polymarket-microstructure Replication package for The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book. The paper documents eight cross-sectional stylized facts on a pre-registered 600-market panel of Polymarket markets, plus a methodological contribution: trade-direction inference from Polymarket's public WebSocket order-book feed agrees with the on-chain ground truth on only ~59% of comparable buckets, with downstream sign-flip rates of 67% on the effective half-spread and 60% on Kyle's λ between feed-inferred and on-chain estimates. The compiled paper is at paper/build/anatomy.pdf. --- What's in this repository | Path | Contents | |---|---| | paper/ | LaTeX manuscript, figures, tables, bibliography, compiled PDF | | polydata/ | Python package: order-book replay, on-chain trade joiner, microstructure measures, panel construction, stylized-fact computations | | scripts/ | End-to-end pipeline scripts (panel construction, measure compute, comparison panels, sensitivity tests) | | tests/ | pytest suite | | data/panel.parquet | The 600

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