Polymarket Full Order Book History: Every Bid and Ask Level
Access full Polymarket order book history with bid and ask ladders, depth changes, reference prices, and resolved market metadata.
Full order book history means preserving every meaningful bid and ask level through time. For Polymarket, this is the difference between testing a theoretical price and testing against tradable liquidity.
Full History Includes
- Bid ladder and ask ladder for each outcome
- Timestamped snapshots from market open to close
- Reference price movement for BTC, ETH, and SOL markets
- Resolved outcome and final market metadata
Why Full Depth Matters
Top-of-book data can tell you the best available price. Full depth tells you how much size existed behind that price and where your average execution price would land for larger orders.
Use Cases
- Backtesting strategies with realistic fills
- Measuring market depth before and after price moves
- Modeling slippage by order size
- Studying how liquidity disappears near close