Rust collector that records the full-depth order book of every live Polymarket market. It merges redundant websocket connections by first arrival, writes level updates plus a per-minute snapshot of every book in an SBE binary format, parses prices as fixed-point integers rather than floats, and ships inspect and latency-test tools. Built for an engineering challenge; data collection only, no trading.
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Rust collector that records the full-depth order book of every live Polymarket market. It merges redundant websocket connections by first arrival, writes level updates plus a per-minute snapshot of every book in an SBE binary format, parses prices as fixed-point integers rather than floats, and ships inspect and latency-test tools. Built for an engineering challenge; data collection only, no trading. See the source for setup, usage and current status.
Tools: RustwebsocketsSBE binary format
Difficulty: advanced
Platforms: Polymarket
Rust collector that records the full-depth order book of every live Polymarket market. It merges redundant websocket connections by first arrival, writes level updates plus a per-minute snapshot of every book in an SBE binary format, parses prices as fixed-point integers rather than floats, and ships inspect and latency-test tools. Built for an engineering challenge; data collection only, no trading. It is listed under Data & analytics in this directory.
According to its source, it works with Polymarket.
The source lists: Rust, websockets, SBE binary format.
It was published by AarnavNoble. The public source is at github.com/AarnavNoble/polymarket-collector.
This directory rates it advanced (beginner, intermediate or advanced).
It had 0 GitHub stars as of Oct 23, 2026.
The repository was last updated on Oct 23, 2026, as checked on Oct 23, 2026. Check the source for current status.
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