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Barthel
/
variouscryptodata

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Languages:
English
Size:
100M - 1B
Tags:
finance
prediction-markets
polymarket
order-book
market-microstructure
crypto
Libraries:
Datasets
Dask
Polars
License:
Dataset card Data Studio Files
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polymarket_updown_orderbook: add 90 day(s) 2026-05-24..2026-08-21

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  1. README.md +105 -1
  2. polymarket_updown_orderbook/data/date=2026-05-24/book_depth.parquet +3 -0
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  34. polymarket_updown_orderbook/data/date=2026-06-25/book_depth.parquet +3 -0
  35. polymarket_updown_orderbook/data/date=2026-06-26/book_depth.parquet +3 -0
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  50. polymarket_updown_orderbook/data/date=2026-07-11/book_depth.parquet +3 -0
README.md CHANGED
@@ -1,3 +1,107 @@
1
  ---
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- license: cc
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
3
  ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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  ---
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+ license: cc-by-4.0
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+ pretty_name: Various crypto market data (Polymarket Up/Down order books, …)
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+ language:
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+ - en
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+ tags:
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+ - finance
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+ - prediction-markets
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+ - polymarket
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+ - order-book
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+ - market-microstructure
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+ - crypto
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+ - time-series
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+ size_categories:
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+ - 10M<n<100M
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+ configs:
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+ - config_name: polymarket_updown_orderbook
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+ data_files: "polymarket_updown_orderbook/data/*/*.parquet"
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+ default: true
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  ---
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+
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+ # variouscryptodata
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+
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+ Crypto market datasets collected as a by-product of our own research and
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+ published so they are not lost. One sub-folder per dataset; each appended
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+ nightly where collection is still running.
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+
28
+ | folder | what | coverage | cadence |
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+ |---|---|---|---|
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+ | `polymarket_updown_orderbook/` | Polymarket Up/Down (5m/15m) order books, 10 levels, BTC/ETH/SOL/XRP/BNB, with Binance spot reference | 2026-05-24 → present | appended nightly (previous UTC day) |
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+
32
+ ---
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+
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+ ## polymarket_updown_orderbook
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+
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+ Continuous top-10-level order book snapshots for Polymarket's short-dated
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+ **crypto Up/Down markets** (5-minute and 15-minute, BTC/ETH/SOL/XRP/BNB),
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+ captured roughly every 2 seconds, with the Binance spot price, the market's
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+ strike and the time left to resolution on every row.
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+
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+ - **Granularity:** one row per (market, snapshot); ~250 000 rows/day.
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+ - **Both outcomes:** the `Up` and `Down` books are recorded side by side.
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+ - **Layout:** `polymarket_updown_orderbook/data/date=YYYY-MM-DD/book_depth.parquet`
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+ (Hive-style day partitions).
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+
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+ Polymarket's CLOB API is live-only; to our knowledge no public archive of the
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+ order books of these short-dated markets exists.
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+
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+ ### Schema
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+
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+ | column | type | meaning |
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+ |---|---|---|
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+ | `ts` | int64 | snapshot time, Unix seconds (UTC) |
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+ | `ts_ms` | float64 | snapshot time, Unix milliseconds (v2 rows; absent/null before 2026-06-11) |
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+ | `market` | string | market slug, e.g. `btc-updown-5m-1779622200` (asset-period-windowStart) |
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+ | `asset` | string | `btc`, `eth`, `sol`, `xrp`, `bnb` (others may appear for some periods) |
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+ | `period_min` | int64 | market length in minutes: 5 or 15 |
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+ | `condition_id` | string | Polymarket condition id (public market identifier, 0x…) |
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+ | `win_start_ts` | int64 | window start, Unix seconds (v2) |
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+ | `secs_left` | int64 | seconds until the window closes / market resolves |
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+ | `in_window` | bool | whether the market window is currently open |
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+ | `favored` | string | which side is priced above 0.5 at snapshot time (`Up`/`Down`) |
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+ | `spot` | float64 | Binance spot price of the underlying (REST ticker) fetched with the snapshot |
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+ | `spot_ts_ms` | float64 | timestamp of that spot observation, Unix ms (v2) |
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+ | `strike_spot` | float64 | first spot at/after window start = the market's strike (v2) |
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+ | `Up` | string (JSON) | `{"bids":[[price,size],…],"asks":[[price,size],…]}` — up to 10 levels each, best first |
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+ | `Down` | string (JSON) | same for the Down outcome |
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+
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+ Prices in `Up`/`Down` are outcome-token prices in USDC (0–1); sizes are in
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+ shares. Parse with `json.loads` (Python) or `json_extract` (DuckDB).
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+ Schema v1 (19 days before 2026-06-11) has 11 columns; v2 has 15. Reading
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+ with `union_by_name`/`diagonal` concat handles both.
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+
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+ ### Quick start
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+
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+ ```python
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+ import polars as pl, json
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+ df = pl.read_parquet(
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+ "hf://datasets/Barthel/variouscryptodata/polymarket_updown_orderbook/data/date=2026-08-21/book_depth.parquet")
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+ row = df.filter(pl.col("asset") == "btc").row(0, named=True)
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+ book = json.loads(row["Up"])
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+ print(book["bids"][0], book["asks"][0], row["spot"], row["secs_left"])
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+ ```
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+
85
+ ```sql
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+ -- DuckDB
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+ SELECT asset, period_min, count(*)
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+ FROM read_parquet('hf://datasets/Barthel/variouscryptodata/polymarket_updown_orderbook/data/*/*.parquet', union_by_name=true)
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+ GROUP BY 1,2 ORDER BY 1,2;
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+ ```
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+
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+ ### Collection notes (read before modelling)
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+
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+ - Best-effort single-host capture: short gaps (seconds to minutes) occur around
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+ reconnects and host maintenance; treat `ts` spacing as irregular.
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+ - Snapshot cadence is ~2 s per market; several markets are active at once.
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+ - `spot` is the Binance spot price fetched by the collector at snapshot time,
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+ not Polymarket's resolution oracle; use it for analysis, not as ground truth
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+ for settlement.
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+ - Nothing here is investment advice; no trading strategy is included.
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+ - Every upload is scanned automatically for credentials before publishing.
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+
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+ ## License & citation
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+
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+ Data © the collector, released under **CC-BY-4.0**. Underlying quotes originate
106
+ from Polymarket's public CLOB API and Binance's public REST API. If you use
107
+ this data, please cite “Barthel/variouscryptodata (Hugging Face dataset)”.
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