Overview
Theprediction-markets skill teaches agents to anchor scenario probability questions on market-implied prices rather than narrative impression. Use it when the question benefits from a probability anchor: “what’s the chance X happens?”, “is the market pricing in Y?”, “scenario probability for Z.”
The four tools, ranked
| Tool | Use when | Default? |
|---|---|---|
SEARCH_RELEVANT_MARKETS | You have a plain-language scenario | Yes — start here |
SEARCH_EVENTS | You want grouped event pages with nested contracts | When you know the event family |
SEARCH_MARKETS | You know a ticker or event family | After you’ve narrowed |
GET_MARKET | You have a specific ticker | For deep contract metadata |
Default pattern
title, subtitle, category, status, close_time, probability_yes, volume, open_interest, liquidity, score, public_url (cite this), and a raw payload including bid/ask, rules_primary, and settlement source.
Plus series_matches — broader contract series the query overlaps.
The proxy pattern (essential)
Direct contracts on legally sensitive scenarios often don’t exist. Platforms list proxies that resolve on legible, verifiable events.| User scenario | Direct contract? | Available proxy |
|---|---|---|
| ”Will China invade Taiwan?” | No | ”Will Taiwan be issued a Level 4 travel warning?" |
| "Will Iran retaliate against the US?” | Rare | Travel warnings, sanctions designations, military-action contracts |
| ”Will country X default?” | Rarely direct | Bond yield contracts, IMF agreement contracts |
| ”Will company X get acquired?” | Sometimes direct | M&A announcement contracts, regulatory approval contracts |
| ”Will Russia and Ukraine reach a ceasefire?” | No | Ukraine-agreement contracts, Bank of Russia rate cuts, Russia crude export volumes, sanctions-relief contracts |
series_matches and broader search.
Reading the response
| Field | Meaning |
|---|---|
probability_yes | Decimal probability the contract resolves YES. |
volume | Cumulative dollar volume traded. |
open_interest | Live notional held. |
volume_24h_fp (in raw) | Last-day volume — better activity signal than liquidity. |
close_time | Resolution deadline. |
rules_primary | Exact resolution criteria — read this before citing a probability. |
settlement_sources | Who calls the resolution (e.g. State Dept, BLS). |
Known quirks
include_history=Truewithhistory_days=Nis best-effort; thehistoryarray often comes back empty. For history, fall back toGET_MARKET(ticker)or web research.- Status filter defaults to
open. Setstatus='closed'for resolved markets. liquidityis often0.0000; usevolume_24h_fpfromrawinstead.
Cross-skill arrival
- From
gdelt-discover-and-drill: you have a topic and possibly a key date or actor. Phrase the prediction-market query in scenario form (“Will X happen by Y date?”) rather than topic form. - From
macro-finance: you’ve seen a price move. Look for both the direct contract and any proxy contracts. - From
multi-surface-synthesis: you contribute the “what’s expected” signal; if the contract is a proxy, label it as such.
Citation
When citing a contract, lead with the resolution question (verbatim fromtitle), give probability as a percent and the close date, note dollar volume so the reader can weight liquidity, and link public_url. If it’s a proxy, say so explicitly.
