sharp_runner_84

Been building automated systems to compare prices between Kalshi and Polymarket on the same events. The spread between venues on sports contracts is surprisingly wide - sometimes 5-8 cents on identical outcomes. Curious if others here are doing similar cross-venue work and what your stack looks like. Im running Python/FastAPI with direct websocket integrations to both platforms.

Ive been watching Kalshi and Polymarket orderbooks for months and the depth asymmetry is fascinating. On most sports events you see maybe 30-50k of depth on Kalshi vs 5-10k on Poly for the same contract. When one venue reprices the other follows within 2-3 seconds. The lack of cross-venue arbitrage dampening (unlike crypto exchanges) makes the absorption signal clean enough to trade on. Anyone else watching this space?