Precision market analytics for Kalshi contracts

PM Microstructure translates raw market activity into a probability-native analytics stack: candlesticks, volume at probability, liquidity depth, and realtime state updates. It is built for observation and decision support, not execution.

Fixed frames: 1s, 5s, 1m, 5mStrict Kalshi venue boundaryRealtime SSE delivery

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Preview of PM Microstructure dashboard with probability candles and VAP

Realtime market state

Snapshot + incremental updates

Server-sent events continuously stream the latest candles, orderbook, liquidity, and regime context. If any feed stalls, the UI keeps state explicit and transparent.

Liquidity structure

YES / NO depth visibility

Orderbook depth and spread behavior are surfaced with clear side separation so users can assess pressure and imbalance without mixing venues or outcomes.

What you get

Microstructure-first analytics

Probability candlesticks with OHLC on bounded timeframes.
VAP profiles to show where volume actually transacted.
Liquidity overlays for spread and near-touch depth.
Regime labels with explicit timeframe disclosure.
Manual contract load for fast market onboarding.

PM Microstructure does not execute trades, route orders, or generate PnL projections.

How the product works

1. Ingest

Market metadata, trades, and orderbook snapshots are normalized into one internal shape.

2. Aggregate

The pipeline computes candles, liquidity metrics, and VAP windows per supported timeframe.

3. Stream

SSE emits fresh snapshots and updates so dashboards stay synchronized with market state.