Python SDK - EntityML Market Data API

Overview

The EntityML Python SDK wraps the EntityML Market Data API and provides typed method groups for:

API keys
Polymarket market data
Kalshi market data
Lookup utilities
Billing and usage
User and system analytics
Health checks

SDK repository:

github.com/anaygupta2004/entityml

Install

Use one of these install methods:

python3 -m pip install --upgrade entityml

python3 -m pip install --upgrade "git+https://github.com/anaygupta2004/entityml.git"

curl -L https://github.com/anaygupta2004/entityml/archive/refs/heads/main.tar.gz -o entityml.tar.gz
tar -xzf entityml.tar.gz
python3 -m pip install ./entityml-main

pip install -e /path/to/entityml

For CLI + SDK usage from the terminal, see CLI.

Initialize client

from entityml import EntityMLClient

client = EntityMLClient(
    api_key="YOUR_API_KEY",
    base_url="https://api.entityml.com",  # /api/v1 is added automatically
)

Polymarket example

markets = client.polymarket.list_markets(prefix="0x8213", limit=5)
availability = client.polymarket.get_market_date_range(
    condition_id="0x8213d395e079614d6c4d7f4cbb9be9337ab51648a21cc2a334ae8f1966d164b4",
)

market_data = client.polymarket.get_market_data(
    condition_id="0x8213d395e079614d6c4d7f4cbb9be9337ab51648a21cc2a334ae8f1966d164b4",
    date="2026-02-13",
    offset=0,
    limit=500,
)

market_range = client.polymarket.get_market_data_range(
    condition_id="0x8213d395e079614d6c4d7f4cbb9be9337ab51648a21cc2a334ae8f1966d164b4",
    start_timestamp=1770940800000,
    end_timestamp=1770944400000,
    limit=500,
)

summary = client.polymarket.get_orderbook_summary(
    condition_id="0x8213d395e079614d6c4d7f4cbb9be9337ab51648a21cc2a334ae8f1966d164b4",
    asset_id="97684905927345553455494278582909124912046930226695064344571162061840768197777",
    start_timestamp=1770940800000,
    end_timestamp=1770944399999,
    resolution=60,
)

Kalshi example

kalshi_markets = client.kalshi.list_markets(prefix="KXBTC", limit=5)
kalshi_availability = client.kalshi.get_market_date_range(
    ticker="KXBTC-26FEB2606-B60125",
)

kalshi_data = client.kalshi.get_market_data(
    ticker="KXBTC-26FEB2606-B60125",
    date="2026-02-26",
    offset=0,
    limit=500,
)

kalshi_range = client.kalshi.get_market_data_range(
    ticker="KXBTC-26FEB2606-B60125",
    start_timestamp=1772103600000,
    end_timestamp=1772107200000,
    limit=500,
)

kalshi_summary = client.kalshi.get_orderbook_summary(
    ticker="KXBTC-26FEB2606-B60125",
    start_timestamp=1772103600000,
    end_timestamp=1772107199999,
    resolution=60,
)

API keys example

created = client.api_keys.create(name="my-key", user_id="YOUR_USER_ID")
keys = client.api_keys.list(user_id="YOUR_USER_ID")
last_used = client.api_keys.get_last_used(key_id="KEY_UUID")
name = client.api_keys.get_name(key_id="KEY_UUID")

Utilities, billing, and analytics

lookup = client.lookup.polymarket_slug(slug="will-bitcoin-hit-100k")
usage = client.billing.get_usage(user_id="YOUR_USER_ID")
subscription = client.billing.get_subscription_status(user_id="YOUR_USER_ID")
popular = client.analytics.get_popular_markets(limit=10, days=7)
recent = client.analytics.get_user_recent_requests(user_id="YOUR_USER_ID", limit=5)
monitoring = client.system.monitoring_status()

Error handling

from entityml import EntityMLAPIError, EntityMLAuthError

try:
    health = client.system.health()
except EntityMLAuthError as err:
    print("Auth failed:", err.detail)
except EntityMLAPIError as err:
    print("Request failed:", err.status_code, err.detail)

Notes

Market data endpoints require an API key.
Historical coverage is source-specific.
Orderbook data exists for a subset of markets from 2025-09-01 on Polymarket and 2026-02-17 for Kalshi, but coverage is not continuous.
Broad Polymarket crypto-related market coverage begins on 2026-02-04. Broad Kalshi crypto-related market coverage begins on 2026-02-25.
Broad all-market capture begins on 2026-04-02 for Polymarket and 2026-03-31 for Kalshi, with known April 2026 quality exceptions.
Use the Polymarket and Kalshi date-range endpoints to confirm per-market availability.
See Data Quality before depending on April 2026 data.

​Overview

​Install

​Initialize client

​Polymarket example

​Kalshi example

​API keys example

​Utilities, billing, and analytics

​Error handling

​Notes

Overview

Install

Initialize client

Polymarket example

Kalshi example

API keys example

Utilities, billing, and analytics

Error handling

Notes