Infrastructure for prediction markets
Unified data aggregation and intelligent execution across fragmented liquidity venues
The Fragmentation Challenge
The 2024-2025 regulatory breakthrough opened US prediction markets to institutional players and traditional finance firms. This convergence validated the asset class but fragmented liquidity across many distinct CFTC-regulated venues.
Traders now face a critical infrastructure gap: accessing best execution requires monitoring multiple order books, managing disparate APIs, and routing orders across competing exchanges.
What We're Building
Unified Data Layer
Aggregated market data, order books, and trade feeds from all major prediction market venues through a single API. Real-time and historical data normalized for quantitative analysis.
Smart Order Routing
Intelligent order routing that scans multiple venues in real-time to find the best available prices and optimal execution quality. Automated order splitting to access deep liquidity pools.
Algorithmic Execution
Pre-built TWAP, VWAP, and custom execution algorithms designed for event contracts. Minimize market impact and optimize fills across fragmented liquidity.
Our Approach
We're building the infrastructure that quantitative traders need to operate across fragmented prediction market venues. Built by traders, for traders—the tools required for institutional-grade execution in a multi-venue market.
About Us
Our team brings extensive experience in trade execution and liquidity from market making firms, high-frequency trading operations, and hedge funds. We understand the technical and operational challenges of multi-venue execution because we've solved them in traditional markets.
Coming Soon
psyte is currently in development. For early access inquiries or partnership opportunities, reach out at hello@psyte.markets