Guides / Guide

Automated Spread Capture Bot: Data Requirements

A spread-capture (market-making-style) bot posts on both sides of the book and profits from the spread when both fill, managing inventory risk in between. Sizing quotes safely depends on current depth and recent trade flow — quote too wide and you never fill, too narrow and adverse selection eats the spread.

Where the data comes from

ProbSights' orderbook and trade history, and live search via the API, cover the depth and flow data this kind of strategy needs across Kalshi and Polymarket. Order placement and inventory management run through your own execution layer.

Related

Related guides

Data from Kalshi and Polymarket. Search live API docs Pricing