Polymarket Backtesting Data with Binance Futures Depth
Polymarket backtests that use Binance USD-M futures depth as context, using Binance depth and Polymarket order book snapshots from one API.
The Polymarket Backtesting Data with Binance Futures Depth workflow is for traders, quants, and developers who want to compare Polymarket crypto Up Down markets with Binance BTCUSDT liquidity instead of testing against probabilities alone.
Why PolyHistorical Fits This Workflow
PolyHistorical stores Polymarket historical order book snapshots and exposes Binance depth context for cross-venue research. That makes it a good fit for BTC, ETH and SOL strategy replay with Binance USD-M Futures BTCUSDT depth. The goal is to help builders move from live-only API calls to replayable historical data.
Useful Data Inputs
| Input | Why it matters |
|---|---|
| Polymarket BTC, ETH and SOL snapshots | Replay probability, spread, bid depth, ask depth, and outcome behavior. |
| Binance USD-M Futures depth | Compare exchange liquidity and reference price movement with Polymarket odds. |
| Resolved market metadata | Evaluate signals against known winners and settlement timing. |
| Timestamp filters | Study the exact window before entry, exit, volatility shock, or resolution. |
API Workflow
# 1. List Polymarket markets (example: BTC 5m)
curl -H "X-API-Key: YOUR_API_KEY" \
"https://api.polyhistorical.com/v1/markets?coin=BTC&market_type=5m&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 BTCUSDT spot depth snapshots for the same window
curl -H "X-API-Key: YOUR_API_KEY" \
"https://api.polyhistorical.com/v1/btc/spot/snapshots?limit=1000&start_time=START_MS&end_time=END_MS"
# 4. Pull Binance BTCUSDT futures depth snapshots when basis matters
curl -H "X-API-Key: YOUR_API_KEY" \
"https://api.polyhistorical.com/v1/btc/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 BTCUSDT 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?
Coverage by Coin and Timeframe
The same workflow applies to every supported Polymarket crypto Up/Down market. Only the coin and market_type filters change.
| Market | Markets per day | Snapshots per market (300ms) | Free plan | Market-list filter |
|---|---|---|---|---|
| BTC 5m | 288 | ~1,000 | Last 50 markets | coin=BTC&market_type=5m |
| BTC 15m | 96 | ~3,000 | Last 50 markets | coin=BTC&market_type=15m |
| BTC 1h | 24 | ~12,000 | Last 24 markets | coin=BTC&market_type=1h |
| BTC 4h | 6 | ~48,000 | Last 24 markets | coin=BTC&market_type=4h |
| BTC 24h | 1 | ~288,000 | Last 5 markets | coin=BTC&market_type=24h |
| ETH 5m | 288 | ~1,000 | Pro | coin=ETH&market_type=5m |
| ETH 15m | 96 | ~3,000 | Pro | coin=ETH&market_type=15m |
| ETH 1h | 24 | ~12,000 | Pro | coin=ETH&market_type=1h |
| SOL 5m | 288 | ~1,000 | Pro | coin=SOL&market_type=5m |
| SOL 15m | 96 | ~3,000 | Pro | coin=SOL&market_type=15m |
| SOL 1h | 24 | ~12,000 | Pro | coin=SOL&market_type=1h |
Snapshot counts are upper bounds. The free plan covers recent BTC markets with full depth; Pro ($17/mo) adds ETH, SOL, BTC Binance spot and futures depth and 31 days of history, extendable to 120 days.