Polymarket Resolved Market Order Book: Replay Past Depth
Use resolved Polymarket order book history to replay bid/ask depth before settlement and test strategy behavior on known outcomes.
A resolved market order book shows how liquidity, spread, and price evolved before a Polymarket market settled. This is the core dataset needed for post-resolution research and realistic backtesting.
Why Final Prices Are Not Enough
The final outcome tells you who won. The historical order book tells you whether a trader could have entered, scaled, exited, or survived drawdown before settlement.
Questions You Can Answer
- Was there enough ask-side depth when the signal appeared?
- Did the spread widen before close?
- How much slippage would a larger order have paid?
- Did the market become illiquid near resolution?
Resolved Book Data Model
| Field | Why it matters |
|---|---|
| market_id | Links snapshots to the resolved market |
| timestamp | Enables chronological replay |
| bid/ask ladders | Supports realistic fills and slippage |
| winner | Allows final PnL calculation |