17 posts tagged “market microstructure”.
ZenHodl: $3.12B headline notional vs $1.48B taker cash across 15,808,966 Kalshi sports prints we captured (May 15 - Sep 6, 2026).
Learn a four-step audit to find capture gaps in any market-data archive: derive coverage, dark time and cadence from the rows, not the README.
Recount the $9 Kalshi tryout's pinned release and explore recorded spreads, book changes and taker flow, with clear clock and coverage limits.
See how Kalshi's quoted spread changes with the liquidity behind the quote, across 553,843 order-book snapshots — and why depth beats spread.
Buy just the Kalshi order-book slice you study: ATP/WTA/ITF tennis, MLB, WNBA, or LoL/CS2 esports — $39 each, same live capture as the full tape.
Kalshi L2 depth (up to 20 levels/side) plus a deduplicated trade tape with taker side, from a venue that doesn't retain its book — sold as dated vintages...
L2 depth for the first 48-team World Cup final: 1.01M rows on Spain vs. Argentina, 20.8M across 47 matches — including which we lost. $39.
We time-aligned sampled Kalshi and Polymarket books on the same MLB games for 16 days. Polymarket led on all 16 and divergences half-closed in ~34...
Vendor-neutral 2026 buyer's guide to historical Polymarket and Kalshi order-book data: capture it yourself or buy — what each vendor has, what it costs.
A quoted bid-ask spread tells you almost nothing about how much size a prediction market can actually absorb. Using live-captured Level-2 depth from...
When the same game trades on Polymarket and Kalshi, which venue leads price discovery? Using a live-captured matched book of MLB games on both venues...
Polymarket's API gives you trades but not historical depth, and the book can't be rebuilt after the fact. Your real options for order-book history.
Fix Polymarket order_version_mismatch after the CLOB V2 cutover: install py-clob-client-v2, use the right wallet signature type and funder, and stop...
Learn the Polymarket API in practice: CLOB V2, Gamma, Data API, WebSocket streams, wallet signing, per-market fees, and common Python errors.
Learn how Kalshi's multivariate combo markets work like parlays, how to find them via the API, and how they differ from sportsbook parlays.
Learn how Polymarket CLOB V2 fees work: per-market taker fees, zero maker fees, rebates, the fee curve, Polygon gas, and breakeven edge.
We backtested 237 trade signals with and without execution constraints. 99% of theoretical profit vanished. Here's what actually kills your trades — and...