Documentation Index
Fetch the complete documentation index at: https://docs.astaria.trade/llms.txt
Use this file to discover all available pages before exploring further.
What is Astaria?
There is a new class of event-native traders. This generation lives in a world where politics, sports, macro outcomes, and cultural moments are increasingly traded as markets. Every belief can become a price, and every probability can become an instrument.
Prediction markets make future outcomes tradable, but their market structure remains limited. Traders can express directional views, yet the infrastructure for capital-efficient, continuous, leveraged exposure to event probabilities is still missing.
Astaria is the perpetuals layer for prediction markets: a non-custodial venue for trading long and short exposure to event probabilities with margin, funding, and liquidation systems designed specifically for binary markets.
Event-Linked Perpetuals
Astaria introduces event-linked perpetuals, a new class of derivatives built on prediction-market prices. These contracts bring the flexibility of perpetual futures to event markets while accounting for the fact that binary markets behave differently from crypto or equities.
Event probabilities are bounded between 0 and 1, liquidity can become asymmetric near the extremes, and prices can collapse discretely at resolution. Astaria is designed around these realities rather than importing standard crypto-perp assumptions.
Resolution-Aware Risk
Astaria’s market architecture is built to understand the lifecycle of an event. Its risk framework is designed around robust indexing, jump-aware margining, boundary-sensitive funding, and resolution-aware leverage controls.
This allows Astaria to support capital-efficient event trading while explicitly addressing the unique risks of prediction markets: terminal jumps, thin tail liquidity, and discrete oracle-mediated resolution.
