Demonstration markets resolving against the POWR Oracle — AEMO 5-minute dispatch and EIA wholesale & retail electricity. Every chart is drawn from the real series in the pos-data-collection stores; the same query that defines each market settles it.
Quotes shown are model priors derived from base rates in the collected history (Laplace-smoothed frequencies) — there is no order flow in this demo. Charts auto-refresh every 60 s against the public /charts endpoints. Markets auto-settle: GET /markets/state re-derives every status from the stores on each poll, and a card flips to RESOLVED as soon as the ingested data covers its window (or VOID if the source never does). Resolution-grade aggregates come from /v1/markets/aemo/dispatch, /v1/markets/eia/wholesale and /v1/markets/eia/retail. AEMO timestamps are NEM market time (AEST, interval-ending); EIA wholesale dates are ICE trade dates; EIA retail periods publish with a ~2-month lag.
Event contracts on real energy data — how it works
Each card below is a prediction market: a YES/NO question about
real, collected energy data (AEMO 5-min dispatch, CAISO 5-min LMPs, EIA
retail & wholesale). Shares are priced in cents and the winning side
pays $1.00 per share.
Here is a real example that already resolved:
Power · NEMPOWR ORACLE · AEMORESOLVED · YES
Will NSW1 5-min dispatch price exceed A$300/MWh at any interval during 25–30 July 2026?
YES WAS
15¢
NO WAS
85¢
UnderlyingNSW1 rrp — charted on the Charts page
Condition (YES)count_above(rrp, 300) ≥ 1
Settlementone oracle query over the collected data
YES — 6 intervals exceeded A$300, so every YES share paid $1.00 (a 6.6× return at 15¢); NO shares paid $0.
Markets auto-settle: once the collected data covers a market's window,
its card flips to RESOLVED by itself — no committee, no discretion. The
settlement query is printed on every card so anyone can reproduce the outcome.