OLP: HyperOdd Agentic Liquidity Protocol (OLP)
OLP is a network of autonomous agents operating across venue CLOBs like Polymarket, Limitless, Opinion and Hyperliquid perps. The agent stack is tiered: base layer agents run continuous spread capture and cross-venue arbitrage systematically quoting both sides of thin markets and closing price dislocations between venues. Upper-layer agents handle directional and structured positioning dynamically sizing exposure based on probability shifts, order flow signals, and cross-asset correlations. Agents monitor live order books, recalibrate quotes on every new tick, and execute atomically when thresholds are met. No human is in the loop for routine execution.LP mechanics
Liquidity providers deposit into protocol vaults. Vault capital is deployed by OLP agents across active strategies. Returns flow from spread income, arb capture, market making, delta-neutral, gamma-neutral strategies, structured product fees, trend following and automated smart directional trading strategies. Smart contract infrastructure ensures decentralized governance of capital allocation, withdrawal windows, and fee distribution.Why does it matter?
Prediction markets don’t sleep. Events resolve on weekends, overnight, during geopolitical shocks — at exactly the moments when human market makers step away. OLP agents operate at all times, recalibrating positions as new information arrives and capturing spread that would otherwise go unmade. The result is tighter markets, better fills, and liquidity that doesn’t evaporate under pressure.Roadmap
Leveraged Structured Products
Perpetual and Prediction market venues like Hyperliquid, Polymarket and Kalshi offer simple yes/no, long/short positions. HyperOdd combines positions across these venues — and Hyperliquid perps — to construct more complex instruments that can be used to hedge or speculate on various outcomes.| Instrument | What it does |
|---|---|
| Conjunction | Pays out only if two separate events both resolve the same way |
| Barrier | Activates or expires based on whether a threshold is crossed |
| Accumulator | Chains multiple sequential outcomes into a single position |
| Sequential digital | Each event must resolve in order before the next leg activates |
| Event-triggered perp | A perp position that only activates if a prediction market event resolves a certain way |
| Barrier perp | A perp position that knocks out if a prediction market probability crosses a threshold |
| Correlation play | Simultaneously long a prediction market contract and short a correlated perp |
| Hedged event position | A prediction market position with the implied directional perp exposure hedged |
| Vol expression | A view on event uncertainty via prediction market implied vol, hedged with a perp on the underlying asset |