Oddpool provides a unified API that aggregates and normalizes prediction‑market data from exchanges like Kalshi and Polymarket, offering searchable market indexes, historical order‑book snapshots, and real‑time trade feeds through a single REST and WebSocket endpoint. The platform also includes premium tools such as whale‑trade alerts, cross‑venue arbitrage detection, and a macro feed with liquidity‑weighted probabilities for major economic events, enabling traders and quant teams to back‑test strategies and act on market movements instantly.
Funding
Funding not disclosed
Founders
Product
Problem
Prediction market data is fragmented across multiple exchanges, each using its own identifiers, order‑book formats, and real‑time feed protocols. This lack of standardization forces traders, developers, and quant teams to build costly custom integrations to aggregate and normalize market information.
Solution
Oddpool offers a single unified API that aggregates and normalizes prediction‑market data from major exchanges such as Kalshi and Polymarket. The platform provides searchable market indexes, full‑depth historical order‑book snapshots, real‑time trade tapes, and a macro feed with liquidity‑weighted probabilities for major economic events. All data is delivered via one WebSocket connection and a REST endpoint, eliminating the need for multiple API keys and custom normalization layers. Additional premium tools include whale‑trade alerts, cross‑venue arbitrage detection, and price‑spread analytics, enabling users to back‑test strategies and act on market movements instantly.
Target Audience
Primary customers are active traders, quantitative analysts, and developers building bots or analytics platforms that require consolidated, real‑time prediction‑market data across multiple venues.
Features
- Unified REST and WebSocket API that normalizes market identifiers, order‑books, and trade feeds across Kalshi and Polymarket
- Searchable index of over 700,000 active markets with filters for venue, category, volume, and liquidity
- Historical order‑book snapshots (back to March 2026) and top‑of‑book time series at 1‑minute or 5‑minute granularity
- Real‑time whale‑trade alerts for any trade over $500, filterable by event, platform, and size
- Cross‑venue arbitrage API delivering price spreads and arbitrage opportunities across exchanges
- Macro feed delivering liquidity‑weighted probabilities and full microstructure data for major economic events
- Scalable subscription tiers (Free, Pro, Premium) with tiered API request limits and multiple concurrent WebSocket connections