Synpath – One API for prediction markets

Build on prediction markets without building against each one.
One open-source API across 8 venues (Kalshi, Polymarket, Polymarket US, Opinion, Hyperliquid, predict.fun, Limitless and SX Bet): 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: free tick-level Kalshi order book history.
Every public Kalshi market, full depth, every change and every trade, straight from Kalshi's live feed. Sign up from your terminal and query it in one line of Python. Get it in 60 seconds ↓

⭐ Star Synpath on GitHub if the data saves you money. Stars are how we decide what to open up next.

Free Kalshi tick data in 60 seconds

1. Install

pip install synpath

2. Sign up: opens Google sign-in in your browser, then returns to the terminal. Free, no card.

synpath login

3. Create your API key: it's saved on your machine and Python picks it up automatically.

synpath keys create my-laptop

4. Query any moment

import synpath

t = 1792065600000   # 2026-10-15 12:00 UTC, in venue Unix milliseconds

# The full book exactly as it stood at that millisecond
snap = synpath.fetch_order_book_at("kalshi:KXQUANTUM-30", as_of_ms=t)
print(snap.book.bids[0].price, snap.book.asks[0].price, len(snap.book.bids), "bid levels")

# Every change over an hour: a starting book, then each update in venue-time order
changes = synpath.fetch_order_book_range("kalshi:KXQUANTUM-30", start_ms=t, end_ms=t + 3_600_000)

# Every trade: price, size and taker side
trades = synpath.fetch_trades_range("kalshi:KXQUANTUM-30", start_ms=t, end_ms=t + 3_600_000)

Request windows use Kalshi venue time (metadata.time_basis="venue"); observed_at_ms is the separate recorder receive time.

No silent gaps: if we weren't recording at a moment, you get the reason instead of an empty book. Up to an hour per request; plain HTTP works too (Authorization: Bearer <key>). More: synpath.dev/tick-data · API reference

⭐ Free data stays free as long as people use it. If this saves you a data bill, star the repo. It takes one click and it's how other traders find it.

Also 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 →

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	✓	✓	WebSocket (API key)	one book per outcome token
	Hyperliquid	hyperliquid	✓ outcome markets (HIP-4)	✓	WebSocket (no key)	one book per market, both sides read it
	predict.fun	predict_fun	✓ (API key)	✓	WebSocket (API key)	one book per market, both sides read it
	Limitless	limitless	✓	✓	WebSocket	one book per market, both sides read it
	SX Bet	sx_bet	✓ sports	✓	WebSocket	one book per market, both sides read it
	Betfair Exchange	betfair	✓ your own account and app key (delayed key: 1-180 s late, 3 levels)	—	Exchange Stream API (TLS socket)	one book per runner, back and lay read as YES
	Smarkets	smarkets	✓ no account (quotes delayed without a login)	—	polled from REST quotes	one book per contract, bids are YES bids

Betfair is a betting exchange, not a prediction market, read here the same way: each runner (selection) is a yes/no market, betfair:1.234567890-47972, and the Betfair market holding the runners is the event. Every Betfair call needs your own Betfair account and application key, and the API is refused from several countries (the US, Germany, France, the Netherlands, Singapore, India, Turkey, the UAE and others). Betfair's keys are for your own betting: showing its prices to anyone else needs a data licence from Betfair. See capabilities.

Smarkets, a UK betting exchange, is read the same way: each contract is a yes/no market, smarkets:164973231-456060183, and the Smarkets market holding the contracts is the event. Its market data needs no account (quotes are delayed without a login); betting needs Smarkets' approved API access, which this library does not use yet. Smarkets' API terms allow viewing prices and betting on your own account, and prohibit odds scraping. See capabilities.

Why Synpath

• Liquidity is fragmented. Your time shouldn't be. The same market trades on Kalshi, Polymarket, Polymarket US, Opinion, Hyperliquid, predict.fun, Limitless and SX Bet, 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 (step by step ↑). 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:                 # [..., 'sx_bet', 'betfair', 'smarkets'] (Betfair and predict.fun need keys)
    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
        quantity=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)

Cross-venue matching: the same market on other venues

synpath.match_market("kalshi:KXHIGHTATL-26SEP23-B80")   # .matched: the same question on another venue, or None
synpath.match_market("kalshi:KXMLB-26-LAD", venue="polymarket_us")   # on one venue in particular
synpath.match_event("kalshi:KXHIGHTATL-26SEP23")        # each venue's events on the same event

Matching covers Kalshi, Polymarket, Polymarket US, Opinion, Hyperliquid, predict.fun, Limitless and SX Bet. It is hosted at api.synpath.dev and needs a Synpath API key (synpath login, then synpath keys create). A match is a deterministic parse both listings land on, not a similarity score, and side_map says when one venue asks the question the other way round. Crypto up-or-down markets are never matched, since each venue sets its own price to beat. Browse matched events at synpath.dev; API: match a market, match an event.

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, quantity=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