A 4-stage ETL pipeline polling live Polymarket prices every 20 seconds via a batched CLOB API call, flagging anomalous moves with two independent z-score signals — a rolling window and an EWMA — combined through a liquidity-tiered confirmation rule, with real-time Discord alerting. Every tick is persisted to an indexed Postgres table, and the detector is validated by backtesting against a real trade tape from a Polymarket market later tied to a DOJ insider-trading prosecution: it stays silent through weeks of ordinary trading and fires 6.8 hours before the news broke.
- polling interval20s, batched CLOB calls
- markets tracked10
- detectionrolling + EWMA composite, liquidity-tiered
- backtest6.8h lead time vs. a real insider-trading case
- test coverage50 tests · 7 files






