> For the complete documentation index, see [llms.txt](https://midashand-1.gitbook.io/midaspredict/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://midashand-1.gitbook.io/midaspredict/knowledge-base/daily-markets.md).

# Daily Markets

Daily Markets are the core engagement engine of MidasPredict. Each is a recurring, time-boxed prediction market that resets on a fixed daily cadence.

## How It Works

* A new market instance is created each trading day on a well-defined observable variable
* Resolution is determined by an objective, publicly observable data point at a specified timestamp
* Because the structure is identical each day, participants build familiarity and return with minimal friction

## Launch Categories

| Category      | Example                                   |
| ------------- | ----------------------------------------- |
| Crypto prices | BTC/USD above $X at 16:00 UTC             |
| Crypto prices | ETH/USD daily directional                 |
| Commodities   | Gold spot price at London PM fix          |
| Commodities   | WTI crude oil settlement price            |
| Macro         | Fed funds rate expectation (CME FedWatch) |

Additional categories (silver, equity indices, additional crypto pairs) will expand in Phase 2.

## Resolution

Daily Markets resolve via automated oracle feeds. Price data is sourced from aggregated exchange feeds and verified against multiple independent data providers. A dispute window (typically 2–4 hours) allows challenges if anomalies are detected.

## Why Daily Markets Matter

* **Habitual engagement** — daily interaction builds retention
* **Concentrated liquidity** — one well-understood contract per variable per day
* **Simple discovery** — users know exactly what's available each day
* **Better monetization** — daily trading generates 30× the monthly volume of occasional trading


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