Polymarket historical book observations with the market-implied price and an ASOF-aligned crypto reference price when available. Query raw stored observations or downsample through REST.
Backtests are only honest on real depth. A mid-price hides the spread, the size resting at each level, and the slippage your order would actually pay. DepthFeed keeps the whole book.
You should not need a data pipeline and a research notebook to find out whether an idea has an edge. The Backtest Lab runs the whole test in the browser, against the real recorded book.
A backtest is a claim about the past. Paper trading is where that claim meets markets that haven't happened yet — with virtual cash, real prices, and a track record you can't fake.
A single number — the last trade or the mid. It tells you nothing about the size waiting to fill, or how far the price moves when you take it.
The full bid/ask ladder with the size resting at each price — best quote through the deep book, asks above the spread and bids below it.
Order-book depth is forward-only — miss it live and it's gone. We store every frame, so a backtest fills against the liquidity that was really there.
The archive reports 450 million+ stored observations. Its earliest series begin january 2026 on the longest-running series, while newer assets and windows can start later; the coverage table remains the source of truth.
Read the snapshot reference
{
"market": "condition / token id",
"id / time (exchange time)": "epoch milliseconds",
"book": {
"bids": [[0.48, 125.0], …],
"asks": [[0.50, 84.0], …]
},
"coin_price": "number | null"
}Every price level with its size, on both sides, at every change. Measure real slippage and liquidity, not a single mid-price.
Recorded on every book and price-change event, not sampled. Short-dated markets stay backtestable.
Latest and historical order-book snapshots over REST — JSON, epoch-millis timestamps, keyset pagination.
A high-frequency reference price series — Binance spot/futures plus Chainlink settlement marks — that joins to any Polymarket snapshot by epoch-millis timestamp, so you can line up book state with the spot move that drove it.
Depth this fine is expensive to record and impossible to backfill, so almost nobody keeps it. We do — full order-book and price data across Polymarket, Kalshi, and Limitless, every level on both sides, captured tick by tick and served clean over a metered API.
Not the last trade or the top of book — the full bid/ask ladder with the size resting at each level, captured at every change. The depth a real order actually fills against.
Polymarket, Kalshi, and Limitless in a single, stable JSON shape — event-driven capture on Polymarket and Limitless, continuous full-depth polling on Kalshi, each joined to a high-frequency underlying price.
Order-book depth is forward-only — miss it live and it's gone for good. We've recorded continuously since early 2026, so the window your plan buys is backed by stored data, not a promise.
DepthFeed is an independent project (not affiliated with the venues) that exists to record the Polymarket order book almost nobody else keeps. Every figure below is measured directly from our own live capture, so you can backtest on real liquidity and trade on the same data.
earliest series start January 2026
up/down crypto markets
BTC 5-minute markets, at the tick
BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
Measured directly from DepthFeed's live capture, June 21, 2026.
We collect what matters for short-dated markets: the full book across the assets and time windows traders actually use.
Hit the REST API to discover live markets and pull the full historical book. Clean JSON, epoch-millis timestamps, keyset pagination — no scraping.
# 1 · Discover live markets — REST API, Bearer key
$ curl -s "https://api.depthfeed.com/v3/btc/markets?type=5m" \
-H "Authorization: Bearer $DEPTHFEED_KEY"
# {"data":[{"market_id":"…","slug":"btc-updown-5m-1780824900",
# "market_type":"5m","clob_token_up":"0x…"}], …}
# 2 · Pull the full book to backtest — historical snapshots over REST
$ curl -s "https://api.depthfeed.com/v3/btc/markets/<market_id>/snapshots?include_orderbook=true" \
-H "Authorization: Bearer $DEPTHFEED_KEY"
# {"data":[{"time":"…","price_up":0.62,
# "orderbook_up":{"bids":[[0.61,120],…],"asks":[[0.63,80],…]}}], …}A price series is useful only when its timestamp, source, and liquidity context are explicit. DepthFeed exposes recorded Polymarket order-book observations and derives the market price from that stored ladder.
Each stored observation includes the available Polymarket price levels and sizes. That lets a researcher inspect the spread and displayed depth behind an implied probability instead of treating a last trade as the whole market.
Historical API queries ASOF-align the nearest preceding Binance reference price when one is available. The value can be null when no valid reference exists, which is why the schema does not describe the join as universal.
Polymarket observations can be queried raw as stored or downsampled with the interval parameter. Capture cadence and earliest dates vary by venue, asset, and market series; the coverage table documents those boundaries explicitly.
A limited sample of the complete DepthFeed API.
Every venue, with room to build.
Deeper data and reproducible research for serious strategy work.
Full-archive query access for systematic desks.
Plans pay for DepthFeed data access. Included AI credits cover model execution only; extra usage is pay as you go at the displayed provider cost plus 25%. Credits never unlock history, downloads, exports, API limits, streams, or venues.
Stored full-book observations, a market-implied price derived from the visible ladder, venue identifiers, a millisecond observation timestamp, and an ASOF-aligned Binance reference price when available.
Free to start, no card. Upgrade when your strategy is ready for the full book.
Start free