Probability surface
Where is gold going? Ask every market at once.
The options market prices probabilities. So do the prediction markets. Nobody serves them together: strike-aligned probability curves for gold and silver from GLD/SLV options chains, Kalshi, and Polymarket, in one API response, with the gaps between them surfaced instead of smoothed away. It is an implied-probability data product for the metals market — not a trading venue or a sports prediction-market aggregator.
Per-venue curves
P(price ≥ strike) at each venue's native thresholds, aligned by a matching layer. Options legs use a versioned last-trade methodology with per-point trade age disclosed; Kalshi legs carry top-of-book depth.
Consensus, gated
A consensus row exists only when venues settle within the same tight window and share semantics. Measure and settlement-reference differences are disclosed in the row, never adjusted away.
The wedge
Options minus prediction markets at each shared threshold. Weekend options staleness disables the wedge honestly rather than printing a stale gap as signal.
Arbitrage signals
Cross-venue executable-edge detection across every live horizon. The honest normal is an empty array: our own published research found zero executable gold arb across a full trading day.
Built for honesty, not headlines
Every response is a reproducible snapshot: UTC throughout, compute time and serve time both stamped, staleness measurable from the payload. Reference spot is labeled as an oracle reading, not a tradeable book. A leg the engine cannot classify is excluded from consensus but still displayed. A dead options feed degrades to prediction-market legs, never to an outage.
Available on Pro ($50/mo, REST at 60-second cadence) and streamed over WebSocket on Realtime Pro. Full API reference with sample responses at /docs/surface.