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For brokers, prop firms & data vendors

Predictive markets,
in your stack.

Earnex Predictive is a full venue on top of Kalshi. Take our normalized feed, drop event markets into MT5 alongside FX, and let our risk engine A/B-book flow between the house and Kalshi.

Get API accessMT5 bridgeTalk to sales →
01 · Data feed
Normalized price feed

Public REST + WebSocket feed publishing top-of-book across every Kalshi market, cleaned and normalized. Free tier is rate-limited; keyed premium tier ships full depth, historical bars and sub-second WS.

  • • REST /api/public/feed/markets
  • • WSS /api/public/feed/stream
  • • OpenAPI + typed SDKs (TS, Python)
02 · MT5 bridge
Predictive markets in MetaTrader 5

Windows-side bridge writes our normalized prices into MT5 as custom symbols (e.g. KALSHI.PRES2028.YES). Traders quote and trade event markets on the same terminal as FX. Optional order-side EA routes fills back to us.

  • • CustomSymbolCreate + PriceUpdate
  • • Per-symbol point size, tick value
  • • Optional order-side EA for round-trip
03 · Risk routing
A/B-book engine

Every fill scored in real time. Sharps get A-booked and covered on Kalshi; noise stays B-booked internally. Per-client, per-market, capped by house exposure. Just like FX prop, but for event markets.

  • • Auto win-rate + PnL scoring
  • • Per-market exposure caps
  • • Nightly recompute + admin overrides
One feed, every venue

A single normalized surface over Kalshi.

We ingest Kalshi's WebSocket, normalize prices to cents, and re-publish under a stable schema. Symbols never change. Feed downtime is on us, not Kalshi.

  • • Top-of-book on the free tier
  • • Full L2 depth on premium
  • • 1s, 1m, 1h historical bars
  • • Rate-limited by API key
GET /api/public/feed/markets200 · 12ms
{
  "ticker": "HOUSE-CTRL-2026",
  "event": "US-MIDTERMS-2026",
  "yes": { "bid": 48, "ask": 50, "last": 49 },
  "vol24h": 1020400,
  "oi": 4210800,
  "change24h": -1.2,
  "close_time": "2026-11-04T05:00:00Z",
  "venue": "kalshi",
  "ts": 1752620400
}
Smart routing

A-book the sharps. B-book the noise.

Every fill is scored in real time. Consistently profitable clients get passed through to Kalshi and hedged. Everyone else trades against the house book. Per-client, per-market — auto-adjusted nightly.

  • A-BOOK
    Cover on Kalshi
    High win-rate or above threshold — offset placed on the venue, book stays flat.
  • B-BOOK
    Warehouse internally
    Below-threshold flow, capped exposure — house is the counterparty.
  • HYBRID
    Partial cover
    Split fills (e.g. 60/40) when exposure approaches per-market cap.
RISK · LIVEEngine online
tr_8e2aFED-DEC-2026-CUTBUY YES 500 @ 56¢A-BOOK
tr_11cfBTC-EOY-150KSELL YES 200 @ 32¢B-BOOK
tr_04b1HOUSE-CTRL-2026BUY YES 1200 @ 50¢HYBRID 60/40
tr_9d20US-CPI-DEC-OVER-3SELL YES 800 @ 43¢B-BOOK
tr_2ac9ETH-EOY-6KBUY NO 300 @ 79¢A-BOOK
Net house exposure−$42,180 (safe)

Ready to plug in?

Tell us what you're building — broker, prop firm, terminal, quant fund — and we'll spin up sandbox credentials within a business day.

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