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Bavariance

Measuring how event markets trade

We build the infrastructure to measure how event markets trade, and to test forecasts and trading software against them. The work runs on our own data and ships in PolySimulator.

Available now

  • Order-book capture

    Since 30 July 2026 we record Polymarket's full order-book feed ourselves, on the order of 100 million updates an hour, with settlement reference prices alongside.

    Live

  • Simulation and trading API

    PolySimulator fills paper orders level by level against the live order book, with the venue's fees. Its API and the Python SDK follow Polymarket's official client, so software written for the real market can be pointed at the simulator.

    Live

Current work

  • Fill fidelity

    We measure simulated fills against what the real order book would have given the same order, and work on closing the difference.

    Research

  • Point-in-time replay

    A replay engine that sees only what existed at each moment, and refuses to fill against data it does not have.

    In development

Research engagements

We take on research engagements on prediction-market infrastructure: resolution, oracle economics, execution and capacity.

Ask about an engagement

The update rate is approximate, measured in August 2026.

Have a question about event markets?

Write to contact@bavariance.com. Tell us what you want answered. We reply in German or English.