Synpath – One API for prediction markets

Build on prediction markets without building against each one.
One open-source API across Kalshi, Polymarket, Polymarket US and Opinion: market data, order entry, live streams, and an execution engine that remembers what it sent. In-process from Python, over REST and WebSocket from anywhere.

🆕 New: Smart order routing across Kalshi and Polymarket.
One order, both order books combined, filled from the cheapest price after fees. See how it works →

⭐ If Synpath saves you time, star it on GitHub. It's how other traders find it.

Supported Exchanges

	Exchange	id	Market data	Order entry	Streams	Order books
	Kalshi	kalshi	✓	✓	WebSocket	one book per market, both sides read it
	Polymarket	polymarket	✓	✓	WebSocket	one book per outcome token
	Polymarket US	polymarket_us	✓	✓ retail and exchange APIs	WebSocket and gRPC	one book per market, both sides read it
	Opinion	opinion	✓	✓ not yet live-tested	WebSocket (API key)	one book per outcome token
	Hyperliquid	hyperliquid	✓ outcome markets (HIP-4)	✓ testnet-checked	WebSocket (no key)	one book per market, both sides read it
	predict.fun	predict_fun	✓ (API key)	✓ not yet live-tested	WebSocket (API key)	one book per market, both sides read it

Why Synpath

• Liquidity is fragmented. Your time shouldn't be. The same market trades on Kalshi, Polymarket, Polymarket US and Opinion, each with its own API, units and quirks. Synpath gives you one interface for all of them, and smart order routing buys from whichever book is cheapest. Spend your time on alpha, not plumbing.

• Traders deserve advanced order types. Stops, trailing stops, icebergs, OCO, brackets, TWAP and pegs, on every venue, even where the exchange has none. Orders are journaled before they're sent, so a crash never places one twice.

• A home after Dome and pmxt. Dome's API shut down in April 2026, and pmxt hasn't shipped since July 2026. Synpath is MIT-licensed, actively maintained, and follows ccxt conventions.

Installation

pip install synpath              # market data, order entry, streams, the engine and the server
pip install "synpath[grpc]"      # + Polymarket US exchange gRPC streams

Python 3.10 or newer. The hot paths (order books, reading the venues' book streams, order signing and the order router) run on a Rust core that ships prebuilt inside the wheel for Linux, macOS and Windows; nothing else to install.

Hosted API. Run synpath login, then synpath keys create. It serves tick-level Kalshi order book and trade history, and cross-venue market matching. Trading stays on your machine: Synpath never holds your keys or funds.

Quick Start

Markets and quotes

import synpath

kalshi = synpath.Kalshi()
market = kalshi.fetch_markets(limit=1)[0]

print(market.title)                                # Will Elon Musk visit Mars before Aug 1, 2099?
print(market.yes.quote.bid, market.yes.quote.ask)  # 0.1 0.12

Order books and search

book = kalshi.fetch_order_book(market.id, depth=5)
book.best_bid, book.best_ask                       # best first on both sides
kalshi.fetch_order_book(market.id, side="no")      # what NO costs

markets = kalshi.fetch_markets(query="trump", limit=10)
fee = kalshi.fetch_fee_schedule(markets[0].id)
fee.estimate(price=0.50, contracts=100)            # 1.75

Same code, every venue

for venue_id in synpath.exchanges:                 # ['kalshi', 'polymarket', 'polymarket_us', 'opinion', 'hyperliquid', 'predict_fun']
    with synpath.exchange(venue_id) as venue:
        page = venue.fetch_markets(limit=5)

client = synpath.Client()                          # or one client, routed by the id
client.fetch_market("polymarket:2252244")          # every id starts with its venue

Order entry

from decimal import Decimal
from synpath import KalshiTrading, OrderRequest, Side, load_credentials, require

async with KalshiTrading(require("kalshi", load_credentials())) as kalshi:
    order = await kalshi.create_order(OrderRequest(
        market_id=market.id, side=Side.BUY,          # buy takes YES, sell takes NO
        amount=Decimal("10"), price=Decimal("0.42"), # always the YES price
    ))

Live streams

from synpath import PolymarketMarketStream, BookEvent

async with PolymarketMarketStream() as stream:
    await stream.watch_order_book(["polymarket:2252244"])   # both sides of the market
    async for event in stream:
        if isinstance(event, BookEvent):
            print(event.market_id, event.side, event.best_bid, event.best_ask)

Smart order routing: one order across Kalshi and Polymarket

from synpath import Bucket, BucketMember, OrderType, PolymarketTrading
from synpath.engine import Engine, EngineConfig

creds = load_credentials()
async with KalshiTrading(require("kalshi", creds)) as kalshi, \
           PolymarketTrading(require("polymarket", creds)) as poly, \
           Engine({"kalshi": kalshi, "polymarket": poly}, EngineConfig(journal_path="trading.db")) as engine:
    # The same market on both venues; flip=True where a venue asks the question the other way round
    bucket = await engine.save_bucket(Bucket(book="alpha", name="Fed cut in December", members=[
        BucketMember(market_id="kalshi:KXFEDDECISION-26DEC-C25"),
        BucketMember(market_id="polymarket:2252244", flip=True),
    ]))
    # Both order books combined, each level net of fees, filled from the cheapest price outward
    await engine.submit(OrderRequest(
        market_id=bucket.market_id, side=Side.BUY, amount=Decimal("500"),
        type=OrderType.MARKET, price=Decimal("0.45"),   # the worst price you accept
        book="alpha",
    ))

REST server

python -m synpath.server                           # http://127.0.0.1:8000/docs
curl "localhost:8000/venues/kalshi/markets?limit=1"

Trading has its own app, with per-account keys and an append-only audit log:

python -m synpath.server bootstrap --control control.db     # the first key
python -m synpath.server schema --trading --out openapi.json
npx openapi-typescript openapi.json --default-non-nullable false -o src/synpath.d.ts

Documentation

See the API Reference for detailed documentation and more examples.

Development

git clone https://github.com/Synpath-ai/synpath
cd synpath
pip install -e ".[dev]"   # builds the Rust core too: needs a Rust toolchain (rustup.rs)

pytest              # offline, against recorded venue payloads
pytest -m live      # market data against the real venues
pytest -m demo      # order entry on a venue's demo environment
SYNPATH_PURE_PYTHON=1 pytest   # the same tests on the pure-Python fallback
cargo test -p synpath-core     # the Rust core on its own

The Rust core lives in crates/synpath-core (pure Rust) and bindings/python (its PyO3 wrapper, built as synpath._core). Every class it provides has a pure-Python twin with the same interface, and the library uses the twin when the extension is not built. Venue adapters are plain Python: adding a venue needs no Rust.

The demo tests place and cancel real orders on a demo exchange with the credentials in your environment, and leave the account flat. python -m synpath.trading doctor says which venues are configured without printing a secret.

Prior Art

ccxt set the conventions this library follows.

License

MIT