Marketlens

Polymarket historical order books and backtesting for trading bots.

Active⚙️ Polymarket SDKs & APIs

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About

Marketlens captures every Polymarket order book change the moment it happens. Full L2 depth, tick-by-tick, every change recorded. Full order book history, executed trades, OHLCV candles, and underlying asset prices are available via REST API, Python SDK, or bulk Parquet export.

Backtest your bot against historical order books at millisecond resolution. Fills account for queue position, latency, and slippage.

We track binary, multi-strike, barrier, and macro markets across crypto, equities, FX, commodities, indices, and rates. Examples include BTC, ETH, SOL, and XRP up or down (5m, 15m, daily), weekly BTC close ranges, "Will BTC hit $X" barriers, and FOMC rate decisions. Each repeats on a fixed schedule, so you can backtest across many past runs of the same market.

Free tier: 2,000 requests/day with full data access.

Key Features

- Every order book change recorded as it happens, not periodic snapshots

- Replay the order book at any historical moment, down to the millisecond

- Backtest strategies against the actual historical book, with queue position, latency, and slippage accounted for

- Executed trades, price candles (1-minute to 1-day), and underlying spot prices (BTC, S&P 500,

etc.)

- Python library and REST API

- Bulk data downloads in CSV or Parquet

- Markets covered: crypto, stocks, FX, commodities, stock indices, and central bank rate

decisions

Pricing

Free: 2,000 requests/day with full data access

Pro: $39/month, 100,000 requests/day, 5 API keys, bulk exports

Enterprise: $199/month, 500,000 requests/day, 25 API keys, dedicated support

All tiers access the same data and endpoints. Annual billing saves ~17%.

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Information

Last Updated

about 3 hours ago

Launched

3/1/2026