MCP Server

Crosswire — Polymarket & Kalshi Arbitrage

com.crosswire-api/crosswire-polymarket-kalshi-arbitrage
Crypto & Web3 Finance & Investing Public & reachable MCP 2025-11-25

What this MCP does

Audits Polymarket and Kalshi event pairs for resolution, settlement, void-rule, scope, freshness, and liquidity mismatches before arbitrage trades.

check_resolution_risk
Pre-trade safety check for cross-venue event markets (crypto oracle-divergence pairs, metered; World Cup football, free). Flags resolution mismatches, void-rule divergence, scope differences (e.g. 90-minute vs extra-time; matched vs differing strike), settlement-source and -timing gaps, stale data, and thin liquidity between the two Polymarket and Kalshi legs BEFORE you execute both. Returns a machine-readable verdict — execution_verdict: safe / caution / block — inside a full Fungibility & Settlement Audit Object (FSAO) with structured findings, top-level divergence flags, venue rule overrides, fee-adjusted spread, and verdict reasons. Identify the pair by EITHER canonical_event_id (a live pair id from list_covered_events — the metered 'crypto:' inventory rolls daily, so fetch a current id there rather than reusing an old one; the free 'wc26:' World Cup pairs are stable) OR market_a + market_b (one Polymarket conditionId + one Kalshi ticker, order-insensitive). If the pair is not covered, returns a non-error coverage reply (covered: false) naming the covered inventories (free World Cup football + metered crypto pairs) and the coverage cutoff instead of an FSAO.
Read only
Input schema
{'type': 'object', 'properties': {'mode': {'type': 'string', 'default': 'advisory', 'description': "'advisory' (default) or 'strict'."}, 'api_key': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'default': None, 'description': "Crosswire API key (cw_â\x80¦). Optional. Free for the World Cup graph and the first calls/day on metered crypto pairs; beyond that, metered crypto calls draw down this key's prepaid USDC balance (top up via the x402 /v1/credits/topup endpoint)."}, 'market_a': {'anyOf': [{'type': 'object', 'required': ['venue', 'market_id'], 'properties': {'side': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'default': None, 'description': "'yes' | 'no' if applicable. Optional, informational."}, 'venue': {'enum': ['polymarket', 'kalshi'], 'type': 'string', 'description': "The venue: 'polymarket' or 'kalshi'."}, 'outcome': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'default': None, 'description': "Venue-native outcome label. Optional â\x80\x94 pair matching uses only (venue, market_id); when omitted the venue's binary book key ('Yes' on Polymarket, 'yes' on Kalshi) is assumed."}, 'market_id': {'type': 'string', 'description': "Venue-native market id: Polymarket conditionId (0xâ\x80¦ hex) or Kalshi market ticker (e.g. 'KXWCGAME-26JUN11MEXRSA-MEX')."}}, 'description': 'One outcome leg on one venue (mirrors the REST `AuditRequest` refs).'}, {'type': 'null'}], 'default': None, 'description': 'First leg of the pair to audit (either venue; order does not matter). Provide market_a AND market_b together, or use canonical_event_id instead.'}, 'market_b': {'anyOf': [{'type': 'object', 'required': ['venue', 'market_id'], 'properties': {'side': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'default': None, 'description': "'yes' | 'no' if applicable. Optional, informational."}, 'venue': {'enum': ['polymarket', 'kalshi'], 'type': 'string', 'description': "The venue: 'polymarket' or 'kalshi'."}, 'outcome': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'default': None, 'description': "Venue-native outcome label. Optional â\x80\x94 pair matching uses only (venue, market_id); when omitted the venue's binary book key ('Yes' on Polymarket, 'yes' on Kalshi) is assumed."}, 'market_id': {'type': 'string', 'description': "Venue-native market id: Polymarket conditionId (0xâ\x80¦ hex) or Kalshi market ticker (e.g. 'KXWCGAME-26JUN11MEXRSA-MEX')."}}, 'description': 'One outcome leg on one venue (mirrors the REST `AuditRequest` refs).'}, {'type': 'null'}], 'default': None, 'description': 'Second leg of the pair to audit (the other venue).'}, 'notional_usd': {'anyOf': [{'type': 'number'}, {'type': 'null'}], 'default': None, 'description': 'Intended position size in USD. Optional; sizes the thin-liquidity check against live top-of-book depth.'}, 'canonical_event_id': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'default': None, 'description': "A covered pair id â\x80\x94 the outcome-suffixed canonical id. Two namespaces: the metered crypto oracle-divergence inventory (shape 'crypto:btc-above:<date>:strike-<n>#above' â\x80\x94 $0.02 USDC per call after 3 free calls/day; the daily pair rolls, so fetch a current id from list_covered_events rather than reusing an old one) and the free World Cup football pairs (shape 'wc26:match:<TEAMS>:<date>:result#home|#draw|#away'; the suffix selects the outcome leg-pair). A bare event id without the suffix is ambiguous and only accepted when market_a + market_b are also given to select the leg. Always get live pair ids from list_covered_events."}}, 'additionalProperties': False}
Output schema
{'type': 'object', 'additionalProperties': True}
list_covered_events
Free discovery of everything check_resolution_risk can audit across both inventories — the free World Cup football pairs and the metered crypto oracle-divergence pairs (the 'crypto:' namespace is the paid surface: $0.02 USDC per call after 3 free calls/day). Returns the covered canonical events, their per-outcome pair ids (…#home / #draw / #away for football), the Polymarket conditionIds and Kalshi tickers with outcome labels for each pair, match dates, the frozen ruleset_sha pinning the identity graph, the coverage kickoff cutoff, and snapshot freshness. Use a returned pair_id (or a pair's two market ids) as input to check_resolution_risk.
Read only
Input schema
{'type': 'object', 'properties': {}, 'additionalProperties': False}
Output schema
{'type': 'object', 'additionalProperties': True}
Added
list_covered_events
Sept. 17, 2026, 12:34 p.m.
Added
check_resolution_risk
Sept. 17, 2026, 12:34 p.m.