HFT Elite · Pro Workstation
Trade Polymarket prediction markets like options. Professionally.
Polymarket binary YES/NO markets are digital options — price 0–1 is delta, time to resolution is expiry, spread width is implied vol. The PolyZig Pro Workstation gives you the tooling to trade them as such: bracket orders, position Greeks, IV-rank screeners, multi-leg tickets, and a full market-data layer.
Available exclusively to HFT Elite subscribers ($149/month, 0.10% per-trade fee).
Surface comparison
Polymarket native vs PolyZig Pro Workstation
Same on-chain CLOB. Different surface area.
| Capability | polymarket.com | PolyZig HFT Elite |
|---|---|---|
| Market and Limit orders | ||
| Stop / Stop-limit / Trailing stop | ||
| OCO and Bracket (atomic, reciprocal) | ||
| Conditional cross-market triggers | Coming soon | |
| TIF flags (GTC / GTD / IOC / FOK) | Partial | Coming soon |
| Per-position Δ / Θ / vega-analog | ||
| Portfolio aggregates and concentration | ||
| Persisted 1m / 5m / 15m / 1h / 1d bars | ||
| 252-day IV-rank and theta-harvest screeners | ||
| Multi-outcome arbitrage scanner | ||
| Atomic multi-leg tickets (verticals, calendars, pairs, box) | ||
| What-if scenarios (per-token hypothetical price) | ||
| Event-pin stress test (resolution PnL across an event) | Coming soon | |
| Workstation alerts (price / volume / spread / catalyst) |
Workflow
How traders use the workstation
A typical session moves through three surfaces in under a minute.
1. Discover
Open the Screeners. IV-rank surfaces volatile markets, theta-harvest finds 0.95+ premium plays, the catalyst calendar shows what's about to resolve. One click sends an idea to the workstation.
2. Execute
Pick a tab on the order ticket — Market, Limit, Stop, Bracket, OCO. Set max-loss to size automatically. Click a price in the depth ladder to autofill. Submit signs client-side via the official Polymarket SDK.
3. Manage
Watch the position appear on the Risk dashboard with live Δ and Θ, the catalyst calendar, and a portfolio-wide stress test. Convert to a spread, roll forward, or hedge a correlated leg from one ticket.
Deep dives
Explore each capability
Each surface has its own methodology page. The four below are the entry points search engines should index for traders looking up specific features.
Order types
Market, Limit, Stop, Stop-Limit, Trailing Stop, OCO, Bracket, Conditional Cross-Market, TWAP, Iceberg — every order type a desk trader expects, with full TIF flags (GTC, GTD, IOC, FOK).
Position Greeks
Per-position delta (price), theta (time decay to resolution), and a vega-analog (realized-vol sensitivity). Portfolio aggregates with concentration warnings by event and category.
Discovery & screeners
IV-rank screener over 252 days of realized vol. Theta-harvest screener for deep-ITM premium plays. Mispricing screener vs external fair-value sources. Catalyst calendar by exposure. Whale-activity feed.
Multi-leg strategies
Verticals, calendars, pair trades, and box-spread arbitrage on multi-outcome markets. One ticket, atomic submission, defined risk profile.
New to options? Start with the primerOpen the workstation glossary
Methodology
How the workstation is built
PolyZig is a thin layer on top of Polymarket's official CLOB API. The workstation extends that surface with the order, risk, and discovery tools an options trader expects, all built on transparent infrastructure.
Synthetic order types
Polymarket's CLOB exposes only market and limit. PolyZig adds a server-side ConditionalOrderWatcher that subscribes to the live price feed and, on trigger, submits the underlying CLOB order through the same execution path as a manual ticket. OCO and bracket legs are created in one transaction with reciprocal linked_order_id, so whichever leg fires first cancels the sibling — atomic, regardless of which side fires. The cancel is scoped to the firing order's user_id, so a malicious link can never reach into another account's pending orders.
Greeks for binary outcomes
- Delta ≈ current YES price. For a binary outcome, the price is the market's implied probability, which equals position sensitivity to a unit move in fair value.
- Theta = size × p × (1 − p) × 24 / hours_to_resolution, expressed as $/day. Pinch factor p × (1 − p) peaks at p = 0.5.
- Vega-analog = trailing 7-day realized volatility of the 1-minute mid-price × position notional.
IV-rank methodology
For each market we persist 1-minute OHLC bars and compute trailing realized vol over a 252-trading-day-equivalent window. IV-rank is the percentile of current realized vol within that window (0 = quietest the market has been all year, 100 = noisiest).
Multi-outcome arbitrage
On multi-outcome markets, the YES prices of every outcome should sum to roughly $1.00 minus fees. When they don't, the divergence is a box spread — a defined-profit trade that resolves to par regardless of which outcome wins. The scanner ranks opportunities by edge after fees.
