For the complete documentation index, see llms.txt. This page is also available as Markdown.

What is Multiply

Empowering onchain front-ends to natively offer their users up to 10x exposure on prediction market positions.

Dimes Multiply is a middle-layer protocol that gives trading terminals, wallets, and apps, the ability to natively offer users leveraged exposure on external prediction markets, specifically Polymarket, without building internal leverage infrastructure.

Multiply does one thing: extend credit on top of PM positions while managing all liquidity, hedging, and risk.

More specifically, Dimes handles:

  • liquidity and exposure-aware hedging on Polymarket

  • inventory netting across thousands of dynamic user positions

  • slippage-bounded exposure sizing

  • jump-risk modelling

  • operational management of settlement flows

  • credit provisioning across thousands of concurrent positions

This allows front-ends to focus on what they do best: create fast, intuitive, and complete high-retention trading experiences.

The Multiply architecture is intentionally narrow and specialized:

  • We do not create our own markets

  • We do not host an orderbook

  • We do not compete with PM venues and front-ends

  • We do not attempt to own user acquisition

We sit in the middle: front-ends on one side, PM venues on the other, and supply the liquidity + risk engine that makes safely offering leveraged PM exposure accessible to onchain trading apps.

From a margining standpoint, Multiply uses a dedicated Underwriting Facility, an institutionally-sourced guaranteed pool of capital capable of underwriting $50m+ in monthly volume, to finance delta-neutral hedges while handling jump-to-settlement risk by construction. For front-ends, this means guaranteed liquidity with no dependency on pool-based TVL and the availability uncertainty that comes with it.

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