BTC 15m Polymarket Backtesting Data
Backtest BTC 15m Polymarket strategies using historical order book depth, realistic fills, and resolved market outcomes.
BTC 15m Polymarket backtesting data is useful for intraday strategies that need more room than 5-minute scalps but still produce repeated market samples. The right dataset includes order book depth, spreads, timestamps, and resolution metadata.
Strategy Types
- Momentum tests after sharp BTC reference-price moves.
- Mean reversion when Polymarket probabilities overshoot.
- Liquidity filters that avoid wide-spread or shallow-book periods.
- Exit rules based on time remaining, spread, and available bid depth.
Backtest Workflow
- List resolved BTC 15m markets.
- Fetch snapshots with full order book depth.
- Replay snapshots in timestamp order.
- Simulate entries and exits against real bid/ask levels.
- Score PnL against the resolved market outcome.
BTC 15m Markets at a Glance
| Detail | BTC 15m |
|---|---|
| Contract length | 15 minutes |
| Scheduled markets per day | 96 |
| Markets in a 31-day Pro window | up to 2,976 |
| Order book snapshots per market (300ms) | up to ~3,000 |
| Free plan | Last 50 markets (free, no card) |
| Pro plan ($17/mo) | 31 days of BTC 15m history, extendable to 90 days |
List resolved BTC 15m markets with one request, then pull snapshots for any slug it returns:
curl -H "X-API-Key: YOUR_API_KEY" "https://api.polyhistorical.com/v1/markets?coin=BTC&market_type=15m&resolved=true&limit=20"Counts are upper bounds for a full calendar window; check the market count your query actually returns before drawing conclusions.