Built on the official SDK
Order construction, signing, and submission go through the official polymarket_client_sdk_v2 with the V2 builder code attached for attribution. No private intermediaries, no custom serialization. If you can read the SDK, you can audit our trade path.
Infrastructure
Live infrastructure
Subscription manager
Reference-counted WebSocket subscriptions to Polymarket's CLOB stream, with idle eviction and an upstream-reconnect throttle so the active feed stays bounded.
1-minute bars
Persisted to Postgres on every event, downsampled to 5m / 15m / 1h / 1d on a 60s timer. Late ticks are dropped from the in-flight bar to avoid OHLCV corruption.
Conditional orders
Server-side watcher subscribes to the live price feed, atomically promotes pending → triggered, submits via the same OrderExecutor as a manual ticket, and cancels OCO siblings within the user's scope.
Pricing
HFT Elite
$149/ monthAvailable today
- 0.10% per-trade fee — lowest tier
- 100 active copy configurations
- All detection methods (mempool plus alchemy)
- Per-position Δ / Θ plus portfolio risk dashboard
- Persisted 1m / 5m / 15m / 1h / 1d bars
- IV-rank, theta-harvest, spread, and whale screeners
- Catalyst calendar plus multi-outcome arbitrage scanner
- What-if scenarios (per-token hypothetical price)
- Trade journal with lifetime realized PnL
- Stop / Stop-limit / Trailing stop
- OCO and Bracket (atomic, reciprocal linking)
On the roadmap
- Conditional cross-market triggers
- Event-pin stress test (resolution PnL by event)
- Full TIF flags (GTD / IOC / FOK)
The persistence and monitoring infrastructure ships today; the production execution adapter is the remaining piece. HFT subscribers get these on launch without re-upgrading.
References
References
Background reading on the options theory the Workstation translates onto prediction markets.
- Hull, J. C. Options, Futures, and Other Derivatives. 11th ed., Pearson, 2021. Reference for delta / theta / vega definitions and the binary-option payoff structure.
- Natenberg, S. Option Volatility & Pricing. McGraw-Hill, 2015. Practitioner treatment of IV rank, theta decay, and vertical / calendar / box-spread payoffs.
- Wolfers, J. & Zitzewitz, E. Prediction Markets. Journal of Economic Perspectives 18(2), 2004. The case for treating prediction-market prices as implied probabilities.
- Polymarket CLOB documentation — wire format the workstation builds on.
- polymarket-client-sdk — the official client every workstation order signs through.
FAQ
Common questions
What is the PolyZig Pro Workstation?
A web-based professional trading surface for Polymarket prediction markets. It treats every binary YES/NO outcome as a digital option and surfaces every tool a desk options trader expects: advanced order types (stop, OCO, bracket, trailing-stop), per-position Greeks (delta, theta, vega-analog), screeners (IV rank, theta harvest, mispricing, whale activity), and multi-leg strategy tickets (verticals, calendars, pairs, box-spread arbitrage).
How is this different from trading on polymarket.com directly?
Polymarket's native interface offers market and limit orders only — no stops, no brackets, no OCO, no Greeks, no screeners, no historical bar storage. The Pro Workstation adds all of that on top of the same on-chain CLOB, signs every order client-side via the official polymarket_client_sdk_v2, and never custodies your funds.
Why are Polymarket markets like options?
Each binary YES/NO market is a digital (binary) option. Price 0–1 corresponds to delta and implied probability. Time to resolution is expiry. Spread width and price volatility behave like implied vol. The Workstation makes that mapping explicit and gives you the tooling to trade it the way you would trade options.
Who is this for?
Self-directed traders running professional volume on Polymarket. The conditional-order infrastructure, market-data persistence, and execution latency we run targets that profile. The HFT Elite tier ($149/month, 0.10% per-trade fee) reflects that.
Does this require a separate account or wallet?
No. The Workstation uses the same trading account, the same wallet, and the same balances you already use on PolyZig. Upgrading your tier is the only change.
Where does execution actually happen?
Every order is signed client-side and submitted directly to Polymarket's CLOB through the official polymarket_client_sdk_v2. The V2 builder code is attached for attribution. PolyZig is a thin execution and analytics layer — we never custody your funds.
Is the Pro Workstation available on iOS?
No. The Pro Workstation is web-only. The previous iOS app was retired in May 2026 to focus engineering on the desktop trading surface where chart, order book, and ticket can share the screen.
i18n · This surface lives in 31 supported locales (English plus 30 others). The translation pipeline backfills non-English copy on a rolling cadence; until each locale is fully translated, the page falls through to the English source automatically. Headings, taglines, FAQ Q&A, and pricing copy are localized first; technical terms (Δ, Θ, IV-rank, OCO, box arbitrage) stay English globally because options jargon is a shared vocabulary across exchanges.