How is this different from Polymarket's trade history?

Trade history tells you what printed; the order book tells you what was resting and available to trade against. Without the book you can see executed trades but never the liquidity behind them, so slippage and fill probability stay invisible. DepthFeed serves the resting book itself, which is what a realistic backtest needs.

Can I backtest Polymarket strategies with this data?

Yes — that's what it's for. You get the full historical order book to replay a market and size fills against the liquidity that was actually there, then run the backtest in your own stack. Because history and the live stream share one JSON format, the code you backtest with also trades live.

Can I cancel anytime?

Yes. Paid plans are month to month and the free Explorer tier needs no card to start. Cancel anytime from the dashboard.

Polymarket order book data

Polymarket Order Book Data

The mid-price hides the spread and the size resting at each level. DepthFeed captures Polymarket's full order book — the full bid/ask ladder on both sides, recorded on every change — so you can measure the slippage a real order would have paid and the liquidity that was genuinely there.

Polymarket order book data is the Level-2 view of the market: every resting bid and ask price with its size, on both sides, captured at each change. DepthFeed records event-driven capture straight from the Polymarket CLOB websocket and serves the complete ladder — so a backtest sizes fills against the real book, not a single mid-price that lies.

Polymarket order book data at a glance

Capture: Event-driven CLOB websocket
Live latency: ~10 ms median (measured)
Depth: Full bid/ask ladder, both sides
Market windows: 5m · 15m · 1h · 4h · 24h
Assets: 7 — BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
Timestamps: Epoch-ms exchange + receive, per snapshot
Underlying price: Binance spot/futures, joined per snapshot
History: 7/30/90-day windows + full archive (Desk)
Delivery: REST API + live WebSocket, identical JSON
Resolution: Every change, or ?interval= 30s–1d downsample

Why full depth matters

Both sides, every level

Top-of-book or a single mid tells you almost nothing about execution. DepthFeed serves the full bid/ask ladder on both sides, recorded on every change for polymarket, with bid/ask price and size arrays on each snapshot — the columns you actually reconstruct a book from. That is what lets you compute spread, queue position, and the slippage of a real-sized order.

Captured on every change

An order book sampled on a fixed clock misses every fill, cancel, and re-quote between samples. DepthFeed records every book and price-change event as it happens (~10 ms median live delivery, measured), so the book you replay is the book that actually existed — not an interpolation between two distant snapshots.

Reconstruct any past moment

Every snapshot carries epoch-millis exchange and receive timestamps and joins to a high-frequency underlying crypto price. Line up book state with the spot move that drove it, replay the session tick by tick, and size your strategy on depth you can trust before risking a dollar.

Start pulling polymarket order book data

Free Explorer tier, no card. Full bid/ask depth and the underlying price on every snapshot, over a REST API and a live WebSocket stream.

Start free — no card Read the API docs

Questions, answered.

The full Level-2 book: bid and ask price levels with the size resting at each, on both sides, captured at every change. Each snapshot also carries epoch-millis exchange and receive timestamps and joins to the underlying crypto reference price. Not just the top of book or the last traded price.