{"uid":"cap_tOMhtF6kp6uAwwgqzolTs","slug":"api-dripmetrics-ai-f817d29f","name":"DripMetrics Kyle Lambda - Polymarket Price Impact Estimator","description":"DripMetricsAI (https://dripmetrics.ai/) provides on-demand crypto market microstructure metrics, Hyperliquid candle metrics, Polymarket diagnostics, and on-chain DefiLlama metrics for agents, dashboards, and trading workflows.","url":"https://api.dripmetrics.ai/polymarket/kyle-lambda","method":"POST","headers":{},"bodySchema":{"$schema":"https://json-schema.org/draft/2020-12/schema","type":"object","properties":{"input":{"type":"object","properties":{"type":{"type":"string","const":"http"},"method":{"type":"string","enum":["POST"]},"queryParams":{"type":"object","properties":{"conditionId":{"type":"string","description":"Polymarket condition ID for trade-based metrics."},"slug":{"type":"string","description":"Polymarket market or event slug for human-readable market selection. Multi-market event slugs may require conditionId to disambiguate."},"tokenId":{"type":"string","description":"Polymarket token / asset ID for orderbook and price-history endpoints."},"assetId":{"type":"string","description":"Alias for tokenId on price-history-based endpoints."},"outcome":{"type":"string","enum":["YES","NO"],"description":"Required for token-side Polymarket diagnostics when the selected YES or NO side must be interpreted."},"windowMinutes":{"type":"integer","minimum":1,"description":"Lookback window in minutes."},"limit":{"type":"integer","minimum":1,"maximum":5000,"description":"Maximum number of trades to evaluate."},"startTs":{"type":"integer","description":"Optional unix timestamp lower bound."},"endTs":{"type":"integer","description":"Optional unix timestamp upper bound."},"lookbackMinutes":{"type":"integer","minimum":1,"description":"Historical lookback used for probability shock normalization."},"newsTs":{"type":"integer","description":"Optional explicit event timestamp for leakage scoring. If omitted, the metric uses the midpoint of the effective analysis window."}},"required":["outcome"],"additionalProperties":false,"anyOf":[{"required":["conditionId","tokenId","outcome"]},{"required":["conditionId","assetId","outcome"]},{"required":["slug","outcome"]}]}},"required":["type","method"],"additionalProperties":false},"output":{"type":"object","properties":{"type":{"type":"string"},"example":{"type":"object","properties":{"metric":{"type":"string"},"conditionId":{"type":"string"},"tokenId":{"type":"string"},"assetId":{"type":"string"},"slug":{"type":"string"},"outcome":{"type":"string"},"window":{"type":"object"},"value":{"type":["number","null"]},"components":{"type":"object"},"sampleSize":{"type":"object"},"source":{"type":"object"},"computedAt":{"type":"string","format":"date-time"}},"required":["metric","window","value","components","sampleSize","source","computedAt"],"additionalProperties":false}},"required":["type"]}},"required":["input"]},"responseSchema":{"type":"json","example":{"slug":"fed-decision-in-october","value":0.00169347,"metric":"kyle-lambda","source":{"market":"https://gamma-api.polymarket.com/markets/slug/fed-decision-in-october","trades":"https://data-api.polymarket.com/trades","priceHistory":"https://clob.polymarket.com/prices-history"},"window":{"windowMinutes":60},"assetId":"52114319501245791867035421127632480533667839244426816785285192633646117989903","outcome":"YES","tokenId":"52114319501245791867035421127632480533667839244426816785285192633646117989903","components":{"alpha":-0.01128977,"lambda":0.00169347,"rSquared":0.997935,"intervals":3,"lastPrice":0.5,"meanSignedFlow":6.666667,"selectedOutcome":"YES","totalAbsoluteFlow":29},"computedAt":"2026-05-25T14:00:00.000Z","sampleSize":{"trades":4,"pricePoints":4,"scannedTrades":4},"conditionId":"0xdd22472e552920b8438158ea7238bfadfa4f736aa4cee91a6b86c39ead110917"}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.050000","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"settled","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.050000/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_SetwBLQOIzym68AWgpavV","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.05","costPer":"request","priority":0,"asset":null,"unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Estimates Kyle's Lambda (price impact per unit of signed notional flow) for a selected Polymarket YES or NO outcome over a specified time window","exampleAgentPrompt":"What's the Kyle Lambda for the YES side of the Polymarket market with slug 'will-the-fed-cut-rates-in-july' over the last 60-minute window?","exampleUseCases":null,"resultDescription":"A structured JSON object containing the Kyle Lambda value (price impact per unit of signed notional flow), the effective analysis window, metric name, and component breakdown for the selected Polymarket YES or NO outcome.","failureModes":["Invalid or unrecognized conditionId/tokenId/slug returns an error","Missing required 'outcome' parameter causes request rejection","Ambiguous event slug with multiple markets requires conditionId to disambiguate","No trade data in the requested window returns null or zero lambda","windowMinutes too narrow with insufficient trades reduces metric reliability","Payment failure via x402 blocks the request"],"whenToPreferThis":"Use this endpoint when you need to quantify how much price moves per unit of net signed order flow on a specific Polymarket market — useful for assessing liquidity depth, informed trading risk, or execution cost before placing a large prediction market trade. Prefer this over generic volume or spread metrics when you need a rigorous microstructure-based impact coefficient.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T00:43:25.282Z","isFirstParty":false}