01MARKET INTELLIGENCE// PM · KALSHI · HL

Markets move.
Implyra remembers.

Historical intelligence across Polymarket, Kalshi, and Hyperliquid, with realtime trade and fill streams where supported. Query market deltas, wallet behavior, trader cohorts, and cross-venue divergence without running the indexers.

FOUNDING ACCESS OPEN · DIRECT ENGINEERING SUPPORT

SIGNAL_FABRIC / LIVE● NOMINAL
signal fabric
ingesting
sources
Polymarketmarkets
Kalshievents
Hyperliquidperps + HIP-4
outputs
REST APIquery
SSE streamsstream
Webhooksalert
venues query surface collection
PMPOLYMARKET
KAKALSHI
HLHYPERLIQUID
/// ONE QUERY SURFACE
03VENUES
08DELTA WINDOWS
SSETRADE STREAMS
CHHISTORICAL ENGINE

The venue API gives you now.
Implyra gives you the change.

A market at 42¢ means less than a market that moved from 28¢ while smart-money participation doubled.

Implyra makes that second sentence queryable.

01CAPTUREVENUE EVENTS + STATE
02ENRICHHISTORY + IDENTITY + CONTEXT
03QUERYSIGNALS, NOT RAW EVENTS

Derived market data, assembled once and made composable.

01DELTAS

Market motion

Price, volume, liquidity, trade, and holder movement across eight queryable windows.

5m → 15m → 1h → 6h → 24h → 7d → 14d → 30d
02COHORTS

Wallet intelligence

Holders, whales, smart-money cohorts, funding traces, and behavioral similarity.

wallet → behavior → cohort → market
03DIVERGENCE

Cross-venue

Matched Polymarket and Kalshi contracts with comparable prices and changing spread.

POLY 0.63 :: KALSHI 0.57 :: Δ 0.06
04STREAMS

Live signals

Enriched trade and fill streams for tracked wallets, cohorts, alerts, and automations.

event → enrich → evaluate → emit

Ask for the signal you need.

One request can combine market state with historical movement and cohort behavior. Build from the answer instead of maintaining the pipeline behind it.

  • + Exact, named time windows
  • + Composable metrics and filters
  • + Historical and streaming surfaces
GET API ACCESS
developer preview

One access layer. Three venues.

api.implyra.com
GET

Market analytics

/markets/{market_slug}/analytics

Exact holder counts, realized PnL estimates, and classified trader cohorts for a Polymarket market.

request.curl
curl --request GET \
  --url 'https://api.implyra.com/markets/{market_slug}/analytics' \
  --header 'Authorization: Bearer $IMPLYRA_API_KEY'
transport
HTTPS
format
JSON
auth
Bearer key
response.jsonexample · representative fields
{
  "holders": {
    "yes_holders": 1842,
    "no_holders": 927,
    "total_holders": 2769
  },
  "pnl": {
    "yes_holders_total_pnl": 284131.42,
    "no_holders_total_pnl": -113905.18,
    "total_pnl": 170226.24
  },
  "trader_types": {
    "yes": {
      "insider_holders": 14,
      "smart_money_holders": 71,
      "whale_holders": 29
    },
    "no": {
      "insider_holders": 4,
      "smart_money_holders": 33,
      "whale_holders": 18
    }
  },
  "meta": {
    "marketId": "0x7e...9a2",
    "slug": "market-slug"
  }
}

Purpose-built ingestion. One intelligence layer.

VENUESTATUSSURFACES
PMPolymarketLIVEMarket discoveryHolder deltasWallet graphEnriched trades
KAKalshiINDEXEDMarkets & eventsOrderbooksOHLCVVenue matching
HLHyperliquidLIVEHIP-4 outcomesPerpetualsFill historyWallet analytics

NOTE // Realtime applies to supported trade and fill streams. Other datasets update on documented collection cadences.

[ BUILDERS ]

Ship the product, skip the indexer.

Terminals, agents, bots, and dashboards start from normalized intelligence instead of raw venue events.

[ TRADING TEAMS ]

See the move behind the price.

Track momentum, cohort flow, wallet behavior, and venue divergence in one query surface.

[ RESEARCH ]

Make market behavior reproducible.

Use historical snapshots and consistent windows for analysis that can be rerun and compared.

FOUNDING ACCESS // 2026

Your product should start at the signal—not the raw event.

Tell us what you’re building. We’ll help map the data surface you need.

GET FOUNDING ACCESS