Speed Isn't Optional: Why Sub-10ms Matters

In traditional prediction markets, you submit an order and... wait. Maybe a second, maybe five. When you're trading earnings or macro releases, that's an eternity.

Here's what happens in 10 milliseconds:

• A market maker can quote both sides with confidence

• A trader can react to breaking news

• An arbitrage opportunity can be captured

Here's what happens in 1000 milliseconds:

• Your quote is already stale

• Someone else took the edge

• You're providing free options to faster traders

Netty delivers sub-10ms soft confirmations through an app-specific rollup built for prediction markets. Not a general-purpose L2 trying to serve everyone. Not a sidechain with training wheels. Purpose-built infrastructure for a specific problem.

This isn't about bragging rights. It's about making prediction markets viable for professional trading. Market makers won't quote markets where their orders become toxic before they can cancel them. Traders won't engage where they're systematically disadvantaged by infrastructure.

Speed isn't a feature. It's the foundation.

Traditional prediction markets optimized for UI polish and viral loops. We optimized for microseconds and capital efficiency. One approach scales to millions of users doing $100 trades. The other scales to institutional desks doing $1M hedges.

The question isn't whether prediction markets need speed. It's whether platforms will build for it.