Alternative · Analytics aggregator
Marketlens vs
SimpleFunctions.
Marketlens delivers tick-level Polymarket orderbook history and a Python backtesting harness for quant research. SimpleFunctions builds the agent layer above raw data: a causal-tree thesis system that decomposes any claim into testable sub-hypotheses, an autonomous trading autopilot with a 7-gate risk cascade, computed indicators across 48K+ active contracts spanning both Kalshi and Polymarket, and a 56-tool MCP server. The two products target different buyers — Marketlens serves Python quants who need deep Polymarket-native backtest infrastructure; SimpleFunctions serves agent builders and researchers who need cross-venue intelligence, thesis automation, and calibrated world-model outputs.
Verified 2026-04 · public sources only · live SimpleFunctions data from /calibration
Category
Analytics aggregator
Differences
10
Use cases
4
Verified
2026-04
Verdict
Pick the one that fits how
you actually work.
Choose SimpleFunctions if
Choose SimpleFunctions when you need an agent-first stack rather than a backtest harness — calibrated cross-venue probabilities with Brier scores published at /api/calibration, causal-tree thesis modelling with automated evaluation cycles, regime classification and pre-computed indicators (implied yield, cliff risk, liquidity availability score) across the full 48K-contract universe, an autonomous trading agent with a 1M-context LLM and 7-gate risk cascade, and a 56-tool MCP server that works with Claude Code, Cursor, or any MCP client.
Choose Marketlens if
Marketlens is purpose-built for Python quants who need deep Polymarket tick history and a native backtesting environment. If your workflow centers on replaying historical orderbook sequences, stress-testing quant strategies against tick-level records, and integrating through a Polymarket-native Python SDK, Marketlens has invested specifically in that surface and pricing model.
Marketlens is Polymarket tick history and backtesting for Python quants. SimpleFunctions is a cross-venue agent layer: thesis system, autopilot, indicators, MCP.
At a glance
Three things that
actually differ.
Everything Marketlens gives you — Polymarket orderbook depth and historical tick data — SimpleFunctions also gives you, plus the same coverage extended to Kalshi on a single normalised price feed across 48K+ active contracts.
On top of that, SF ships a causal-tree thesis system, an autonomous trading agent (Portfolio Autopilot, 1M-context LLM, 7-gate risk cascade), computed indicators across 48K+ contracts, and 56 MCP tools no current PM data product exposes.
SF publishes live Brier scores at /api/calibration — Kalshi 0.20, Polymarket 0.12 on T-24h price, past 90 days — so you can audit its accuracy directly; Marketlens does not publish calibration data.
Side by side
10 dimensions · verified 2026-04SimpleFunctionsKalshi + Polymarket normalised, 48K+ active contracts indexed at /api/public/markets.
MarketlensPolymarket only; no Kalshi coverage based on public documentation.
SimpleFunctionsGET /api/public/market/{ticker}?depth=true returns the bid/ask ladder, spread, and slippage estimate.
MarketlensTick-level Polymarket orderbook history replayed via the Python SDK — the product's primary strength.
SimpleFunctionsCross-venue price history via REST; daily CC-BY-4.0 exports on HuggingFace and Kaggle.
MarketlensTick-level Polymarket orderbook history for backtesting — purpose-built for quant replay workflows.
SimpleFunctionsImplied yield, cliff risk index, liquidity availability score, event overround, and τ-days pre-computed across 48K+ contracts at /screen.
MarketlensRaw price and orderbook data; derived indicators are computed by the user inside their own backtest scripts.
SimpleFunctionsLive Brier scores at /api/calibration — broken down by venue, category, and price bucket, past 90 days.
MarketlensNot published.
SimpleFunctionsPOST /api/thesis/create decomposes any sentence into a causal tree, scans Kalshi + Polymarket for tradeable edges, and runs an auto-evaluation heartbeat (news scan → price refresh → LLM eval → confidence update).
MarketlensNot in scope.
