consistently.

Your chosen capital is the maximum working budget for your subscription. It affects how the strategy can size eligible orders within your slot; it does not guarantee a particular number of signals, fills, or profits. Strategy capacity and available slots may change as liquidity and risk conditions change.

Capacity-aware allocation

One capacity pool, several routing lanes

The strategy operates inside a dynamic capacity ceiling while eligible subscriptions are routed into separate market-time lanes.

Routing model

72%working range

Capacity poolDynamic ceilingIllustrative only · adjusts with liquidity and risk

Market timeRouted lifecycle

T+0User A

Slot AEligible signal routed now

T+1User B

Slot BLater signal, later book

T+2User C

Slot CIndependent routed lifecycle

Capacity

Defines the strategy limitHow much capital the strategy can support.

Time slots

Stagger market entryEligible subscriptions are routed at different times.

This design reduces simultaneous competition for the same small piece of liquidity. It also means:

• two active users can receive different trades;
• two users can enter the same market at different timestamps or prices;
• an active subscription may not receive a particular signal;
• fills, positions, and PnL can differ between users;
• comparing one account with another is not proof that either account is malfunctioning;
• receiving fewer signals can be an intentional routing outcome.

Routing is only the first check. A routed signal can still be skipped later for safety or execution reasons, and slot allocation does not guarantee equal or profitable outcomes.

Maker and post-only orders

HFT normally uses post-only limit orders.

What is a maker order?

A maker order adds liquidity to the order book instead of immediately taking an existing bid or ask. It waits at a chosen price for another participant to trade against it.

What does post-only mean?

Post-only tells the exchange: place this order only if it can stay on the book as a maker. If it would immediately cross the spread and execute as a taker, it should be rejected or skipped instead.

This protects the strategy's maker-oriented execution assumptions, but creates a tradeoff:

• Benefit: better price discipline and no unintended taker execution.
• Risk: the opportunity can disappear before the order is accepted or filled.

“Order submitted” and “order placed” do not mean “trade filled.” A maker order can remain open, fill only partly, expire, or never fill.

Order book and liquidity

Polymarket matches buyers and sellers through an order book:

• Bids are current offers to buy.
• Asks are current offers to sell.
• The gap between the best bid and best ask is the spread.
• Liquidity is the amount available at or near those prices.

HFT opportunities can be short. If the best prices move while PolyBot is validating and submitting an order, the proposed post-only price may no longer be valid. Skipping that order is often safer than chasing the market with a different execution style.

For a deeper beginner explanation, see order book, liquidity, and slippage in the Stop-Loss Guide.

End-to-end trade lifecycle

Stage	What happens	Possible outcome
Signal received	The managed signal enters PolyBot	Continue or expire
Eligibility	Subscription, allocation, timing, and wallet are checked	Eligible or skipped
Routing	The signal is assigned to the matching time slot	Routed here or elsewhere
Sizing	PolyBot calculates a size within available strategy capital	Sized or skipped
Submission	A post-only limit order is sent to Polymarket	Accepted, rejected, or failed
Fill tracking	PolyBot follows the order result	Full, partial, open, expired, or unfilled
Reporting	Activity, notifications, and performance are updated	Reviewable in the bot

Every stage can add latency. PolyBot measures the path, but it cannot control network delays, Polymarket availability, other traders, or order-book movement.

Set up the HFT strategy

HFT setup and management are currently available in Telegram, not the Mini App.

1. Open PolyBot's main menu.
2. Tap HFT Strategy. You can also open Auto Trader → Ready to Run → HFT Strategy.
3. Read the onboarding overview and open Docs to review this guide.
4. Continue to the capital step and choose the allocation shown by the bot, or enter a supported custom amount.
5. Review the wallet, allocation, risk reminder, and confirmation details.
6. Confirm activation.
7. Open Activity, Notification Center, and Docs so you know where to review outcomes and revisit the strategy rules.

After activation, confirm that the strategy shows as Active. Do not judge it by one missing signal or one unfilled order; review the recorded activity over an appropriate period.

Why a signal or trade can be skipped

A skip is not always an error. It often means a rule prevented an unsafe or invalid order.

