PRIVATE BETA · CROSS-VENUE TERMINAL
The terminal for the future.
Unified order books, portfolio, cross-venue arbitrage, and alerts on every meaningful move — one workstation across every venue that matters.
→ Confirmed. You're in the queue — we'll write when your wave opens.
01 / The terminal
A live slice of the terminal
| Market | Venues | Last | 24h | 7d trend |
|---|---|---|---|---|
| Fed cuts at the July meetingARB | KALPLY | 43.1% | +1.2 | |
| June core CPI prints below 2.9% | KAL | 61.8% | -0.4 | |
| Red Sox to win vs YankeesLIVEARB | PLYPLUKAL | 78.3% | +2.1 | |
| Bank of England cuts in AugustARB | PLYKAL | 71.2% | +0.6 | |
| Starship reaches orbit this quarterARB | PLYPLU | 84.6% | -1.1 | |
| Atlantic hurricane makes US landfall in June | KAL | 12.7% | -0.2 | |
| TSMC beats Q2 revenue guidanceARB | KALPLY | 64.5% | +0.8 | |
| ETH closes June above $4,000 | PLY | 57.9% | -1.6 |
LIVE· PLY+KAL+PLU· 3,276 markets· click any market for details
02 / Thesis
One contract. One price.
Imagine if Apple cleared at one price on the NYSE, a different price on NASDAQ, and a third price in Chicago — with the volume on each tape moving as fast as the bid. The only way to get a real fill would be to keep three tabs open, three fee schedules in a spreadsheet, and a private ledger to net the spreads. With embarrassing precision, that is what trading a prediction market looks like today. The same contract — the same Fed cut, the same election, the same game — clears at different prices on different venues for hours at a time, because nothing connects them. Auspex consolidates the book. Best bid and best ask from every venue, depth aggregated by tick, routed to whichever venue owns the print. One book, one fee model, one tape — the trader names a price; the platform finds the venue.
03 / Capabilities
The instrument set.
UNIFIED BOOK
Depth from every venue on one ladder — one currency, one tick size, one fee model.
UNIFIED BOOK
Every venue's order book projected onto one ladder — normalized to a single quote currency, tick size, and fee model so price three actually compares to price four. Best bid and best offer at the top are colored by venue. Place an order and the platform splits the fill across whichever venues own the right side of the book, reassembling it as one position in your blotter.
ARB SCANNER
Cross-venue spreads computed net of taker fees and quoted as annualized return.
ARB SCANNER
A continuous sweep across every cross-venue pair, net of taker fees, withdrawal frictions, and settlement haircuts. Each opportunity is annualized against days-to-resolution so a 110-bp spread expiring tomorrow ranks above a 200-bp spread six months out. You set the basis-point floor and minimum APR; the scanner stays quiet below it and surfaces the rest with size-at-price and a prefilled two-leg ticket.
BP ALERTS
Move triggers from ten basis points, delivered sub-second by push, mail, or webhook.
BP ALERTS
Move triggers denominated in basis points, not in the vague language of push notifications. Arm a contract, category, venue, or your whole watchlist at a threshold; the engine fires the moment the consolidated mid crosses it. Detection runs server-side on a sub-minute cadence, deduped across venues. Channels: push, email, SMS, webhook.
TICK TAPE
Every print since listing, timestamped at ingest and replayable to the millisecond.
TICK TAPE
Every print on every contract since listing, stamped with the venue's clock and our receive clock so you can audit lag. Replay, scrub, and export any slice to Parquet. Hover any tick on any chart and the underlying print pops up — venue, size, price, exact UTC millisecond. The tape is the source of truth; everything else is a view onto it.
KELLY SIZER
Quarter-Kelly stake suggestions, bounded by bankroll and your drawdown rules.
KELLY SIZER
A stake calculator that respects bankroll discipline. Enter your subjective probability; it returns full, half, and quarter Kelly stakes against the current consolidated ask, with edge in basis points. Per-trade caps, daily loss limits, and category concentration limits all override the raw Kelly number when they bind. Negative-edge bets are rejected before they reach the ticket.
