ArbOS
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ArbOS — prediction-market research & execution

Prediction-market arbitrage, measured before it is traded.

ArbOS is a quantitative research and execution system for Kalshi and Polymarket US. It streams both venues, proves when two contracts settle on the same outcome, and prices the spread net of fees, depth and latency. It trades on paper.

Status
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Uptime
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Last check
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Specification

Venues
Kalshi and Polymarket USOrder books streamed continuously; both venues normalized to one contract model.
2
Method
Cross-venue and complete-set arbitrageA spread qualifies only when settlement terms are proven equivalent and every leg clears at executable depth, net of venue fees.
Execution
Paper tradingSimulated fills against live depth after modeled latency. Real-money transmission is off.
Live off
Risk
Gates before ordersStale-book rejection, per-basket limits, a kill switch, and session-scoped authorization that expires.
Evidence
Recorded, replayableEvery book event is recorded. Backtests replay recorded data only; no synthetic fills.
Operation
Single-tenant, always onOne instance, monitored, running around the clock.
24/7

Principles

  1. 01

    Settlement first

    Two prices make an arbitrage only if the contracts resolve on the same event under the same rules. Unknown terms block the trade.

  2. 02

    Executable, not indicative

    Opportunities are priced against fresh order-book depth, fees and latency. Last-trade prices and midpoints never count.

  3. 03

    Risk by default

    Nothing transmits unless every gate passes. Every authorization expires on its own. The default answer is no.