execution

You can automate prediction market trades with slippage protection by using a TypeScript API with environment-based configuration to execute market, limit, maker, and protected orders on Polymarket and Kalshi. It estimates slippage and manages risk via circuit-breaker integration.

TWAP and bracket orders are advanced order types for prediction market trading strategies that break large executions into time-weighted intervals or structured entry and exit brackets. They help manage risk and optimize execution prices across market volatility.

To execute trades on prediction markets, you set up environment-based configuration to define API keys, risk parameters, and slippage thresholds. This configuration enables the TypeScript API to authenticate, estimate slippage, and manage orders via circuit-breaker integration.

Yes, you can use limit and maker orders alongside protected orders to minimize slippage when trading prediction markets. These order types allow precise price control and liquidity provision, enhanced by built-in slippage estimation and circuit-breaker risk controls.

Circuit-breaker integration is needed for automated prediction market trading to automatically halt order execution when predefined risk thresholds or extreme slippage are detected. This prevents cascading losses and protects capital during periods of high market volatility.

The best way to start testing automated execution for prediction market orders is by issuing a test /exec buy command against a Polymarket or Kalshi market. This validates your environment-based configuration and verifies that slippage estimation and risk controls function correctly.