The value betting API that prices every edge against the exchange

Strip a value tool down and it is a comparison: a bookmaker's offered price against a fair price for the same selection, wherever the book's is better. The whole product rests on that fair price. Use a house model and your edges are only as good as the model; use the exchange — a live market other people are betting into — and the benchmark is real. OddsRelay prices every value selection against the exchange, de-vigged and net of commission, and states the fair_source on every row so the basis is never hidden.

That puts two questions ahead of everything else: what the fair price is measured against, and how the edge is delivered. The API docs answer the first in an afternoon — the response carries offered odds, fair odds, edge, EV% and a Kelly fraction — and the live coverage dashboard shows the books and freshness the edges are drawn from before you talk to anyone.

Most odds APIs hand a value builder raw prices and a modelling problem: normalise the books, build a fair-odds benchmark, resolve the same selection across sources, compute the edge, and keep it alive as prices move. That is months of engineering before the first value bet surfaces. OddsRelay ships the layer inside the feed — each selection arrives with its implied and true probabilities, its edge, its EV percentage and a Kelly fraction, priced against a live exchange benchmark. The exchange-lay page covers where that exchange side is priced and how the pairing behaves.

Coverage decides how much value there is to find. The board carries 60+ UK bookmakers with bet365 included as standard — a book whose prices often carry the softest edges, and a common gap in raw feeds; the dedicated bet365 page covers it in full. Query filters keep the feed to your product's shape: minEv sets a value floor, maxKelly caps recommended position size, and markets or bookmakers narrow the surface.

Because the fair price is the exchange, the feed can only be honest where an exchange exists. It is live across UK and Ireland today — the markets with the exchange liquidity the benchmark depends on. Where a market has no in-region exchange, there is no fair price to measure against, so we don't offer a +EV surface there and don't pretend one exists; the regions view states plainly which markets carry it. This is the same gate the exchange-lay page enforces — a deliberate limit that keeps every edge anchored to a real benchmark.

It is also what separates this from the finished-consumer +EV tools. OddsJam ships polished positive-EV alerts to end users — a different product from a feed you build on; our OddsJam comparison walks that distinction, and notes that its API returns raw odds rather than a +EV output. OddsRelay's lane is the supply layer: you own the value tool, the alerting and the users; we deliver the edges, priced against the exchange, underneath.

Anyone selling +EV data owes you this plainly: a positive EV is a modelled expectation over many bets, not a guaranteed win on any one. The edge is the gap between a book's price and the exchange fair price at the snapshot instant; variance is real, prices move, and the fair benchmark is itself a live market that shifts. The Kelly fraction is a sizing guide against that expectation, not a certainty. A good feed makes your product better at surfacing value — more books, edges priced against a real benchmark, prices fresh — but no feed removes variance, and we won't imply it does.

Two more limits up front: the feed is pre-match on a ~3s polling cycle, not in-play; and full cross-book +EV across all 60+ books at once, streaming delivery, historical archives and closing-line-value views are on the roadmap, described as coming rather than shipped. The value use-case shows how builders wire the edges and Kelly fractions in, and a free trial key points your staking logic at the live endpoint this week.