Prediction Markets

CCXT supports prediction-market exchanges (Polymarket, Kalshi, Limitless, Myriad, and Hyperliquid prediction markets) through a dedicated prediction namespace. Prediction exchanges implement the same unified API as regular crypto exchanges, with prices quoted between 0 and 1 USDC per outcome share.

Per-exchange API references live in the Prediction Markets section, and runnable prediction examples walk through end-to-end trading on each venue.

const exchange = new ccxt.prediction.polymarket ()

Prediction exchanges are flagged with exchange.has['prediction']. Their data model has three levels:

• events — a question or grouping, like "Will X happen by July?"
• markets — each event contains one or more markets, returned by fetchMarkets() / loadMarkets() with market['type'] === 'prediction'
• outcomes — each market carries an outcomes list (for example YES and NO tokens); each outcome has its own outcome handle like TRUMP_OUT_PRESIDENT_2027:YES, an exchange-specific outcomeId, the parent market, and a label (e.g. YES/NO)

How the structures relate — PredictionEvent → market → PredictionOutcome, where the outcome is the tradeable unit that every price/trade method takes. Each market is a standard ccxt Market row that additionally carries prediction fields (marketType, executionModel, collateral, …) and its own outcomes list:

Prices are probabilities between 0 and 1 per share, amount is the number of shares, and cost is the collateral spent.

Unified methods

Prediction exchanges expose the same unified API as crypto exchanges. Discovery starts with events; every price and trade method then takes an outcome handle (or outcome id) through the outcome / outcomes parameter instead of a market symbol. Support varies per venue — always check exchange.has[methodName] and the per-exchange reference.

Discovery & markets

• fetchEvents (params?) — search events (scope by query/queries/tags/eventId/slug), caching their markets and outcomes
• fetchEvent (id, params?) — a single event by id, slug or ticker
• fetchMarkets (params?) / loadMarkets (reload?) — every market (each carries type: 'prediction' and an outcomes list)
• fetchTime (params?) — exchange server time

Market data — each takes an outcome handle

• fetchTicker (outcome, params?) / fetchTickers (outcomes?, params?) — last price, bid/ask and volume
• fetchOrderBook (outcome, limit?, params?) — bids and asks for an outcome
• fetchOHLCV (outcome, timeframe?, since?, limit?, params?) — price-history candles
• fetchTrades (outcome, since?, limit?, params?) — public trades
• fetchOpenInterest (outcome, params?) — open interest
• fetchTradingFee (outcome, params?) — taker / maker fees
• fetchTradeQuote (outcome, ...) — an executable quote on AMM venues

Trading — amount is the number of shares, price is a probability between 0 and 1

• createOrder (outcome, type, side, amount, price?, params?) — place an order
• createOrders (orders, params?) — batch create
• editOrder (id, outcome, ...) — amend a resting order
• cancelOrder (id, outcome?, params?), cancelOrders (ids, ...), cancelAllOrders (outcome?, params?)

Account & orders

• fetchBalance (params?) — collateral balances
• fetchOrder (id, outcome?, params?), fetchOrders, fetchOpenOrders, fetchClosedOrders, fetchCanceledOrders, fetchOrderTrades
• fetchMyTrades (outcome?, since?, limit?, params?) — your fills
• fetchPositions (outcomes?, params?) / fetchPosition (outcome, params?) — open positions
• fetchStatus (params?) — exchange operational status

WebSocket (Pro) — live streams, also keyed by the outcome handle

• watchTicker, watchTickers, watchOrderBook, watchTrades, watchOHLCV, watchOrders, watchMyTrades, watchPositions

The rest of this page documents fetchEvents, fetchEvent and createOrder; the remaining methods behave like their crypto counterparts in the Manual, only addressed by outcome.

fetchEvents

fetchEvents (params = {})

• params — a fetchEventsParams object; must be scoped by at least one of query (a search string), queries (a list of strings), tags, eventId or slug — an unscoped call throws ArgumentsRequired on every venue (some venues accept extra scope keys, e.g. Kalshi's category / series_ticker). Optional: limit, sort (volume/liquidity/newest), status (active/inactive/closed/all), searchIn (title/description/both). The scope is pushed to the venue's API server-side: tags resolve to Kalshi series, Polymarket tag_slug listings (one per tag), Limitless categories, and Myriad keyword searches. For an unscoped "most active markets" browse use fetchMarkets () — it returns a capped, volume-ordered listing where the venue supports it
• returns an array of event structures and caches the discovered events, markets and outcomes on the instance (exchange.events, exchange.outcomes)

A typical workflow:

const exchange = new ccxt.prediction.polymarket ()
const events = await exchange.fetchEvents ({ 'query': 'Trump' })
const outcome = events[0]['markets'][0]['outcomes'][0]
const ticker = await exchange.fetchTicker (outcome['outcome'])
const orderbook = await exchange.fetchOrderBook (outcome['outcome'])
const candles = await exchange.fetchOHLCV (outcome['outcome'], '1h')
// place a limit buy of 5 YES shares at 0.40 USDC; prices are 0..1 per share
const order = await exchange.createOrder (outcome['outcome'], 'limit', 'buy', 5, 0.40)

