Case Study
Lykly
Prediction markets with trading, context, and an ideas feed in one workspace.
In Progress
Project Status
5
Core Surfaces
9
Market Categories
Binary
Contract Type
Lykly
Next.jsReactTypeScriptTailwind CSSNode.js+5 more
Project Overview
About This Project
Lykly is a prediction market product in progress for political, macro, crypto, sports, culture, climate, and economics outcomes. The product combines market discovery, Yes/No event contracts, probability movement, order entry, market context, an ideas feed, and studio tools for market creation. ChainScore Labs is building the product foundation across information architecture, trading surfaces, feed mechanics, and backend workflow models.
Client
Lykly
Timeline
Start
January 2026
Status
In Progress
Product Strategy and Market Model
UX and Information Architecture
Trading Surface and Data Model
Prototype Iteration
Technologies
Next.jsReactTypeScriptTailwind CSSNode.jsPostgreSQLRedisWebSocketsRustPostHog
A Prediction Market Built Around Intelligence
Lykly brings prediction market trading and market context into the same workspace. Users can scan real-world event contracts, read probability movement, inspect resolution rules, place orders, and follow trader ideas without jumping between separate tools.
The product is closer to a trading venue than a polling app. It is built for users who already understand markets and want cleaner tools for event-driven positions.
Lykly prediction markets interface showing real-world event contracts
From Discovery to Trade Execution
The Product Surfaces
The early product architecture is organized around five surfaces that cover the complete user journey: discover the venue, scan markets, inspect a market, read or publish ideas, and create or manage market listings.
01
Landing Page
A dark, grid-driven first impression with the core message: The market for everything. It introduces live contracts, trending markets, and direct entry points into trading.
02
Markets Index
A prediction-market version of a trading pairs list, organized by categories and narratives rather than raw tickers.
03
Single Market Page
The main trading view with the market question, resolution rules, probability chart, order book feel, trade ticket, and related ideas.
04
Ideas Feed
A short-form research feed where posts attach directly to markets and can open a preconfigured trade flow.
05
Studio
An operator and institutional workflow for drafting markets, defining resolution criteria, reviewing risk, and publishing collections.
A Trading Pairs List for Real-World Outcomes
Markets Index
The markets page is designed for quick scanning. Instead of forcing users through a flat contract list, Lykly groups markets by narratives: geopolitics, elections, politics, sports, culture, crypto, commodities, climate, and economics. Each card is expected to show the question, category, current Yes/No pricing, probability movement, and volume.
A right-hand insight rail will surface top movers, highest-volume markets, and newly listed contracts. This gives active traders a reason to come back throughout the day and gives new users a clear path into markets that already have activity.
- Narrative Categories: Markets are grouped by themes users already think in, rather than by internal IDs or contract symbols.
- Probability Movement: Cards are planned to show recent probability changes so traders can quickly spot momentum and reversals.
- Liquidity Signals: Volume, spread, and recent activity should be visible before the user opens a full market page.
Lykly market cards grouped by real-world outcome categories
Context, Probability, and Order Entry in One Place
Single Market Trading View
The single-market page is where the product becomes a serious trading tool. The target layout combines the full event question, resolution criteria, probability chart, order book-style depth, trade history, and a focused Buy Yes / Buy No ticket.
This screen also needs to explain risk without slowing down experienced users. Price in cents maps to implied probability, the ticket previews max loss and max payout, and the market status makes it clear whether the contract is trading, halted, or resolved.
- Event Contract Header: Question, category tags, resolution source, settlement criteria, and status are visible before the user trades.
- Probability Chart: A time-series view shows how market expectations have changed around news, data releases, or social momentum.
- Trade Ticket: The ticket supports Yes/No selection, price in cents, stake sizing, and a preview of maximum loss and payout.
Lykly single market terminal with probability data and trading context
Where Research Becomes a Trade
Ideas Feed
The ideas feed is the differentiating surface. Instead of treating commentary as something that happens on another platform, Lykly attaches ideas directly to markets. A user can read a short thesis, see the attached contract and probability movement, then open a trade from the same card.
The design goal is to make narrative discovery measurable. When a user posts an idea, the product can capture the market probability at that moment. Over time, that creates a record of how ideas aged against price movement and resolution outcomes.
- Market-Aware Posts: Every idea can reference one or more markets, keeping commentary attached to tradable outcomes.
- Probability Snapshots: Posts can record the implied odds at publication so later readers can see whether the market moved with or against the thesis.
- Trade This: Idea cards can open a prefilled trading flow, reducing the gap between reading a thesis and placing an order.
Lykly ideas feed with market-linked commentary
Threaded
Feed Model
Designed for posts, replies, bookmarks, reactions, and market references.
Inline
Trade Entry
Planned quick action from an idea card into the relevant market ticket.
Planned
Signal Layer
Future room for forecaster profiles and idea performance history.
Binary Contracts First, Extensible Later
Market Mechanics
The initial product model favors binary event contracts: each market resolves to Yes or No, prices are expressed in cents, and the winning side pays out at a fixed value. That keeps the user model legible while leaving room for later multi-outcome and bracketed numeric markets.
The current architecture work is focused on the shape of the market catalog, quote data, trade flow, resolution rules, and lifecycle states. The long-term matching model is a central limit order book with price-time priority, but the public case study should stay honest while the project is still in progress.
- Binary Payoff: The MVP market type is Yes/No, with prices in cents acting as implied probability.
- Resolution Rules: Each market needs a canonical source, a resolution date, fallback handling, and clear edge-case language.
- Lifecycle States: Markets move through draft, scheduled, trading, halted, resolved, and archived states.
- CLOB Direction: The intended trading model is a central limit order book that can support tight spreads and market maker APIs.
Lykly market mechanics and event contract structure
The Back Office Behind the Markets
Studio, Risk, and Operator Controls
Prediction markets are only as good as their market creation and resolution process. Lykly's studio concept gives operators a structured workflow for drafting questions, defining criteria, selecting data sources, reviewing jurisdictional or compliance concerns, and publishing related market collections.
The risk layer is being designed around exposure limits, market status controls, audit logs, and account tiers. This gives the product a path from prototype to a more controlled venue without forcing every operational decision into code.
- Market Creation: Operators can draft questions, assign categories, define data sources, and attach resolution playbooks.
- Exposure Limits: Future controls can cap positions per user, side, market, and category.
- Manual but Rules-Based Resolution: For the early product, resolution can be operator-driven while still following strict written criteria and audit logging.
Lykly studio and operator controls for market creation
Metrics
Current Progress
Lykly is not being presented as a completed public launch. The project started in April 2026 and is currently in active design and build. The useful case-study angle today is the product architecture: how the market surfaces, ideas feed, contract model, and operator workflows fit together before the final screenshots and production metrics are available.
Apr 2026
Started
Initial product strategy, market model, and UX work began in April 2026.
In Progress
Status
Screens and product flows are still being refined.
5
Core Modules
Landing, markets index, market detail, ideas feed, and studio.
Pending
Metrics
No fabricated beta metrics are included until real usage data exists.
Project Gallery
Visual showcase
1 / 7