BTC Orderbook Depth for Data Scientists
Data scientists leverage Resolved Markets to build predictive models using 11.4M+ orderbook snapshots from Polymarket across crypto, sports, economics, and weather categories. The platform provides raw bid/ask depth arrays with millisecond timestamps—ideal for feature engineering, time-series analysis, and market microstructure modeling. With continuous 20Hz capture rates for crypto markets and comprehensive coverage of 100+ prediction markets, data scientists can train models on real market behavior patterns, sentiment evolution, and price discovery mechanisms. The unified API and historical data storage enable reproducible research, backtesting frameworks, and deployment of models via WebSocket streaming for live predictions.
BTC Orderbook Depth is the dataset data scientists actually want from prediction markets. 20Hz capture against live crypto spot prices produces clean, structured rows that map directly to pandas DataFrames, with rich orderbook microstructure features extractable from BTC up/down tokens, ETH 1h settlements, SOL daily markets.
Data challenges Data Scientists run into
BTC Orderbook Depth from Resolved Markets is built around the data gaps Data Scientists hit when they try to work with raw Polymarket feeds.
Fragmented data sources requiring extensive ETL and normalization
Building prediction models requires consolidating data from sports betting APIs, crypto exchanges, economics calendars, and weather databases. Each source has different schemas, timestamps, data quality standards, and update frequencies. Data scientists waste weeks building ETL pipelines just to get consistent data for model training. Resolved Markets eliminates this integration burden by providing all four categories through a single, normalized API with consistent timestamp precision and schema.
Insufficient orderbook depth granularity for sophisticated microstructure models
Most market data providers deliver only OHLCV candles—open, high, low, close, volume. This completely discards orderbook microstructure where the signal lives. Sophisticated traders and algorithms exploit bid/ask spreads, depth clustering, and order book imbalances minutes before price moves. Resolved Markets provides full depth arrays showing every bid and ask level, enabling feature engineering on fundamental market structure rather than derived price metrics.
Limited historical data windows for training robust prediction models
Historical prediction market data is nearly impossible to acquire at scale. Most platforms don't archive snapshots, leaving data scientists with limited training windows of days or weeks. Resolved Markets maintains 11.4M+ snapshots across 100+ markets with millisecond precision. This depth enables training time-series models on diverse market regimes, economic cycles, election outcomes, and sports season progressions—impossible with limited data.
High operational overhead managing real-time data pipelines
Real-time data pipelines are operationally complex: maintaining WebSocket connections, handling reconnection logic, buffering, deduplication, and writing to analytical databases. Building this infrastructure takes months and requires dedicated engineering. Resolved Markets abstracts this complexity through simple API endpoints and WebSocket subscriptions, letting data scientists focus on modeling rather than infrastructure.
Built for quantitative work on BTC Orderbook Depth
Orderbook-level prediction-market data that doesn't exist anywhere else.
Millisecond-precision timestamps enable accurate microstructure feature engineering
Every orderbook update is timestamped to the millisecond, enabling precise sequence analysis and event-driven modeling. You can engineer features like 'time_to_next_large_buy_order', 'depth_concentration_ratio', and 'spread_evolution_velocity'—metrics that predict price moves seconds or minutes ahead. These ultra-precise timestamps turn raw orderbook data into predictive signals for microsecond-scale market efficiency models.
11.4M+ snapshots provide deep historical windows for robust model training
The 11.4M+ snapshot archive spans months of continuous Polymarket evolution. Your models can train on diverse market conditions: pre-election volatility (prediction markets repricing as new polls emerge), FOMC uncertainty (hourly probability shifts as economic data releases), sports event outcomes (live match developments changing contract prices), and crypto volatility (correlation with macro sentiment). This breadth prevents overfitting to narrow market regimes.
Full bid/ask depth enables advanced market structure analysis impossible with price data alone
Orderbook depth reveals market participant composition and conviction. When large bids appear at favorable odds, orders are building conviction. When depth clusters at certain levels, smart money is defending support/resistance. When spreads widen dramatically, information asymmetry is high. Resolved Markets' full depth arrays let you engineer these structural features directly, rather than inferring them from price changes that may have already occurred.
Unified API across 4 market categories enables cross-domain transfer learning
Training a single-category model (just crypto, or just sports) limits generalization. Resolved Markets' unified API across crypto, sports, economics, and weather enables transfer learning: patterns in how BTC price predictions reprices ahead of US macro data might apply to EPL match predictions. Cross-category feature spaces create richer representations, improving model robustness when deploying to new markets.
How Data Scientists use BTC Orderbook Depth
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.
BTC Orderbook Depth ships with
What Data Scientists build with BTC Orderbook Depth
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Three steps from signup to live BTC Orderbook Depth in your application.
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Browse 11 endpoints with live examples. Test requests directly from the docs.
