krish301/polymarket-raw-4h

Polymarket Raw Data — 4h Up-or-Down Windows

Continuous live collection of every single trade and orderbook tick on Polymarket's 4h Bitcoin/Ethereum/Solana/XRP/Dogecoin/BNB/Hype "Up or Down" prediction markets.

This dataset is built for institutional quantitative research. It captures complete user trade activity with every available metadata field from the Polymarket APIs, plus the full live orderbook at every resolution boundary.

Coverage

• Assets: btc, eth, sol, xrp, doge, bnb, hype
• Duration: 4h
• Window size: 14400 seconds
• Polling interval: 5s during the window (orderbook), 30s for trade tape refresh
• Storage: Per-window JSONL files (one file per market resolution)
• Collection start: 2026-06-04

Data sources (no synthetic data, no nulls)

For every 4h window that resolves, we capture:

1. Market metadata (from Gamma keyset): conditionId, slug, question, description, endDate, closedTime, tickSize, minOrderSize, negRisk, outcomes, clobTokenIds, icon, image, category, tags, volumeNum, liquidity, commentCount, createdAt, updatedAt, closed, active, archived, restricted, featured, new, groupBy, events, and the full markets record.
2. Full trade tape (from data-api.polymarket.com/trades?conditionId=...&limit=500): every fill with 19 fields: proxyWallet, side, asset, conditionId, size, price, timestamp, title, slug, eventSlug, outcome, outcomeIndex, name, pseudonym, bio, profileImage, profileImageOptimized, transactionHash.
3. Live orderbook snapshots (from clob.polymarket.com/book?token_id=...): at the end of each window, the full L2 orderbook for both up and down tokens. Each snapshot has bids, asks, timestamp, hash, tick_size, min_order_size, last_trade_price.
4. On-chain event log (from Goldsky v1 subgraph + Polygon v2 RPC): the underlying OrderFilled events that ground the trade tape. Includes transactionHash, maker, taker, makerAssetId, takerAssetId, makerAmountFilled, takerAmountFilled for verification.

File layout

data/
  btc/
    2026-06-04/
      btc-updown-4h-1780534500/
        meta.json               # Market metadata (all Gamma fields)
        trades.jsonl            # All trade tape (19 fields per row)
        orderbook_snapshots.jsonl  # L2 orderbook snapshots
        onchain_events.jsonl    # OrderFilled events for this market
        resolve.json            # Resolution: final price, winner, volume, etc.
README.md

Schema — trades.jsonl (one row per fill)

Field	Type	Description
proxyWallet	string	The user's wallet address (lowercase)
side	string	BUY or SELL (from user's perspective)
asset	string	The tokenId being traded (decimal string)
conditionId	string	The CTF conditionId (hex with 0x prefix)
size	number	Number of shares
price	number	Price in [0, 1]
timestamp	number	Unix epoch seconds (when the order was placed)
title	string	Market question
slug	string	{ASSET}-updown-4h-{{epoch}}
eventSlug	string	Same as slug for these markets
outcome	string	Up or Down
outcomeIndex	number	0 (Up) or 1 (Down)
name	string	The user's display name (Polymarket profile)
pseudonym	string	The user's pseudonym (Polymarket profile)
bio	string	The user's bio
profileImage	string	URL to profile image (or empty)
profileImageOptimized	string	Optimized CDN URL
transactionHash	string	The on-chain transaction hash (for verification)

Schema — orderbook_snapshots.jsonl (one row per snapshot)

Field	Type	Description
timestamp	number	Unix epoch ms when snapshot was taken
token_id	string	The token being snapshotted
outcome	string	Up or Down
bids	array of price, size	Sorted descending by price
asks	array of price, size	Sorted ascending by price
tick_size	number	Minimum price increment
min_order_size	number	Minimum order size
last_trade_price	number	Last trade price at snapshot time
hash	string	CLOB orderbook hash for integrity

Schema — meta.json

A full snapshot of the Gamma markets record for this market (40+ fields). No fields are dropped.

Schema — onchain_events.jsonl

One row per OrderFilled event from the Goldsky v1 subgraph or Polygon v2 RPC:

Field	Type	Description
id	string	{txHash}_{logIndex}
timestamp	number	Unix epoch seconds
maker	string	Maker address
taker	string	Taker address
makerAssetId	string	Token being sold by maker (0 for USDC)
takerAssetId	string	Token being acquired by maker (0 for USDC)
makerAmountFilled	number	Amount (6-decimal)
takerAmountFilled	number	Amount (6-decimal)
transactionHash	string	On-chain transaction hash

Usage

from datasets import load_dataset
ds = load_dataset("krish301/polymarket-raw-4h")

Or directly:

import json
with open("data/btc/2026-06-04/btc-updown-4h-1780534500/trades.jsonl") as f:
    for line in f:
        trade = json.loads(line)
        print(trade["proxyWallet"], trade["side"], trade["price"], trade["size"])

Provenance

• Collected from public Polymarket APIs (gamma-api.polymarket.com, data-api.polymarket.com, clob.polymarket.com)
• Cross-referenced with the Goldsky v1 subgraph (project_cl6mb8i9h0003e201j6li0diw) and Polygon v2 CTF Exchange contract (0xE111180000d2663C0091e4f400237545B87B996B)
• No PII is collected beyond what is publicly visible on Polymarket profiles

License

MIT

Maintainer

Collected continuously from an AWS EC2 instance running a custom collector service.