SimpleFunctionsPortfolio Autopilot — 1M-context LLM, 13 data sources, 7-gate risk cascade before any execution.
MarketlensNot in scope.
SimpleFunctions56 tools via claude mcp add simplefunctions --url https://simplefunctions.dev/api/mcp/mcp — works with Claude Code, Cursor, any MCP client.
MarketlensNo MCP server published.
SimpleFunctionsLanguage-agnostic REST API (reads require no auth), 60+ command CLI, and MCP server.
MarketlensPython SDK only; no public REST/HTTP endpoint documented independently of the SDK.
SimpleFunctionsPublic REST + MCP + CLI reads require no authentication. Authenticated thesis/intent execution is free up to 15M tokens, then pay-per-token.
MarketlensFree tier at 60 req/min; Pro $39/mo at 720 req/min; Enterprise $199/mo at 1,800 req/min.
Methodology
Verified 2026-04 from public sources only — Marketlens's documentation, public website, and publicly observable behaviour. We never claim non-public information about Marketlens's internals. SimpleFunctions claims on this page are computed live from /api/calibration, /api/public/cross-venue/pairs, and /api/public/markets — you can re-verify them yourself with curl.
Use cases
Same data, different
best fit per scenario.
Scenario 01
Building an AI agent that needs to reason about prediction market probabilities across Kalshi and Polymarket.
SimpleFunctions · best fit
SimpleFunctions exposes a 56-tool MCP server, a /api/agent/world snapshot (~800 tokens) covering both venues, and /api/public/cross-venue/pairs for arbitrage. The agent can call thesis creation, indicator lookup, and orderbook depth in a single session without managing two separate API clients.
Marketlens
Marketlens covers Polymarket only, has no MCP server, and does not expose an agent-readable world model. It is not designed for this workflow.
Scenario 02
Replaying tick-level Polymarket orderbook data to backtest a Python quant strategy against historical sequences.
SimpleFunctions
SimpleFunctions provides normalised historical prices and orderbook depth via REST, but does not offer a dedicated tick-replay harness or a Polymarket-native Python backtest SDK.
Marketlens · best fit
This is Marketlens's core product. Its Python SDK is built specifically for tick-level Polymarket orderbook replay and strategy backtesting, with tiered rate limits designed around quant research workloads. It is the better fit for this workflow.
Scenario 03
Decomposing a macro thesis — for example, 'Fed holds rates above 4% through year-end' — into tradeable sub-claims across active contracts.
SimpleFunctions · best fit
POST /api/thesis/create on SimpleFunctions breaks the sentence into a causal tree, maps nodes to Kalshi and Polymarket contracts, propagates implied probabilities, and runs an evaluation heartbeat automatically. Signals can be injected at any time via /api/thesis/{id}/signal.
Marketlens
Marketlens does not offer thesis decomposition or automated claim-to-contract mapping. This use case is outside its scope.
Scenario 04
Monitoring live prediction market calibration to decide how much weight to place on a data source's probabilities inside an agent pipeline.
SimpleFunctions · best fit
SF publishes its own Brier scores at /api/calibration — by venue, category, and price bucket — computed from the past 90 days. This lets an agent or researcher programmatically query SF's accuracy before relying on its probability outputs.
Marketlens
Marketlens does not publish calibration data. Accuracy claims, if any, are not programmatically verifiable from public sources.
Live data
The SimpleFunctions claims on this page are not marketing copy. Brier scores, market counts, and cross-venue pair counts are computed live from /calibration, /screen, and /api/public/cross-venue/pairs. All public, all free, all CC-BY-4.0.
FAQ
Does SimpleFunctions include the same Polymarket tick-level history that Marketlens provides?+
SimpleFunctions exposes Polymarket orderbook depth at /api/public/market/{ticker}?depth=true and normalised historical prices across both Kalshi and Polymarket, with daily exports on HuggingFace and Kaggle. Marketlens specialises in tick-level orderbook replay via its Python SDK — if your workflow requires replaying individual tick sequences through a Polymarket-native backtest harness, Marketlens has invested specifically in that surface. SimpleFunctions focuses on cross-venue normalisation, computed indicators, and agent-readable outputs rather than tick-replay infrastructure.
