Crypto.
Where the orderbook moves before the chart does.
BTC, ETH, SOL, XRP — Kalshi runs the regulated 15-minute and daily ladders; Polymarket runs the long-dated price targets, ETF flow markets, and halving contracts. SimpleFunctions normalizes both venues, scores depth and spread, surfaces edges, and pings the heartbeat when the book shifts. CLI, REST/Data API, MCP adapter, BYOK on the venues.

Medieval alchemist with alembic and codex — the original transmutation of value into a new ledger.
What we cover, per ladder
Every venue, every horizon — same shape.
Crypto contracts span six time-shapes (15-min, daily, range, monthly, yearly-high, ETF flow) on two venues. The runtime normalizes all of them into one feed and one intent shape.
ladderTick15-minute up/down (KXBTC15M, KXETH15M, KXSOL15M, KXXRP15M) re-checked on every venue tick.
dailyContractKXBTCD, KXETHD: daily above/below; settles at session close. The bread-and-butter.
rangeBucketKXBTC, KXETH range markets: which $1k bucket is the daily close in? Multi-outcome.
yearlyMaxKXBTCMAXY, KXETHMAXY: year-end high target ladders. Long-dated, thinner book.
polymarketPairMatched Polymarket BTC/ETH/SOL price-target contracts; same event, different USDC pool.
etfFlowContractBTC and ETH spot-ETF flow markets; weekly resolution against published flow data.
halvingMarketBTC halving timing + post-halving range contracts. Sparse but reliable settlement.
Why a unified crypto scan beats six tabs
Six tabs of venue UIs
You see every market individually
No cross-venue match, no normalized depth, blink and the 15-min ladder resolves
Generic crypto bot
Trades perps; cheap to start
Has zero clue about Kalshi event-contract structure or Polymarket conditional shape
Discord alpha group
Sometimes ahead of the wire on flow
No depth math, no kill conditions, no audit trail, no agent path
SimpleFunctions Crypto
One scan across BTC/ETH/SOL on Kalshi and Polymarket
Surfaces only when post-slippage edge clears floor and depth covers size
Live crypto markets
Who runs the crypto loop
Six recurring shapes — directional ladders, range buckets, ETF flow, and cross-asset hedges. The runtime keeps the candidate list ranked.
On-chain funds
BTC and ETH event contracts as cheap convexity against the perp book; matched legs both venues.
Range traders
KXBTC bucket markets re-priced against your CVaR + realized vol model; armed intents on edges.
ETF flow watchers
BTC + ETH spot-ETF flow contracts; thesis re-evaluates on the IBIT / FBTC / ETHA daily flow tape.
Macro-crypto desks
BTC/Fed/CPI cross-thesis: rate cuts → BTC → halving → recession contracts in one tree.
DAO treasuries
Hedge BTC/ETH treasury exposure with cash-settled daily contracts; BYOK on your exchange of record.
Agent-managed bots
LLM agent reads the crypto theme context, picks ladders, declares intents — runtime handles timing.
Crypto endpoints
Same shape across CLI, REST/API, and MCP adapter. Scan, watch, declare intent — agents and humans hit the same surface.
Crypto context
GET /api/public/context?topics=cryptoopenLive crypto markets
GET /api/public/markets?keyword=bitcoin+ethereum+solanaopenCrypto edges feed
GET /api/public/edges?theme=crypto&minEdge=6openWatch a contract
GET /v1/orderbook/KXBTCD-26APR-T84000openMCP adapter
mcp call simplefunctions.context { topics: ["crypto"] }openA crypto tick, end-to-end
Plain-English thesis to monitored book in five steps; the heartbeat handles the timing.
$ sf scan crypto
CRYPTO — 47 markets, K + PM
SERIES BID ASK SPR VOL
KXBTCD-26APR-T84000 48¢ 49¢ 1¢ $12.4k
KXBTC15M-UP 62¢ 63¢ 1¢ $8.1k
PM BTC > $90k Apr 71¢ 73¢ 2¢ $45.0k
PM BTC > $100k Apr 25¢ 28¢ 3¢ $22.3k
KXETHD-26APR-T2400 41¢ 43¢ 2¢ $4.8k$ sf thesis create \
'BTC stays above $80k through Q2 2026, ETF
flows positive 4 of next 6 weeks'
✓ Causal tree built — 5 nodes, 9 markets matched
· BTC > $80k → KXBTC range
· BTC monthly Apr → PM monthly target
· ETF flow positive → PM ETF flow
· ETH > $2.4k cross → KXETHD ladders
· No major exchange outage → kill condition$ sf edges --thesis btc-q2-26 --min-edge 6
PM BTC > $90k Apr YES
market 71¢ · implied 78¢ · edge +7¢
spread 2¢ · depth $45k · liquidity ★high
KXETHD-26APR-T2400 YES
market 41¢ · implied 48¢ · edge +7¢
spread 2¢ · depth $4.8k · medium
PM ETF flow positive (next 6w) YES
market 56¢ · implied 64¢ · edge +8¢$ sf intent buy 'PM BTC > $90k Apr' 200 \
--price 73 --trigger below:71 \
--kill below:60000_btc_spot \
--kill news:'binance halt withdrawals'
✓ Intent armed — heartbeat 15 min
Trigger: PM market below 71¢
Kill: BTC spot below $60k OR Binance haltSeries we cover
Every Kalshi crypto series + the major Polymarket crypto conditionals. Live tape via /api/public/markets.
