Introduction
Synth API offers programmatic access to probabilistic price forecasts across 1-hour and 24-hour horizons for Equities, Commodities and Cryptocurrencies, powered by a decentralized network of machine learning models. The API equips traders, developers, and institutions with predictive intelligence to gain a competitive edge, identify opportunities, and make informed decisions in dynamic markets.
Synth API Features
Probabilistic Forecasts, Not Point Predictions
Unlike traditional forecasting APIs that return a single price prediction, Synth delivers ensemble forecasts constructed from individual models submitted by the top-performing data scientists on the network. Each model is selected based on live scoring and long-term consistency. Each model consists of 1,000 simulated price paths in each of the two forecast horizons: 1-hour (high-frequency) and 24-hour (low-frequency). The 1-hour forecast is designed for short-term trading, execution timing, and microstructure-aware strategies, while the 24-hour forecast supports broader positioning, risk management, 0DTE options.
Full probability distributions — Understand the complete range of possible outcomes
Confidence intervals — Quantify uncertainty in your predictions
Risk-adjusted insights — Make decisions based on probability, not guesses
Realistic market dynamics — Captures volatility clustering, fat tails, and mean reversion
Powered by The World's Highest Paying Data Science Competition
Synth runs on Bittensor Subnet 50, where 200+ machine learning models compete to generate the most accurate forecasts:
Continuous competition — Data scientists are scored using CRPS (Continuous Ranked Probability Score)
Quality over quantity — Only top-performing data scientists contribute to API responses
No single point of failure — Decentralized architecture ensures reliability
Transparent performance — All data scientists scores are publicly auditable
Battle-Tested Accuracy
All predictions are evaluated against actual outcomes using industry-standard metrics:
CRPS scoring — Measures both calibration and sharpness of probabilistic forecasts
Real-time validation — Data scientists are continuously scored against benchmark volatility metrics such as GARCH and GBM
Leaderboard transparency — Track top performers and their accuracy over time
Multi-Asset Coverage
The API consolidates predictions across multiple asset classes:
Cryptocurrencies: BTC, ETH, SOL
Commodities: Gold (XAU)
Equities: S&P 500 (SPY), NVIDIA (NVDA), GOOGL (GOOGL), TSLA (TSLA), AAPL (AAPL)
Meta-Model
Synth miners produce forecasts and are scored by the validator on Bittensor. Then, they are ranked into two leaderboards, for the two time horizons:
high-frequency leaderboard: forecasts are 1h forward looking and with 1 minute increment. They are updated every 12 minutes,
daily leaderboard: forecasts are 24h long and with 5 minutes increment. They are updated every hour.
From those 2 leaderboards, we define meta-leaderboards: aggregation of scores over a period, for better stability and considering forecast quality over time.
The default meta-leaderboard are defined as:
high-frequency meta-leaderboard: 6-days aggregated scores
daily meta-leaderboard: 14-days aggregated scores
On the REST API, the query parameter days controls the number of days to aggregate.
Forecast Horizons
All endpoints support two prediction horizons, controlled by the horizon query parameter:
1-Hour
1h
60 seconds
3,600s (1h)
Scalping, prediction markets, HFT signals
24-Hour
24h
300 seconds (5 min)
86,400s (24h)
0DTE options pricing, LP range optimization, risk management
If horizon is omitted, the API defaults to 24h.
The 1-hour horizon uses the top-performing miners from the high-frequency meta-leaderboard, while the 24-hour horizon uses the daily meta-leaderboard — each optimized for their respective timeframe. Miner real-time performance dashboard can be found here: https://miners.synthdata.co/
Advanced Analytics & Insights
Beyond raw predictions, Synth transforms probabilistic forecasts into actionable intelligence.
Prediction Market Intelligence
Comparison with Polymarket prediction markets
Cross-market arbitrage opportunities
Volatility Analysis
Forward-looking and realized volatility metrics
Price distribution percentiles over forecast horizon
Historical volatility context
Options Pricing
Theoretical call and put prices derived from ensemble forecasts
Multi-strike coverage around current price
Risk Management
Liquidation probability analysis for leveraged positions
Dynamic stop-loss levels from price distributions
Tail risk assessments
DeFi Optimization
Optimal liquidity provider (LP) ranges for Uniswap V3 and other CLAMMs
Impermanent loss estimates
Probability of staying within LP bounds
Use Cases
Quantitative Trading
Build sophisticated trading strategies using probability distributions:
Market divergence detection — Identify mis-priced contracts in prediction markets when implied probabilities diverge from Synth forecasts
Position sizing — Use Kelly Criterion with probabilistic forecasts
Risk management — Set stop-losses at confidence intervals
Options Trading
Price and trade options with theoretical fair values:
Find mispriced options — Compare Synth prices vs. market
Construct spreads — Optimize bull/bear spreads
Hedge portfolios — Calculate optimal hedge ratios
Risk Management
Monitor and manage portfolio risk in real-time:
Liquidation monitoring — Track leveraged position risk
Portfolio VaR — Calculate value-at-risk across assets
Tail risk — Understand extreme outcome probabilities
AI & Automation
Integrate with AI agents and trading bots:
LLM integration — Connect to Claude, GPT-4, or other AI models
Autonomous trading — Build AI-powered trading systems
Natural language analysis — Generate market commentary
DeFi Strategies
Optimize yield farming and liquidity provision:
LP range optimization — Set optimal Uniswap V3 ranges
Impermanent loss forecasting — Estimate IL before providing liquidity
Yield comparison — Compare expected returns across pools
API Structure
REST API
Get started here.
Websocket API
Get started here.
Main Endpoint Categories
Prediction Percentiles — Core probabilistic forecasts
/insights/prediction-percentiles— Prediction percentiles (1H & 24H)
Insights — Advanced analytics
/insights/volatility— Volatility metrics/insights/option-pricing— Options prices/insights/liquidation— Liquidation probabilities/insights/lp-bounds— LP range optimization/insights/polymarket/*— Prediction market comparisons
Support & Community
Documentation: You're reading it
Discord: Join our community (Scroll down the Bittensor channels to Synth)
GitHub: mode-network/synth-subnet
API Specification: https://api.synthdata.co/docs/swagger.json
Email: [email protected]
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