Polymarket order-book depth snapshots (sample)

Event-driven L2 order-book depth for short-dated Polymarket crypto markets. 16,528 snapshots across 12 completed BTC up/down markets, each retaining the full resting bid/ask ladder on both outcomes (~50 levels per side). Prediction-market venues publish a live order book and archive none of it: once a five-minute market resolves its depth history cannot be backfilled. Capture is event-driven rather than sampled — median gap between snapshots 0.12s, with 90.6% of intervals under one second. Derived from the public Polymarket CLOB feed, bounded to a 7-day window. Independent project, not affiliated with Polymarket. Full archive: depthfeed.com