Kwery is a unified REST API that delivers normalized historical market data from prediction markets (Polymarket, Kalshi), centralized exchanges (Binance spot and futures), on-chain oracles (Chainlink), and decentralized perpetual exchanges (Hyperliquid). One API key, one consistent schema — no juggling multiple providers, authentication flows, or response formats.
The machine-readable contract is OpenAPI 3.1 (currently v1.6.x). Interactive docs: kwery-api.com/docs. This site’s guides track that spec.
Start Building
-
Quickstart — Make your first API call in under 2 minutes. Get an API key, hit an endpoint, and inspect the response.
-
Plans & Pricing — The free Basic plan includes 1M credits per month. Upgrade when you need higher throughput or volume.
-
API Reference — Parameters, examples, and links to OpenAPI for every route group.
-
Platform routes — Polymarket, Kalshi, and Hyperliquid path shortcuts (
/v1/polymarket/*, etc.).
Sources
| Source | Data Types | Assets |
|---|---|---|
| Binance Spot | Candles, 1s ticker (Pro+), directional flow (/v1/flow) | BTC, ETH, SOL, XRP |
| Binance Futures | Candles, funding rates, open interest, liquidations | BTC, ETH, SOL, XRP |
| Polymarket | Event markets, outcome prices, volume | Political, sports, crypto, macro events |
| Kalshi | Event contracts, order book, settlement history, market discovery | Economic indicators, weather, policy, crypto |
| Chainlink | OHLCV via GET /v1/candles?source=chainlink | BTC, ETH, SOL, XRP |
| Hyperliquid | Candles, funding rates, open interest, liquidations | BTC, ETH, SOL, XRP |
Use Cases
- Backtesting trading strategies — Pull clean OHLCV candles across multiple timeframes and venues to validate systematic strategies against historical data.
- Funding rate arbitrage — Compare perpetual funding rates across Binance Futures and Hyperliquid to identify and backtest basis trading opportunities.
- Liquidation cascade detection — Analyze historical liquidation events alongside price and open interest data to model cascade dynamics.
- Basis trading — Track spot vs. perpetual pricing across exchanges to study convergence patterns and historical carry returns.
- Oracle and MEV research — Examine Chainlink price feed update timing, round-level data, and on-chain oracle latency for MEV and DeFi research.
- Prediction market cross-platform analysis — Query Polymarket and Kalshi markets through a single
/v1/marketsendpoint, compare pricing across platforms, and analyze historical snapshots to study market efficiency and divergence.