Augury
009 / IX · SPREAD · LEARN LP

How liquidity provision actually works.

No market-making background required. This is the honest explanation of what a maker does, why it earns money, and where prediction markets create a uniquely accessible version of that trade.

ACT I

What is a maker?

Think about a casino. Blackjack players come and go, winning and losing based on luck and skill. The casino doesn't care who wins a given hand. It cares about the house edge. The rules are set so that over thousands of hands, the casino earns a small percentage on every bet regardless of outcome. The casino is the maker.

Prediction markets have the same structure. Every trade has two sides: the taker who wants to back a specific outcome (YES or NO), and the maker who provides liquidity by quoting both sides at once. The maker doesn't need to believe anything about the outcome. They just need the bid-ask spread to be wide enough to cover the risk of being wrong.

On Polymarket, the maker also earns a maker rebate: a direct payment for providing liquidity, regardless of whether the position resolves in their favour. The taker pays a fee; the maker receives part of it back as a rebate. This is a structural edge that requires no directional view.

The core idea: a maker earns money from the existence of uncertainty, not from being right about the outcome. The more uncertain the market, the wider the spread, the more a maker earns per fill.

ACT II

How spreads work

The bid price is the highest price a buyer is currently willing to pay. The ask price is the lowest a seller will accept. The gap between them is the spread. A maker quotes both: they post a bid below fair value and an ask above it. When either fills, the maker earns the difference.

CONCRETE EXAMPLE · 1¢ SPREAD ON A 50¢ MARKET
Maker quotes
BID 49¢ · ASK 51¢

The "fair" price is 50¢. The maker sits on both sides, 1¢ away.

A taker fills the ask
Taker pays 51¢

The maker sold at 51¢. They now have a short YES position at 51¢.

Another taker fills the bid
Taker pays 49¢

The maker bought at 49¢. Round trip: bought at 49¢, sold at 51¢. Net: +2¢.

That 2¢ round trip is the maker's profit: one cent from each side. In practice, markets move while the maker is holding inventory, so it's rarely a clean round trip. The risk is called adverse selection: a sophisticated taker may fill the maker's ask when they know the price should be higher. This is why genuine uncertainty is the maker's friend: when nobody knows, there are fewer informed takers, and the spread compensates fairly.

POLYMARKET MAKER REBATE · ADDITIONAL INCOME

Polymarket charges takers a fee and rebates part of it to makers. The current maker rebate is approximately 3 basis points (0.03%) per fill, meaning every $1,000 of filled orders earns the maker roughly $0.30 in rebates, independent of market direction. Spread's estimated daily rebate figures assume $1,000 deployed per side and the current rebate rate.

Spreads on Polymarket are measured in cents (¢), since all markets resolve at either 0¢ or 100¢. A 5¢ spread on a 50¢ market means the maker quotes 47.5¢ bid and 52.5¢ ask. Spread converts the raw order-book data into¢ for readability. The raw number in basis points (1 bps = 0.01¢) is shown in the data chips for precision.

ACT III

Reading the opportunity

Spread's LP score (0-100) combines five signals into a single number. Understanding what each contributes helps you decide whether to act on it.

Price uncertainty (35 pts)

A market priced at 50¢ is maximally uncertain: the world genuinely doesn't know. Spread awards the highest points here. A market at 5¢ or 95¢ is near consensus, so the spread has likely already narrowed. The maker earns less there.

Daily volume (25 pts)

Volume is fills. More volume means more opportunities for your quotes to trade. A market with $50k/day volume will fill your orders far more often than a $200/day thin market, even if the spread is the same width.

Fill velocity (20 pts)

Volume divided by liquidity. If $10k of volume flows through $20k of liquidity, orders are turning over quickly, so your capital works harder. A market with $10k volume and $500k liquidity has very slow velocity.

Time to resolution (10 pts)

Markets resolving in 7-90 days score highest. Too short (< 1 day) and you face resolution risk with little time to recoup. Too long (> 1 year) and you tie up capital in a market that may not fill.

Illiquidity premium (10 pts)

Counter-intuitively, lower on-chain liquidity scores higher, because thin books have wider spreads. If nobody else is providing liquidity to a market, the spread you earn is larger. This is balanced against fill velocity.

THE THREE UNCERTAINTY TYPES
GENUINE

The market is priced near 50¢, volume is healthy, and no obvious information asymmetry is present. Both sides are equally likely to fill. Safe to quote: you are the casino. Spread marks these as "safe to quote both sides."

ASYMMETRIC

The market has a wide spread, but patterns suggest insiders may be positioning: a sharp move in one direction recently, or a market that touches political or corporate events. Quote with caution and tight sizing.

ILLIQUID

Volume is very thin, fewer than $500/day. The spread exists but may not fill often enough to justify the capital deployment. Neutral: low expected earnings, low risk.

The maker brief on each market is a one-sentence AI summary of the opportunity, written by GPT-4o-mini after seeing all the data. Read it for context, not as advice. The score and type are the decision inputs. The brief is colour.

What to watch for: a market with LP score 70+ and uncertainty type "genuine" is the sweet spot. Wide spread, healthy volume, genuine uncertainty: the closest thing to a structural edge in prediction markets.

NOT FINANCIAL ADVICE

LP on prediction markets carries real financial risk, including adverse selection (being filled by more informed traders), inventory imbalance, and market resolution risk. Spread scores and rebate estimates are computed from on-chain data and are indicative only. Always verify live order-book conditions before deploying capital. This educational content does not constitute financial, investment, or trading advice.