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Prediction Market Whale Trade Tracking — Kalshi & Polymarket

In a market with $40,000 of resting depth, a single $25,000 fill is not one trade among many — it is most of the book. Prediction markets are thin enough that outsized flow moves the implied probability directly, which is why the large fills are worth isolating from the tape rather than reading the whole tape. That is what ProbSights whale tracking does across both venues at once.

"Whale" is relative, not a fixed number

A $10,000 fill is unremarkable in a headline election market and dominant in a 5-minute crypto contract. A fixed dollar threshold therefore either floods you with noise on the deep markets or shows nothing on the thin ones. The tracker gives each tracked event its own whale_threshold_usd, and reports per-market avg_trade_size so you can set that threshold from what the market actually does rather than by guessing.

What a whale trade record carries

FieldMeaning
trade_size_usdNotional size — what makes it a whale
priceFill price, i.e. the implied probability paid
taker_sideWhich side lifted the book
outcomeThe outcome bought, on multi-outcome events
platformkalshi or polymarket
event_title / market_titleHuman-readable context
event_ticker / market_tickerVenue identifiers, for reconciliation
timestampWhen it filled

Reading it in context

Size alone is not a signal. Three things make a large fill interesting:

A whale is also not automatically informed. Large fills include hedges, market-making inventory, and rolls between expiring contracts, none of which express a view. Treat the feed as a place to look, not a conclusion.

Endpoints

EndpointReturns
/v1/whales/public/feedCross-venue feed plus 24h volume, trade count, and average size
/v1/whales/public/eventsEvents with whale activity, and 24h counts per event
/v1/whales/marketsMarkets ranked by 24h whale count
/v1/whales/market/{id}/tradesWhale fills for one market
/v1/whales/market/{id}/statsStats over 24h, 7d, or all
/v1/whales/user/eventsYour tracked events and their thresholds

Filter any feed with min_trade_size and platform, and page with limit/offset. Track an event by ticker or by pasting its Kalshi or Polymarket URL — the tracker resolves the venue itself.

Alerts instead of polling

Set notify_on_whale_trade on a tracked event and register a whale webhook; deliveries are signed with a per-webhook secret. That is both faster and far cheaper against rate limits than polling the feed on a timer.

Access

The public feed is previewable without an account, with a limited set of unlocked events. Per-event tracking with configurable thresholds and realtime alerts is on the Builder plan; Trader raises the tracked-event allowance and adds arbitrage webhooks.

Related

Related guides

Data from Kalshi and Polymarket. Search live API docs Pricing