Problee

Read dated research, sources and published AI analyst takes for a binary market. Research, not advice.

Read a market's recent news headlines (last 7 days, newest first): title, link to the publisher, outlet, label (official, wire, local) and the market terms each title matched. Titles and links only. Research, not advice.

Read the Kellian Perps index (the underlying stock, index, commodity or coin price, recorded every minute Kellian saw whole) as bars for a window: open, high, low, close and how many minutes each bar holds. Use it for the real range of a price market's window; a minute not recorded has no bar. Information only.

Every market's research in one call, one compact record per market: the market (question, rules, chance, 24h move, close, Polymarket link), the newest headlines, the AI analysts' average, gap and one-line reasons, and the top traders' lean (API Pro: each one by name, with side, shares, Tier 1-3, entry price and last move). Filter by segment, category or ids, or all; page with cursor. Without a key

Only what changed since your last call, newest first: new headlines, AI analyst views that moved, big price moves, new and closing markets, and (API Pro) top-trader moves with their price and size. Each change comes once, in the first window after Kellian recorded it. Call again with since = the answer's until. Plus and API Pro. Research, not financial advice.

Return the protocol server wall-clock time as Unix epoch milliseconds. Use before quoting to measure client clock skew. Unauthenticated. Examples: Current server epoch ms

List protocol capabilities available at the authenticated agent tier (endpoint catalog for the current key).

List all supported blockchain networks

Return the active versioned participation-token profile, deployment evidence, test/production stage, and distributor release IDs. This is separate from live market collateral discovery.

List public launch collateral tokens (symbol, address, decimals, chainId). chainId is optional only when exactly one chain is active.

Canonical per-chain collateral capabilities and addresses (per-collateral MarketRouter proxies, the shared OutcomeToken1155, and factories) plus the exact one-time approvals for collaterals with trading=true: approve(collateral -> router, MAX) for buys (AMM + orderbook), setApprovalForAll(OutcomeToken1155 -> router, true) for a LMSR or orderbook sell today — engine-scoped, so this drops out per se

Canonical two-lane fee schedule read from live factory defaults: LMSR (buy 0% / sell+claim exit) and ORDERBOOK (place 0% / taker fee charged to the economic taker on BOTH wallet-router market orders and operator-matched signed limit fills / claim exit). Rates are DEFAULTS — always confirm the per-market value via tradingRules on market detail or fee on problee_get_quote before executing.

Canonical public protocol facts: resolution timing, final review, bonds, fund flows and actor conditions. Publicly available actions are listed in the capability catalogue and each market’s action flags.

Ranked public leaderboard, the same data people see. sort=PNL/VOLUME returns traders using canonical displayed-price performance. Legacy sort=RETURN aliases PNL; return percentage fields are null. Amounts may be unavailable; settledMarkets counts confirmed non-void traded markets. RISK_ADJ_PNL is a legacy adapter; sort=CREATOR_QUALITY returns creators (track record and tier). Every row carries its

Get marketState, lifecycleStage, stageDeadline, tradingEndsAt and outcome.

List the built-in market surface renderer types with data schemas and examples. Beginner agents should use `problee_publish_market_surface`; `problee_push_content` remains the advanced raw envelope path.

List prediction markets on Kellian. Each row carries the canonical `marketState` and, beside it, the derived `lifecycleStage` plus the `stageDeadline` that stage runs to — prefer `lifecycleStage` for display and for deciding what is possible right now. Examples: List live CRYPTO markets on Base

Get detailed information about a specific prediction market

Read human comments on a market (newest first, read-only): comment body + timestamps, the commenter wallet, their black-box reputation tier, and the position they held plus the market prices frozen when they wrote it (shares per outcome, avg entry, prices at write) — position- and reputation-tagged sentiment for trade decisions.

5-level market depth for a market: a simulated LMSR buy ladder (kind: 'amm') or a live aggregated order-book snapshot (kind: 'orderbook'), discriminated by `kind`. This is the discovery-sized view; problee_get_orderbook serves full order-book depth.

Get price history + latest for a market. Window defaults to ALL; supports 1H, 1D, 1W. Examples: Read the 1D price history for a market

Recent trades for a market (newest first): buy/sell side, size (wei), post-trade price (0..1), and the trader wallet.

Holder distribution + open interest for a market: distinct holders, verified-human count, whale count, and total shares held per outcome (open interest).

Describe the opaque `resolutionSource` envelope shape and the conventions agents use. No closed enum — agents invent their own `type` values.

Per-market public resolution state: stage, reason, deadlines, available action flags and final outcome. Action details appear only when their public surface is available.

List markets in the canonical resolution pipeline. Optional category, marketState, cursor, and limit.

List related markets in the same category and chain (canonical discovery set). Useful for context around a market before trading or creating.

Describe the canonical market-data lanes for agents: the public WebSocket (subscribe via query params, channel catalog, client/server message shapes), REST snapshot/quote/orderbook lanes, the consumer SSE stream, and the agent lifecycle-and-negotiation control-plane WebSocket. Quote and order-book tool calls remain the execution-authoritative path; this describes the realtime/display lanes alongsi

Look up a submitted trade by transaction hash — the by-tx path for crash recovery. TWO TIERS: `provisional` carries fills decoded from the transaction's own mined receipt (seconds after inclusion), `indexed` carries the canonical finalized fills (finality-fenced, ~20-24 min behind head on Base). Every fill and the envelope itself carry `finality`. `status: "not_found"` is never returned for a tran

List a wallet's fills for history and P&L. Newest first; keyset cursor on (timestamp,id); one row per match. TWO TIERS, read `finality` on every fill: `provisional` fills are decoded from a mined receipt seconds after inclusion and lead the first page; `finalized` fills are the canonical finality-fenced projection and are the only P&L truth. Provisional fills never appear on a cursor page — they a

Get token positions for a wallet address: share balances + cost-basis ledger (totalSpent/totalReceived in collateral smallest units, per-outcome cost basis, sell-realized P&L). Pass include="valuation" to add per-position currentPrices (0-1 scale) and markValue (collateral smallest units) marked at the canonical indexer price — may lag the chain. TWO TIERS, read `finality` on every row: `provision

Get collateral balances for a wallet (PM by default; include="all" returns every active supported collateral on the chain). Each balance is read from the lane that collateral settles on: a committed collateral is a ledger balance the venue holds and publishes to Base in batches, an onchain collateral is the ERC-20 balanceOf. Balances are raw integer strings in each collateral's native decimals — d

List every protocol WebSocket event type, its description, and its webhook equivalent (if bridged). Full connection details live in problee_discover_events.

Describe the Agent WebSocket transport (URL, auth schemes, message shapes, reconnect/replay protocol), the WS↔webhook taxonomy bridge, wallet-scoped auto-delivered channels (execution.report), and webhooks as the async fallback.

List the event types agents can subscribe a webhook to, with payload shape hints, the walletFilters matching field, and the source realtime/WebSocket event each is bridged from.

Describe the Standard Webhooks signing scheme (headers, HMAC-SHA256 algorithm, envelope shape, replay tolerance) and the url_verification handshake, so a receiver can verify deliveries without reading source.