Spread Compression Signals 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.
Spread Compression Signals is the difference between watching a market and trading it. Resolved Markets pipes orderbook microstructure signals from Polymarket into one feed, with tick-level features extracted from full bid/ask depth, so crypto traders can monitor depth, detect arbitrage, and time execution across spread compression, depth imbalance, queue position, quote flicker.
Data challenges Crypto Traders run into
Spread Compression Signals from Resolved Markets is built around the data gaps Crypto Traders hit when they try to work with raw Polymarket feeds.
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.
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.
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.
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 Spread Compression Signals
Orderbook-level prediction-market data that doesn't exist anywhere else.
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.
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.
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.
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.
How Crypto Traders use Spread Compression Signals
Seven categories, hundreds of markets
Prediction markets across crypto, sports, economics, weather, and more — live and historical orderbook data, all queryable through one API.
Crypto
BTC, ETH, SOL, XRP — up/down markets every 5m to 1d.
Equities
S&P 500 (SPX) daily open — up or down predictions.
Social
Elon Musk tweet counts — weekly prediction ranges.
Sports
NBA, NFL, EPL — game outcomes and season predictions.
Economics
Fed decisions, jobs reports — FOMC meetings and macro data.
Weather
44 cities daily — temperature, hurricanes, Arctic ice.
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.
| Side | Bid | Size | Ask | Size | Spread |
|---|---|---|---|---|---|
| UP | 0.5400 | 1,240 | 0.5500 | 1,100 | 1.00% |
| UP | 0.5300 | 980 | 0.5600 | 1,450 | 3.00% |
| UP | 0.5200 | 1,560 | 0.5700 | 890 | 5.00% |
| UP | 0.5100 | 2,100 | 0.5800 | 2,300 | 7.00% |
| UP | 0.5000 | 1,800 | 0.5900 | 1,700 | 9.00% |
| UP | 0.4900 | 3,200 | 0.6000 | 3,100 | 11.00% |
cryptoLowCardinality(String)BTCtimeframeLowCardinality(String)5mtoken_sideEnum8('UP','DOWN')UPtimestampDateTime64(3)2026-05-09 03:14:12.061crypto_priceFloat64$80,471.01best_bidFloat640.5400best_askFloat640.5500mid_priceFloat640.5450spreadFloat640.0100bidsArray(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.
Spread Compression Signals ships with
What Crypto Traders build with Spread Compression Signals
Up and running in minutes
Three steps from signup to live Spread Compression Signals in your application.
Get Your API Key
Generate a free API key instantly. No credit card. Just click and go.
Sign Up FreeExplore the API
Browse 11 endpoints with live examples. Test requests directly from the docs.
API ReferenceStart Building
Integrate live Spread Compression Signals into your research pipeline, trading bot, or analytics platform.
fetch('/v1/markets/live', { headers: { 'X-API-Key': key } })
npm install -g resolved-markets-cli && rm-api config --set-key rm_your_keyrm-api markets -c cryptorm-api orderbook <marketId> --jsonrm-api backtest --strategy mean-reversion --crypto BTCWiring Spread Compression Signals into your workflow
Crypto traders integrate Resolved Markets Spread Compression Signals 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 Spread Compression Signals, so production systems and research notebooks share one source of truth.
- PyTorch Geometric example for orderbook GNNs
- Reference implementation of VPIN in the Python SDK
Why Crypto Traders pick Spread Compression Signals
- 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 Spread Compression Signals matters
Crypto strategies that used to rely on perpetual funding rates now incorporate Spread Compression Signals as a complementary signal. With Resolved Markets capturing orderbook microstructure signals from Polymarket, crypto traders have a parallel dataset that frequently moves first.
Spread Compression Signals in context
The crypto trading edge in 2026 isn't just speed — it's signal quality. Spread Compression Signals from Resolved Markets gives crypto desks tick-level features extracted from full bid/ask depth, exposing inefficiencies in spread compression, depth imbalance, queue position, quote flicker that disappear inside a second. The result: a richer dataset for the same desk that already runs Binance and Hyperliquid feeds.
Frequently asked: Spread Compression Signals for Crypto Traders
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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.
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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.
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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.
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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.
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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.
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Which crypto markets are covered for Spread Compression Signals?
Resolved Markets captures orderbook microstructure signals from Polymarket including spread compression, depth imbalance, queue position, quote flicker. All 100+ active crypto contracts on Polymarket are continuously sampled.
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What's the latency on Spread Compression Signals for live crypto trading?
WebSocket streaming pushes snapshots in well under a second. REST queries serve historical Spread Compression Signals from ClickHouse in under 200ms — fast enough for production crypto trading systems.
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Can I backtest crypto strategies on Spread Compression Signals?
Yes. 11.4M+ historical snapshots are stored in ClickHouse with millisecond timestamps. Crypto traders can replay any window of Spread Compression Signals to validate strategies before deploying capital.
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Does Spread Compression Signals include derived features or just raw orderbook?
Both. Spread Compression Signals ships raw bid/ask arrays plus derived best_bid, best_ask, mid_price, and spread columns. You can compute additional features (depth imbalance, queue position, VPIN) from the raw arrays.
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How do I compute VPIN from Spread Compression Signals?
Bucket trades by volume from the Spread Compression Signals time series, then compute the absolute difference between buy-side and sell-side volume per bucket. VPIN is the moving average of those differences. Most quant teams ship a 50-line Python implementation.