Polymarket analytics without the execution risk

What eagL does with Polymarket

• Reads the order book and computes the same microstructure set it computes everywhere: microprice, depth imbalance, queue imbalance, liquidity elasticity and spread in basis points, over the top eight levels a side.
• Matches Polymarket contracts against Kalshi and PredictIt listings of the same event with IDF-weighted title matching behind a numeric gate, so strike numbers have to agree before words are allowed to.
• Prices cross-venue spreads net of both venues' fees at the projected fill VWAP, then replays stored quotes thirty minutes forward to check whether both legs were actually reachable. The arbitrage page shows the full accounting.

Where Kalshi and Polymarket disagree

The same event often trades at different probabilities on the two venues, and most of the difference is structure rather than mispricing: different fee schedules, different settlement rules, different depth. A spread only means something after all three are charged. eagL's job is to do that arithmetic before you do anything with it.

Why eagL never places Polymarket orders

Live Polymarket execution does not exist in eagL, not behind a flag, not in a beta. Analysis is read-only everywhere by default, and the kill-switch-gated live placement that exists for other venues was never built for Polymarket. Regulatory treatment of Polymarket access varies by jurisdiction, and a $499 desktop tool should not be the thing that makes that judgment call for you. eagL gives you the numbers; where and whether you act is yours.

Local by construction

Everything above computes on your Mac. Credentials sit in the macOS keychain, no eagL server exists, and nothing you scan gets uploaded. The whole method, including its limits, is on the methodology page.