Turn 2 or more legs, each a River market id with the side it must resolve to, into a tradable combo market and return its river_id for POST /v1/rfqs. Polymarket US creates (or fetches) the combo instrument under your credentials, up to 15 legs. Kalshi finds a collection that admits every leg and materializes the parlay there. Either way the combo pays out only if every leg resolves to its side.

Strategy:

1. For each leg, query GET /multivariate_event_collections?associated_event_ticker=<event> to enumerate every collection containing that leg's event.
2. Intersect the collection sets across all legs — these are the collections that can host the parlay.
3. Drop collections that don't admit the requested leg count (size_min <= len(legs) <= size_max), and any closed collections.
4. Pick the narrowest surviving collection (smallest associated_events count) — narrower collections usually have denser quoter coverage.
5. Materialize the combo market in that collection and return the new market_ticker plus the chosen collection_ticker.

422 if no collection covers all legs — response includes the per-leg collection lists so the caller can show the user where the legs DO live.