BTC$80,471.01 ETH$2,319.15 SOL$93.66 XRP$1.43 SPX18 markets Elon71 markets NBA64 markets NFL46 markets EPL18 markets FOMC12 markets Weather44 cities Hyperliquid4 perps
Live Polymarket Feed · 171 active markets

Live Best Bid Best Ask Streams from Polymarket — Built for Crypto Traders

Backtest Polymarket strategies with Best Bid Best Ask Streams data — 20Hz best bid best ask streams for crypto traders. Full BTC/ETH/SOL/XRP depth from Polymarket. WebSocket + REST. Free key.

Depth Chart Best Bid Best Ask Streams
Mid: 0.5450 BIDS ASKS
Bids Asks
171 Live Markets
793.2M Snapshots Captured
20 Hz Capture Rate
7 Categories

Best Bid Best Ask Streams for Crypto Traders

Resolved Markets delivers real-time orderbook snapshots from Polymarket's crypto prediction markets at 20Hz capture rates, enabling crypto traders to identify mispricing across BTC, ETH, SOL, and XRP up/down markets before they move. Access full bid/ask depth arrays with millisecond-precision timestamps, allowing you to analyze market microstructure and detect arbitrage opportunities between prediction markets and spot/derivatives exchanges. The platform tracks 11.4M+ snapshots across 100+ markets with WebSocket streaming integration, eliminating delays in your algorithmic trading workflows and providing the competitive edge needed in fast-moving prediction markets.

Best Bid Best Ask Streams is the difference between watching a market and trading it. Resolved Markets pipes the 14-column ClickHouse orderbook schema into one feed, with DateTime64(3) timestamps with full bid/ask arrays, so crypto traders can monitor depth, detect arbitrage, and time execution across best_bid, best_ask, mid_price, spread, bids[], asks[].

Live snapshot: Resolved Markets is currently tracking 171 active Polymarket contracts and has captured 793.2M orderbook snapshots. Latest update: 2026-05-09 03:14:12.061.

Data challenges Crypto Traders run into

Best Bid Best Ask Streams from Resolved Markets is built around the data gaps Crypto Traders hit when they try to work with raw Polymarket feeds.

01

Slow orderbook data access creates arbitrage lag

Traditional crypto exchanges provide orderbook updates at variable intervals, often 1-5 second delays. Prediction markets on Polymarket move rapidly with bid/ask spreads that shift within milliseconds. Without 20Hz capture rates and low-latency WebSocket feeds, traders miss alpha-generating opportunities before the market reprices. Resolved Markets' continuous snapshots ensure you never miss critical microstructure signals.

02

Fragmented data sources across exchanges

Crypto traders monitor spot markets, derivatives, and prediction markets separately, manually reconciling data from multiple APIs. This fragmentation creates blind spots where cross-market arbitrage opportunities go undetected. Resolved Markets aggregates BTC, ETH, SOL, and XRP prediction market orderbooks in one unified platform with consistent formatting and timestamps, enabling holistic market analysis without data integration overhead.

03

Missing high-frequency capture for fast markets

Most prediction market data providers capture snapshots every 5-60 seconds, missing the high-frequency dynamics crucial for algorithmic trading. Polymarket crypto markets experience bid/ask shifts at sub-second intervals, especially during volatile news events. Resolved Markets' 20Hz sampling rate captures the full granularity of order flow changes, revealing market microstructure patterns invisible at lower frequencies.

04

Lack of unified crypto prediction market data

Cryptocurrency prediction markets remain fragmented across platforms with inconsistent data formats and update frequencies. Traders building crypto-focused strategies need standardized, continuously-updated orderbook depth from Polymarket's largest crypto markets. Resolved Markets consolidates 100+ crypto-related prediction markets with uniform data schemas, millisecond timestamps, and full bid/ask depth arrays, enabling seamless integration into trading systems.

