The premier prediction markets trading terminal.
Every market, one desk
Kairos connects the venues, the data and the execution into a single terminal — so the work that used to take four tabs and a spreadsheet happens in one place.
Sub-second data & latency
Quotes, fills and news land in the terminal as they happen. No polling loop, no refresh, no waiting on a venue's own dashboard to catch up.
Every venue's book arrives over one socket and is merged in the browser. There is no polling interval to fall behind.
Feeds are consumed next to the venues themselves, so the terminal sees a print before a refresh would have fired.
Orders leave the terminal and reach the venue in tens of milliseconds, measured end to end rather than at the edge.
Institutional-grade API
The same data and execution the terminal runs on, exposed directly. REST and WebSocket, documented, with the aggregation already done.
Snapshot what you need on request, stream what you need continuously, over documented endpoints.
The cross-venue view is what you call — one integration instead of one per platform.
Kairos finds the best bid and best offer for a trade in prediction markets by merging every venue's book into a single ladder, then quoting the top of it. No one exchange holds both sides of the touch, so the composite spread is tighter than any venue's own — and an order sent to the NBBO endpoint routes to whichever venue is actually showing that price.
Scoped keys, published rate limits and a sandbox to build against before you go live.
True market aggregation
The same contract from every venue, stacked in one column. One price ladder across the whole ecosystem instead of four tabs and a spreadsheet.
Matching markets are resolved across platforms and presented as a single instrument, not four near-duplicates.
The best bid and offer across the ecosystem, so you can see which venue is actually cheapest before you send.
Cents, probabilities and share counts reconciled to one convention across venues that each do it differently.
Launch algorithmic bots
Run a strategy against live books without building the infrastructure underneath it. Size, spread and risk limits are yours; the plumbing is ours.
Market making, cross-venue arbitrage and momentum, parameterised rather than written from scratch.
Position caps, drawdown stops and kill switches are enforced before an order is allowed to leave.
Run a config against recorded books and promote the same config to live without rewriting it.
Full customizability
Every panel moves, resizes and persists. Build the desk you actually trade from, then keep it across sessions and machines.
Move, resize, tear off and stack every panel until the workspace matches how you actually trade.
Named workspaces stored against your account, so the desk follows you to any machine.
Bind sizing, venue and side to the keys you already use, and keep your hands off the mouse.