> ## Documentation index > Fetch the complete documentation index at: https://docs.predictefy.com/llms.txt > Use it to discover every available page before exploring further. # Venue coverage > The 17 supported venues and exactly what each one supports — real vs reconstructed order books, and public trades tapes. Predictefy serves **17 venues**, including PredictStreet and Novig, through one normalized API. Use any venue id below as the `{exchange}` path segment, or `router` for the all-venues union on the list verbs. Not every venue exposes the same raw data, and we do not paper over the differences — the table below is mirrored from the capability flags the API itself returns (`capabilities` on markets, `synthetic` on order books). Market `volume24h` and `liquidity` are always present but nullable. For 24-hour volume, `null` no longer means only "the venue does not publish it": it means Predictefy has no accepted value for that market now. A derived mechanism may still be warming or may have stale, gapped, unavailable, or restated evidence. `0` is reserved for a real venue-published zero or a complete derived window that honestly computes to zero. ## 24-hour volume `GET /api/{exchange}/has` exposes the venue-level mechanism at `volume24h`. `venue` uses a venue-published 24-hour value. `derived_cumulative` differences typed cumulative snapshots without silently converting their units. `derived_tape` sums accepted canonical fills only after the whole trailing window passes its coverage gate. `false` means no honest mechanism is registered. | Venue id | `has.volume24h` | Unit | Cumulative input | | --- | --- | --- | --- | | `polymarket` | `venue` | `USD` | — | | `kalshi` | `venue` | `CONTRACTS` | — | | `smarkets` | `derived_cumulative` | `GBP` | `volume` | | `opinion` | `venue` | `USD` | — | | `hyperliquid` | `venue` | `USDC` | — | | `limitless` | `derived_cumulative` | `USDC` | `volumeFormatted ?? volume / 1e6` | | `polymarket_us` | `false` | — | — | | `sxbet` | `derived_tape` | `USD` | — | | `myriad` | `venue` | `USD` | — | | `gemini` | `venue` | `CONTRACTS` | — | | `rain` | `derived_cumulative` | `COLLATERAL` | `totalVolume` | | `predictfun` | `venue` | `USD` | — | | `pascal` | `venue` | `USD` | — | | `xo` | `false` | — | — | | `pred` | `derived_cumulative` | `USD` | `volume` | | `predictstreet` | `venue` | `USD` | — | | `novig` | `derived_cumulative` | `CASH` | `volume` | When present, market `volume24hSource` is `venue`, `derived_cumulative`, or `derived_tape` and describes only that metric; the separate market `provenance.source` still says which implementation served the object. A null market can carry `venue` when that row's venue field is unavailable, or a derived source while no value is accepted. The current public market DTO does not expose the internal warm-up/degradation status. Opinion child rows are also null because the parent volume is never copied or apportioned to children. Polymarket US and XO have `volume24hSource` absent because their registry mechanism is `false`. Event and canonical-category sums expose `volume24hSource: { sources: [...], partial: boolean }`. `sources` is the distinct set from non-null contributing markets; `partial` is true when any member volume is null. Cluster members carry the current market's value and source. A `/has` mechanism is capability truth, not proof that an individual market is warmed or currently available. In the current shipped runtime, SX Bet's rollup and fail-closed calculator exist but its result is not yet applied to the Core catalog, so its market values remain null. | Venue id | Order book | Real depth (`depth`) | Public trades tape | | --------------- | ---------------------------------- | :------------------: | :----------------: | | `polymarket` | Real CLOB | yes | yes | | `kalshi` | Real CLOB | yes | yes | | `smarkets` | Real CLOB (delayed quotes) | yes | yes — 5 fills | | `opinion` | Real CLOB | yes | no | | `hyperliquid` | Real CLOB | yes | yes | | `limitless` | Real CLOB (CLOB markets only) | per-market | yes | | `polymarket_us` | Real CLOB (~30s CDN cache) | yes | no | | `sxbet` | Real CLOB | yes — degraded | yes | | `myriad` | Emulated (AMM top-of-book) | no | yes | | `gemini` | Real CLOB (keyless sized depth) | yes | yes | | `rain` | Emulated (on-chain price, 1 level) | no | no | | `predictfun` | Real CTF/CLOB | yes | yes | | `pascal` | Real CLOB (Solana) | yes | yes | | `xo` | Real CLOB (own rollup) | yes | no — see below | | `pred` | Real CLOB (Base) | yes | no | | `predictstreet` | Real CLOB (ADI Chain) | yes | yes | | `novig` | Real CLOB (bids-only complement) | yes | no | :::note[Novig] Novig is a CFTC-regulated US sports prediction exchange (`api.novig.us`). Reads require OAuth 2.0 Client Credentials token minting (`NOVIG_CLIENT_ID`/`NOVIG_CLIENT_SECRET`). Catalog walks ~22 sports leagues, and order books expose a bids-only ladder with the offer side derived as the exact 1-p binary complement. There is no public market-wide trades tape. Server execution lane wiring is in progress (N2). ::: :::note[PredictStreet] PredictStreet serves a keyless paged catalog, per-market detail, native two-sided outcome books, and the venue's keyless public `/trades` tape. Missing venue prices remain `null`; catalog prices are venue last-trade values and no complement outcome is fabricated. Its server-built VAULT execution lane is armed for build and submit, with no hosted cancel. Predict Street Limited states it operates under Gibraltar licence 167, and FIFA names it the official prediction-market partner of the FIFA World Cup 2026. Venue and jurisdiction eligibility remain the operator's and integrator's compliance responsibility. ::: :::note[Pascal, XO, and PRED execution — three different states] These three used to share one "source-ready but off" sentence. They no longer share a state, so read them one at a time: - **Pascal — armed.