Historical Polymarket Data for Algorithmic Trading
Self-sovereign orderbook recordings, crypto reference prices, event correlation, and trader activity data. Built for quants who backtest.
Query any Polymarket orderbook from time A to B. Granularity from 50ms to daily. OHLCV candles, depth analysis, spread history.
Match market movements with real-world events. News enrichment, price timelines, market metadata for sentiment analysis.
Track top traders' positions, PnL per market, trade history. Leaderboard rankings and copy trading signals.
Install: pip install smauglabs or npm install smauglabs
Run custom DuckDB queries against the full dataset. Columnar parquet backend, sub-2ms analytical performance.
Download raw .parquet files for offline analysis. Bring your own tooling: pandas, Polars, DuckDB, Spark.
Filter by volume, liquidity, category, data coverage. Find markets worth backtesting before you commit compute.
Find correlated market movements across tokens. Window-based correlation analysis with configurable parameters.
Get notified when new data arrives or conditions trigger. Integrate into your pipeline with standard HTTP callbacks.
Type-safe clients for both ecosystems. pip install smauglabs or npm install smauglabs. Sync and async support.