PolyOrderbooks
Historical Polymarket Data API
I’ve been working on PolyOrderbooks, a historical market-data API for Polymarket.
The idea came from a problem I kept running into with backtesting.
Historical prices are useful, but they only tell you where the market traded. They don’t tell you what liquidity was actually available at the time.
For execution-aware backtests, you often need to know things like:
What was the best bid and ask?
How wide was the spread?
How much size was available at each price level?
Could a larger order realistically have filled?
How did depth and liquidity change over time?
That’s why I started collecting historical L2 order-book snapshots and built an API around the archive.
PolyOrderbooks now provides:
Historical L2 bid/ask ladders
Price history
Spread and liquidity metrics
REST API access
Python SDK
Historical data for backtesting and market research
I also released a free BTC 5-minute Polymarket dataset with 1-second L2 snapshots for both outcomes, including full bid/ask ladders in CSV and JSON, so people can inspect the data without signing up.
https://polyorderbooks.com/datasets/polymarket-btc-5min-orderbook-sample
I’m still early and spending most of my time improving the product, documentation, and distribution.
I’d be curious to hear from other builders working on prediction markets or trading systems:
What market data has been hardest for you to get when building or backtesting?
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