What generic crypto bots assume
Grid bots, DCA (dollar-cost-averaging) bots, and market-making bots are built around a common assumption: the traded pair will keep trading, more or less continuously, within some price range, indefinitely or on a schedule the trader controls. A grid bot places layered buy and sell orders across a price band and profits as the pair oscillates through them. A DCA bot buys on a fixed schedule regardless of price, smoothing an entry over time. Both assume there is always another candle.
That assumption is reasonable for a spot or futures pair that trades around the clock. It is not automatically true of every tradable instrument, and prediction market contracts are the clearest case where it breaks.
Why resolution breaks the model
A prediction market contract does not behave like a continuously traded pair. Its price is a probability that moves toward 0 or 1 as the underlying event approaches resolution, and then the market stops trading and settles. There is no next candle after settlement, no symmetric buy/sell grid that makes sense on a contract designed to pay out once, and a DCA schedule that ignores the resolution date can end up averaging into a position with almost no time left to be right.
Polymarket also groups some related outcomes into a single event — a negRisk market — where several contracts share one underlying resolution. A generic exchange bot has no concept of that relationship, since it isn't built to know that two "different" markets move together because they resolve from the same event.
A model rule with a real market reference
On August 3, 2026, Polymarket's FOMC September Decision event grouped several related contracts on the same underlying question, including "Will there be no change in Fed rates after September 2026 meeting?" (quoted at 0.425 YES with roughly $506,831 in reported liquidity) alongside separate contracts for a 25bp hike, a 25bp cut, and larger moves — all resolving September 16, 2026. A grid bot pointed at just one of those contracts has no way to represent that the others in the same event move inversely with it, or that all of them settle to zero or one on the same date rather than continuing to trade.
Model strategy
A resolution-aware exit, not a trading-range strategy
Rather than placing a symmetric grid around a price band, the illustrative rule routes the allocation to a USDC wallet as the FOMC decision date approaches, treating settlement as the structural event it is. Illustrative only; not financial advice.
Rather than placing a symmetric grid around a price band, the illustrative rule routes the allocation to a USDC wallet as the FOMC decision date approaches, treating settlement as the structural event it is. Illustrative only; not financial advice.
The rule above is not a claim about which way the Fed will move. It shows a trigger defined against the contract's resolution date rather than an arbitrary price band — the kind of signal a prediction market needs and a generic grid or DCA bot does not model.
What a prediction-market tool needs instead
A tool built for prediction markets needs primitives a generic exchange bot framework does not ship with: a resolution or settlement date as a first-class signal, awareness that some contracts are mutually exclusive outcomes of one event, and a terminal action for capital that does not assume there is always another order to place. Miramarket is built around those primitives for Polymarket specifically. It represents a strategy as market, direction, allocation, trigger, and destination, and does not attempt to run generic exchange-bot strategies — grid, market-making, arbitrage — against prediction market contracts.
Reusing a bot designed for a continuously traded pair on a contract built to stop trading is a mismatch worth checking before automating capital, not after. See the prediction market strategy builder overview for how Miramarket structures a strategy around a contract's actual mechanics. No trigger or allocation rule guarantees execution or limits loss.