Open-Source Tooling · 12 Production Repositories · MIT Licensed
Open-source quantitative tooling,
powered by synchronized market data.
Autonomous cross-venue arbitrage engines, Avellaneda-Stoikov market makers, Model Context Protocol (MCP) AI integrations, and zero-dependency client SDKs. 100% open-source under MIT, built for quantitative researchers and algorithmic traders replaying multi-venue prediction market order books.
Zero-Lockin SDKs & Tooling
Engineered for speed, composability, and clean schemas.
Switch effortlessly between live WebSocket subscriptions, local Parquet tape replays, AI MCP servers, and discrete event backtesting. All data objects adhere to standard Apache Arrow tables with zero proprietary wrappers.
npm i @naxosdata/sdkpip install naxosdatanpx -y polymarket-mcp-server// 1. Install official TypeScript & JavaScript SDK:
// npm install @naxosdata/sdk
import { NaxosClient, Venue, StrategyType } from "@naxosdata/sdk";
// Initialize client with authenticated API key
const client = new NaxosClient({
apiKey: process.env.NAXOS_API_KEY || "nx_live_...",
});
// 1. Search active prediction markets across venues
const markets = await client.markets.list({
venue: Venue.POLYMARKET,
status: "ACTIVE",
onlyRecorded: true,
});
console.log(`Found ${markets.data.length} active recorded markets.`);
// 2. Fetch full historical L2 snapshot at millisecond timestamp
const snapshot = await client.orderbooks.snapshot({
venue: Venue.POLYMARKET,
marketId: "poly-fed-nov-2026",
timestampMs: 1730000000300,
});
console.log(`Spread: ${snapshot.spread_bps} bps | Best Bid: $${snapshot.best_bid} | Best Ask: $${snapshot.best_ask}`);
// 3. Query cross-venue matched arbitrage pairs
const pairs = await client.pairs.list({ minFungibility: 80, onlyRecorded: true });
for (const pair of pairs.data.slice(0, 3)) {
console.log(`[${pair.pair_id}] ${pair.venue_long} -> ${pair.venue_short} | Net ROI: +${pair.net_roi_pct}%`);
}
// 4. Solve Kalshi quadratic taker fee & breakeven counterpart price
const breakeven = client.tools.solveBreakeven({
primaryPrice: 0.635,
targetRoiPct: 1.5,
contracts: 1000,
});
console.log(`Max Counterpart NO Price: $${breakeven.maxCounterpartPrice}`);Open Source Ecosystem
12 Production modules. Zero proprietary lock-in.
Every tool in the NaxosData ecosystem is published under the permissive MIT license. Audit the wire deserializers, inspect the orderbook matching rules, or contribute custom exchange adapters.
nexosdata/naxos-sdk-ts
Zero-dependency TypeScript & JavaScript SDK for L2 feeds, SSE & backtesting
Official universal client library for Node.js, Bun, Deno, and modern browsers. Features end-to-end typed schemas for all 7 prediction market venues, real-time Server-Sent Events (SSE) orderbook streaming, closed-form quadratic fee solvers, and deterministic backtesting.
npm install @naxosdata/sdknexosdata/naxos-py
High-throughput AsyncIO SDK with zero-copy binary feeds
Typed asynchronous client library engineered for real-time WebSocket tick ingestion, binary Parquet partition streaming, and automatic reciprocal normalization across Polymarket, Kalshi, ForecastEx, Limitless, PredictIt, Drift BET, and Smarkets.
pip install naxosdatanexosdata/polymarket-kalshi-arbitrage-bot
Cross-venue arbitrage scanner & dual-leg execution simulator
Autonomous arbitrage engine scanning live Polymarket and Kalshi order books for mispricings. Models exact CFTC quadratic taker fees and features emergency scratch-unwind protection to prevent unhedged directional tail risk.
npx polymarket-kalshi-arbitrage-botnexosdata/polymarket-mcp-server
Official Model Context Protocol (MCP) server for Claude & Cursor
Zero-dependency stdio JSON-RPC 2.0 MCP server connecting AI models (Claude Desktop, Cursor) directly to live prediction market order books, cross-venue arbitrage scanners, whale trade alerts, and universal search.
