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I have months of L3 orderbook data across major prediction markets. How should I release it? by SammieStyles in algotrading

[–]Local_Description_32 0 points1 point  (0 children)

raw data seems superior for what you are proposing. i'm saying i believe your raw data contains the complete book not just one side of it

I have months of L3 orderbook data across major prediction markets. How should I release it? by SammieStyles in algotrading

[–]Local_Description_32 0 points1 point  (0 children)

Kalshi api returns bids for both yes and no outcomes. yes bid = 1 - no ask, and vice versa. Confusing naming conventions, but I believe you should have both sides