I built PolyOrderbooks because I kept running into the same problem with Polymarket research: historical prices are relatively easy to get, but reconstructing what the order book actually looked like at a point in time is much harder. That matters when you’re backtesting. A strategy can look profitable using midpoint prices while being impossible to execute once you account for spread, available size, and depth. So I started capturing Polymarket L2 order books and built an API around the historical archive. PolyOrderbooks now provides historical order books, prices, and liquidity data through a REST API and Python SDK, with 1-second resolution available. I’ve also released a free BTC 5-minute L2 dataset in CSV and JSON so developers can inspect real sample data before using the API. I’d especially love feedback from people building Polymarket bots, backtests, or market-data tooling — what historical data is hardest for you to get today?

PolyOrderbooks

Historical Polymarket data for backtesting

Historical Polymarket data for backtesting