Built for quantitative work on Best Bid Best Ask Streams

Orderbook-level prediction-market data that doesn't exist anywhere else.

01

Detect sub-second arbitrage opportunities

With 20Hz orderbook snapshots and millisecond timestamps, you can identify moments when prediction market prices diverge from rational valuations faster than competitors. Full bid/ask depth arrays reveal liquidity layers and hidden orders, exposing inefficiencies that exist for only fractions of a second. Resolved Markets' WebSocket streaming pushes updates directly to your algorithms, eliminating poll latency and enabling millisecond-scale trade execution before prices adjust.

02

Optimize trade execution across prediction markets

Prediction markets often show better informed trading activity ahead of spot market moves, especially in crypto. Resolved Markets' continuous orderbook data lets you quantify order flow toxicity, estimate intent from bid/ask clustering, and optimize execution timing across prediction and spot markets. Historical snapshots in ClickHouse storage enable rapid backtesting of execution strategies against months of real orderbook data.

03

Monitor market microstructure in real-time

Most market participants analyze only the best bid/ask, missing crucial information in deeper orderbook layers. Resolved Markets provides full depth arrays showing all resting orders, allowing you to model market impact, detect spoofing patterns, and gauge institutional positioning. Real-time microstructure analytics help you identify when large orders are being accumulated or unwound, giving you directional alpha.

04

Automate trading strategies with reliable feeds

Manual API integration with Polymarket and other sources introduces operational risk and code maintenance burden. Resolved Markets offers production-ready REST and WebSocket APIs with automatic retry logic, connection pooling, and guaranteed data continuity. Deploy trading strategies immediately without worrying about data reliability—our free tier requires no credit card, letting you validate your approach risk-free before committing to infrastructure.

Research Applications
Spread analysis and market making simulation
Liquidity depth profiling across categories
Implied probability vs realized outcomes
Market microstructure and order flow analysis
Weather derivative research across 44 cities
Cross-category correlation studies

How Crypto Traders use Best Bid Best Ask Streams

1
Track institutional order flow in BTC up/down markets via depth imbalance from Best Bid Best Ask Streams
2
Backtest mean-reversion strategies on historical Best Bid Best Ask Streams spanning months of 20Hz capture
3
Bulk-load Best Bid Best Ask Streams into ClickHouse for analytical queries with sub-second latency
4
Stream Best Bid Best Ask Streams into Snowflake via the native Snowpipe connector
5
Materialize Best Bid Best Ask Streams as Parquet files in S3 for cheap long-term storage

Seven categories, hundreds of markets

Prediction markets across crypto, sports, economics, weather, and more — live and historical orderbook data, all queryable through one API.

16 markets

Crypto

BTC, ETH, SOL, XRP — up/down markets every 5m to 1d.

18 markets

Equities

S&P 500 (SPX) daily open — up or down predictions.

71 markets

Social

Elon Musk tweet counts — weekly prediction ranges.

64 markets

Sports

NBA, NFL, EPL — game outcomes and season predictions.

12 markets

Economics

Fed decisions, jobs reports — FOMC meetings and macro data.

78 markets

Weather

44 cities daily — temperature, hurricanes, Arctic ice.

4 pairs

Hyperliquid

BTC, ETH, SOL, XRP perp orderbooks — 1/sec sampling.

Tick-level orderbook snapshots

Every snapshot includes full bid/ask depth, mid prices, spreads, and crypto spot price.

polymarket.snapshots_hf 793.2M rows
SideBidSizeAskSizeSpread
UP0.54001,2400.55001,1001.00%
UP0.53009800.56001,4503.00%
UP0.52001,5600.57008905.00%
UP0.51002,1000.58002,3007.00%
UP0.50001,8000.59001,7009.00%
UP0.49003,2000.60003,10011.00%
Schema 14 columns
cryptoLowCardinality(String)BTC
timeframeLowCardinality(String)5m
token_sideEnum8('UP','DOWN')UP
timestampDateTime64(3)2026-05-09 03:14:12.061
crypto_priceFloat64$80,471.01
best_bidFloat640.5400
best_askFloat640.5500
mid_priceFloat640.5450
spreadFloat640.0100
bidsArray(Tuple(F64,F64))[(0.54,1240),...]
asksArray(Tuple(F64,F64))[(0.55,1100),...]

