BTC 1h Polymarket Backtesting Data
Use BTC 1h Polymarket backtesting data for hourly strategy replay with historical order books, liquidity, and outcomes.
BTC 1h Polymarket backtesting data is useful for strategies that need a wider decision window than 5m or 15m markets. Hourly markets make it easier to test trend, fade, and time-to-close logic while still requiring execution-aware order book replay.
What to Measure
- Spread and depth at entry and exit timestamps.
- Probability drift as market close approaches.
- Fill quality for different position sizes.
- Performance by time remaining in the hourly window.
Why Full Depth Matters
Hourly markets may look smoother than short-horizon markets, but large or late orders can still cross multiple levels. Full bid/ask ladders let the backtest reject trades that would not have enough size at the expected price.
BTC 1h Markets at a Glance
| Detail | BTC 1h |
|---|---|
| Contract length | 1 hour |
| Scheduled markets per day | 24 |
| Markets in a 31-day Pro window | up to 744 |
| Order book snapshots per market (300ms) | up to ~12,000 |
| Free plan | Last 24 markets (free, no card) |
| Pro plan ($17/mo) | 31 days of BTC 1h history, extendable to 90 days |
List resolved BTC 1h 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=1h&resolved=true&limit=20"Counts are upper bounds for a full calendar window; check the market count your query actually returns before drawing conclusions.