Guides / Quant Modeling
Neither Kalshi nor Polymarket exposes a native iceberg-order flag, so detecting one is inferential: watch a price level's displayed size get filled and then reappear at the same level faster or more often than random order flow would explain, across consecutive orderbook snapshots. That pattern — not any single snapshot — is the signal.
ProbSights' orderbook history gives you the sequential depth snapshots (bid/ask levels and sizes, timestamped) needed to build that kind of refill analysis across Kalshi and Polymarket markets.
Data from Kalshi and Polymarket. Search live API docs Pricing