/v4/data/prediction/markets

100 credits per API call

List prediction markets across supported platforms. A market is a single binary or multi-outcome question (e.g. "Will candidate X win?"); it belongs to a parent event when one is defined upstream. Each row carries pricing-friendly roll-ups (volume, liquidity), the current outcome set, and on-chain references on platforms where they exist.

Supported platforms (filter via platform or omit for a cross-platform

feed):

• Polymarket — polymarket
• Kalshi — kalshi

Filtering, sorting and pagination

• The status, category, tag, search and minVolume filters are only honoured by

  Polymarket. To use any of them you must also pin
  platform=polymarket — calling them without that pin returns
  400.

• eventId accepts either a Polymarket numeric event id or a

  Kalshi event ticker. When omitted, results span all events on the targeted
  platform(s).

• endingBefore is an ISO-8601 timestamp; markets closing on or

  after that timestamp are excluded.

• sort accepts volume_desc, liquidity_desc, endingSoon, newest. When omitted on a cross-platform

  feed, results are interleaved between the two platforms.

• Pagination is cursor-based. The first call returns a pagination.cursor; pass it back verbatim as ?cursor=…

  on the next call. Cursors are opaque, fingerprint-bound, and expire when filters
  change — never construct or modify them by hand.

Other notes

• volumeUnit is usd on Polymarket (dollar-denominated

  notional) and contracts on Kalshi (contract count — not USD).

• liquidity is null on Kalshi — quoted liquidity is

  not exposed by the upstream markets feed; aggregate orderbook depth
  client-side if you need it.

• chain is populated for Polymarket markets (Polygon CTF) and null on Kalshi which has no on-chain footprint.
• status in the response is the verbatim upstream status string

  (richer than the ?status= filter enum) — values can include
  paused, archived, settled, etc.