Polymarket Market Data
A last price hides the spread and displayed size behind it. DepthFeed serves stored the full bid/ask ladder on both sides at each stored observation, a market-implied price derived from the book, and a preceding Binance reference price when a valid join exists.
Polymarket market data in DepthFeed combines recorded book observations, a price derived from the visible ladder, and a separately sourced reference series. REST serves history and WebSocket serves normalized current-book updates; cadence and fields remain venue-specific.
Polymarket market data at a glance
- Capture
- Event-driven CLOB websocket
- Persistence
- Raw CLOB deltas + normalized book observations
- Depth
- Full bid/ask ladder, both sides
- Market windows
- 5m · 15m · 1h · 4h · 24h
- Assets
- 7 — BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
- Timestamps
- Millisecond observation time; venue-specific source stamps
- Underlying price
- Nearest preceding Binance reference when available
- History
- 7/30/90-day windows + full archive (Desk)
- Delivery
- REST history + normalized live WebSocket frames
- Resolution
- Raw stored observations or ?interval= 1s–1d
Discover a Polymarket market, then inspect its recorded data
Start with discovery so the market identifier and metadata remain attached to the request. The snapshot route returns recorded observations; include_orderbook exposes the stored ladder and interval selects one recorded row per bucket.
curl -s "https://api.depthfeed.com/v3/btc/markets?limit=5" \
-H "Authorization: Bearer df_your_key"
curl -s "https://api.depthfeed.com/v3/btc/markets/<market_id>/snapshots?include_orderbook=true&interval=1m" \
-H "Authorization: Bearer df_your_key"- Omit interval for raw stored resolution; downsampling selects a recorded observation and does not interpolate a missing book.
- Follow the response cursor for the next page instead of constructing offset pagination.
What Polymarket market data covers
The full book, price, and underlying — one snapshot
A stored observation carries the full bid/ask ladder on both sides at each stored observation and the market price derived from that ladder. Historical queries ASOF-align the nearest preceding Binance price for the underlying (BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE) when available; a missing join remains null rather than becoming a fabricated value.
Depth, not a last price
A last-price feed cannot show the depth available to a simulated order. DepthFeed captures full-book seeds plus CLOB price-change deltas; normalized book observations are stored at the configured persistence cadence, letting a model walk the ladder recorded at a particular observation while remaining explicit about activity between stored rows.
Volume is activity, not executable size
Polymarket volume describes trading activity over the venue's stated measurement window. It does not tell you how much size is available at the current best price, how far a new order would walk the ladder, or whether the same liquidity existed earlier. Keep venue-reported volume, current displayed depth, spread, and open interest as separate fields and use the recorded book for execution research.
Four views, one schema
The same recorded books support the order-book, price, historical, and API views. REST and WebSocket share normalized book concepts, with their exact response contracts documented separately.
Inspect markets before choosing a delivery path
Browse current markets first, then move to REST history or normalized WebSocket books when the identifiers and fields match your workflow.
Questions, answered.
Stored full-book observations; a market-implied price derived from the visible ladder; a millisecond observation timestamp; and a preceding Binance reference price when a valid join exists.