Polymarket 15m Binary Options Recorder

Records order book snapshots and spot prices for Polymarket's 15-minute crypto binary options markets.

What it does

• Polls Polymarket CLOB API every 500ms for order book data
• Streams real-time crypto prices from Binance WebSocket
• Stores snapshots to Supabase (markets + snapshots tables)
• Auto-resolves markets when windows close
• Tracks BTC, ETH, SOL, XRP

Market Structure

Each 15-minute window has:

• UP token: wins if price at end >= price at start
• DOWN token: wins if price at end < price at start
• Winner pays $1.00, loser pays $0.00
• Windows start on :00, :15, :30, :45

APIs

Polymarket Gamma API (market discovery)

Base: https://gamma-api.polymarket.com

GET /events?tag_id=102467&closed=false&limit=10
- tag_id=102467 = 15m crypto markets
- returns events with markets array
- clobTokenIds: [UP_token, DOWN_token]
- slug format: btc-updown-15m-{unix_timestamp}

Polymarket CLOB API (order book)

Base: https://clob.polymarket.com

GET /book?token_id={token}
- returns { bids: [{price, size}], asks: [{price, size}] }
- prices are 0-1 (probability/cents)
- best bid = max(bids), best ask = min(asks)

Binance WebSocket (spot prices)

wss://stream.binance.com:9443/stream?streams=btcusdt@trade/ethusdt@trade/...

- real-time trade stream
- <50ms latency
- msg format: { data: { s: "BTCUSDT", p: "99000.50" } }

Binance REST (historical)

GET https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1m&startTime={ms}&limit=1

- get open price at specific timestamp
- used for spot_start at window begin

Database Schema

-- markets (one per 15-min window per coin)
CREATE TABLE markets (
    id              BIGSERIAL PRIMARY KEY,
    coin            TEXT NOT NULL,
    window_ts       BIGINT NOT NULL,
    slug            TEXT NOT NULL,
    up_token        TEXT NOT NULL,
    down_token      TEXT NOT NULL,
    spot_start      DOUBLE PRECISION,
    spot_end        DOUBLE PRECISION,
    outcome         TEXT,
    created_at      TIMESTAMPTZ DEFAULT NOW(),
    UNIQUE(coin, window_ts)
);

-- snapshots (order book + price at a point in time)
CREATE TABLE snapshots (
    id              BIGSERIAL PRIMARY KEY,
    ts              TIMESTAMPTZ NOT NULL,
    market_id       BIGINT REFERENCES markets(id),
    spot_price      DOUBLE PRECISION,
    up_bid          DOUBLE PRECISION,
    up_ask          DOUBLE PRECISION,
    down_bid        DOUBLE PRECISION,
    down_ask        DOUBLE PRECISION,
    up_depth        JSONB,
    down_depth      JSONB
);

Environment Variables

SUPABASE_URL=https://xxx.supabase.co
SUPABASE_KEY=eyJ...

Running

uv run python main.py

Deployment

Deployed on Railway. Uses Procfile:

web: python main.py

Data Rates

• 4 coins x 2 tokens x 2 snapshots/sec = 16 API calls/sec
• ~1800 snapshots per 15-min window per coin
• ~1.7 GB/day with full depth data
• ~70 MB/day without depth data

Rate Limits

• CLOB /book: 200 req/10s (safe at 500ms polling)
• Gamma /events: 100 req/10s (only called every 30s)

Price Correlation

BTC move	Typical UP price
+0.00-0.05%	0.50-0.55
+0.05-0.10%	0.60-0.75
+0.10-0.20%	0.75-0.90
+0.20%+	0.90-0.98