Outcome-addressed methods (fetchTicker, createOrder, …) auto-load the outcome cache on first use — like loadMarkets() + market(symbol) in regular ccxt — so you don't need to fetchEvents/loadMarkets first. The auto-load is scoped to the requested outcome: a by-id fetch where the venue has one (Kalshi tickers, Polymarket token ids), otherwise a search derived from the handle — never a bulk listing download. A genuinely unknown outcome throws BadSymbol. Call loadOutcomes() to warm the cache explicitly, or getEvent(idOrHandle) to read a cached event.

fetchEvent

fetchEvent (id, params = {})

• id — the identifier of a single event. Polymarket accepts the numeric event id or its slug, Kalshi the event ticker, Myriad the networkId:marketId market id, and Limitless the market slug or address
• returns a single event structure (same shape as the entries returned by fetchEvents)

const exchange = new ccxt.prediction.polymarket ()
const events = await exchange.fetchEvents ({ 'query': 'Trump' })
const event = await exchange.fetchEvent (events[0]['id'])

Supported by polymarket, kalshi, myriad and limitless (check exchange.has['fetchEvent']); Hyperliquid has no single-event endpoint.

createOrder

createOrder (outcome, type, side, amount, price = undefined, params = {})

• outcome — the outcome handle (e.g. TRUMP_WINS:YES) or its raw outcomeId, taken from a market's outcomes list; it replaces the market symbol used on crypto exchanges
• type — 'limit' or 'market' (venue support varies — check exchange.has['createMarketOrder'])
• side — 'buy' or 'sell'
• amount — the number of shares
• price — a probability between 0 and 1 USDC per share; required for limit, ignored for market
• returns a prediction order structure — addressed by outcome instead of symbol

const exchange = new ccxt.prediction.polymarket ()
const events = await exchange.fetchEvents ({ 'query': 'Trump' })
const outcome = events[0]['markets'][0]['outcomes'][0]['outcome']
// place a limit buy of 5 YES shares at 0.40 USDC; prices are 0..1 per share
const order = await exchange.createOrder (outcome, 'limit', 'buy', 5, 0.40)

Trading needs credentials — each venue's auth (wallet + private key, API keys, …) is documented in the per-exchange reference. Batch with createOrders, amend with editOrder, and cancel with cancelOrder / cancelAllOrders. See the runnable prediction examples for full buy → check → cancel flows.

Prediction structures

Prediction trading structures are standalone — they do not extend the crypto Ticker / Order / Position / Trade / OrderBook types, and they have no symbol. Identity is the outcome handle (MARKET:LABEL) plus its raw outcomeId. Throughout, price is a probability between 0 and 1, amount is a number of shares, and cost is the collateral spent; info always carries the raw venue payload.

Prediction event structure

{
    'info': { ... },                      // the raw exchange response
    'id': '903193',                       // raw exchange event id
    'event': 'US_ELECTION_2024',          // unified event handle (getEvent resolves this)
    'title': 'Will X happen by July?',    // human-readable title
    'description': '...',
    'slug': 'will-x-happen-by-july',      // url slug of the event
    'category': 'Politics',
    'tags': [ 'elections', ... ],
    'markets': [ ... ],                   // grouped ccxt market rows, each with an outcomes list
    'mutuallyExclusive': true,            // exactly one market in the event resolves YES
    'active': true,                       // whether the event is still tradable
    'resolved': false,                    // whether the event has been resolved
    'volume': 1250000,
    'liquidity': 84000,
    'created': 1770000000000,
    'createdDatetime': '2026-02-01T00:00:00Z',
    'end': 1781234567890,                 // resolution deadline timestamp in ms
    'endDatetime': '2026-07-01T00:00:00Z',
    'image': 'https://...',
    'url': 'https://...',
}

Prediction ticker structure

{
    'info': { ... },
    'outcome': 'TRUMP_WIN_2024:YES',      // outcome handle — identity (there is no symbol)
    'outcomeId': '123...',                // raw exchange / on-chain outcome id
    'label': 'Yes',                       // short outcome name
    'market': 'TRUMP_WIN_2024',           // parent market handle
    'event': 'US_ELECTION_2024',
    'timestamp': 1710000000000,
    'datetime': '2026-07-01T00:00:00Z',
    'last': 0.62,                         // last traded probability (0..1)
    'bid': 0.61,
    'bidVolume': 1200,                    // shares
    'ask': 0.63,
    'askVolume': 900,
    'high': 0.66,
    'low': 0.58,
    'open': 0.60,
    'close': 0.62,
    'change': 0.02,
    'percentage': 3.33,
    'average': 0.61,
    'baseVolume': 45000,                  // shares traded
    'quoteVolume': 27000,                 // collateral traded
    'openInterest': 15000,
}

Prediction order book structure

{
    'outcome': 'TRUMP_WIN_2024:YES',      // required — books are per-outcome
    'outcomeId': '123...',
    'market': 'TRUMP_WIN_2024',
    'bids': [ [ 0.61, 1200 ], ... ],      // [ price (0..1), amount in shares ], best first
    'asks': [ [ 0.63, 900 ], ... ],
    'timestamp': 1710000000000,
    'datetime': '2026-07-01T00:00:00Z',
    'nonce': 123456,
}

