Idempotent Cross-Platform Arbitrage Routing and Utility System
A C++ project to detect and simulate arbitrage opportunities between prediction markets across different platforms.
Icarus is a system designed to:
- Ingest live market data from multiple venues (initially Polymarket and Kalshi)
- Use manually approved pairs of semantically equivalent markets
- Detect cross-platform arbitrage opportunities
- Simulate execution (paper trading only for now due to local laws)
- Track positions and PnL
- 2 venues only: Polymarket and Kalshi
- Manually approved market pairs only
- Live data ingestion
- Arbitrage detection
- Paper trading / simulated execution
- Position and PnL tracking
- Minimal operator interface
- Real-money trading
- Automatic market matching
- Multi-outcome or basket arbitrage
- Backtesting infrastructure
- Portfolio optimisation
- Advanced execution strategies
- Distributed systems or microservices
- Both Kalshi and Polymarket APIs are functional
- Oppurtunity Detection works
- Pair matching suggestions are poor
Immediate goals:
- Rework pair-finder
- Implement profit/loss tracker