Arbitrage Detector
A professional workflow for surfacing pricing gaps across related Polymarket markets. We're assembling a high-signal toolkit that maps parent events, aligns time-based markets, and surfaces order book spreads with real-time context.
Market input
Choose a core market
Start with any Polymarket contract. We'll locate the parent event and fetch all related markets.
Arbitrage mode
Set the strategy
Pick the arbitrage lens. Time arbitrage compares prices across deadlines, while pricing and order-book scans are being built next.
Pipeline
Event & order book snapshot
This preview loads the parent event, pulls related markets, and caches order book snapshots so you can compare pricing patterns.
Signals
Time arbitrage scan
We compare earlier vs later deadline markets and flag potential pricing inversions.
Step 1
Market discovery
Search Polymarket markets and select a core contract.
Step 2
Event mapping
Resolve the parent event and pull all related markets.
Step 3
Order book scan
Load pricing and order books to compare bids, asks, and deadlines.