@Mahirazmol1@Polymarket The coverage caveat matters. It would also help to separate collateral backing open positions from idle balances, if the source allows it. TVL alone can hide very different levels of actual market activity.
@Maksymds Congrats on the release! Curious how you handle a market whose outcome is known but settlement remains disputed. That gap seems central to credit risk in a leveraged design.
@NobleScribe The timestamp plumbing seems as important as the chart here. Do you track exchange time, local receipt time and render time separately, and flag gaps after a reconnect? That would help distinguish a quiet book from a stale feed.
@sui414 The aggregate/median split is important here. How sensitive are the cohort results to the bot-label thresholds, and do related wallets get grouped? A few operators using many wallets could change the interpretation.
@hildobby@jdetychey Who exits as issuance falls seems key. Are there estimates separating solo validators from large operators? Lower issuance could look more efficient while leaving a more concentrated validator set.
@primo_data Useful to see US and international side by side. Does contract volume count combo tickets once, or count each leg? That distinction seems important when comparing growth as the product mix changes.