CALIBRATION
Rolling Brier scores by venue and category. Know whose 60% means 60%.
CALIBRATION
The only honest performance metric in this category. Auspex keeps a rolling Brier score for every venue, every category, and your own account — graded the moment a contract resolves. Decile-bucketed calibration curves show exactly where each venue over- or under-prices conviction. Useful for finding out, mid-quarter, whether your edge is real or whether you're just drifting your way to a P&L.
SYNTHETICS
Correlated contracts composed into one position, priced and margined as one.
SYNTHETICS
A position-builder for traders who think in claims, not contracts. Pick a thesis — “Fed cuts at any of the next three meetings” — and Auspex composes the legs into one synthetic, priced and margined as one. The basket inherits the consolidated book of its components and re-quotes the moment any leg moves. Save it as a template, share it, or publish it for others to subscribe to.
CLV LEDGER
Closing-line value recorded on every fill. The only honest scoreboard.
CLV LEDGER
Closing-line value, recorded on every fill, exposed as a column. The moment you take a price, Auspex pins the timestamp and tracks the consolidated mid to settlement; the line at close is your benchmark. Positive CLV — you beat the line — accumulates as the metric that actually correlates with long-run edge. Broken down by venue, category, and time-of-day in the ledger; included in your nightly export.
COLD EXPORT
Your tape, your fills — Parquet or CSV, dropped nightly to your own bucket.
COLD EXPORT
Your tape, fills, CLV ledger, and alerts log — written nightly to your own S3, R2, or GCS bucket in Parquet or CSV. Fixed cadence, retries, checksum manifest; no scraping, no UI automation, no ten-minute timeouts on a CSV endpoint. Schema versions are tagged so a year-old script keeps working a year from now. The feature you won't think about until the day your quant asks for “every Q3 trade with venue, fee, and CLV.”
04 / Arbitrage
The same future, two prices.
Identical contracts, different books, persistent gaps. Auspex prices every cross-venue spread net of fees — and fires only when it clears your floor.
05 / Who it's for
The workstation around the terminal.
PORTFOLIO
Every position across every venue, netted into one P&L. Equity curve, drawdown bands, CLV on every fill — plus manual entries for the sportsbooks that don't post their lines on a prediction market.
COMMUNITY
Public profiles where the leaderboard is calibration, not return. Follow traders with track records that grade themselves at resolution, and subscribe to the synthetics they publish.
MONITOR
Track global events live on Auspex. Real time advanced market conditions, stocks/crypto heatmaps, top news stories and an interactive map displaying current geopolitical events keep you always in the know.
WORKSPACE
⌘K resolves any view, market, or action — keyboard-first by default, mouse-optional. Saveable filter sets, density and font controls, dark and light themes, and a watchlist that travels with you across every surface.
# 1 · sizing — fractional kelly, binary contract
q = ask("KAL:FED-CUT-JUL") # 0.431
p = view.p # 0.490 · your number
f = (p - q) / (1 - q) # 0.104 · full kelly
bet = bank * min(f * 0.25, 0.02) # quarter-kelly, 2% cap
# 2 · arb — same contract, two books, net of fees
buy = ask("PLY:FED-CUT-JUL") # 0.418
sell = bid("KAL:FED-CUT-JUL") # 0.444
net = sell - buy - fee.taker(2) # 0.0117
fire if net > 0.0100 # floor · 100 bp
# apr ≈ net / buy · 365 / 38 ≈ 0.27
# 3 · calibration — rolling brier, 90 d, by venue
score = mean((p_close - outcome) ** 2)
# KAL 0.142 · PLY 0.151 · PLU 0.16606 / Access
Access opens in waves.
Drop your email. One note when your wave opens — no countdowns, no "spots remaining," no second email.
→ Confirmed. You're in the queue — we'll write when your wave opens.
Access rolls out oldest-first. Nothing else is ever sent.