Structural#110

Fractional-Cent Rounding Edge

Polymarket displays prices in whole cents, but the underlying on-chain settlement uses 6-decimal USDC math. Systematically take fills where that rounding of size-times-price tips in your favor (buying just under a cent boundary, redeeming or merging at an exact $1.00) to skim sub-cent residuals, repeated at high volume. The edge is the quantization mismatch between the penny-tick display and the more precise on-chain settlement.

What you need to run it

Exact replication of CLOB rounding/settlement arithmetic
High-frequency order submission infra under rate limits
Per-fill residual accounting to confirm positive skim
Bankroll sized for thin per-trade margin at volume

Where this applies

Markets on Polymarket where fractional-cent rounding edge is the natural play:

Will BTC close above $100k on July 31, 2026?
Will the named team win their next scheduled MLB game?
Will ETH be up at 12pm ET today? (recurring daily market)

Capabilities this demands

Custom code / APILow latencyModel / quantRisk management

At a glance

CategoryStructural

Requirements4

CapabilitiesCustom code / API, Low latency, Model / quant, Risk management

VenuePolymarket (CLOB, Polygon)

Build it

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This is documentation, not advice. Poly Research & Robotics publishes how these strategies work because the method should be checkable — not as a recommendation to trade them. See the full strategy database (297 strategies) or the data feeds directory.