API ReferenceStart Building
Integrate live BTC Orderbook Depth into your research pipeline, trading bot, or analytics platform.
fetch('/v1/markets/live', { headers: { 'X-API-Key': key } })
curl -H 'X-API-Key: rm_xxx' 'https://api.resolvedmarkets.com/api/snapshot?crypto=BTC&timeframe=1h&includebook=true'pd.json_normalize() on the responserm-api download --crypto BTC --days 30 --format csvWiring BTC Orderbook Depth into your workflow
Data scientists integrate BTC Orderbook Depth via REST for exploratory work in Jupyter, bulk CSV exports for training pipelines, and WebSocket streaming for inference. The 14-column ClickHouse schema maps directly to pandas DataFrames.
npm install resolved-markets— TypeScript SDK with full type definitions for the 14-column schemacargo add resolved-markets— Rust crate for ultra-low-latency consumers- Native ClickHouse connector via JDBC/ODBC for direct SQL queries against historical BTC Orderbook Depth
Why Data Scientists pick BTC Orderbook Depth
- 11.4M+ millisecond-timestamped snapshots provide unprecedented depth for training time-series prediction models across market regimes
- Full bid/ask depth arrays enable microstructure-based feature engineering impossible with aggregated price data
- Unified API across crypto, sports, economics, and weather enables transfer learning and cross-domain model development
- WebSocket streaming API enables seamless deployment of trained models into production for live market probability predictions
Why BTC Orderbook Depth matters
BTC Orderbook Depth matters for data science because it's structured. Most prediction-market data needs hours of cleanup; BTC Orderbook Depth ships as a schema-aligned dataset with 20Hz capture against live crypto spot prices ready for ML pipelines on BTC up/down tokens, ETH 1h settlements, SOL daily markets.
BTC Orderbook Depth in context
ML pipelines on prediction markets used to fight raw exchange data. BTC Orderbook Depth from Resolved Markets removes that friction: schema, timestamps, and bid/ask arrays are already aligned for ingestion into pandas, ClickHouse, or any modern feature store.
Frequently asked: BTC Orderbook Depth for Data Scientists
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What features can we engineer from Resolved Markets orderbook data?
The full bid/ask depth enables dozens of microstructure features: bid-ask spread evolution, depth concentration ratios, order book imbalance (total_bid_quantity vs total_ask_quantity), volume-weighted midpoint shifts, time-to-best-execution, depth clustering entropy, and inter-arrival times between large orders. With millisecond timestamps, you can calculate volatility measures at sub-second timescales. These features capture market sentiment and conviction far better than price-only inputs.
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Can we use historical snapshots for backtesting prediction models?
Yes, our full historical archive of 11.4M+ snapshots enables authentic backtesting. You can train models on snapshots from period A, validate on period B, and backtest on period C with zero look-ahead bias. Each snapshot includes the exact timestamp and full orderbook state, enabling realistic simulation of your model's performance. Export snapshots in JSON or Parquet format for efficient processing in your training pipeline.
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How do we handle missing data or gaps in the snapshot stream?
Our capture process is continuous at 20Hz for crypto and variable intervals for other categories. Gaps occur only during platform maintenance (announced in advance). We provide metadata with each snapshot indicating the time since the last capture, enabling you to detect and interpolate over gaps. For production models, our WebSocket API guarantees delivery of every update; client-side buffering prevents data loss due to network transients.
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Can we build models predicting Polymarket price movements before crypto spot markets move?
Yes, this is a primary use case. Polymarket prediction contracts for BTC and ETH price direction often reprices minutes before spot price changes, as sophisticated traders discover new information. Train models on orderbook features from prediction markets to predict subsequent spot price direction. The unified API makes it simple to correlate prediction market orderbook evolution with spot price candles from any exchange, enabling cross-market alpha research.
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What's the best way to handle the scale of 11.4M+ snapshots in training pipelines?
Export snapshots to Parquet format for efficient storage and query. Our API supports time-range and market-range filtering to limit export scope. Use distributed computing frameworks (Spark, Dask, Ray) to parallelize feature engineering across snapshot partitions. For live training, subscribe to WebSocket streams for specific markets rather than querying entire historical datasets. This hybrid approach—historical exports for model development, streaming for live updates—optimizes both training speed and inference latency.
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What ML projects use BTC Orderbook Depth?
Price prediction, sentiment classification, liquidity forecasting, anomaly detection, cross-market correlation, and outcome probability estimation. BTC Orderbook Depth is rich enough for sequence models and statistical pipelines alike.
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How big is the dataset behind BTC Orderbook Depth?
11.4M+ snapshots across 100+ markets and 7 categories. Each snapshot includes full bid/ask arrays with millisecond timestamps — enough for deep learning and statistical modeling.
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Can data scientists access live BTC Orderbook Depth for inference?
Yes. WebSocket streaming pushes sub-second updates for real-time inference. The MCP server exposes BTC Orderbook Depth as function calls for AI agents.
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Can I run BTC Orderbook Depth alongside my Hyperliquid feed?
Yes, that's a common setup. Hyperliquid provides 1Hz perp orderbook snapshots and Resolved Markets provides 20Hz Polymarket prediction-market snapshots. Most quant teams subscribe to both and join on timestamp for cross-venue analysis.
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Can I use BTC Orderbook Depth with TradingView, Plotly, or matplotlib?
Yes. BTC Orderbook Depth ships as JSON over REST and WebSocket, so any charting library that consumes time-series data works out of the box. The CLI exports CSV directly into pandas + matplotlib pipelines, and the WebSocket stream plugs into TradingView Pine Script via a custom datafeed adapter.