Polymarket BTC Up/Down Backtesting with Historical Order Books
Backtest Polymarket BTC Up/Down strategies using historical order book snapshots, Binance and Chainlink reference prices, and realistic fill modeling.
Polymarket BTC Up/Down backtesting is one of the clearest use cases for PolyHistorical. BTC markets resolve frequently, have many repeated timeframes, and are sensitive to fast reference-price moves where sub-second order book history can matter.
BTC Coverage
- BTC 5-minute Up/Down markets
- BTC 15-minute Up/Down markets
- BTC 1-hour Up/Down markets
- BTC 4-hour Up/Down markets
- BTC 24-hour Up/Down markets
Backtesting Ideas
- Momentum after a reference-price breakout
- Mean reversion when the UP token overshoots fair value
- Spread filters near market open or close
- Liquidity-aware entries that require enough ask depth
- Exit rules based on time remaining and depth deterioration
Why BTC Up/Down Needs Order Book Data
BTC Up/Down markets can move quickly around threshold levels. A minute candle can miss a short-lived spread spike or liquidity gap. With 300ms snapshots, a backtest can see whether an entry existed at the signal time and what the average fill price would have been.
Example API Query
GET /v1/markets?coin=BTC&market_type=5m&resolved=true
GET /v1/markets/{slug}/snapshots?include_orderbook=true