Backtest Polymarket with Binance Data
Backtest Polymarket crypto Up/Down strategies with Binance reference prices, spot depth, futures depth, and historical order book snapshots.
Backtest Polymarket with Binance data when your signal depends on BTC, ETH, or SOL exchange movement. For crypto Up/Down markets, Binance reference prices and depth can help explain probability movement and execution timing.
Data to Combine
- Polymarket historical order book snapshots for the target market.
- Binance spot reference price and depth for the same time window.
- Binance futures depth when basis or leverage pressure matters.
- Resolved market metadata for final PnL scoring.
Backtesting Questions
| Question | Needed data |
|---|---|
| Did Binance move before Polymarket odds? | Timestamp-aligned snapshots. |
| Could the trade fill? | Polymarket bid and ask depth. |
| Was spread too wide? | Best bid, best ask, and depth history. |
| Did futures pressure matter? | Binance spot and futures comparison. |