harlanljones/arbkit

arbkit aims to capture arbitrage opportunities between two leading prediction market platforms: Kalshi and Polymarket. The use of Rust is a strong architectural choice for this purpose, offering memory safety and true multi-threading with zero-cost abstractions to maintain a continuous, low-latency order book. The repo includes a runnable detection engine, order book tracking, and a paper trading simulator. The cross-market strategy is clear: it ingests WebSocket feeds, synchronizes events, and looks for price mismatches on similar listed outcomes. Given top-of-book differences can vanish in milliseconds, the focus on low-latency data structures (lock-free, efficient hashmaps) is crucial. The repo is still early-stage (10 days old) but well-structured. It includes a backtesting module, a significant plus for validating strategies before deployment. The code is crafted with careful module separation: network ingestion, order book matching, and arbitrage calculation. No malware risk. This is for advanced developers looking for a performant, multi-market arbitrage scanner, offering both a reference and a practical tool for high-frequency operations.