The data layer for Polymarket crypto markets.
Tick-by-tick order books, trades, and resolved Up-or-Down markets for BTC and ETH — captured at sub-150ms intervals across three timeframes — 5m · 15m · 4h — with 100+ days of history joined to Binance spot. One REST API. Per-market Parquet downloads plus Pro whole-day ZIP bundles. SDK coming soon.
from polyreplay import PolyReplaypolyreplay = PolyReplay(mode='demo')# paper-trade against live order books@polyreplay.on_tick('BTC', timeframe='4h')def strategy(market):if market.price > 0.80:market.buy(shares=100)
From one API call to a full backtester.
Resolved markets, L25 order books, trades, and Binance spot prices — ready for whatever you want to ship.
Backtest Up-or-Down strategies
Resolved 5m / 15m / 4h markets across BTC and ETH. Run a strategy, get win-rate and PnL.
Replay L25 book snapshots
Top-of-book quotes and 25-level depth snapshots, per market, per outcome — every tick, precise timestamps.
Prediction + Binance spot overlay
Each Up-or-Down market joined tick-by-tick to Binance spot quotes — attribute moves to the underlying, build correlation signals.
Stream Parquet to your warehouse
Filter by asset, timeframe, and tier, then pull signed URLs straight from R2. Pro: unlimited downloads (no 24h cap).