Datasets:

krish301
/

polymarket-raw-15m

+---
+license: mit
+task_categories:
+  - time-series-forecasting
+  - tabular-regression
+tags:
+  - polymarket
+  - prediction-market
+  - cryptocurrency
+  - bitcoin
+  - ethereum
+  - on-chain
+  - trade-data
+  - orderbook
+size_categories:
+  - 100K<n<1M
+---
+# Polymarket Raw Data — 15m Up-or-Down Windows
+**Continuous live collection of every single trade and orderbook tick on Polymarket's 15m Bitcoin/Ethereum/Solana/XRP/Dogecoin/BNB/Hype "Up or Down" prediction markets.**
+This dataset is built for institutional quantitative research. It captures **complete user trade activity** with **every available metadata field** from the Polymarket APIs, **plus the full live orderbook** at every resolution boundary.
+## Coverage
+- **Assets:** btc, eth, sol, xrp, doge, bnb, hype
+- **Duration:** 15m
+- **Window size:** 900 seconds
+- **Polling interval:** 5s during the window (orderbook), 30s for trade tape refresh
+- **Storage:** Per-window JSONL files (one file per market resolution)
+- **Collection start:** 2026-06-04
+## Data sources (no synthetic data, no nulls)
+For every 15m window that resolves, we capture:
+1. **Market metadata** (from Gamma `keyset`): `conditionId`, `slug`, `question`, `description`, `endDate`, `closedTime`, `tickSize`, `minOrderSize`, `negRisk`, `outcomes`, `clobTokenIds`, `icon`, `image`, `category`, `tags`, `volumeNum`, `liquidity`, `commentCount`, `createdAt`, `updatedAt`, `closed`, `active`, `archived`, `restricted`, `featured`, `new`, `groupBy`, `events`, and the full `markets` record.
+2. **Full trade tape** (from `data-api.polymarket.com/trades?conditionId=...&limit=500`): every fill with 19 fields: `proxyWallet`, `side`, `asset`, `conditionId`, `size`, `price`, `timestamp`, `title`, `slug`, `eventSlug`, `outcome`, `outcomeIndex`, `name`, `pseudonym`, `bio`, `profileImage`, `profileImageOptimized`, `transactionHash`.
+3. **Live orderbook snapshots** (from `clob.polymarket.com/book?token_id=...`): at the end of each window, the full L2 orderbook for both up and down tokens. Each snapshot has `bids`, `asks`, `timestamp`, `hash`, `tick_size`, `min_order_size`, `last_trade_price`.
+4. **On-chain event log** (from Goldsky v1 subgraph + Polygon v2 RPC): the underlying `OrderFilled` events that ground the trade tape. Includes `transactionHash`, `maker`, `taker`, `makerAssetId`, `takerAssetId`, `makerAmountFilled`, `takerAmountFilled` for verification.
+## File layout
+```
+data/
+  btc/
+    2026-06-04/
+      btc-updown-15m-1780534500/
+        meta.json               # Market metadata (all Gamma fields)
+        trades.jsonl            # All trade tape (19 fields per row)
+        orderbook_snapshots.jsonl  # L2 orderbook snapshots
+        onchain_events.jsonl    # OrderFilled events for this market
+        resolve.json            # Resolution: final price, winner, volume, etc.
+README.md
+```
+## Schema — trades.jsonl (one row per fill)
+| Field | Type | Description |
+|---|---|---|
+| `proxyWallet` | string | The user's wallet address (lowercase) |
+| `side` | string | `BUY` or `SELL` (from user's perspective) |
+| `asset` | string | The tokenId being traded (decimal string) |
+| `conditionId` | string | The CTF conditionId (hex with 0x prefix) |
+| `size` | number | Number of shares |
+| `price` | number | Price in [0, 1] |
+| `timestamp` | number | Unix epoch seconds (when the order was placed) |
+| `title` | string | Market question |
+| `slug` | string | `{ASSET}-updown-15m-{{epoch}}` |
+| `eventSlug` | string | Same as slug for these markets |
+| `outcome` | string | `Up` or `Down` |
+| `outcomeIndex` | number | `0` (Up) or `1` (Down) |
+| `name` | string | The user's display name (Polymarket profile) |
+| `pseudonym` | string | The user's pseudonym (Polymarket profile) |
+| `bio` | string | The user's bio |
+| `profileImage` | string | URL to profile image (or empty) |
+| `profileImageOptimized` | string | Optimized CDN URL |
+| `transactionHash` | string | The on-chain transaction hash (for verification) |
+## Schema — orderbook_snapshots.jsonl (one row per snapshot)
+| Field | Type | Description |
+|---|---|---|
+| `timestamp` | number | Unix epoch ms when snapshot was taken |
+| `token_id` | string | The token being snapshotted |
+| `outcome` | string | `Up` or `Down` |
+| `bids` | array of `price, size` | Sorted descending by price |
+| `asks` | array of `price, size` | Sorted ascending by price |
+| `tick_size` | number | Minimum price increment |
+| `min_order_size` | number | Minimum order size |
+| `last_trade_price` | number | Last trade price at snapshot time |
+| `hash` | string | CLOB orderbook hash for integrity |
+## Schema — meta.json
+A full snapshot of the Gamma `markets` record for this market (40+ fields). No fields are dropped.
+## Schema — onchain_events.jsonl
+One row per `OrderFilled` event from the Goldsky v1 subgraph or Polygon v2 RPC:
+| Field | Type | Description |
+|---|---|---|
+| `id` | string | `{txHash}_{logIndex}` |
+| `timestamp` | number | Unix epoch seconds |
+| `maker` | string | Maker address |
+| `taker` | string | Taker address |
+| `makerAssetId` | string | Token being sold by maker (0 for USDC) |
+| `takerAssetId` | string | Token being acquired by maker (0 for USDC) |
+| `makerAmountFilled` | number | Amount (6-decimal) |
+| `takerAmountFilled` | number | Amount (6-decimal) |
+| `transactionHash` | string | On-chain transaction hash |
+## Usage
+```python
+from datasets import load_dataset
+ds = load_dataset("krish301/polymarket-raw-15m")
+```
+Or directly:
+```python
+import json
+with open("data/btc/2026-06-04/btc-updown-15m-1780534500/trades.jsonl") as f:
+    for line in f:
+        trade = json.loads(line)
+        print(trade["proxyWallet"], trade["side"], trade["price"], trade["size"])
+```
+## Provenance
+- Collected from public Polymarket APIs (`gamma-api.polymarket.com`, `data-api.polymarket.com`, `clob.polymarket.com`)
+- Cross-referenced with the Goldsky v1 subgraph (project_cl6mb8i9h0003e201j6li0diw) and Polygon v2 CTF Exchange contract (0xE111180000d2663C0091e4f400237545B87B996B)
+- No PII is collected beyond what is publicly visible on Polymarket profiles
+## License
+MIT
+## Maintainer
+Collected continuously from an AWS EC2 instance running a custom collector service.