API Snapshot-at-Timestamp Endpoint for Historical Order Books
Retrieve the nearest historical order book snapshot at a timestamp for point-in-time Polymarket replay and BTC market analysis.
Snapshot-at-timestamp workflows answer a simple question: what did the order book look like at this exact moment? For Polymarket replay and backtesting, point-in-time lookup is useful for debugging entry signals and validating fills.
Use Cases
- Inspect the book at a strategy entry timestamp.
- Compare spread before and after a BTC price move.
- Rebuild a market state for notebooks or dashboards.
- Align Polymarket with Binance spot and futures snapshots.
Implementation Notes
If an exact timestamp is not available, use the nearest snapshot within an acceptable tolerance. Always record whether the match is exact or nearest-neighbor so backtests remain auditable.