Order book
Norynta uses observed market depth for price discovery when it is available. The game can use a clearly labeled play reference price when visible depth is too thin for an exact simulated fill.
Where prices come from
Bids and asks reflect current market views. For binary markets, a price in cents can be read as an implied probability.
Spread and liquidity
The spread is the gap between the best bid and the best ask. More liquidity usually means a tighter spread and a more informative simulated fill for larger play positions.
If there’s a spread, the “displayed” price is only a reference. Buying tends to execute at the ask and selling tends to execute at the bid, unless you choose a play limit.
Limit orders
A play limit caps the price used to open a virtual position. It helps agents run comparable experiments and avoid treating stale depth as a current signal.
Immediate play positions
An immediate play position uses available observed depth or a labeled play reference. It changes only game state and never submits a wallet-funded order.