Full-depth, 1-second order-book snapshots for every Polymarket crypto up/down market. Reconstruct the book at any instant to backtest market-making and directional strategies, measure spread, depth and liquidity, study how pricing reacts across each cycle, and train models on real prediction-market microstructure. Pick the coins and cycles you want — each coin/cycle ships as its own zip, added to your cart.
All-coin packs covering a fixed window — order books, Binance klines and the price feed in one zip.
Every dataset is built from full-depth order-book snapshots of Polymarket’s crypto up/down prediction markets, captured once per second for the entire life of each 5-minute and 15-minute cycle. Each snapshot records every bid and ask level — price and size — for both the Up and Down outcome tokens, timestamped to the second, so you can reconstruct the exact state of the book at any instant of any market.
Alongside the books, bundles include 1-second Binance spot klines for the underlying coin and the Chainlink reference price feed each market settles against — all aligned on the same clock. That gives you the prediction-market microstructure, the spot market it tracks, and the settlement source in one coherent, research-ready package covering BTC, ETH, SOL, XRP, BNB and DOGE.
Every row is one outcome token per second. Columns in each file:
| Field | Type | Description |
|---|---|---|
time | timestamp | Snapshot time (UTC, 1-second cadence) |
slug | str | Market cycle slug (e.g. btc-updown-5m-…) |
outcome | str | "Up" or "Down" |
market_id | str | Polymarket market (condition) id |
asset_id | str | CLOB token id for this outcome |
bids | list<{price,size}> | Full bid book, best first |
asks | list<{price,size}> | Full ask book, best first |
best_bid | float | Top-of-book bid |
best_ask | float | Top-of-book ask |
mid_price | float | (best_bid + best_ask) / 2 |
spread | float | best_ask − best_bid |
n_bids | int | Bid level count |
n_asks | int | Ask level count |
top_bid_size | float | Size at best bid |
top_ask_size | float | Size at best ask |
sum_bid_size | float | Total size across bid levels |
sum_ask_size | float | Total size across ask levels |
microprice | float | Size-weighted mid price |
ob_imbalance | float | Bid/ask depth imbalance |
Prototype market-making, spread-capture and directional strategies against real prediction-market microstructure — actual quotes, depth and order flow, not simulated fills.
Replay any cycle second by second and test entries, exits and sizing against the liquidity that was actually on the book — including how it thins out as expiry approaches.
Measure spread, depth, imbalance and repricing behaviour — how the book reacts as the Chainlink feed moves and each cycle counts down to settlement.
Train ML models on labelled, second-by-second book states. Every cycle resolves to a clean binary outcome, giving you thousands of self-contained training episodes per coin.
BTC
ETH
SOL
XRP
BNB
DOGE