Copy-Trading and Social Trading Products

Build a copy-trading or social trading product on prediction markets with the Bravado Copytrade API.

The problem

Retail interest in prediction markets is high but sophistication is uneven. A product that lets a user pick a top trader and automatically mirror their fills combines a proven UX pattern (Etoro-style copy trading) with a market that has no native copy-trading feature. Building this from scratch requires watching every fill on-chain, replaying it against a follower wallet, handling partial fills, and reconciling.

What Bravado provides

The Copytrade API is a purpose-built engine that:

• Subscribes a follower wallet to a leader wallet’s fills.
• Mirrors each leader fill according to configurable sizing modes: proportional, fixed, or capped.
• Enforces per-fill and per-day notional limits.
• Restricts mirroring by category, market, or outcome.
• Emits mirrored fill events with cross-references to the leader’s original fill.

Polymarket does not offer a native equivalent. Every copy-trading product on Polymarket is running its own version of this engine or is using Bravado.

APIs used

API	What a copy-trading product uses it for
Copytrade API	Subscriptions, sizing modes, filters, risk controls, and simulation
Data API	Evaluating a prospective leader before subscribing: PnL curve, win rate, and category exposure
Trade API	The execution layer mirrored fills run through, plus balances and positions for the follower

Worked example

Provision a follower, subscribe to a leader, and print mirrored fills:

import os, uuid, time, requests

API = "https://bravado-api-k7kaq.ondigitalocean.app"
KEY = os.environ["BRAVADO_API_KEY"]
H = {"Authorization": f"Bearer {KEY}", "Content-Type": "application/json"}

def new_key():
    return {"Idempotency-Key": str(uuid.uuid4())}

# 1. Pick a leader from the leaderboard.
leaderboard = requests.get(f"{API}/leaderboard?window=30d&order=pnl&limit=1", headers=H).json()
leader = leaderboard["traders"][0]["address"]

# 2. Subscribe with proportional sizing and a per-fill cap.
sub = requests.post(f"{API}/v2/trade/copytrade/subscriptions", headers={**H, **new_key()}, json={
    "leader_address": leader,
    "sizing_mode": "proportional",
    "sizing_factor": "0.10",
    "max_notional_per_fill": "100.00",
    "daily_notional_limit": "1000.00",
}).json()

# 3. Stream mirrored fills.
seen = set()
while True:
    fills = requests.get(
        f"{API}/v2/trade/copytrade/subscriptions/{sub['subscription_id']}/fills?limit=100",
        headers=H,
    ).json()

    for f in fills["fills"]:
        if f["fill_id"] in seen:
            continue
        seen.add(f["fill_id"])
        print(f"[{f['created_at']}] mirrored leader fill {f['leader_fill_id']}: "
              f"{f['side']} {f['filled_size']} @ ${f['average_price']}")
    time.sleep(5)

Product patterns

Two common product shapes on top of the Copytrade API:

1. Follow-a-trader. User picks one leader from a curated list. Simple, low-cognitive-load onboarding.
2. Basket. User subscribes to many leaders at once with different sizing weights. Reduces single-trader risk.

Both are single-API-call operations once a follower is provisioned. See the guide for a starter implementation.

Related

• Guide: Build a copy-trading bot
• Guide: Track a whale wallet
• Concept: Copy trading
• Copytrade API reference