Venue coverage

Predictefy serves 16 venues, including PredictStreet and Novig, through one normalized API. Use any served venue id below as the {exchange} path segment, or router for the all-served-venues union on the list verbs.

Dark venues

Dark venue. Smarkets is implemented but not served on this deployment: every /api/smarkets/… request returns 404 EXCHANGE_NOT_AVAILABLE, router fan-outs exclude it, and it is not counted among the served venues. It returns when a commercial API agreement is in place.

Dark venue. PredictIt is implemented as a data-only read path but is not served on this deployment: every /api/predictit/… request returns 404 EXCHANGE_NOT_AVAILABLE, router fan-outs exclude it, and it is not counted among the served venues. No production lane walks it. It returns when a commercial data licence is in place.

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, sourceMetadata.synthetic on order books). The /has buildOrder and submitOrder flags report implemented lanes, not deployment arming; use GET /v1/exec/venues for the armed hosted lanes.

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 (dark)	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. As verified live on 2026-09-02, SX Bet markets now carry volume24h with volume24hSource: derived_tape.

Venue id	Order book	Real depth (depth)	Public trades tape
polymarket	Real CLOB	yes	yes
kalshi	Real CLOB	yes	yes
smarkets (dark)	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	Dual (native CLOB / synthetic AMM)	per-market	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

For Myriad, Order Book markets return native CLOB depth; AMM markets return a synthetic top-of-book.

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. The hosted execution lane is armed for build, submit, and cancel.

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.

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.

XO and PRED have no hosted account lane, and none of the three has a funding lane, so those verbs answer an honest NOT_SUPPORTED. Pascal serves all four public account resources by Solana owner address (2026-09-19) and does have proven venue-history coverage. 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.

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.

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.

Venue size metrics

GET /v1/venues/metrics returns the latest stored reporting date for each available venue and metric pair — venue-level size and liquidity figures, distinct from the per-market volume24h above.

curl -s "$PREDICTEFY_API_URL/v1/venues/metrics?venue=polymarket" \
  -H "Authorization: Bearer pk_live_YOUR_KEY"

venue is optional; omit it for every tracked venue. Nothing is estimated. A missing venue or a missing metric means the configured source does not track it, and an untracked venue returns an empty object rather than a zero.

The route is gated by READS_ENABLE_VENUE_METRICS and answers 404 where it is not enabled. It costs one credit; see Credits & billing.

Reading the flags

• capabilities.depth (market-level): a real, executable-quality price-level order book exists for this venue.
• sourceMetadata.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.

Trades tape

fetchTrades is a recent public tape read (a snapshot of recent trades), not a time-ranged history query. The ten served venues marked “yes” above expose a verified public tape; the Smarkets row records an implemented dark capability, and every other served 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 (dark — not served) 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.

Price change windows & tape coverage

Market outcomes served from the hot catalog snapshot expose eight price-change windows alongside per-outcome tape coverage metadata:

• priceChange1m, priceChange5m, priceChange15m — computed from top-of-book order-book ticks (tob_ticks.last) with zero freshness tolerance.
• priceChange1h, priceChange6h, priceChange24h — computed from 1m stored candle history (1h fallback).
• priceChange7d, priceChange30d — computed from official venue candles where available (1h then 1d fallback, then 1m).

Every window key is always present on snapshot-enriched market outcomes (a numeric probability delta or null when reference history is insufficient; null never means zero).

Each outcome includes a coverage object (or null when uncomputed) detailing tape mechanism (ws-lossless, ws-top20, rest-adaptive, rest-top-of-book, synthetic-spot), tapeSince, effectiveIntervalMs, gaps24h, and lastGapAt.

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 (dark — not served) 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.