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Build on every prediction market

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One normalized API and SDK. Change the venue parameter to reach a different venue.

GET/api/{exchange}/fetchMarkets

Swap that one segment for any of the 16 product venues:

  • Polymarket
  • Polymarket US
  • Kalshi
  • Limitless
  • HyperliquidHyperliquid
  • Myriad
  • Opinion
  • Predict.fun
  • PRED
  • Pascal
  • Rain
  • SX Bet
  • XO
  • Gemini
  • PredictStreet
  • Novig
Quickstart

API reference

Pick your path

Section titled “Pick your path”

Three ways in, depending on what you are building.

Read market data

Catalog, prices, and history across venues.

  1. Quickstart — key, first request, pagination
  2. Venue coverage — what each venue actually supports
  3. Historical data — OHLCV candles and current depth

Build a trading bot

Read with a typed client, then sign and submit your own orders.

  1. Quickstart — key, first request, error envelope
  2. TypeScript SDK — the same surface, typed
  3. Trading & execution — opt-in, client-side signing, venue status

Build an AI agent

The docs are machine-readable; the API is agent-ready.

  1. AI agents hub — choose the chat-client or API route
  2. llms.txt — the whole corpus indexed for retrieval
  3. Agent skill — a published, versioned skill

One contract, complete infrastructure

Section titled “One contract, complete infrastructure”

Unified market access

One normalized method family across venues: fetchMarkets, fetchMarket, fetchEvents, fetchSeries, fetchOrderBook, and fetchTrades. Swap the {exchange} path segment — the response shape stays normalized, while unsupported venue/verb combinations fail honestly. Markets and events carry asOf + provenance; markets add capabilities. Order books carry asOf + provenance + sourceMetadata.

Historical data

Cross-venue OHLCV via fetchOHLCV (12 resolutions from 1s through 1d, up to 5,000 candles per call). Every candle is labeled with its source and quality — you always know whether you are looking at a true venue candle or a point-derived one. Coverage is availability-dependent; no uninterrupted capture or per-venue freshness guarantee is made. See Historical data for the current per-venue depth.

Cross-venue intelligence

Clusters of equivalent markets matched across venues, plus indicative price discrepancies, typed market relationships, and executable analysis only when every live-price, depth, fee, status, and resolution gate passes. See Cross-venue intelligence.

Trader Intelligence

Venue-scoped trader activity, profiles, leaderboards, versioned scores, and a smart-money feed built from public venue-published or on-chain evidence. Unsupported venue concepts stay explicitly unsupported. See Trader Intelligence.

Execution

Isolated hosted execution and client-side signing for supported venues. The normalized read API never receives a builder’s private key, and every venue publishes its exact capability and custody model. See Trading.

Simple credit pricing

Requests are endpoint-weighted — catalog reads cost 1 credit, live order-book reads 5, history 5. Sign-up is free: every account starts with 25,000 monthly credits. Trading ships on every plan; arbitrage, price-gap, and bulk endpoints start at Builder. See Credits & billing.

Every prediction market, one integration

Section titled “Every prediction market, one integration”

Universal market access is the destination. Today, the normalized data contract covers 16 served product venues. The {exchange} column is the path segment — swap it to reach a different served venue.

Venue{exchange}Venue{exchange}
PolymarketpolymarketRainrain
Polymarket USpolymarket_usPredictFunpredictfun
KalshikalshiSX Betsxbet
Smarkets (dark)smarketsPascalpascal
OpinionopinionXO Marketxo
HyperliquidhyperliquidPREDpred
LimitlesslimitlessPredictStreetpredictstreet
MyriadmyriadNovignovig
Geminigemini

Smarkets is marked dark: the contract is implemented, but this deployment does not serve it. Every /api/smarkets/… request returns 404 EXCHANGE_NOT_AVAILABLE, router fan-outs exclude it, and it is not one of the 16. It returns when a commercial API agreement is in place.

A router pseudo-exchange unions the list verbs across all served venues.

Execution state differs per venue and changes independently of this page — GET /v1/exec/venues is the live truth. As documented: Pascal, PredictStreet, and XO Market are armed isolated execution lanes; XO advertises build + submit + cancel, PredictStreet has build + submit with no cancel, and PRED is darked, its whole lane unregistered, so even build answers a 404. All four serve catalog and order books (plus a trades tape on Pascal and PredictStreet), none has a hosted account lane, and Pascal and PredictStreet have proven venue-history coverage.

The venue coverage matrix tells you exactly what each venue supports: real CLOB depth vs. reconstructed books, and which venues expose a public trades tape.

Built for developers and AI agents

Section titled “Built for developers and AI agents”

Four clients over one contract, plus a REST surface every one of them speaks.

TypeScript SDK

Typed client over the normalized contract, with signing kept client-side. TypeScript guide

Python SDK

The same surface for research and backtesting workflows. Python guide

MCP server

Forty-seven default tools — thirty-eight read, intelligence, and platform tools plus nine paper tools — with ten guardrailed execution tools enabled only by MCP_ENABLE_TRADE=true or 1. MCP guide

WebSocket API

Live capability-qualified order-book, trade, and reference-feed streams. Streaming guide

REST API — exchange-style verbs, one error envelope, cursor pagination. The API reference documents the contract every client above is built on.

Enterprise SQL — read-only analytical access over the normalized catalog and relationship model. Requires a dedicated sql scope that no self-serve plan grants; available on request.