Polymarket, Kalshi, Binance, Chainlink, Hyperliquid — order books, OHLCV, funding, OI, liquidations

The data layer forprediction market intelligence

Multi-source coverage: full depth order books (full + diffs), OHLCV at 5m–24h and 1s ticker, funding rates, open interest, Binance liquidations, and on-chain reference prices — one normalized API.

Historical Snapshot
sub-second
GET /v1/snapshots/{identifier}/at
?time=2026-03-04T14:00:00Z

{
  "snapshots": [{
    "time": "2026-03-04T14:00:00Z",
    "mid_price": 0.487,
    "price_up": 0.486,
    "orderbook_up": {
      "bids": [{"price": 0.485, "size": 9012}],
      "asks": [{"price": 0.488, "size": 8731}]
    }
  }]
}
Book depth
Full + diffs
Intervals
5m–24h, 1s
Sources
Poly, Kalshi, Binance, HL, CL
Schema
Normalized
What we track

Six venues. One normalized schema.

Order books (full + diffs), OHLCV, funding, OI, liquidations, and on-chain reference — all query-ready from a single API.

Polymarket
Kalshi
Binance Spot & Futures
Binance Liquidations
Chainlink
Hyperliquid
Intervals5m15m1h4h24h1d1sfrom 1s ticker to 24h candles
Multi-source coverage

Unified ingestion across prediction, exchange, and oracle venues

  • Polymarket: Up/Down probabilities, full order book (full + diffs), OHLCV 5m–24h
  • Kalshi: Yes/no event markets, order book depth, open interest, taker buy ratio
  • Binance: Spot & perp OHLCV, 1s ticker, funding, OI, index price, taker buy ratio
  • Binance Liquidations: Force-order stream (side, qty, price, usd_value)
  • Chainlink: On-chain reference OHLCV (5m, 15m) on Polygon
  • Hyperliquid: Perp OHLCV, funding rate, open interest
Full order book depth

Reconstruct any market state with complete microstructure context

  • Full bid/ask depth (full + incremental diffs for Polymarket/Kalshi)
  • 1s best bid/ask ticker (Binance)
  • Snapshot-at-timestamp reconstruction
  • Unified order_book JSONB across venues

Cross-venue & cross-asset

  • Same assets (BTC, ETH, SOL, XRP) across prediction, spot, perps, and on-chain
  • Compare Polymarket vs Kalshi vs Binance vs Chainlink vs Hyperliquid
  • Probability vs price, funding divergence, and liquidation flow
  • On-chain reference (Chainlink) for settlement and cross-venue arbitrage

Unified API & schema

  • Single REST API, one normalized schema for all sources
  • OHLCV, order_book, funding_rate, open_interest in one shape
  • Query by symbol, interval (5m–24h, 1s), and source
  • Snapshot at any timestamp for replay and backtesting
How it works

From raw feeds to model-ready outputs

01
Ingest

Capture venue-native order books, trades, funding, OI, oracle updates, and force-order liquidations.

02
Normalize

Map all venues to a unified schema: OHLCV, order_book, funding_rate, open_interest, taker_buy_ratio.

03
Reconstruct

Rebuild complete market state at any timestamp with full or diff-based order book.

04
Serve

Expose REST APIs for production and research workflows.

Data products

Built for research, trading, and risk workflows

Layer
Historical Replay
Includes
Full bid/ask depth (full + incremental diffs), OHLCV at 5m–24h and 1s ticker (Binance), snapshot-at-timestamp reconstruction.
Best for
Backtesting, execution simulation, microstructure analysis
Layer
Cross-venue time series
Includes
OHLCV, order book, funding, OI, and taker flow for the same symbols (BTC, ETH, SOL, XRP) across prediction, spot, perps, and on-chain reference.
Best for
Sentiment vs price, arbitrage, correlation and backtesting
Layer
Event Stream
Includes
Binance force-order liquidations (side, qty, price, usd_value) for cascade and stress detection.
Best for
Risk monitoring, regime change detection, liquidation alerts
Layer
Unified API
Includes
Single REST API with one normalized schema: OHLCV, order_book, funding_rate, open_interest. Query by symbol, interval, and source.
Best for
Dashboards, alerts, research, and custom pipelines
Common use cases
Prediction & sentiment (probability vs spot/futures)
Execution & liquidity (order book depth, best bid/ask)
Derivatives & risk (funding, OI, liquidations)
Reference & arbitrage (Chainlink, cross-exchange)
Backtesting & research (OHLCV, taker flow)
Market discovery & unified API
Liquidation events

Binance force orders as a leading indicator for cascades

Per-trade liquidation events from the Binance Perpetual @forceOrder stream: side (BUY = short liquidated, SELL = long liquidated), qty, price, and usd_value. Enrich with funding divergence and order book context to detect cascade risk earlier.

GET /v1/binance/futures/BTC
{
  "symbol": "BTC",
  "source": "binance_futures",
  "interval": "1h",
  "candles": [{
    "time": "2026-03-04T14:00:00Z",
    "open": 67200.5,
    "close": 67350.0,
    "funding_rate": 0.0001,
    "taker_buy_ratio": 0.52
  }],
  "total": 720
}
Pricing

Plans for every stage

Start free, scale as you grow. Enterprise options for custom needs.

