Order flow imbalance

Also called taker imbalance · one-sided flow

A lopsided share of aggressive trades hitting one side of a market — the only trader-intent signal Kalshi's public data supports.

Kalshi tags the taker side of every print on its public tape, and the taker is the party expressing urgency — the one who paid the spread to trade now rather than wait. That tag is the raw material for every Kalshi signal here.

The screen groups recent prints by market and keeps only those with at least six trades where a single side holds at least seventy-eight percent of them, ranked by total taker notional. At the series level, the heatmap requires at least three prints and ranks by notional-weighted print score, so one small print in a quiet series cannot top the board. Both thresholds exist to keep coincidence off the screen: with three trades, a two-to-one split is nothing.

What this is not is identification. Kalshi publishes no per-user data of any kind, so this is anonymous aggregate flow — a run of same-side takers could be one determined trader or twenty independent ones, and there is no way to tell from outside. It can never accumulate into a track record, and this site never presents it as one. On Polymarket the same question is answered differently, by reading named wallets directly on-chain.

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Definitions describe how Polymarket and Kalshi behave and how WhaleTracks models them; venue rules and fee schedules can change, so confirm anything you size a position on with the venue itself. WhaleTracks is informational analytics, not financial advice. Past performance does not guarantee future results.