Dimes
Dimes provides embedded leverage infrastructure for prediction market platforms, enabling front-ends to offer users up to 10x leverage on Polymarket through a single API integration. The company handles all credit provisioning, delta-neutral hedging, and jump-risk management, so frontends can focus on user experience. Its Multiply protocol supports terminals, apps, Telegram bots, and CLI tools for AI trading agents.
- Artificial Intelligence
- AI Agents
- Financial Technology
- Software Only
Funding
Founders
Product
Problem
Prediction markets have grown to over $50 billion in annual volume, yet event contracts remain the only scaled financial market category without native leverage. Frontends serving prediction market traders cannot offer margin on binary outcomes because positions are terminal assets that can collapse to zero in a single resolution event, creating jump-to-settlement risk that traditional lending models cannot handle.
Solution
Dimes provides embedded leverage infrastructure that any prediction market frontend can integrate via API to offer users up to 10x leverage on Polymarket positions. The Multiply protocol sits between frontends and underlying venues, handling credit provisioning, delta-neutral hedging, jump-risk modeling, inventory netting, and settlement operations. Dimes decomposes risk into time-based epochs, pricing short-term risk rather than full-duration risk, similar to how perpetual futures funding rates work. Frontends integrate in days and retain complete control of the user relationship while outsourcing credit risk and liquidity management to Dimes.
Target Audience
Primary customers are prediction market frontends, including terminals, launchpads, wallets, and Telegram bots, that want to offer leveraged trading without building their own risk engine, hedging logic, or capital stack.
Features
- Up to 10x leveraged exposure on Polymarket event contracts backed by an institutionally-sourced underwriting facility with $100M+ monthly capacity
- Epoch-based fee model that prices jump risk and creep risk in 4-8 hour intervals rather than charging upfront for full-duration risk
- Real-time delta-neutral hedging on the underlying venue with slippage-bounded exposure sizing
- Continuous jump-risk modeling across all active positions to manage adverse resolution probability
- Inventory netting across thousands of concurrent positions to minimize capital requirements
- Full settlement flow handling: closing hedges, reconciling P&L, and distributing proceeds when markets resolve
- API/SDK integration supporting terminals, web apps, Telegram bots, and CLI tools for AI trading agents