I'm trying to fully understand how "balanced quoting" is interpreted in the liquidity rewards formula. The docs define Q using order size (shares), and support told me that reward scoring is share-denominated rather than USDC-notional denominated. Consider a market with: * YES = 0.80 * NO = 0.20 and assume quotes are placed at identical spreads from the midpoint. Which setup would maximize rewards? A) * YES: 1,000 shares * NO: 1,000 shares B) * YES: 1,000 shares ($800 notional) * NO: 4,000 shares ($800 notional) My understanding from both the formula and support responses is that A is considered more balanced because Q uses share size, not dollar notional. For those actively market making on Polymarket: is this how you interpret the rewards system in practice? Has anyone verified this empirically from reward payouts or API reward calculations? Would appreciate confirmation from anyone who has tested both approaches.
I'm trying to fully understand how "balanced quoting" is interpreted in the liquidity rewards formula. The docs define Q using order size (shares), and support told me that reward scoring is share-denominated rather than USDC-notional denominated. Consider a market with: * YES = 0.80 * NO = 0.20 and assume quotes are placed at identical spreads from the midpoint. Which setup would maximize rewards? A) * YES: 1,000 shares * NO: 1,000 shares B) * YES: 1,000 shares ($800 notional) * NO: 4,000 shares ($800 notional) My understanding from both the formula and support responses is that A is considered more balanced because Q uses share size, not dollar notional. For those actively market making on Polymarket: is this how you interpret the rewards system in practice? Has anyone verified this empirically from reward payouts or API reward calculations? Would appreciate confirmation from anyone who has tested both approaches.