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weiminglong/poly-book

github.com/weiminglong/poly-book

Worth Cloningrisk: LowRust2 starsfound Jun 17, 2026

High-performance Rust workspace for Polymarket order book ingestion, replay, and quant workstation.

Strategy

order book analysis and quant research


Poly-book is a high-performance Rust workspace designed for serious quantitative research on Polymarket order books. It offers live feed ingestion, historical reconstruction, integrity analysis, execution inspection, and a SQL workbench for querying market data. With 2 stars and 1 fork, it's underutilized but technically impressive. The use of Rust indicates a focus on speed and memory safety — critical for handling high-frequency order book updates. The modular workspace structure (multiple crates) suggests a well-architected codebase suitable for extension. Features like 'integrity analysis' and 'execution inspection' show the developer understands the nuances of market microstructure. No malware was found; the code is transparent and relies on standard Rust crates. This is not a trading bot but a research tool for building and backtesting strategies. It's ideal for quant developers who want to understand Polymarket's market microstructure or build custom data pipelines. The SQL workbench integration is a nice touch for analysts. Final verdict: worth_cloning for data scientists and quantitative researchers; skip for those wanting ready-to-deploy bots.