The full book, every level, both sides
- Every level, with size
- Both sides of the book
- Captured at every change
只有基于真实深度，回测才诚实。 中间价掩盖了价差、每个档位上挂着的挂单量，以及你的订单实际要付出的滑点。DepthFeed 完整保留整个订单簿。
640M
捕获的订单簿
90+
多天历史
7
资产
REST + WS
交付
大多数数据源在最后价格停止。
A single number. It says nothing about the size waiting to fill.
我们捕获每个层级，双边。
The full bid and ask ladder, with the size resting at every price.
每次变更都被记录，永久保存。
Every frame stored, so a backtest fills against the liquidity that was really there.
This is where DepthFeed comes in.
是整本订单簿，而不只是最新价。
Recorded on every book event
- Every book event stored
- Never sampled
- Short markets stay testable
One REST API for latest and history
- Latest and past snapshots
- JSON, epoch-millis stamps
- Keyset pagination
Underlying prices, time-aligned
- Binance spot and futures
- Chainlink settlement marks
- Joined on epoch millis
02数据
Polymarket 与 Kalshi 的订单簿与价格数据。
如此精细的深度数据记录成本高昂、且无法事后回补，因此几乎无人保存。我们做到了——覆盖 Polymarket、Kalshi 与 Limitless 的完整订单簿与价格数据，买卖双方的每一个档位，逐笔（tick by tick）采集，并通过计量计费的 API 干净地提供。
每一档，双边都有
不是最新成交，也不是盘口顶部——而是完整的买卖盘阶梯，每个档位上挂着多少量，每次变动都记录。这才是真实订单实际成交所对的深度。
三个场馆，一套结构
Polymarket、Kalshi 与 Limitless 统一为一套稳定的 JSON 结构——Polymarket 与 Limitless 采用事件驱动采集，Kalshi 采用持续全深度轮询，每条都关联到一条高频标的价格。
无法回补的历史
订单簿深度只能向前采集——实时错过就永远消失。我们自 early 2026 起持续记录，因此你的套餐所购买的时间窗背后是已存储的数据，而非一句承诺。
03我们如何采集
真实的 prediction-market 深度，实测得出——而非宣传册上的数字。
DepthFeed 是一个独立项目（与各场馆 not affiliated），其存在的意义就是记录几乎无人保存的 prediction-market 订单簿。下方每一项数字都直接来自我们自己的实时采集实测，因此你可以基于真实流动性回测，并基于同一份数据交易。
640 million
捕获的订单簿
Polymarket · Kalshi · Limitless
380K+
Polymarket 市场
档案从 2026 年 1 月开始
900K+
Kalshi 市场
自2026年1月起
7
资产
BTC · ETH · SOL · XRP · DOGE · BNB · HYPE
直接实测自 DepthFeed 的实时采集，June 21, 2026。
一份真实采集的快照
采集方式
- Polymarket 和 Limitless 的 websocket 数据捕获；Kalshi 的全深度 REST 轮询；归一化字段保留场馆特定时间戳。
- 历史查询的 ASOF 对齐，尽可能匹配最近的 Binance 参考时间点；缺失匹配保持为空。
- 存档覆盖为前瞻性和系列特定；文档发布存储日期的最低点。
04覆盖范围
Polymarket · Kalshi · Limitless 覆盖范围，随需求增长。
我们采集对短期到期市场真正重要的数据：交易者实际使用的资产与时间窗上的完整订单簿。
资产
BTCETHSOLXRPDOGEBNBHYPE
市场时间窗
5m15m1h4h24h
05快速上手
从密钥到回测，只需几分钟。
调用 REST API 发现实时市场并拉取完整的历史订单簿。干净的 JSON、epoch-millis 时间戳、keyset 分页——无需爬取。
- 稳定的 JSON 结构
- 交易所时间戳 + 接收时间戳
- Keyset 分页，按套餐限额
quickstart.sh
# 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],…]}}], …}为什么 Polymarket 盘口数据值得你下载
深度盘口,而不只是最后成交价
每一条快照都带有完整的买卖(bid/ask)价格与挂单量数组,而非单一的最后成交价。二元结果按 0 到 1 定价,且 Down = 1 − Up,你能据此还原出涨方与跌方在每个时点的真实盘口分布,做滑点、深度和价差研究,而不是只看一根收盘价曲线。
事件驱动的毫秒级捕获精度
数据直接来自 Polymarket CLOB 的 WebSocket,按事件驱动捕获,实时分发中位延迟约 10 毫秒(实测)。覆盖 5 分钟、15 分钟、1 小时、4 小时、24 小时五种窗口,涵盖 BTC、ETH、SOL、XRP、DOGE、BNB、HYPE 共 7 个标的,自 2026 年 1 月起为密集历史。
历史与实时,一套代码通吃
REST(Bearer 密钥、keyset 分页)拉取历史,WebSocket(wss://api.depthfeed.com/v3/stream)接入实时,两端输出完全一致的 JSON 快照对象。每条都含交易所与接收双时间戳(epoch 毫秒)以及 ASOF 对齐的 Binance 现货/期货参考价。回测的代码,原封不动就能跑实盘。
06定价
套餐简单。无需信用卡即可开始。
- 7 days · latest BTC markets, capped
- Stock, ETF & crypto price bars · 3 symbols per request
- Recorded bid/ask depth through the production REST schema
- Sports discovery for Polymarket + Kalshi
- 1 live BTC stream
- Backtest Lab + 1 paper strategy
