Cross-venue data

The same real-world question often trades on several venues at once. Predictefy’s matching engine (embedding similarity + LLM validation) groups equivalent markets into clusters, and computes indicative price discrepancies between cluster members.

Live, capability-qualified

Clusters, indicative discrepancy endpoints, and the gate-enforcing fetchArbitrage endpoint are live. A row earns the arbitrage label only when every live-depth, verified-fee, open-market, positive-edge, and resolution-equivalence gate passes. Every other row remains honestly labeled indicative price discrepancy with machine-readable reasons.

Clusters

curl -s "$PREDICTEFY_API_URL/v1/clusters?limit=20" \
  -H "Authorization: Bearer pk_live_YOUR_KEY"

• GET /v1/clusters — a page of cross-venue clusters.
• GET /v1/clusters/:id — one cluster with its per-venue member markets.

Cluster members carry a similarity score — the raw embedding similarity between the matched markets. It is deliberately not called “confidence”: it is not a calibrated probability that the markets are equivalent. Cluster ids are stable — they do not change when a member market delists.

Indicative price discrepancies

curl -s "$PREDICTEFY_API_URL/v1/discrepancies" \
  -H "Authorization: Bearer pk_live_YOUR_KEY"

Pass ?live=true to recompute each discrepancy from live order-book mids instead of the latest snapshot prices (the response’s meta.live tells you which you got).

Executable assessment

fetchArbitrage is router-only and assesses a bounded contract size against live asks:

curl -s "$PREDICTEFY_API_URL/api/router/fetchArbitrage?contracts=100&limit=5" \
  -H "Authorization: Bearer pk_live_YOUR_KEY"

Pass executableOnly=true to return only rows that passed every executable gate. The default is more diagnostic: it also returns rejected candidates with per-leg and pair-level reasons such as synthetic_book, insufficient_depth, unverified_fees, market_not_open, or an equivalence conflict. Re-check the live result immediately before acting because books, depth, and market status can change after the response.

Why “indicative” — and never anything stronger

A price gap between two venues is only tradeable if executable asks (not midpoints), order-book depth at those prices, per-venue fees and gas, market open-status, and resolution equivalence (the two markets truly settle on the same terms) all check out — live, at execution time. The discrepancy endpoints do not apply those gates.

They tell you where to look, not what to trade:

• Prices compared are mid-prices, and on some venues the book itself is reconstructed (synthetic: true) — indicative by construction.
• Two markets in a cluster may resolve on subtly different terms.
• Fees, gas, spread, and depth routinely exceed a small headline gap.

Treat the output as a research signal and do your own verification. Existing cross-match lookups cost 5 credits; price-gap queries and cross-venue comparisons cost 10 credits.