TRUEiGTECH targets millions of contracts with prediction-market upgrade

TRUEiGTECH has upgraded its proprietary prediction-market infrastructure, saying the system is designed to support millions of simultaneous active event contracts as trading surges around major sports, political and financial events.

The company said its distributed architecture achieved sub-millisecond in-memory order-matching latency in peak-load stress testing. Its horizontally partitioned database clusters are intended to handle catalogs of more than 2 million active micro-markets without cross-market latency degradation.

In its Oct. 14 announcement, TRUEiGTECH said the in-memory central limit order book can process more than 100,000 transactions a second. Fault-tolerant streaming gateways are designed to provide more than 5 million WebSocket updates a minute, including prices, order-book depth and liquidity spreads.

The upgrade adds high-throughput order books, partitioned event pipelines and automated multi-oracle settlement. It combines the order-book model for high-volume events with automated-market-maker liquidity pools for thinner or newly launched contracts, and integrates financial-market feeds, sports-data APIs and decentralized data feeds into an automated consensus resolver.

That resolver is designed to settle millions of contracts at once without platform downtime. REST, WebSocket and FIX endpoints allow market makers, proprietary trading firms and liquidity providers to send volume programmatically, while containerized microservice clusters are intended to keep a sudden surge in political or sports trading from disrupting financial and entertainment markets.

TRUEiGTECH said the product was engineered for institutional and retail demand in North America and Europe, and is aimed at media companies, fintech businesses and licensed operators seeking to move beyond legacy betting software. It supports sports, macroeconomic and commodity, political and current-event, and Web3 crypto markets. Buyers can take source-code ownership and deploy independently on AWS, GCP or bare-metal infrastructure under a zero-revenue-share model.

The company argues that conventional systems can suffer matching delays, order-queue stalls and database deadlocks during mass settlements. A spokesperson said prediction markets had shifted from casual betting boards to high-frequency exchanges driven by global news, where reliability matters when millions of users trade a single outcome at once.

Independent data underline the recent rise in activity, although it measures only two venues and uses a specific notional-volume definition. Pew Research Center found that combined monthly global volume on Kalshi and Polymarket climbed from less than $5 billion in September 2025 to about $24 billion in April, counting each contract at its $1 notional value rather than its trade price. Sports, politics and cryptocurrency accounted for 91% of Kalshi's volume and 90% of Polymarket's since July 2024.

TRUEiGTECH said leading prediction-market venues can record monthly event-trading volumes of $20 billion to $40 billion in volatile election, financial and sporting periods, with breaking data or in-game outcomes capable of driving activity to 100 times baseline within milliseconds. The company had separately announced a unified API in April that it said aggregated liquidity from platforms including Polymarket and Kalshi for select partners and early adopters.