Binance Orderbook API Integration with Polymarket Data
Integrate Binance spot and futures order book data with Polymarket historical snapshots for cross-venue BTC strategy research.
Binance orderbook API integration becomes more useful when the exchange book is not analyzed in isolation. For BTC prediction-market research, the key is aligning Binance spot and futures depth with Polymarket UP/DOWN token books.
Integration Pattern
- Choose the Polymarket BTC market and time window.
- Fetch Polymarket order book snapshots.
- Fetch Binance spot and futures BTC/USDT depth for the same window.
- Normalize timestamps and symbols.
- Compute spread, depth, and lag features.
Why Integration Matters
A Binance-only view tells you what happened on the underlying exchange. A Polymarket-only view tells you how probabilities moved. Combining both lets you test whether probability movement was early, late, or aligned with exchange liquidity.