Polymarket & Kalshi Data API
One API for prediction-market depth: JSON over REST with a Bearer key for stored history, plus normalized current-book updates over WebSocket. Exact envelopes and timestamps are documented per surface.
The DepthFeed Polymarket & Kalshi data API returns market discovery, metadata, and full-depth stored observations through REST. WebSocket publishes normalized live-book frames. Both are plain JSON, but clients should follow their documented contracts rather than assume byte-for-byte identical objects.
Polymarket & Kalshi data API at a glance
- Protocol
- JSON over HTTPS — REST + WebSocket
- Auth
- Bearer / X-API-Key (or ?api_key= on WS)
- Discovery
- Markets → snapshots → live /v3/stream
- Agent-ready
- No SDK; MCP / function-calling friendly
- Assets
- 7 — BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
- Timestamps
- Millisecond observation time; venue-specific source stamps
- Underlying price
- Nearest preceding Binance reference when available
- History
- 7/30/90-day windows + full archive (Desk)
- Delivery
- REST history + normalized live WebSocket frames
- Resolution
- Raw stored observations or ?interval= 1s–1d
Discover a Polymarket market, then pull its history
Start with discovery so the market identifier and metadata remain attached to the request. The snapshot route returns recorded observations; include_orderbook exposes the stored ladder and interval selects one recorded row per bucket.
curl -s "https://api.depthfeed.com/v3/btc/markets?limit=5" \
-H "Authorization: Bearer df_your_key"
curl -s "https://api.depthfeed.com/v3/btc/markets/<market_id>/snapshots?include_orderbook=true&interval=1m" \
-H "Authorization: Bearer df_your_key"- Omit interval for raw stored resolution; downsampling selects a recorded observation and does not interpolate a missing book.
- Follow the response cursor for the next page instead of constructing offset pagination.
What the API gives you
REST for history, WebSocket for current books
Discover markets, then pull full-depth observations over REST. The live stream (wss://api.depthfeed.com/v3/stream) publishes normalized current-book frames. Shared book fields ease integration, while venue-specific identifiers, timestamps, and response envelopes remain explicit.
Built for automation and agents
The API is plain JSON with one Bearer key (or X-API-Key), so it needs no SDK and drops straight into any function-calling or MCP-style tool definition. The WebSocket protocol is three JSON ops (subscribe / unsubscribe / ping), with ?api_key= auth where headers can't be set. Errors use a stable code enum you can branch on (AUTH_INVALID, COIN_NOT_IN_PLAN, RATE_LIMIT_BURST, …).
Metered, paginated, and tunable
Keyset pagination, general REST admission, and separate historical-workload controls keep large pulls predictable. Choose the stored resolution or add ?interval= from 1s through 1d to select one recorded observation per bucket. The endpoint does not interpolate rows that were never captured.
Make one authenticated request
Create a free key, discover a venue-native market identifier and pull a bounded full-depth response before building the ingestion loop.
More on Polymarket & Kalshi data
Questions, answered.
No. It's plain JSON over HTTPS with a single Bearer key, so it works from any language with an HTTP client and drops into function-calling or MCP-style agent tools without a wrapper. The live WebSocket uses three simple JSON ops (subscribe / unsubscribe / ping), and ?api_key= auth covers clients that can't set headers.