Recorded full-depth books for Polymarket, Kalshi, and Limitless, delivered through REST and WebSocket with documented coverage and venue-specific cadence.
Backtests are only honest on real depth. A mid-price hides the spread, the size resting at each level, and the slippage your order would actually pay. DepthFeed keeps the whole book.
You should not need a data pipeline and a research notebook to find out whether an idea has an edge. The Backtest Lab runs the whole test in the browser, against the real recorded book.
A backtest is a claim about the past. Paper trading is where that claim meets markets that haven't happened yet — with virtual cash, real prices, and a track record you can't fake.
A single number — the last trade or the mid. It tells you nothing about the size waiting to fill, or how far the price moves when you take it.
The full bid/ask ladder with the size resting at each price — best quote through the deep book, asks above the spread and bids below it.
Order-book depth is forward-only — miss it live and it's gone. We store every frame, so a backtest fills against the liquidity that was really there.
Every price level with its size, on both sides, at every change. Measure real slippage and liquidity, not a single mid-price.
Recorded on every book and price-change event, not sampled. Short-dated markets stay backtestable.
Latest and historical order-book snapshots over REST — JSON, epoch-millis timestamps, keyset pagination.
A high-frequency reference price series — Binance spot/futures plus Chainlink settlement marks — that joins to any Polymarket, Kalshi, and Limitless snapshot by epoch-millis timestamp, so you can line up book state with the spot move that drove it.
Depth this fine is expensive to record and impossible to backfill, so almost nobody keeps it. We do — full order-book and price data across Polymarket, Kalshi, and Limitless, every level on both sides, captured tick by tick and served clean over a metered API.
Not the last trade or the top of book — the full bid/ask ladder with the size resting at each level, captured at every change. The depth a real order actually fills against.
Polymarket, Kalshi, and Limitless in a single, stable JSON shape — event-driven capture on Polymarket and Limitless, continuous full-depth polling on Kalshi, each joined to a high-frequency underlying price.
Order-book depth is forward-only — miss it live and it's gone for good. We've recorded continuously since early 2026, so the window your plan buys is backed by stored data, not a promise.
DepthFeed is an independent project (not affiliated with the venues) that exists to record the prediction-market order book almost nobody else keeps. Every figure below is measured directly from our own live capture, so you can backtest on real liquidity and trade on the same data.
Polymarket · Kalshi · Limitless
archive starts January 2026
since January 2026
BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
Measured directly from DepthFeed's live capture, June 21, 2026.
We collect what matters for short-dated markets: the full book across the assets and time windows traders actually use.
Hit the REST API to discover live markets and pull the full historical book. Clean JSON, epoch-millis timestamps, keyset pagination — no scraping.
# 1 · Discover live markets — REST API, Bearer key
$ curl -s "https://api.depthfeed.com/v3/btc/markets?type=5m" \
-H "Authorization: Bearer $DEPTHFEED_KEY"
# {"data":[{"market_id":"…","slug":"btc-updown-5m-1780824900",
# "market_type":"5m","clob_token_up":"0x…"}], …}
# 2 · Pull the full book to backtest — historical snapshots over REST
$ curl -s "https://api.depthfeed.com/v3/btc/markets/<market_id>/snapshots?include_orderbook=true" \
-H "Authorization: Bearer $DEPTHFEED_KEY"
# {"data":[{"time":"…","price_up":0.62,
# "orderbook_up":{"bids":[[0.61,120],…],"asks":[[0.63,80],…]}}], …}Backtesting a Polymarket or Kalshi strategy needs the order book it would have traded against — full depth on both sides, captured finely enough to replay. That data is expensive to record and impossible to backfill, so almost nobody keeps it. DepthFeed records it and serves it clean over a metered REST API and live WebSocket.
Polymarket, Kalshi, and Limitless use normalized price/size arrays while preserving venue-specific identifiers and timestamps. Polymarket and Limitless consume websocket feeds; Kalshi uses paced REST polling. The docs state which timestamp and cadence apply to each venue.
The mid-price hides spread, size, and the slippage a real order pays. Full order-book depth lets you measure the liquidity that was genuinely there, so your prediction-market backtest reflects fills you could have actually gotten.
Historical responses ASOF-align a preceding Binance reference price when available. REST and WebSocket use documented normalized book fields, while their envelopes and venue-specific timestamps can differ. Validate research assumptions against the response schema before moving a strategy into forward paper trading.
A limited sample of the complete DepthFeed API.
Every venue, with room to build.
3× the history, 2× the throughput of Quant.
Dedicated capacity for systematic desks.
Yes. We can issue a scoped Desk evaluation key that expires automatically after 7 days, so you can benchmark the event-driven Polymarket and best-effort adaptive Kalshi sports channels from your own infrastructure before committing. Kalshi starts with a 125ms shared polling floor but backs off under the upstream public quota, so it does not carry a 100ms latency guarantee.
Free to start, no card. Upgrade when your strategy is ready for the full book.
Start free