What is the SimpleFunctions causal thesis system and how does it work?+
POST /api/thesis/create takes a plain-language claim and decomposes it into a causal tree of testable sub-claims. The system scans Kalshi and Polymarket for contracts that price each node, propagates implied probabilities up the tree, and runs an evaluation heartbeat: news scan → price refresh → milestone check → LLM evaluation → confidence update. You can inject new signals at any time via /api/thesis/{id}/signal, and public theses are forkable. No current prediction market data product offers comparable thesis decomposition with automatic contract mapping and evaluation cycles.
How does Portfolio Autopilot differ from a backtesting engine?+
Backtesting — Marketlens's focus — replays historical data offline to evaluate a strategy's past performance. Portfolio Autopilot is a live execution system: a 1M-context LLM ingests 13 data sources in real time, then passes a 7-gate risk cascade (kill switch, position limits, drawdown gate, regime check, and additional controls) before placing any trade. The two address different phases of a trading workflow. Marketlens is the right tool for historical validation; SF Autopilot handles live autonomous execution with layered risk controls.
Does Marketlens cover Kalshi contracts?+
Based on public documentation, Marketlens is Polymarket-only and does not index Kalshi. If your research or agent pipeline needs unified coverage across both venues — normalised prices, cross-venue matched pairs, or arbitrage opportunity detection — SimpleFunctions indexes 48K+ active contracts from Kalshi and Polymarket on the same feed, accessible at /api/public/markets and /api/public/cross-venue/pairs.
Can I use SimpleFunctions from Python without changing my existing toolchain?+
Yes. SimpleFunctions exposes a language-agnostic REST API that any Python script can call using the standard requests library — no dedicated SDK is required. There is also an npm CLI with 60+ commands and a 56-tool MCP server for agent frameworks. Reads require no authentication. Marketlens provides a dedicated Python SDK with Polymarket-native conventions that may reduce boilerplate if your stack is already Python-only and Polymarket-only and you need tick-replay features.
How do I connect SimpleFunctions to Claude Code or Cursor?+
Run claude mcp add simplefunctions --url https://simplefunctions.dev/api/mcp/mcp in your terminal. That registers all 56 tools — market search, thesis creation, indicator lookup, orderbook depth, world snapshot, cross-venue pair scan, and more — directly inside the MCP client. No API key is required for read-only tools. Marketlens does not publish an MCP server, so it is not directly accessible from within Claude Code or Cursor via the MCP protocol.
What is SF's calibration data and why does it matter for agent pipelines?+
/api/calibration returns SimpleFunctions' own Brier scores broken down by venue, category, and price bucket, computed from the past 90 days of resolved contracts. Published figures: Kalshi 0.20, Polymarket 0.12 on T-24h price. Most data products assert their probabilities are reliable; SF lets you verify that numerically before trusting its outputs in an agent pipeline. This is particularly relevant when you are weighting inputs from multiple data sources and need a defensible accuracy baseline rather than a marketing claim.
Are there scenarios where Marketlens is the right choice over SimpleFunctions?+
Yes. If your primary need is tick-level Polymarket orderbook replay for offline backtesting — especially within a Python-native quant workflow — Marketlens is purpose-built for that use case and has rate-limit tiers (up to 1,800 req/min on Enterprise) calibrated for high-frequency data access. SimpleFunctions is designed around cross-venue agent surfaces, thesis automation, and live execution rather than a historical tick-replay harness. The two products serve different workflows and are not direct substitutes.
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Start for free.
Public endpoints are free for normal usage and rate-limited for reliability. Authenticated endpoints are free up to 15M tokens, then pay per token. No credit card to start.