Polymarket Order Book History API with Full Depth Snapshots
Access Polymarket order book history through full-depth snapshots for replay, liquidity research, and slippage-aware backtesting.
A Polymarket order book history API with full depth snapshots gives developers historical bid/ask ladders for each market. This is the foundation for realistic replay and execution simulation.
Core API Requirements
- Market identifiers and slugs
- Time filtering and pagination
- Full bid and ask ladders
- Resolution metadata
- Stable JSON suitable for Python and JavaScript
Use Cases
Use full-depth snapshots to model fills, measure liquidity, replay resolved markets, and compare probability movement with underlying BTC, ETH, or SOL price context.