Pricing engine

LMSR — Logarithmic Market Scoring Rule

An automated market maker that always quotes a price, with a bounded, mathematically guaranteed house edge.

House edge~3% via bet fees and surplus

LMSR is an automated market maker: it always quotes a buy and sell price for every outcome, so players never wait for a counterparty. The scoring rule bounds the operator's worst-case loss, and the edge comes from configurable bet fees plus the market maker's surplus.

How it works

  1. 1

    Every outcome has a live price derived from the LMSR cost function — no order book, no waiting for a matching bet.

  2. 2

    The maximum subsidy (worst-case operator loss) is bounded and configurable up front, so exposure is known before a market opens.

  3. 3

    Edge is earned through configurable bet fees (casino + platform) and optional win fees on payouts, plus market-maker surplus — targeting ~3%.

  4. 4

    Players can sell shares back to the market to cash out early, full or partial, with a real-time fair-value preview.

Best for

Operators who want continuous liquidity and instant fills on long-tail or low-volume markets without running a bookmaking desk.

Risk controls

  • Bounded maximum subsidy per market
  • Per-user and per-market bet limits, maximum payout caps
  • Correlated-exposure tracking across market groups
  • Emergency kill switch that suspends all betting in one query

Frequently asked

How does LMSR guarantee a house edge?
The edge is not left to chance: it comes from configurable bet fees and the market maker's surplus, while the LMSR cost function caps the operator's worst-case subsidy. You configure both before a market opens.
Do players need a counterparty to bet?
No. LMSR is an automated market maker, so it always quotes a price for every outcome — players get instant fills even on thin markets.

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