Polymarket API Snapshots: Fetch Historical Market States
Use API snapshots to fetch historical Polymarket market states for order book replay, backtesting, and liquidity analytics.
Polymarket API snapshots are timestamped market states returned through an API. For historical research, snapshots should include the full order book at each point in time.
Snapshot Endpoint Design
- Filter by market slug or id
- Filter by start and end timestamp
- Return paginated snapshots
- Include bid and ask ladders
- Include market metadata and reference prices
API Snapshot Uses
Developers use snapshots to replay markets, calculate time-series spread, test strategy fills, and create liquidity dashboards.
Implementation Tips
- Page through data in chronological order.
- Cache market metadata separately from snapshots.
- Use ask depth for buy simulations and bid depth for sell simulations.
- Store raw snapshots when running repeatable research.