Comprehensive market coverage

Prediction markets across multiple categories, captured continuously with high-frequency precision.

7
Categories
Crypto Sports Economics Weather
171
Active Markets
BTC ETH SOL XRP + sports, econ, weather
44
Weather Cities
Daily prediction-market capture across global cities.
20 Hz
Capture Rate
Crypto 20 Hz Sports 2 Hz Econ 1 Hz

Best Bid Best Ask Streams ships with

20Hz crypto orderbook snapshots
WebSocket streaming for real-time bid/ask depth
Cross-exchange arbitrage detection tools
Millisecond-precision timestamp data
REST API for historical orderbook analysis
Market microstructure analytics dashboard

What Crypto Traders build with Best Bid Best Ask Streams

Order flow toxicity measurement on BTC and ETH up/down markets
Volatility surface construction from prediction-market orderbook depth
Feature stores built on top of Best Bid Best Ask Streams
Time-travel queries via Iceberg/Delta on historical Best Bid Best Ask Streams
Real-time materialized views via Materialize or RisingWave

Up and running in minutes

Three steps from signup to live Best Bid Best Ask Streams in your application.

1

Get Your API Key

Generate a free API key instantly. No credit card. Just click and go.

Sign Up Free
2

Explore the API

Browse 11 endpoints with live examples. Test requests directly from the docs.

API Reference
3

Start Building

Integrate live Best Bid Best Ask Streams into your research pipeline, trading bot, or analytics platform.

fetch('/v1/markets/live', { headers: { 'X-API-Key': key } })
1
Create a free account at resolvedmarkets.com — no credit card required
2
Install the CLI: npm install -g resolved-markets-cli && rm-api config --set-key rm_your_key
3
List active crypto markets: rm-api markets -c crypto
4
Pull your first Best Bid Best Ask Streams snapshot: rm-api orderbook <marketId> --json
5
Run a quick backtest: rm-api backtest --strategy mean-reversion --crypto BTC

Wiring Best Bid Best Ask Streams into your workflow

Crypto traders integrate Resolved Markets Best Bid Best Ask Streams via four channels: REST for backtesting, WebSocket for live signals, the CLI for bulk exports, and the MCP server for AI agents. All four return the same 20Hz Best Bid Best Ask Streams, so production systems and research notebooks share one source of truth.

  • Native ClickHouse JDBC/ODBC connector
  • Snowflake Snowpipe ingest for streaming Best Bid Best Ask Streams
  • AWS Glue catalog integration for Best Bid Best Ask Streams Parquet files

Why Crypto Traders pick Best Bid Best Ask Streams

  • Only prediction market API capturing crypto orderbooks at 20Hz with full bid/ask depth and millisecond timestamps
  • Real-time WebSocket streaming eliminates latency between price movement and your algorithm execution
  • Historical ClickHouse-backed data enables rigorous backtesting of orderbook-based strategies across 11.4M+ snapshots
  • Free tier access with no credit card required—validate arbitrage opportunities before scaling production deployments

Why Best Bid Best Ask Streams matters

Crypto strategies that used to rely on perpetual funding rates now incorporate Best Bid Best Ask Streams as a complementary signal. With Resolved Markets capturing the 14-column ClickHouse orderbook schema, crypto traders have a parallel dataset that frequently moves first.

