Recorded Polymarket bid/ask depth for up/down crypto markets. Test fees, slippage, partial fills, and depth-aware VWAP before risking capital.
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 Backtest Lab exposes the fill model, fee, slippage, stake, partial fills, and unfillable entries. A result is a simulation against recorded book states—not a promise of live queue position.
Open Backtest LabWalks the price/size arrays in a recorded ladder and reports partial or unfillable entries when displayed depth is insufficient.
Choose optimistic midpoint, midpoint plus slippage, or recorded-book execution, then enter an explicit fee per share.
Results use resolved market outcomes and show net P&L, ROI, drawdown, win rate, profit factor, and per-trade fills.
Strategies can move into paper trading, where displayed live-book prices are used without claiming that paper orders consume real liquidity.
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],…]}}], …}Most Polymarket data you can find is the last trade price, sampled once an hour. That is fine for a chart and useless for a backtest. To know whether a strategy would have filled — and at what price — you need the order book it would have traded against.
A single mid-price hides the spread and the size resting at each level. DepthFeed stores full Polymarket bid/ask observations, so the Backtest Lab can walk recorded depth, report partial or unfillable entries, and apply an explicit fee assumption instead of silently assuming unlimited midpoint liquidity.
Polymarket's shortest up/down markets settle in minutes, so an hourly series cannot describe their path. The collector consumes full-book and price-change messages from the CLOB websocket, persists the raw deltas, and emits normalized book observations for API queries and the Backtest Lab. Exact series floors are listed in the coverage docs.
Historical API responses carry a millisecond book timestamp and ASOF-align the nearest preceding Binance reference price when one is available. Use those observations to model execution, then compare the result with forward paper trading; neither surface claims that a simulated result guarantees a live fill.
Every paid plan
Complete data access; capacity scales with the tier.
| Capability | Explorer$0 | Quant$29 | Research$99 | Desk$249 |
|---|---|---|---|---|
| DataHistory | 7 days, capped | 30 days | 90 days | Full archive |
| Assets | BTC sample | All 7 | All 7 | All 7 |
| Venue access | Recorded sample + sports REST | Every venue | Every venue | Every venue |
| DeliveryGeneral REST admission | 1 req/sec | 25 req/sec · 1,000/min | 50 req/sec · 3,000/min | 100 req/sec · 6,000/min |
| Live book streams | 1 BTC subscription | 5 subs · 1 connection | 25 subs · 2 connections | 100 subs · 5 connections + wildcards |
| Live sports books | REST only | 1 | 2 | 3 |
| ResearchBacktest Lab | Polymarket sample | Polymarket + Kalshi | Polymarket + Kalshi | Polymarket + Kalshi |
| Robustness analysis | — | — | Out-of-sample Research Lab | Included |
| Concurrent paper strategies | 1 | 5 | 15 | 40 |
| Wallet Intelligence | 1 wallet · 3 audits | 5 wallets · 10 audits | 10 wallets · 25 audits | 20 wallets · 50 audits |
| Monthly AI execution credits | — | 200 | 1,000 | 3,000 |
| OperationsHistorical query lane | Shared | Shared | Shared | Isolated · 2 parallel requests |
Monthly billing in USD. Cancel anytime. Taxes, where required, are calculated before payment. An entirely unused paid plan can be canceled and refunded in full under the Terms.
AI credits cover model execution only. Data access, history, exports, API limits, streams and venues never consume them.
Up/down crypto markets across 5m, 15m, 1h, 4h, and 24h windows for BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE. Coverage varies by asset and launch date; the longest-running series start in January 2026 and the docs publish the exact floors.
Free to start, no card. Upgrade when your strategy is ready for the full book.
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