npx -y @naxosdata/polymarket-mcp-servernexosdata/kalshi-mcp-server
Official Model Context Protocol (MCP) server for Kalshi prediction markets
Zero-dependency stdio JSON-RPC 2.0 MCP server connecting Claude Desktop and Cursor directly to Kalshi Level 2 order books (Fed rates, CPI, elections, weather) and CFTC fee solvers.
npx -y kalshi-mcp-servernexosdata/polymarket-whale-tracker
Real-time block trade monitor, whale wallet tracker & alerts
Institutional trade telemetry engine monitoring prediction markets for smart-money accumulations, large block executions, and whale wallet movements with instant Discord and Telegram notifications.
pip install polymarket-whale-trackernexosdata/polymarket-market-maker-bot
Avellaneda-Stoikov market maker bot with inventory skew & OBI
High-frequency market making bot engineered specifically for binary prediction market microstructure. Solves reservation prices using risk-aversion inventory penalty and order book imbalance (OBI) drift.
pip install polymarket-market-maker-botnexosdata/kalshi-market-maker-bot
Avellaneda-Stoikov market maker bot for Kalshi CFTC prediction markets
Automated liquidity engine engineered for Kalshi discrete cent ticks ($0.01 - $0.99). Models exact CFTC Rule 40.2 quadratic taker fees, state-dependent binary volatility, and dynamic inventory skewing.
git clone https://github.com/nexosdata/kalshi-market-maker-bot.gitnexosdata/kalshi-python-sdk
High-throughput async Python SDK, quantitative models & fee solvers
AsyncIO and Synchronous Python client for Kalshi markets with Pydantic v2 schemas, analytical digital option implied volatility inversion, hazard rate term structures, and NaxosData L2 order book streaming.
pip install kalshi-python-sdknexosdata/kalshi-polymarket-hedger
Cross-venue delta-neutral hedging & statistical risk manager
Continuous rebalancing daemon monitoring delta exposure on Kalshi and executing optimal offsetting hedges on Polymarket (and vice versa) with reciprocal outcome mapping and quadratic fee budgeting.
pip install kalshi-polymarket-hedgernexosdata/polymarket-historical-data-downloader
Level 2 prediction market tick archive downloader with DuckDB
Production CLI tool for downloading complete historical Level 2 tick archives into Hive-partitioned Parquet (ZSTD), CSV, or JSONL, with instant zero-copy analytical queries using embedded DuckDB.
git clone https://github.com/nexosdata/polymarket-historical-data-downloader.gitnexosdata/naxos-arb-backtester
Discrete event-driven multi-venue backtester & invariant checker
Deterministic simulation harness that replays chronological Level 2 order book snapshots against multi-venue fee tiers (Hobbyist to Institutional Pro), slippage curves, synthetic network wire latency, and rigorous position lifecycle invariant proofs.
git clone https://github.com/nexosdata/naxos-arb-backtester.gitDesign Philosophy
Built on mathematical invariants and open data standards.
Zero Vendor Lock-In
Stored in standard Apache Parquet with ZSTD compression. Query directly using DuckDB, Polars, ClickHouse, or Pandas without custom ingestion daemons.
Deterministic Replay
Order book events are sequenced with strict nanosecond timestamps. Replays are 100% deterministic and reproducible across multiple execution runs.
Position Lifecycle Proofs
Every trade is reconciled by the invariant equation: Positions Opened = Early Exits + Expirations + Scratch Unwinds + Open Remaining. Zero position leakage.
Modular Venue Adapters
Plug in new prediction market venues by implementing a single Abstract Venue Connector interface for order placement, cancel, and tick deserialization.
Join quantitative engineers building the open prediction market infrastructure.
Whether you are developing automated market-making algorithms, statistical arbitrage models, or new venue connectors, we welcome pull requests, issue reports, and research discussions.