huebr odds intelligence

Measured conclusion: Deep-tested. L2 outcome: tools_ok.

Cross-venue prediction market odds (Polymarket, Kalshi, PredictIt, Manifold) with arbitrage signals

Add to your agent

Copy this into your MCP client config:

{
  "mcpServers": {
    "huebr odds intelligence": {
      "url": "https://huebr.net/mcp",
      "transport": "streamable-http"
    }
  }
}

Measured tools (11)

• list_venues read-only

  Venues covered (Polymarket, Kalshi, PredictIt, Manifold), the number of open markets on each, sync health and whether prices are streamed live.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• search_markets read-only

  Open binary markets on every venue whose text contains all the keywords, with normalised prices (probability, best bid and ask for YES and NO), volume, close time, the venue URL and the cross-venue eventId when the market is matched on other venues.

  Parameters:

  • limit — integer — Max results (1-50, default 10)
  • query — string — Keywords that must all appear, e.g. 'fed december cut'
  • theme — string — Restrict to one browsing theme
  • venue — string — Restrict to one venue

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_market read-only

  Full detail for one market by id: {venue}:{nativeId}, as returned by search_markets.

  Parameters:

  • id (required) — string — Market id, e.g. polymarket:516710

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• find_cross_venue_events read-only

  Propositions matched across venues with each venue's price side by side, the liquidity-weighted consensus probability, the dispersion between venues and the cheapest venue to buy YES or NO.

  Parameters:

  • sort — string — Ordering (default volume)
  • limit — integer — Max results (1-25, default 10)
  • query — string — Keywords, e.g. 'bitcoin 2026' or 'senate'
  • theme — string — Restrict to one browsing theme
  • minVenues — integer — Minimum number of venues (default 2)

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_event read-only

  One matched event by id (evt_...), with every venue quote and the live arbitrage and mispricing signals on it.

  Parameters:

  • id (required) — string — Event id from find_cross_venue_events

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• find_arbitrage read-only

  Cross-venue arbitrage, buying YES on one venue and NO on another so one leg always pays, with net edge per contract after modelled fees, ROI and available size. Without a PRO plan, results beyond a short preview cost $0.01 per call from the caller's prepaid credit; callers without credit see the preview.

  Parameters:

  • limit — integer — Max results (default 20)
  • minEdge — number — Minimum net edge per contract in dollars (default 0)
  • confidence — string — Match confidence filter

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• find_mispricings read-only

  Venues whose executable price is away from the consensus of the other real-money venues, with expected edge per contract if that consensus is right. Without a PRO plan, results beyond a short preview cost $0.01 per call from the caller's prepaid credit; callers without credit see the preview.

  Parameters:

  • limit — integer — Max results (default 20)
  • venue — string — Only signals on this venue
  • minEdge — number — Minimum expected edge per contract (default 0)

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_price_history read-only

  Implied probability of one market as the last value per bucket, for any range (default the last 24 hours at 5 minute resolution). History is kept permanently, including for closed markets. Without a PRO plan, the full series costs $0.002 per call from the caller's prepaid credit; callers without credit get the latest 12 points.

  Parameters:

  • marketId (required) — string — Market id
  • to — string — End, exclusive, ISO-8601 instant or epoch millis (default: now)
  • from — string — Start, ISO-8601 instant or epoch millis (default: 24h before 'to')
  • resolutionSeconds — integer — Bucket size in seconds (default 300)

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• post_signal

  Records a forecast on one market (or cross-venue event) for the calling API key. probability is the probability that the market resolves YES. The market price and cross-venue consensus at posting time are stored with it. Each signal is scored with Brier score and log loss when the market resolves, building a calibration record per key. It does not place a trade.

  Parameters:

  • probability (required) — number — Your probability that the market resolves YES, between 0 and 1 exclusive
  • side — string — The side you would trade (default: YES if probability >= 0.5)
  • size — number — Contracts you would trade
  • eventId — string — Cross-venue event id (evt_...), instead of marketId
  • marketId — string — Market id ({venue}:{nativeId}); or give eventId
  • rationale — string — Why, up to 4000 characters
  • confidence — number — Your confidence in this forecast, 0 to 1
  • ttlSeconds — integer — How long the forecast stands (default one day)

  Hints: read-only no · destructive no · idempotent no · open-world yes

• list_my_signals read-only

  The calling key's signals, newest first, with status (OPEN, SCORED, VOID) and scores once resolved.

  Parameters:

  • limit — integer — Max results (default 20)
  • status — string — Filter by status
  • marketId — string — Only signals on this market

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

• get_calibration read-only

  The calling key's calibration record - Brier score, log loss, skill against the market price and the consensus at posting time, and a 10-bucket calibration curve.

  Hints: read-only yes · destructive no · idempotent yes · open-world yes

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