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RivalClaw

Testing a hunch: does my main trading system's architecture actually slow down arbitrage execution?

OpenClaw (Clawmpson) runs 5 strategies, LLM analysis, a graduation engine, and a bunch of other stuff on a 30-minute cycle. That's great for complex trades, but for cross-outcome arb where mispricing windows close in minutes — all that machinery might be costing me alpha.

RivalClaw is the middle child in a three-way experiment:

System What it is Cycle Question it answers
ArbClaw 4 files, zero overhead 5 min What's the speed ceiling?
RivalClaw Same architecture as Clawmpson, arb only 5 min Does the framework itself add lag?
Clawmpson Full system, 5 strategies 30 min Does strategy contention matter?

How it works

RivalClaw keeps Clawmpson's exact control flow but strips everything that isn't arb:

fetch markets → analyze (arb only) → paper trade → check stops → maybe graduate

Same architecture shape. Same execution simulation (slippage, latency penalty, partial fills). Same graduation gates. Just fewer strategies competing for attention.

The arb math

Identical to ArbClaw — same fee computation, same Kelly formula, same thresholds:

  • Fee: 2% of min(price, 1-price) per leg
  • Min edge: 0.5% after fees
  • Kelly cap: 10% of balance

What RivalClaw adds over ArbClaw

This is the "architectural weight" being measured:

  • Execution simulation (50bps slippage, 0.2% latency penalty, 80-100% fill rate)
  • Full daily PnL accounting with ROI, Sharpe, max drawdown
  • Graduation gates (7-day window, same thresholds as Clawmpson)
  • Mark-to-market balance derivation
  • Integrity guards (stale timestamps, impossible prices, sum sanity checks)
  • Per-cycle timing instrumentation

Key metric

signal_to_trade_latency_ms — how fast does each system go from seeing an opportunity to placing a trade? That's the whole point.

Stack

Python, SQLite, Polymarket Gamma API. ~880 lines across 6 files.

Status

Paper trading experiment running March 24 – April 7, 2026. Part of the OpenClaw ecosystem.

About

Architecture-faithful arb-only Mirofish sibling — three-way comparison experiment

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