Pascal Data

Pascal Prediction Market Data API

Pascal approaches prediction markets like an electronic trading venue. Built on Solana, it combines a noncustodial collateral model with an offchain matching engine, limit order books, live APIs, and fully collateralized outcome contracts.

Unlike prediction platforms organized around buying separate Yes and No shares, Pascal represents exposure as long and short positions in contracts priced between $0 and $1.

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What Is Pascal?

Pascal is a noncustodial prediction market exchange on Solana designed around market-based trading and electronic execution.

Users deposit USDC as collateral and trade outcome contracts through a central limit order book. Orders are signed by traders and submitted to the Pascal offchain matching engine, while completed trades settle through the Pascal program on Solana.

Pascal supports markets tied to real-world outcomes and can also list contracts that reference markets on other prediction venues.

Its trading model is closer to a conventional exchange: participants can build, reduce, close, or reverse long and short positions as prices and expectations change.

Pascal at a Glance

CategoryDetails
Exchange TypeNoncustodial prediction market
BlockchainSolana
Contract ModelLong / short outcome contracts
CollateralUSDC
Trading ModelCentral limit order book
MatchingOffchain matching engine
SettlementOnchain through the Pascal program
Market DataREST and WebSocket APIs
ResolutionPascal resolution or referenced venue resolution

How Do Pascal Outcome Contracts Work?

Pascal uses fully collateralized outcome contracts, but its position model differs from the familiar Yes/No structure.

Core mechanics

Long and Short Instead of Yes and NoThere is no separate concept of buying a Yes token or No token on Pascal. Traders hold a signed position. A positive position is long, while a negative position is short. Selling more contracts than you currently hold can move a position directly from long to short.
Contracts Settle Between $0 and $1Each outcome contract settles to a value p between $0 and $1. The long side receives the settlement value, while the short side receives the complementary value 1 − p.
Fully Collateralized PositionsPascal locks enough USDC collateral to cover the worst-case loss of a position. Going long at $0.30 requires collateral corresponding to the long exposure, while a short position at the same price requires collateral based on the complementary $0.70 exposure.
Trade Out Before ResolutionPositions can be reduced, closed, or reversed through additional trades. As exposure decreases, the corresponding collateral is automatically released rather than remaining locked until final settlement.
Exchange-Defined ResolutionPascal resolves its contracts directly rather than relying on an onchain oracle. Some contracts reference markets on another venue. In those cases, Pascal generally follows the final resolution published by the referenced exchange.

Offchain Matching, Onchain Settlement

Pascal separates execution speed from blockchain settlement.

Offchain matching engine

Traders sign orders that are sent to an offchain matching engine. The engine processes incoming activity in matching rounds and maintains the exchange order book.

This means traders do not need to submit an onchain transaction for every order. After depositing collateral, trading takes place through Pascal APIs while trader signatures remain required for movements of funds and authorized trading actions.

Onchain settlement on Solana

When two orders match, Pascal broadcasts a transaction containing the signed orders to its Solana program for settlement.

What Makes Pascal Different?

Pascal combines prediction markets with mechanics more commonly associated with electronic trading venues.

Long / Short Position Model

Pascal does not require separate Yes and No holdings. Positions can move continuously between long, flat, and short as users trade, making exposure management resemble traditional market positioning.

Noncustodial Solana Architecture

USDC collateral is held in the Pascal program on Solana rather than a conventional custodial exchange account. Trading and movements of funds remain tied to trader authorization.

Hybrid Execution Model

Order matching happens offchain for responsive execution, while completed trades settle onchain. This separates the latency-sensitive matching process from blockchain settlement.

Trading-Focused Order Book

Each market operates with bid and ask sides ordered by price and arrival priority. Pascal also supports execution features such as GTC, GTT, IOC, post-only, reduce-only orders, and self-trade prevention.

Cross-Venue Market References

Some Pascal contracts reference prediction markets listed on other venues, including Polymarket. These contracts retain the Pascal trading structure while using the referenced venue outcome for resolution, creating another way to trade exposure to events available across the prediction market ecosystem.

Access Pascal Data Through FinFeedAPI

FinFeedAPI provides structured access to Pascal market activity, allowing its trading data to be analyzed alongside other prediction market exchanges. The normalized model removes the need to adapt downstream systems to Pascal-specific identifiers and market structures.

Market Listings

Active and historical Pascal markets with metadata and status.

Latest Market Activity

Current trades, quotes, prices, and market signals.

Historical Trades & Quotes

Historical execution and quote activity across Pascal markets.

OHLCV Data

Aggregated price and volume history across supported intervals.

Order Books

Current market depth and historical limit order updates.

What Can You Build with Pascal Data?

The Pascal exchange-style architecture makes its data particularly useful for trading and market-structure applications.

  • Algorithmic Trading Systems responding to prices, spreads, depth, and changing liquidity
  • Market-Making Research studying maker activity, execution, and order book conditions
  • Prediction Market Dashboards displaying prices, market activity, depth, and resolution status
  • Cross-Venue Analytics comparing Pascal contracts with related markets on other exchanges
  • Historical Research examining liquidity, price discovery, and participant behavior around real-world events
  • AI Applications incorporating prediction prices and market activity into automated research workflows

Why Use FinFeedAPI for Pascal Market Data?

Pascal combines Solana-based settlement, long/short outcome contracts, exchange-style order books, and its own market and reference structures.

FinFeedAPI translates this activity into the same normalized model used across other supported prediction market venues.

Developers can analyze Pascal alongside exchanges with very different architectures, compare related markets, build historical datasets, and extend existing trading or research systems without maintaining a separate downstream data model for Pascal.

Pascal Data

Explore Pascal Prediction Market Data

Bring Pascal exchange-style prediction markets into your market data infrastructure with FinFeedAPI.

Access market listings, trades, quotes, OHLCV, and order books and analyze Pascal alongside other supported prediction market exchanges.

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