Get a combined platform + exchange fee quote for a prospective trade
Prices a trade you are considering WITHOUT submitting it: for a market order (order_type=market, price omitted) the live orderbook is walked for quantity to compute a size-weighted executable price; for a limit order (order_type=limit) price is required and used as the resting quote. Shares the exact computation used by the WebSocket RFQ stream (subscribe_fee_quote), so the two surfaces can never price a trade differently. Quotes are display-only, degrade-open estimates (is_estimate: true) — the authoritative fee is computed at fill time. If no fresh orderbook is available, every numeric field is a "0" placeholder and pricing_unavailable: true; callers MUST check that flag rather than rendering the zeros as a real quote. Supported exchange_id values: polymarket, kalshi, predictfun. Auth & scope. Requires trade:read.
Request
- Base URLhttps://execution.kairos.trade
- AuthAPI key in header X-Client-Id and API key in header X-Api-Key and API key in header X-Api-Secret
Query parameters
One of polymarket, kalshi, predictfun.
Condition id (Polymarket). Required for Polymarket if token_id is omitted.
CLOB token id (Polymarket) — preferred over market_id for book/fee lookup.
Decimal string. Number of shares/contracts to quote. Must be > 0.
The quote is side-aware (walks the ask side for buy, the bid side for sell).
Decimal string in (0, 1]. Required when order_type=limit (the resting price). Omit for order_type=market to have the server price off the live book.
market (taker, priced from the book) or limit (maker, priced at price).
Response
Combined platform + exchange fee quote.
Example response
{
"avg_price_usdc": "0.52",
"filled_size": "100",
"requested_size": "100"
}Changes
No recorded changes to this operation across all 1 revision of this API.