- 30 days · all assets · every supported venue
- Stock, ETF & crypto price bars · 8 symbols per request
- Full book depth at any snapshot interval
- 25 req/sec · 5 live streams
- Sports API, injury alerts + 1 live sports book
- Backtest Lab + 5 paper strategies
- Quant中的所有内容
- Stock, ETF & crypto price bars · 16 symbols per request
- 90 days of unified history (3× Quant)
- Out-of-sample robustness analysis
- Reproducible strategy, trade and run exports
- 50 req/sec · 25 live streams · 15 paper strategies
- Research中的所有内容
- Stock, ETF & crypto price bars · 32 symbols per request
- Raw tick tape: every book change, in venue sequence
- Full market + sports archive
- Historical queries use an isolated traffic lane
- 100 req/sec · 100 live streams + wildcards
- 2 parallel history queries · 40 paper strategies
Every paid plan
Complete data access; capacity scales with the tier.
- Every supported venue
- Crypto, stocks & prediction markets
- Full bid/ask depth
- Any snapshot interval: 1m, 5m, 1h…
- Backtest Lab + live WebSocket
Compare exact plan limitsHistory, throughput, streams, research tools and account allowances.
| Capability | Explorer$0 | Quant$29 | Research$99 | Desk$249 |
|---|---|---|---|---|
| DataHistory | 7 days, capped | 30 days | 90 days | Full archive |
| Order-book assets | All 7 | All 7 | All 7 | All 7 |
| Raw tick tape (/v3/**/ticks) | — | — | — | Included |
| Price bars — equities, ETFs & crypto | 1-minute, windowed | 1-minute base | 1-minute base | 1-minute base |
| Bar symbols per request | 3 | 8 | 16 | 32 |
| Venue access (prediction markets) | Recorded sample + sports REST | Every venue | Every venue | Every venue |
| DeliveryGeneral REST admission | 1 req/sec | 25 req/sec · 1,000/min | 50 req/sec · 3,000/min | 100 req/sec · 6,000/min |
| Live book streams | 1 BTC subscription | 5 subs · 1 connection | 25 subs · 2 connections | 100 subs · 5 connections + wildcards |
| Live sports books | REST only | 1 | 2 | 3 |
| ResearchBacktest Lab — prediction markets | Polymarket sample | Polymarket + Kalshi | Polymarket + Kalshi | Polymarket + Kalshi |
| Backtest Lab — stocks, ETFs & crypto | Included, within the 7-day window | Included | Included | Included |
| Robustness analysis | — | — | Out-of-sample Research Lab | Included |
| Concurrent paper strategies | 1 | 5 | 15 | 40 |
| Wallet Intelligence | 1 wallet · 3 audits | 5 wallets · 10 audits | 10 wallets · 25 audits | 20 wallets · 50 audits |
| Monthly AI execution credits | — | 200 | 1,000 | 3,000 |
| OperationsHistorical query lane | Shared | Shared | Shared | Isolated · 2 parallel requests |
Monthly billing in USD. Cancel anytime. Taxes, where required, are calculated before payment. An entirely unused paid plan can be canceled and refunded in full under the Terms.
AI credits cover model execution only. Data access, history, exports, API limits, streams and venues never consume them.
你的疑问，已解答。
不能。Polymarket 不对外提供自己的历史订单簿。DepthFeed 是独立研究项目,从 Polymarket CLOB 的 WebSocket 按事件驱动捕获并存档,目前已累计 5.66 亿条订单簿快照、覆盖 38 万+个不同的加密市场,自 2026 年 1 月起为密集历史。
