PredictionToolkit
What is DepthFeed?
The archive records bids, asks and resting size beyond the best price. Alongside recurring crypto contracts, sports REST routes connect contract books with game data, sportsbook odds and injuries. Price-bar coverage includes equities, ETFs, spot crypto and perpetuals.
All plans include Polymarket, Kalshi, Limitless and the sports REST surface. Actual series still begin at their first observation. Check /v3/whoami for your key’s limits and history window; an example response does not establish your access.
Who it is for
- Estimating historical fills and slippage.
- Aligning crypto or equity prices with prediction markets.
- Joining sports contracts, order books and game state.
Features and coverage
- Full ladders
Read recorded bid/ask levels and their resting quantities.
- Discovery
Find supported recurring crypto contracts and retain outcome-token IDs.
- Replay inputs
Request historical snapshots; tick-level book changes require Desk.
- Aligned bars
Retrieve 1-minute-base OHLCV for equities, ETFs, spot crypto and perpetuals.
- Sports REST
Use mappings, books, sportsbook odds, scores and injuries.
- Incremental metadata
Follow cursors and updated_since for changing market records.
- Access inspection
Read whoami for actual key limits and the available history window.
Workflows with DepthFeed
Model a fill
Choose contract and time, fetch both book sides and consume levels up to a proposed size. Compare with a midpoint-only estimate.
Compare sports markets
Require matched mapping status and read settlement definitions before joining books and game state on stable IDs.
Maintain an extract
Keep filters fixed through pagination, upsert stable IDs and retain explicit null corrections.
Pricing and total cost
Every plan includes all supported venues and sports REST. Higher plans increase history, throughput and streaming capacity rather than adding venue subscriptions.
Explorer
Free
- 7 days of history
- Full ladders with an API key
- 1 request/second
Quant
$29/month
- 30 days of history
- 25 requests/second
- 1 concurrent live sports book
Research
$99/month
- 90 days of history
- 50 requests/second
- 2 concurrent live sports books
Desk
$249/month
- Full available archive
- 100 requests/second
- Tick data
- 3 concurrent live sports books
Getting started
Before you start: Tick routes are Desk-only.
- Try the keyless demo with a small BTC sample.
- Create an account and API key.
- Inspect /v3/whoami.
- Discover a market and request a bounded historical interval.
- Follow opaque cursors until has_more is false.
- Handle historical-workload controls separately from general rate limits.
The anonymous demo returns only 8 levels per side; authenticated plans provide full ladders.
Useful links
What to check
- Tick routes are Desk-only.
- A plan’s history window cannot precede a series’ first recorded observation.
- A matching label or cross-venue key does not prove equivalent settlement.
- General requests-per-second and parallel archive-query limits are separate.
- The keyless demo is limited to 8 levels per side.
A closer look
Ratings & reviews
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The main score switches to user ratings after 5 published reviews.
A specific example helps the next person choose the right tool.
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- Access Web · API · MCP
Frequently asked questions about DepthFeed
Is Kalshi an extra add-on?
The documented plans have no separate Polymarket or Kalshi add-on.
Can Explorer return full books?
Yes, with a key. The 8-level limit applies to the anonymous demo.
Which plan includes every book change?
Tick routes require Desk.
How do I confirm access?
Read /v3/whoami for your key rather than inferring limits from an example.