Overview
Metapool is a prediction liquidity layer: a neutral execution + liquidity fabric built above existing prediction markets. We unify fragmented liquidity, simplify cross-venue trading, and expose a developer-first interface for analytics, routing, and settlement-aware execution.
Market landscape
2024–2025 growth and fragmentation.
Why Metapool
Problems, solution, and boundary.
Developer quickstart
Integration and data model.
Vision
Prediction markets are becoming a public signal for finance, policy, and media. The next wave is not about launching more venues; it is about organizing liquidity across venues and semantics so price signals get deeper, more efficient, and easier to access.
Metapool focuses on three outcomes:
- Best execution across venues — route orders through the deepest, cheapest, and most reliable liquidity source.
- Liquidity unification — aggregate semantically equivalent markets into shared pools to reduce fragmentation.
- Arbitrage accessibility — make hedging and cross-venue convergence strategies composable for builders.
Product principles
- Neutrality: Metapool does not compete with exchanges. We aggregate them.
- Abstraction: builders integrate once via a unified market identity and data model.
- Risk transparency: oracle, settlement, and fee differences are first-class parameters.
- Composable data: normalized depth, price history, and execution signals for downstream apps.
Audience
- Traders & analysts who need a consolidated view of prediction market liquidity.
- Builders who want routing, liquidity, and market analytics primitives.
- Researchers who want a stable data model for a multi-venue ecosystem.