Prediction order structure

{
    'info': { ... },
    'id': '0xabc...',
    'clientOrderId': '...',
    'outcome': 'TRUMP_WIN_2024:YES',      // identity (there is no symbol)
    'outcomeId': '123...',
    'label': 'Yes',
    'market': 'TRUMP_WIN_2024',
    'event': 'US_ELECTION_2024',
    'timestamp': 1710000000000,
    'datetime': '2026-07-01T00:00:00Z',
    'lastTradeTimestamp': 1710000005000,
    'lastUpdateTimestamp': 1710000005000,
    'status': 'open',                     // 'open' | 'closed' | 'canceled'
    'type': 'limit',
    'timeInForce': 'GTC',
    'side': 'buy',
    'price': 0.40,                        // limit probability (0..1)
    'average': 0.40,                      // average fill probability
    'amount': 5,                          // shares ordered
    'filled': 0,
    'remaining': 5,
    'cost': 0,                            // collateral spent = average * filled
    'reduceOnly': false,
    'postOnly': false,
    'fee': { ... },
    'trades': [ ... ],                    // prediction trade structures
}

Prediction trade structure

{
    'info': { ... },
    'id': '...',
    'order': '0xabc...',                  // parent order id
    'outcome': 'TRUMP_WIN_2024:YES',
    'outcomeId': '123...',
    'label': 'Yes',
    'market': 'TRUMP_WIN_2024',
    'timestamp': 1710000005000,
    'datetime': '2026-07-01T00:00:00.000Z',
    'type': 'limit',
    'side': 'buy',
    'takerOrMaker': 'taker',
    'price': 0.40,                        // fill probability (0..1)
    'amount': 5,                          // shares
    'cost': 2.0,                          // collateral = price * amount
    'fee': { ... },
    'realizedPnl': 0,
}

Prediction position structure

{
    'info': { ... },
    'id': '...',
    'outcome': 'TRUMP_WIN_2024:YES',
    'outcomeId': '123...',
    'label': 'Yes',
    'market': 'TRUMP_WIN_2024',
    'event': 'US_ELECTION_2024',
    'timestamp': 1710000000000,
    'datetime': '2026-07-01T00:00:00Z',
    'side': 'long',
    'contracts': 10,                      // shares held
    'contractSize': 1,
    'notional': 6.2,                      // position value in collateral
    'entryPrice': 0.55,                   // average entry probability (0..1)
    'markPrice': 0.62,
    'lastPrice': 0.62,
    'unrealizedPnl': 0.7,
    'realizedPnl': 0,
    'percentage': 12.7,
    'collateral': 5.5,
    'resolved': false,                    // has the event resolved?
    'won': false,                         // did this outcome win?
    'settleFraction': undefined,          // 0..1 fractional settlement
    'payout': undefined,                  // claimable collateral after resolution
}

The discovery structures — the PredictionEvent's markets (ccxt market rows carrying marketType, executionModel, collateral, …) and each market's outcomes (outcome handle, outcomeId, label, price, bid, ask) — are described in the data model above.

The outcome cache

Prediction exchanges address an outcome (e.g. TRUMP_WINS:YES, or its raw outcomeId) the way regular ccxt addresses a symbol. You rarely manage the cache yourself: the first outcome-addressed call (fetchTicker, createOrder, …) resolves and caches just that outcome — the analogue of loadMarkets() + market(symbol) — and later calls hit the cache with no extra request. You never need to pre-load; an unknown outcome throws BadSymbol.

To warm the cache up front (before a burst of calls), loadOutcomes (outcomes?) resolves a list in batched requests, or the whole capped listing when called with no argument; getEvent (idOrHandle) reads back an event you already discovered with fetchEvents. Everything else about the cache is an implementation detail you can ignore.

fetchTickers needs an outcomes list. Kalshi, Polymarket, Limitless and Myriad have no "all tickers" endpoint, so a no-arg fetchTickers () throws ArgumentsRequired rather than silently returning a capped subset — pass the handles you want. Hyperliquid serves its whole universe in one request, so its no-arg call works.

CLI

Every language CLI can target a prediction exchange with the -p / --prediction flag. Regular ids win for ids present in both namespaces (e.g. hyperliquid); -p forces the prediction namespace, and prediction-only ids (polymarket, kalshi, limitless, myriad) resolve there automatically:

npm run cli.ts -- -p polymarket fetchEvents '{"query":"trump"}'
npm run cli.py -- --prediction kalshi fetchTicker KXBTC-25DEC31-B100000:YES --sandbox
npm run cli.go -- -p hyperliquid fetchBalance

Supported prediction exchanges

• hyperliquid — unified API methods, parameters and endpoints
• kalshi — unified API methods, parameters and endpoints
• limitless — unified API methods, parameters and endpoints
• myriad — unified API methods, parameters and endpoints
• polymarket — unified API methods, parameters and endpoints