Best Bid Best Ask Streams in context

The crypto trading edge in 2026 isn't just speed — it's signal quality. Best Bid Best Ask Streams from Resolved Markets gives crypto desks DateTime64(3) timestamps with full bid/ask arrays, exposing inefficiencies in best_bid, best_ask, mid_price, spread, bids[], asks[] that disappear inside a second. The result: a richer dataset for the same desk that already runs Binance and Hyperliquid feeds.

Frequently asked: Best Bid Best Ask Streams for Crypto Traders

  • How does 20Hz orderbook capture compare to manual Polymarket API polling?

    Polymarket's public REST API typically updates every 1-2 seconds and requires continuous polling, introducing network latency and rate limits. Resolved Markets continuously captures orderbooks at 20Hz (every 50ms), with millisecond timestamps and WebSocket push delivery, ensuring you never miss rapid bid/ask shifts. This 10-40x frequency advantage is critical for algorithmic trading where market conditions change within seconds.

  • Can I use Resolved Markets data to detect spread arbitrage between crypto prediction markets and spot exchanges?

    Yes—that's a primary use case. Our REST API lets you query historical orderbook depth across BTC, ETH, SOL, and XRP prediction markets, while WebSocket streaming provides real-time bid/ask for live strategy execution. By correlating prediction market prices against spot/futures data, you can identify moments when prediction prices lag the underlying asset, enabling profitable cross-market arbitrage with minimal slippage.

  • What orderbook data depth is available, and how far back does historical data extend?

    Resolved Markets captures full bid/ask depth arrays (all resting orders, not just the best level) with millisecond timestamps. Historical snapshots extend back months, stored in ClickHouse for efficient time-range queries. You can analyze order accumulation patterns, estimate market impact, and backtest strategies against complete microstructure data without sampling bias.

  • Does WebSocket streaming cover all crypto prediction markets, or just major ones like BTC/ETH?

    WebSocket streams cover 100+ prediction markets across all categories, including BTC, ETH, SOL, XRP and lower-volume altcoin markets. Subscribe to specific market symbols to receive 20Hz updates only for the markets relevant to your strategy, reducing bandwidth consumption while maintaining coverage. Custom filtering ensures your algorithms process only actionable orderbook changes.

  • How reliable is the orderbook data for live trading, and what's your data accuracy guarantee?

    Resolved Markets continuously validates orderbook snapshots against Polymarket's canonical state and provides millisecond-precision timestamps for event correlation. WebSocket connections include automatic reconnection with gap-fill logic—if a connection drops, we immediately backfill missing snapshots so your algorithms never trade on stale data. Free tier includes uptime SLA monitoring; production accounts get dedicated support for zero-downtime deployments.

  • What's the latency on Best Bid Best Ask Streams for live crypto trading?

    WebSocket streaming pushes snapshots in well under a second. REST queries serve historical Best Bid Best Ask Streams from ClickHouse in under 200ms — fast enough for production crypto trading systems.

  • Can I backtest crypto strategies on Best Bid Best Ask Streams?

    Yes. 11.4M+ historical snapshots are stored in ClickHouse with millisecond timestamps. Crypto traders can replay any window of Best Bid Best Ask Streams to validate strategies before deploying capital.

  • How is Resolved Markets Best Bid Best Ask Streams different from polling Polymarket directly?

    Polymarket's public API updates every 1-2 seconds with rate limits. Resolved Markets ships Best Bid Best Ask Streams at 20Hz with full bid/ask arrays, ClickHouse history, and four delivery channels (REST, WebSocket, CLI, MCP).

  • Can I use Best Bid Best Ask Streams with dbt?

    Yes. Most teams build dbt models that consume Best Bid Best Ask Streams via the ClickHouse connector and derive downstream features (spread, depth imbalance, mid-price velocity).

  • Is Best Bid Best Ask Streams compatible with Apache Iceberg or Delta Lake?

    Yes. Bulk Parquet exports of Best Bid Best Ask Streams drop directly into Iceberg or Delta tables for time-travel queries and ACID semantics.

Related orderbook datasets

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