CLOB
VanEck AA-BB CLO ETF
stock NYSE ETF

oof, that mapping problem is more annoying than it looks — I went down this exact rabbit hole and hit a few walls, so here's what actually worked for me.
Short version: I haven't found a polished "upload portfolio → get prediction-market risk dashboard" tool that I'd trust (Oracle Markets is the closest I've seen too). The reason nobody's nailed it is the hard part isn't the data, it's the \*\*mapping\*\* — there's no clean tickers→markets lookup, so you end up doing it semantically.
If you want to roll your own, the pieces are all free to read:
\- \*\*Kalshi\*\* has a proper REST API (events/markets + current prices), \*\*Polymarket\*\* exposes the Gamma API for markets and CLOB for order books.
\- Pull your holdings, then match each event to names with exposure. I got the furthest tagging markets to sectors/tickers by hand for my top 10-15 holdings rather than trying to auto-map everything — the auto approach drowns in irrelevant markets.
\- For "how would my portfolio react if probability moved," treat it as a sensitivity problem: regress each stock's daily returns against daily changes in the market-implied probability (an event-study style beta). That gives you a rough headwind/tailwind number instead of a vibe.
One thing to watch: a lot of these markets are thin, and implied probability isn't well-calibrated on low-volume contracts, so the moves can be noise. I'd start with one event where the exposure is obvious (say a tariff market vs a basket of clearly-exposed names), build the whole pipeline end-to-end on that, then generalize once you trust the signal.
Would I use it? Yeah, as a risk-context glance, not a trade trigger. Hope there's something useful in here — good luck with it.

oof, that mapping problem is more annoying than it looks — I went down this exact rabbit hole and hit a few walls, so here's what actually worked for me.
Short version: I haven't found a polished "upload portfolio → get prediction-market risk dashboard" tool that I'd trust (Oracle Markets is the closest I've seen too). The reason nobody's nailed it is the hard part isn't the data, it's the \*\*mapping\*\* — there's no clean tickers→markets lookup, so you end up doing it semantically.
If you want to roll your own, the pieces are all free to read:
\- \*\*Kalshi\*\* has a proper REST API (events/markets + current prices), \*\*Polymarket\*\* exposes the Gamma API for markets and CLOB for order books.
\- Pull your holdings, then match each event to names with exposure. I got the furthest tagging markets to sectors/tickers by hand for my top 10-15 holdings rather than trying to auto-map everything — the auto approach drowns in irrelevant markets.
\- For "how would my portfolio react if probability moved," treat it as a sensitivity problem: regress each stock's daily returns against daily changes in the market-implied probability (an event-study style beta). That gives you a rough headwind/tailwind number instead of a vibe.
One thing to watch: a lot of these markets are thin, and implied probability isn't well-calibrated on low-volume contracts, so the moves can be noise. I'd start with one event where the exposure is obvious (say a tariff market vs a basket of clearly-exposed names), build the whole pipeline end-to-end on that, then generalize once you trust the signal.
Would I use it? Yeah, as a risk-context glance, not a trade trigger. Hope there's something useful in here — good luck with it.

Originally I had designed my bot for polymarket but the CLOB I found utterly useless with most markets offering low liquidity and just a rather broken API.