Open source tools for building, testing, and deploying trading strategies on prediction markets. Ship faster with built-in risk management.
Most algorithmic trading tools are either black boxes or require months of setup. OpenMarketUI gives you a composable, auditable framework that ships with sensible defaults and hard safety limits.
Every strategy runs inside a guardrail sandbox. Max drawdown, position limits, and kill switches are first-class primitives, not afterthoughts.
Everything you need to build, backtest, and deploy trading strategies on Polymarket, Kalshi, and other prediction markets.
Composable strategy primitives with a declarative DSL. Define entry/exit logic, position sizing, and risk parameters in clean, auditable code.
Hard-coded safety limits that can't be overridden at runtime. Max drawdown, position caps, velocity limits, and automatic kill switches.
Replay historical market data with tick-level precision. Includes slippage modeling, fee simulation, and monte carlo analysis.
Unified API adapter for Polymarket, Kalshi, Metaculus, and custom CLOB implementations. One strategy, many venues.
WebSocket feeds for price, volume, and order book data. Built-in signal processing with configurable alert thresholds.
Every trade decision is logged with full context. Review strategy behavior, debug edge cases, and prove compliance.
Get a strategy running in minutes. Guardrails are configured declaratively and enforced at the engine level.
OpenMarketUI handles the infrastructure so you can focus on alpha.
Write your trading logic using our composable primitives. Supports Python, TypeScript, and our declarative DSL.
Configure risk limits, position sizing, and kill switches. Guardrails are enforced at the engine level.
Replay against historical data with realistic slippage and fee models. Verify behavior before risking capital.
Push to production with one command. Real-time dashboards, alerts, and automatic position management.
Join the waitlist for early access to OpenMarketUI.