Backtesting

ETH 15m Polymarket Binance Futures Backtesting Data

ETH 15m Polymarket Binance Futures Backtesting Data for PolyHistorical users who need ETH 15m strategy replay with Binance USD-M Futures ETHUSDT depth across Binance depth and Polymarket historical snapshots.

The ETH 15m Polymarket Binance Futures Backtesting Data workflow is for traders, quants, and developers who want to compare Polymarket crypto Up Down markets with Binance ETHUSDT liquidity instead of testing against probabilities alone.

Why This Keyword Fits PolyHistorical

PolyHistorical stores Polymarket historical order book snapshots and exposes Binance depth context for cross-venue research. That makes this page relevant for ETH 15m strategy replay with Binance USD-M Futures ETHUSDT depth. The goal is to help builders move from live-only API calls to replayable historical data.

Useful Data Inputs

InputWhy it matters
Polymarket ETH 15m snapshotsReplay probability, spread, bid depth, ask depth, and outcome behavior.
Binance USD-M Futures depthCompare exchange liquidity and reference price movement with Polymarket odds.
Resolved market metadataEvaluate signals against known winners and settlement timing.
Timestamp filtersStudy the exact window before entry, exit, volatility shock, or resolution.

API Workflow

# 1. List Polymarket ETH 15m markets
curl -H "X-API-Key: YOUR_API_KEY" \
  "https://api.polyhistorical.com/v1/markets?coin=ETH&market_type=15m&resolved=true&limit=20"

# 2. Pull Polymarket order book snapshots for a market
curl -H "X-API-Key: YOUR_API_KEY" \
  "https://api.polyhistorical.com/v1/markets/MARKET_SLUG/snapshots?include_orderbook=true&limit=1000"

# 3. Pull Binance ETHUSDT spot depth snapshots for the same window
curl -H "X-API-Key: YOUR_API_KEY" \
  "https://api.polyhistorical.com/v1/eth/spot/snapshots?limit=1000&start_time=START_MS&end_time=END_MS"

# 4. Pull Binance ETHUSDT futures depth snapshots when basis matters
curl -H "X-API-Key: YOUR_API_KEY" \
  "https://api.polyhistorical.com/v1/eth/future/snapshots?limit=1000&start_time=START_MS&end_time=END_MS"

Backtesting Questions to Answer

  • Did Polymarket odds react before or after the Binance ETHUSDT move?
  • Was there enough Polymarket bid or ask depth to fill the strategy size?
  • Did Binance spot and futures depth disagree during the market window?
  • How much spread and slippage would the strategy pay on entry and exit?

Related Resources