The research parts of this series ended in the same place: the signals that matter are about timing , and the most useful one was the bluntest. In Part 5's two-week capture, a single large Binance taker sweep warned of Polymarket repricing better than VPIN or book imbalance did, and pausing after sweeps was the only trigger that clearly beat randomly timed pauses (on BTC).

This part is engineering, not research. It builds the thing most trading bots actually need: a pre-trade gate . Before every order, ask "is the book around this symbol in a state I shouldn't trade into?", get a yes or no with reasons, and fail closed when you can't tell. No streaming infrastructure, no event loop, about 120 lines of Python on followsm-sdk .

TL;DR

Reuse your HTTPS connection. A fresh connection per check cost 160 ms at the median (measured, keyed). A kept-alive requests.Session cost 59 ms . For a per-order check, that is the biggest single win.

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