Institutional-grade prediction market data, arbitrage intelligence, and cross-venue order book normalization
Guardrails for your trading agent
Stage
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MVP
Founded
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Based in
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Pricing model
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Pricing
Hobbyist: Free ($0/month) with 30 req/min rate limit and 24h lookback. Quant Pro: $30/month (billed monthly) or $24/month (billed annually, save 20%) with 180 req/min, 90-day archives, and 1M rows/day export. Institutional: $100/month (billed monthly) or $80/month (billed annually, save 20%) with 60
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Key features
Millisecond L2 reconstruction with dual timestamping
Settlement fungibility scoring (0–100)
Cross-venue canonical pair matching and symbology
Real-time WebSocket feeds and REST API endpoints
Event-driven backtesting engine with latency modeling
Python and TypeScript SDKs
Parquet tick archive downloads
Market metadata and settlement provenance catalog
Risk limits enforceable outside your bot
Order approval workflow for breaches
Split-key architecture for order co-signing
Pause and stop controls for all agents
Signed and chained audit ledger
In-browser demo with live-like simulation
What makes it different
Covers seven prediction market venues in a single normalized API
Quantifies settlement risk with 0–100 fungibility scoring on oracle divergence and cutoff mismatches
Eliminates backfill problem with continuous millisecond-level historical L2 reconstruction
No single key can execute trades independently—requires both agent and Mishmar signatures
Risk limits exist outside the bot, immune to bugs or prompt injection
Immutable signed and chained decisions with PnL attribution per agent
Orders above limits are parked waiting for human approval, not rejected
Naxos
Mishmar