HFP is a high-frequency pricing engine for prediction markets. From championship finals to a youth match no data provider covers — we generate the price. We are the source, not a reseller.
A market maker doesn't need to predict the future. It needs to never lose to someone who knows more. HFP is a risk engine wrapped around a probability engine — and that changes everything.
Every price ships with a confidence interval. When the model is uncertain, the spread widens automatically — the price of ignorance is priced in, never ignored.
In markets with no data feed, the orders themselves are the sensor. Unusual one-sided size moves our price instantly — no human approval needed. Even a quote request is signal.
An Israeli youth match has no feed — but it has structure. Hierarchical Bayesian priors let every exotic event inherit knowledge from thousands of similar ones.
Everything heavy is precomputed offline. Online, a real-world event becomes a new price in a single O(1) lookup.
Opening probabilities from hierarchical Bayesian models, rating systems, and reference markets. Works even with zero direct data — with honestly declared uncertainty.
Per-event state machines with precomputed impact tables. A dangerous free kick by an elite taker moves the price differently than a corner — instantly, at minute 5 or minute 85.
Dynamic spreads, full liquidity curves, quote-on-size, adverse-selection monitoring, per-market and per-family exposure caps, kill switches. Fail-safe by default.
Don't ask "what's the price?" Ask "what's the price for my size?" HFP returns a complete depth schedule — price as a function of size, for both sides.
# Any event. Even one no data provider covers. POST /v1/quote-on-size { "market_id": "il-youth-u19-042", "side": "yes", "size_usd": 100000 }
{
"avg_price": 0.531,
"fillable_usd": 100000,
"curve": [
{"price": 0.51, "size": 50000},
{"price": 0.53, "size": 30000},
{"price": 0.56, "size": 20000}
],
"confidence": 0.78,
"recommended_max_loss": 12400
}
HFP doesn't provide liquidity. It powers the people who do.
Seed quotes for markets with no consensus. Get a defensible opening price plus recommended risk limits per market.
Let users create any market — and have a price ready in milliseconds. Long-tail events stop being unquotable.
An independent, origin-source price to benchmark against. Closing-line-quality signals across thousands of events.
In-play pricing that reacts to every corner, card, and free kick — with adverse-flow protection built into the quote itself.
The pricing API is in private beta. Structural endpoints are live today — request access for full feed integration.
api@hfpricing.com