Guides / Backtesting
A flash crash in a prediction market shows up as a sharp price move on thin depth, followed by a partial or full recovery once liquidity returns — distinct from a genuine information-driven repricing, which tends to hold. Telling the two apart means looking at depth and spread around the move, not just the price series in isolation.
ProbSights' orderbook and trade history covers both sides of that — depth/spread snapshots and the executed trade tape — across Kalshi and Polymarket, so a dislocation can be studied with the liquidity context that caused it.
Data from Kalshi and Polymarket. Search live API docs Pricing