Watching 38,000 order books without melting

Prediction markets don't sleep, and neither do their order books. Watching every tick on every market is how you melt a cluster. Watching the right deltas is how you stay cheap and sharp.

Throw almost everything away

We ingest far more than we keep. Depth updates that don't change top-of-book, micro-rebounds inside noise bands, and duplicate snapshots get discarded. Roughly 99.4% of raw messages never become durable state.

What survives is compressed into depth deltas, watermarked streams, and market-level features the signal engine can actually score. Boring reliability beats heroic full-replay every time.