For funds & traders · market participants

Read the market before you take the other side of it.

Conditional books are thin, time-weighted, and decided on a deadline. Chromatic publishes the state of each one — print, threshold, edge, depth, lifecycle — with the evidence behind it and the gaps left visible.

What the desk covers

01

Read live decision markets

Pass and fail TWAP accumulators, the DAO's configured threshold, the pass edge against it, and where the window sits in its recording stretch — decoded from confirmed program accounts, stamped with the time they were read.

02

Price the cost of moving a print

The flip-cost scenario states, from explicit and published assumptions, a lower bound on what pushing one conditional pool's time-weighted print past its threshold would cost at disclosed depth.

03

Qualify the evidence behind a book

Which lanes filed, which withheld, and exactly which fields were missing — so an absent wallet-forensics read is a known unknown rather than a quiet assumption.

04

Work the historical record

Finalized proposals kept as source-linked replays with their market math, their outcome, and the vector results that ran against them, alongside the recorded cohort series the desk has been collecting.

05

Consume it structurally

The same reads serve as schema-validated JSON and as read-only MCP tools, so a research pipeline gets the market state without scraping a page.

Chromatic Analyst · Bounded dossier questions

Reading across the lanes

The bounded dossier Analyst retrieves filed revisions and computes supported questions from their sourced packets. It preserves missing evidence and withheld lanes. It does not issue buy, sell, or vote recommendations.

How the Analyst works

Also served by the same record

Design partnership

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A bounded engagement on the windows you actually run or trade, with the refusals in writing.

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