** Server-built place and cancel permits are live in production (armed 2026-08-12; fleet-verified 2026-08-15). It also serves a **credential-free status refresh** — Pascal's account reads are keyless, so the background reconciler polls it too — and a public trades tape. - **XO Market — armed: build + submit + cancel (rebuilt and re-armed 2026-08-18).** The order builder now signs the venue's current 13-field contract against the on-chain-verified exchange; cancel and the client-credentialed status refresh are live. Nothing has been submitted to XO yet, so the first live submit is the confirmation checkpoint. Check `GET /v1/exec/venues` for the live row. - **PRED — production-darked (2026-08-13).** The venue confirmed it refuses platform-key submits for caller-owned Safe makers, so `PRED_EXCHANGE_ADDRESSES` was emptied. That allowlist registers the **whole** lane, so PRED is absent from `GET /v1/exec/venues` and every PRED execution route, **build included**, answers `404 VENUE_NOT_SUPPORTED`. Client-side signing helpers stay valid for callers with their own venue arrangement, and PRED never had a cancel lane at all. None of the three has a hosted account, funding, or venue-history lane, so those verbs answer an honest `NOT_SUPPORTED`. PRED restricts the US, UK, France, Ontario, Singapore, Poland, Thailand, and Taiwan and prohibits location masking. Venue-side access limits and the trading guide's owner/compliance gates still apply. ::: :::note[XO has no public trades tape — that is the venue, not a gap] XO's own trade endpoints are **caller-scoped**: they return the authenticated caller's own fills, not a market-wide tape. There is therefore no public XO tape in existence to normalize, so `fetchTrades` answers an honest `501 NOT_SUPPORTED` rather than synthesizing one from the book. This is a property of the venue's API, not a missing Predictefy integration, and it will not change by arming anything on our side. ::: :::caution[SX Bet order books degraded] SX Bet has a real CLOB, but hosted `fetchOrderBook` can currently return an empty book. That book issue does not change SX Bet's separate tape, OHLCV, WebSocket capture, or `fetchTrades` capabilities; their runtime availability remains independently capability-qualified. ::: ## Reading the flags - **`capabilities.depth`** (market-level): a real, executable-quality price-level order book exists for this venue. - **`synthetic`** (per order-book response): `true` means the returned book was _reconstructed_ — a single top-of-book level synthesized from a spot price, AMM pool, parimutuel odds, or P2P offer odds. `false` means a real CLOB depth snapshot. - An **empty real book** is a valid "no liquidity right now" state — check the levels, not just the flags. - **`capabilities.trade`** is `false` on every venue by design. It describes the legacy unified `trade` verb on the data API, which Predictefy does not expose. Live execution is served separately for supported venues; see [Trading & execution](/guides/trading/). ## Trades tape `fetchTrades` is a **recent public tape** read (a snapshot of recent trades), not a time-ranged history query. The eleven venues marked "yes" above expose a verified public tape; every other venue answers an honest `501 NOT_SUPPORTED` rather than synthesizing trades. `pascal`'s tape carries no time parameters at the venue, so `start`/`end` are applied after the fetch — an older window simply returns fewer rows, never invented ones. `smarkets` is the same shape with a harder ceiling: the venue accepts no tape parameters at all and returns **at most five fills per outcome**, so `limit` is applied locally and a window older than those five reachable fills returns fewer rows rather than a fabricated one. SX Bet's `fetchOrderBook` degradation is documented above. Tape/OHLCV, Trader Intelligence, and public account capabilities are independent of that book issue, while hosted execution and official history remain unsupported. Runtime availability is not inferred from capability alone. ## Freshness notes - Every response carries `asOf` (when the data was snapshotted) and `provenance.source`. - `polymarket_us` reads are served through a ~30-second public CDN cache: `asOf` is the fetch time, so treat its book data with a ≥30s freshness tolerance (the venue's own transaction time is preserved in the raw metadata). - `smarkets` public quotes are delayed by the venue. ## Sandbox A `kalshi-demo` sandbox venue (Kalshi's paper-trading environment) exists for integration testing. It serves **paper data, not real market data** — it is excluded from the public venue list, `router` results, and all cross-venue outputs.