The institutional prediction markets API
Four venues. One API. Thousands of markets.
Prediction markets are fragmented across exchanges. Each one has its own authentication, rate limits, data formats, and settlement mechanics. Building serious infrastructure means maintaining four separate integrations.
Kairos collapses that complexity into one institutional prediction markets API: a single enterprise REST and WebSocket integration. Market data, order execution, portfolio analytics, and on-chain settlement, unified across Kalshi, Polymarket, Predict.fun and Hyperliquid.
Get more than the best execution.
Most providers ship one of these. Kairos ships all three in a single institutional prediction market trading API, so exchanges, apps, and quant desks stop stitching venues together themselves.
Four venues, one integration
Orders, batch operations, and the full on-chain settlement layer across four venues through one integration. Self-custodial throughout: Kairos signs within policy on your behalf, or builds an EIP-712 payload you sign yourself for allow-listed accounts.
- REST + WebSocket order entry on Polymarket, Kalshi, Predict.fun, Hyperliquid
- GTC / GTD / FOK / FAK / IOC time-in-force, post-only, slippage caps
- Batch cancel (up to 100 orders), per-venue cancel-all kill switch
- client_order_id idempotency, so replays never double-fill
- Self-custodial via Turnkey: keys in your own enclave, exportable at any time
- External-signing lane: EIP-712 intent, you sign, we route
- Fee quotes before every order, from the same engine that prices fills
The whole tape, normalised
A full prediction market data API, from trending markets and search down to the raw tape, normalized across every venue and addressable through one canonical market id.
- Trending, breaking, and expiring markets
- Full-text search with autocomplete
- OHLCV candles, single series or 200 series in one batch call
- Binary protobuf market-data stream at wss://stream.kairos.trade
- Candles, trades, discovery, resolutions, sports and perpetuals
The layer most providers skip
The social and analytics layer that powers copy trading, independently useful for research tools and whale watching — in the same integration as the execution and the data.
- Public trader profiles and performance stats
- Realized-PnL time series per wallet, plus live per-market PnL
- Positions, exposure, top holders and wallet fill history
Built for production
Scoped keys, IP whitelisting and per-route rate limits, with a fee quote endpoint that prices the platform fee, the venue fee and the all-in cost before you submit.
- Scoped API keys (trade:execute, trade:read, position:read) + IP whitelisting
- Unified market IDs across every venue
- Fee quote endpoint: show users exact costs before order submission
For Apps
Embed live order books, execution, and market discovery directly into your product. Build a prediction markets tab, a dedicated trading product, or embed event contracts into your existing app — without direct exchange relationships.
- Unified REST + WebSocket API: one integration, four venues
- Order and fill events stream live over your authenticated /ws
- Market discovery, search, and trending across all venues
For Firms
Market-making economics with the full on-chain settlement lifecycle: split, merge, redeem. Split USDC into YES and NO inventory, quote both sides, and merge to recycle capital without waiting months for resolution.
- CTF split: mint YES and NO at $0.50 each, no spread paid
- CTF merge: burn a complete set, collateral back instantly
- Redeem: programmatic settlement, NegRisk unwrapped automatically
Three headers. Every market.
The same three headers authenticate a REST call and a WebSocket upgrade: X-Client-Id, X-Api-Key and X-Api-Secret. Discover markets across all venues on GET /api/markets/discover/v2, submit on execution.kairos.trade, and track the fill on GET /orders/{order_id} or the /ws stream.
- 100-500 req/min
- Market data, per route
- 5 orders/sec
- Execution, raisable per key
- 10 connections
- WebSocket, per user
Priced per desk
Fees are set per credential against your volume, venue mix, and whether you are taking or making. Talk to the team and we will quote yours.
Exchange and network fees pass through at cost. GET /orders/fee-quote returns the platform fee, the venue fee, and the all-in cost of a trade before you submit it.
Ready to build on prediction markets?
Talk to the team about enterprise API access, integration support, and venue coverage.
Institutional prediction markets API questions, answered
GET /orders/fee-quote returns the platform fee, the venue fee, and the all-in cost of a prospective trade before you submit it, priced off the live book by the same engine that computes the fee at fill time.X-Client-Id (your kairos_ck_… client id), X-Api-Key, and X-Api-Secret. The same three headers authenticate the WebSocket upgrade, and there are no query-string tokens. Credentials carry scopes (trade:execute, trade:read, position:read) and optional IP whitelisting, both enforced per request.POST /orders) Kairos signs within policy and routes on your behalf, acknowledging asynchronously once the order is validated and enqueued. On the external-signing lane, for allow-listed institutional accounts, Kairos builds the EIP-712 payload (POST /v2/orders/intent), you sign it with your own key, and submission (POST /v2/orders/submit) returns the venue result synchronously.