// prediction markets
Wiring into the prediction markets.
Prediction markets stopped being a curiosity. Kalshi and Polymarket now clear billions in monthly volume between them, and the engineering question has moved with it: not "can I read the odds" but can I run something against these venues that doesn't lose track of its own positions.
We build that layer. Anchor 163 runs automated systems on these venues with company capital — market data ingestion, order execution against exchange APIs, and reconciliation of every position to the venue's own fill records. The infrastructure we'd build for you is the infrastructure we operate.
What we build
REST and websocket feeds normalized into storage you can actually backtest against: point-in-time correct, timestamped at receipt, no silent gaps.
authenticated order placement against the exchange API, position tracking, cancel/replace logic, and the state machine that survives a dropped connection mid-order.
the layer most builds skip. Every position reconciled to the venue's own fill and settlement records, so P&L ties to source instead of to a dashboard's arithmetic. This is where sign-convention and ticker-suffix bugs surface, and they surface expensively if nothing is looking.
alerting that wakes a human for the right reasons, exposure limits enforced in code, and a stop that works when the strategy doesn't.
backtest harnesses with point-in-time data and pre-registered thresholds, so a strategy that gets promoted earned it rather than being fit to its own history.
Buy the data, build the operating layer
Several products already sell normalized cross-venue market data through one endpoint — unified prediction-market APIs are a crowded, well-funded category. If you need clean data across Kalshi and Polymarket, buy one of those; don't pay anyone to rebuild it. Verify the usual things first: latency, historical depth, and whether their coverage includes the specific markets you care about.
What nobody sells you is what happens after the data arrives — execution against your rules, positions that stay correct through a disconnect, and reconciliation that catches the day your model and the exchange disagree about what you own. That layer is specific to your strategy and your risk tolerance, which is exactly why it's a build and not a subscription.
What we are not
Not a fund. Not a signal seller. Not financial or investment advisors — we don't tell you what to trade and we make no representation about the performance of any system, ours or yours. We publish no trading results and we don't sell strategies. Whether a venue is available to you, and under what regulatory posture, is a question for your counsel and compliance, not for us.
Engagements are scoped and confidential. Builds from $5,000; managed operation from $500/month. studio@anchor163.com
Common questions
We build the infrastructure a trading system runs on: authenticated execution against the exchange API, order and position state that survives disconnects, fills-true reconciliation, monitoring, and exposure limits. We do not supply strategies or make performance claims.
Buy it. Several funded products already sell normalized cross-venue data from Kalshi and Polymarket through a single endpoint. Verify latency, historical depth, and market coverage first. The custom work belongs in the execution and reconciliation layer above the data.
Scoped builds start at $5,000 and scale with the number of systems touched — data, execution, reconciliation, monitoring. Managed operation starts at $500/month.
studio@anchor163.com
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