01 / LIQUIDITY & EXECUTABLE COST
The price is a level.
The cost is a curve.
Walk both sides of a binary complete set. See how quantity, fees and capital carry change an apparent pricing gap.
Walk the asks
A simplified fee charged on both legs’ cost, not a current Polymarket fee schedule. Age above 60 seconds blocks the scenario.
One level per line. Prices in collateral units (0–1). Depth is sorted and duplicate price levels aggregate.
02 / DEPTH SENSITIVITY
Scale can erase the gap.
Matched pairs, capped by both books · current cost assumptions
Exact levels consumed at this size
| Outcome | Ask | Quantity | Cost |
|---|
Equal YES/NO quantities of the same condition are assumed to form a one-unit complete set. The calculation assumes both legs fill as shown. Leg risk, cancellations, latency, settlement and redemption are not simulated.
03 / PRESERVED RESEARCH ARCHIVE
54 descriptions. Zero executable books.
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Questions and indicative token prices are historical source material. Dates and activity fields must not be interpreted as current market status.
A probability gap
is not an arbitrage test.
Buying two similarly priced outcomes does not establish a guaranteed payoff. This lab restricts the calculation to matched quantities of complementary YES and NO tokens for one binary condition, then accounts for the actual ask levels needed.
Even a positive modeled difference is conditional on executable liquidity and correct settlement mechanics. It is not a live opportunity or an order instruction.
Complete-set mechanics ↗Prices and order books ↗