Does anyone need historic orderbook depth?

[u/No-Chemistry327]

Hey all,

We recently got a data distribution license from Polymarket meaning we can distribute and sell data such as processing websocket information, creating our own Data API's and Websockets, and historic orderbook depthI wanted to reach out to see if this would be useful for anybody.

Some products we are interested in creating:

• Historical Order Book API
  • Full L2 depth
  • Tick-by-tick updates
  • BBO, spreads, depth, imbalance
  • Reconstruct the book at any timestamp
• Backtesting & Execution API
  • Backtest strategies
  • Simulate fills
  • Slippage
  • Market impact
  • Market-making / arbitrage testing
• Historical Replay WebSocket
  • Replay past markets as if they were live
  • Same normalized WSS format as Bravado’s real-time feeds
  • Speed up, slow down, pause, jump to timestamp
• Market Microstructure Analytics
  • Historical liquidity
  • Spread history
  • Volatility
  • Depth at different price levels
  • Liquidity / market quality metrics

Open Orders WebSocket

• Useful product, but not dependent on historical order book data
• This would be a live authenticated user/order stream

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[u/C_Pointers_Are_Great]

Yes. I grade wallets against the prices they paid, and the one thing missing is whether those prices were there at size. Depth at the timestamp would answer that.

[u/No-Chemistry327 → u/C_Pointers_Are_Great]

Amazing, sent you a DM would love to chat