Common reasons include:

• the signal belongs to a different subscriber time slot;
• the signal expired before execution;
• the subscription is paused or inactive;
• available strategy capital is too low;
• the calculated order is below the platform's minimum size;
• the wallet is already busy with a conflicting operation;
• the order would exceed an exposure or safety limit;
• a post-only order would cross the current spread;
• the market is closed, restricted, resolved, or unavailable;
• Polymarket, the network, or another upstream dependency rejected the request.

Read the exact Activity or notification reason. A repeated pattern is more useful than a single skip when deciding whether settings or support investigation are needed.

Filled, skipped, and failed are different

Result	Meaning	What to do
Filled	The order has confirmed execution evidence	Review position and performance
Partially filled	Only part of the submitted quantity traded	Check the remainder and open orders
Open / placed	The limit order exists but is not fully filled	Monitor the order book and order status
Skipped	PolyBot intentionally did not submit or continue the trade	Read the skip reason; this may be expected
Expired	The short-lived signal or order opportunity became stale	Usually expected in fast markets
Failed	An unexpected or terminal execution problem occurred	Check the error and wallet; contact support if repeated

Manage an active strategy

From the HFT strategy screen you can review or change:

• Capital — adjust the dedicated strategy budget.
• Notification Center — control trade, skipped, and failed notifications.
• Activity — inspect recent signals and execution outcomes.
• Performance — review trades, deployed capital, and PnL.
• Docs — reopen this guide, including the risk and slot-routing explanation.
• Pause / Resume — stop new strategy activity without deleting the setup.
• Delete — remove the subscription and release its capital allocation.

Pause versus delete

Pause when you may return later. The subscription and allocation settings remain, but new strategy activity stops while paused.

Delete when you want to leave the strategy. Deletion releases the dedicated capital allocation. It does not magically close unrelated wallet positions; always review Portfolio and Orders too.

Performance and expectations

Performance should be judged after fees, spread, unfilled orders, and losses—not only by the number of winning trades.

Keep these points in mind:

• Historical results do not guarantee future results.
• High trade frequency can compound small execution costs.
• A high win rate can still lose money if losing trades are larger.
• Unrealized PnL can change before a position is closed.
• Different routing slots can produce different results between users.
• Pausing during difficult conditions can also change future results; there is no guaranteed optimal timing.
• PolyBot continuously works on the strategy, but a new version or improvement does not guarantee that your next result will be better or profitable.

Start with a small allocation, learn the Activity statuses, and increase only after you understand the behavior and can tolerate the losses.

Planned strategy control room

We plan to connect this guide to a dedicated user-facing strategy control room in the future. The goal is to provide a clearer view of signal flow, order lifecycle, skip reasons, allocation, exposure, and performance in one place.

Not available yet

Until a public control-room link appears here, use the HFT strategy's Activity, Performance, Notification Center, plus Portfolio and Orders as the source of truth for your account.

Troubleshooting checklist

“My strategy is active but did not trade”

1. Confirm it is Active, not Paused.
2. Check Activity for routed, skipped, or expired signals.
3. Check that capital is available rather than committed elsewhere.
4. Review Notification Center settings.
5. Remember that time-slot routing means you do not receive every signal.

“Another user received a trade and I did not”

This can be normal because subscriptions use different routing slots. Compare Activity and the recorded reason, not only the final positions.

“The order was placed but I have no position”

A post-only limit order may not have filled. Check Orders for an open, partial, canceled, or expired order.

“The strategy shows a failure”

Review the exact message, wallet balance, Portfolio, and Orders. If the same failure repeats, contact support with the details below.

When contacting support

Send:

• your HFT subscription or strategy identifier if shown;
• approximate signal or order time with timezone;
• the market and outcome;
• the Activity status and exact skip/failure message;
• the order ID, if available;
• screenshots of Activity, Portfolio, and Orders.

Never send your private key or seed phrase. PolyBot support will never ask for it.

Related guides

• Trading Strategies — build your own automated rules
• Portfolio & Orders — check positions and open limit orders
• Stop-Loss Guide — understand triggers, liquidity, and fill risk
• Wallet Guide — understand your self-custodial wallet
• Help & FAQs — support and account help