Hyperliquid, a leading decentralized perpetual futures exchange known for its high-speed L1 chain and centralized limit order book model, has introduced a significant proposal aimed at integrating prediction markets directly into its core trading environment. Dubbed ‘Outcome Trading,’ the initiative seeks to leverage Hyperliquid’s deep liquidity and low-latency infrastructure to solve common issues plaguing existing decentralized prediction platforms, primarily low liquidity and high slippage. The proposal suggests creating specialized perpetual futures contracts whose settlement value is binary, representing the outcome of a verifiable real-world event. For example, a contract might trade on ‘Will the Fed hike rates in July?’ If the outcome is ‘Yes,’ the contract settles at 1 (or $1); if ‘No,’ it settles at 0. This structure allows users to effectively trade probabilities. The critical advantage of Outcome Trading is its seamless integration into the familiar Hyperliquid interface. Existing traders can use their current margin accounts and leverage the same high-performance execution engine used for crypto perps. This contrasts sharply with dedicated prediction market platforms that often require separate liquidity pools and unique interfaces. By adopting this approach, Hyperliquid aims to capture a substantial share of the growing prediction market sector, offering institutional-grade reliability and liquidity that positions it as a formidable competitor to established players like Polymarket, transforming event speculation into a highly efficient, high-frequency trading opportunity.
Source: Hyperliquid Eyes Prediction Markets With ‘Outcome Trading’ Proposal
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