Cross-venue spread between Kalshi and Polymarket for the same resolving question. The two venues sometimes price the same outcome 2-25pp apart because their participant pools differ — when the bet shapes are equivalent that delta is a real signal, when they aren't the tool says so. TWO MODES: (1)...
AI agents call polymarket_kalshi_spread to retrieve information from Asub Ax without modifying anything — typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.
| Parameter | Type | Required | Description |
|---|---|---|---|
topic | string | — | Pre-mapped: fed | btc | cpi | gdp | sp500 | recession | next_pope | next_uk_pm | next_israel_pm | 2028_president |
kalshi_event_ticker | string | — | Explicit Kalshi event ticker, e.g. "KXFED-26OCT". Overrides the topic-mapped Kalshi side. |
polymarket_event_slug | string | — | Explicit Polymarket event slug, e.g. "fed-decision-in-june-825". Overrides the topic-mapped Polymarket side. |
Parameters from the server's own tool schema.
The tool queries betting market data from Kalshi and Polymarket to surface price discrepancies. It accepts inputs (topic shortcuts or event identifiers) and returns comparative pricing information. There are no side effects, no data modifications, no code execution, and no financial transactions initiated by the tool itself — it is read-only analysis of public market data.
From the tool's definition Tool retrieves and compares pricing data across two betting venues ('cross-venue spread', 'auto-fetch', 'RESPONSE: each venue'). No modification, deletion, or execution of external operations — purely data retrieval and analysis of existing market prices.
Documented attack patterns abuse exactly the kind of access polymarket_kalshi_spread gives an agent:
PolicyLayer is an MCP gateway — it sits between your AI agents and Asub Ax, and nothing reaches the server without passing your rules. This is the rule we recommend for polymarket_kalshi_spread:
{
"version": "1",
"default": "deny",
"tools": {
"polymarket_kalshi_spread": {}
}
}polymarket_kalshi_spread is read-only, so it stays allowed — but everything else on the server is denied unless you say otherwise.
Free to start. No card required.
Cross-venue spread between Kalshi and Polymarket for the same resolving question. The two venues sometimes price the same outcome 2-25pp apart because their participant pools differ — when the bet shapes are equivalent that delta is a real signal, when they aren't the tool says so. TWO MODES: (1) topic — 10 pre-mapped macro shortcuts ("fed", "btc", "cpi", "gdp", "sp500", "recession", "next_pope", "next_uk_pm", "next_israel_pm", "2028_president") auto-fetch the matching event on each venue. (2) explicit kalshi_event_ticker + polymarket_event_slug for custom pairings. RESPONSE: each venue's leg-by-leg prices (raw probability 0-1) plus matched spread[].top_spreads_pp (Kalshi − Polymarket) where the same outcome shows up on both sides. SAFETY FIELDS: compatibility_warning fires in two cases — (a) matched_pairs:0 with skipped_cross_type>0 means the venues frame the topic with non-equivalent bet shapes (e.g. Kalshi range_bucket point-in-time vs Polymarket cumulative_threshold touch-anywhere — no arb exists), (b) matched_pairs:0 with skipped_cross_type:0 and both venues >5 legs means the token-overlap matcher found nothing in common — events likely semantically unrelated despite the topic keyword. temporal_alignment{polymarket_month,kalshi_month,aligned} tells you whether the two events resolve in the same calendar period; aligned:false means spreads are mathematically meaningless across the temporal gap. skipped_cross_type / skipped_cross_subtype counters expose how many leg-pair comparisons were dropped (cross-type = metric_type mismatch like MoM vs YoY; cross-subtype = inequality mismatch like cum_ge vs cum_le). Real cross-venue spreads are rarer than the macro-shortcut list suggests — most pre-mapped topics return compatibility_warning today; pre-mapped ≠ tradeable. It is categorised as a Read tool in the Asub Ax MCP Server, which means it retrieves data without modifying state.
polymarket_kalshi_spread accepts 3 parameters: topic, kalshi_event_ticker, polymarket_event_slug. The full parameter table on this page comes from the server's own tool schema.
Register the Asub Ax MCP server in PolicyLayer and add a rule for polymarket_kalshi_spread: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches Asub Ax. Nothing to install.
polymarket_kalshi_spread is a Read tool with low risk. Read-only tools are generally safe to allow by default.
Yes. Add a rate_limit block to the polymarket_kalshi_spread rule in your PolicyLayer policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.
Set action: deny in the PolicyLayer policy for polymarket_kalshi_spread. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.
polymarket_kalshi_spread is provided by the Asub Ax MCP server (https://gateway.pipeworx.io/asub-ax/mcp). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.
Start from Asub Ax, add the rest of your stack, and see everything your agents can call. Then put policy on all of it.
Free to start. No card required.
23 Asub Ax tools catalogued and risk-classified — across an index of 43,000+ MCP servers.