KXBTCD
BTC daily above/below
KXBTC15M
BTC 15-minute up/down
KXBTC
BTC range buckets
KXBTCMAXY
BTC year-end high
KXETHD
ETH daily above/below
KXETH15M
ETH 15-minute up/down
KXETHMAXY
ETH year-end high
KXSOL15M
SOL 15-minute up/down
KXXRP15M
XRP 15-minute up/down
PM-BTC
Polymarket BTC monthly targets
PM-ETH
Polymarket ETH year-end
PM-ETF
BTC + ETH spot-ETF flow
FAQ
How do I track Bitcoin prediction markets across Kalshi and Polymarket?
SimpleFunctions normalizes BTC, ETH, SOL, and XRP contracts across both venues into one shape. Run sf scan crypto for the live tape, sf watch bitcoin for a streaming feed, or call /api/public/markets?keyword=bitcoin via REST. Contracts include 15-minute (KXBTC15M), daily (KXBTCD), range (KXBTC), yearly high (KXBTCMAXY), plus all Polymarket BTC/ETH/SOL price-target markets.
What is special about Kalshi 15-minute BTC contracts?
Kalshi runs a continuous ladder of 15-minute BTC up/down contracts that settle in cash within the quarter-hour. They are tight, fast, and great for high-frequency directional plays — but the spread can flip on a single block confirmation. You need automated scanning and depth monitoring to trade them safely; that is exactly what the heartbeat does.
How does cross-venue arbitrage work for crypto?
BTC daily contracts often diverge between Kalshi and Polymarket because the venues attract different flow (US-regulated retail vs USDC-on-chain). The runtime matches contracts (e.g., Kalshi "BTC > $90k Apr" vs Polymarket "BTC above $90k"), scores both orderbooks for depth, and surfaces the spread when post-slippage edge clears your floor.
Can I get alerts when crypto odds shift?
Yes. Write a thesis ("BTC stays above $80k through Q2"), arm a kill condition ("BTC futures break below $76k"), and the heartbeat re-evaluates every 15 minutes. Alerts ship via webhook, Telegram, Slack, or email. Out-of-band ticks fire on ETF flow events, halving timing, or major exchange outages.
Does the runtime actually place trades on Kalshi or Polymarket?
Yes — through your venue credentials (BYOK). You arm an intent (action, size, max price, trigger, kill), the runtime fires when conditions match. Orders execute against your Kalshi or Polymarket account; SimpleFunctions is not a broker, custodian, or exchange.
What about Polymarket ETF, halving, and on-chain markets?
Covered. /api/public/markets includes BTC ETF flow contracts, halving timing markets, ETH staking-yield contracts, SOL price targets, and any other Polymarket conditional you can search for. Liquidity scoring and edge detection apply to all of them.
How do I run an on-chain perp hedge against a Polymarket position?
Cross-asset hedging is supported via the same intent shape — arm a Polymarket BUY of "BTC above $90k" and a paired short via your perp connector, with both legs settling on the same trigger. Currently we expose the intent shape; perp execution is BYOK against your dYdX / Hyperliquid / GMX account.
Which crypto contracts move the most volume?
On Kalshi: KXBTCD (daily BTC) and KXBTC range markets carry the largest open interest. On Polymarket: BTC monthly price targets and ETH year-end targets dominate. The screener at /screen with the crypto theme filter keeps the live ranking.
Is there a free tier?
Yes. Public endpoints (/api/public/markets, /api/public/edges, /api/public/context) are CC-BY-4.0 licensed and free, no auth. Authenticated execution endpoints (intents, orders, BYOK) are metered. The CLI is open source.
Can an AI agent run a crypto thesis?
Yes. The CLI is the first-class surface for local agents, the HTTP APIs are the network surface, and MCP is available as an adapter for compatible hosts. A typical loop: read context for crypto theme, list edges, write a thesis tree, declare intents, monitor fills. Agents tend to run 15-minute thesis review + immediate kill triggers on price breaks.
Related surfaces
Prediction market screener
Filter by 24h volume, theme, IY, cliff risk — drop-in venue normalizer.
Edge discovery
How thesis-vs-market edges are surfaced and ranked.
Heartbeat engine
24/7 monitoring + thesis re-evaluation across both venues.
Macro traders
Oil, Fed, CPI, recession — same loop, macro lens.
Quant trading
Microstructure, depth-adjusted edge, regime detection.
Portfolio Autopilot
Full LLM agent that runs the crypto loop on a schedule.
Prediction market API
CLI, REST/Data API, real-time streams, MCP adapter.