Free
Free
$0 · Forever
Market History Access
Candles, snapshots, oracle14 days
Funding, OI, trades7 days
Liquidations1 day
Intervals15m, 1h, 4h, 24h

Active markets only for discovery

  • 150K API credits/month
  • 15 req/min, 600 req/hr
  • 100 max rows per request
  • Sub-second snapshots
  • Full order book depth
  • Historical timestamp queries
  • Polymarket, Binance Spot & Futures, Chainlink, Hyperliquid, Kalshi (BTC, ETH, SOL, XRP)
  • REST API — markets, snapshots, Binance, Chainlink, Hyperliquid, Kalshi

Not included: 5m/1s intervals · Order book on snapshots · Deeper history · Priority support

Get started
Pro
Recommended
$29 per monthor $23/mo billed annually (~$72 saved)
Market History Access
Candles, snapshots, trades, oracle6 months
Funding, OI, liquidations6 months
Intervals5m, 15m, 1h, 4h, 1d, 24h
MarketsActive + resolved

Order book on snapshots, Binance 1s ticker, Kalshi order book

Everything in Free, plus:

  • 1.5M API credits/month
  • 50 req/min, 3K req/hr
  • 1,000 max rows per request
  • Deeper market history (6 months)
  • 5m & 1d candle intervals
  • Order book on snapshots, Binance 1s ticker, Kalshi order book
  • Priority support

Not included: Unlimited history · 1s intervals · 500ms snapshots · Business rate limits

Start Pro
Business
$79 per monthor $63/mo billed annually (~$192 saved)
Unlimited Access to Everything
All intervalsUnlimited

Everything in Pro, plus:

  • 10M API credits/month
  • 150 req/min, 9K req/hr
  • 2,500 max rows per request
  • Unlimited snapshot history (all intervals, no row caps)
  • 1s candle intervals, 500ms snapshots
  • Order book include_diffs, liquidations min_usd filter
  • Full backtest & production workloads

Not included: Unlimited credits · Dedicated SLA · Enterprise terms

Start Business
Enterprise

For organizations requiring scale.

  • Custom API endpoints & rate limits
  • Unlimited credits, 10K max rows/request
  • Dedicated server infrastructure
  • Tailored rate limits & credit agreements
  • White-glove onboarding
Contact Us
FAQs

Frequently asked questions

Is Kwery free?

Yes. Our Free plan is $0 forever and includes 150K API credits per month, full order book depth, historical timestamp queries, and access to Polymarket, Kalshi, Binance Spot & Futures, Chainlink, and Hyperliquid for BTC, ETH, SOL, and XRP. You get 14 days of candles/snapshots (7 days for funding/OI/trades, 1 day for liquidations) and intervals 15m, 1h, 4h, 24h. Pro ($29/mo) and Business ($79/mo) unlock 6 months or full history, higher rate limits, and more intervals.

What markets are covered?

We cover Polymarket (Up/Down binary markets for BTC, ETH, SOL, XRP), Kalshi (event markets for BTC, ETH, SOL), Binance spot and perpetual futures (BTC, ETH, SOL, XRP) plus the Binance force-order liquidation stream, Chainlink on-chain reference prices (BTC, ETH, SOL, XRP on Polygon), and Hyperliquid perpetuals (BTC, ETH, SOL, XRP). Each source has 5m, 15m, 1h, 4h, and 24h (and 1s ticker for Binance where applicable).

Where do you get your data from?

We ingest directly from each venue’s public APIs and data streams: Polymarket and Kalshi for prediction markets, Binance for spot, perpetuals, and the @forceOrder liquidation stream, Chainlink aggregators on Polygon for on-chain reference prices, and Hyperliquid for perp order books and funding. We normalize everything into a single schema (OHLCV, order book, funding, OI, etc.) and serve it via our REST API.

How often are snapshots taken?

We store data at multiple time intervals: 5m, 15m, 1h, 4h, and 24h (and 1d for Binance). For Binance we also capture a 1s ticker (best bid/ask, last price). Order book snapshots are captured at sub-second granularity so you can reconstruct market state at any timestamp. History depth depends on your plan—Basic has a limited lookback (e.g. last 50 candles for 5m/15m); Pro and Business offer much deeper or unlimited history.

Is the data historical or ongoing?

Both. We continuously ingest live data from each venue (order books, trades, funding, OI, liquidations, oracle updates) and store it. You can query historical snapshots for backtesting and replay (e.g. “order book at timestamp X”) and use the same API for ongoing data—the same normalized endpoints serve past and present data.

How do I access the data?

All plans include REST API access. Authenticate with your API key (X-API-Key header or api_key query param) and call our endpoints for markets, snapshots, candles, funding, liquidations, and more. Free: 15 req/min, 600 req/hr; Pro: 50 req/min, 3K req/hr; Business: 150 req/min, 9K req/hr. See the docs for full details.

Can I upgrade or change my plan later?

Yes. You can upgrade from Free to Pro or Business anytime from the dashboard. Pro is $29/mo (or $23/mo billed annually) and Business is $79/mo (or $63/mo billed annually). For Enterprise and custom needs, contact us and we’ll tailor a plan to your requirements.

Start building on complete prediction market data

Full depth order books (full + diffs), OHLCV at 5m–24h and 1s ticker, funding, OI, Binance liquidations, and on-chain reference prices — one normalized query-ready platform for prediction markets and derivatives.

Get in Touch

Contact Us

Have questions about our data, API, or enterprise solutions? We're here to help.