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Before adding trading logic, save a timestamped snapshot of the market identity, resolution criteria, outcome token IDs, and order book for each outcome. Use Gamma to discover markets and read their metadata, CLOB interfaces for outcome-specific book data and execution, and the real-time market stream to follow updates. Keep each observation’s source and UTC retrieval time so the record shows what your client actually saw—not what the market looked like later.
Choose the right Polymarket platform first
Polymarket’s decentralized platform and its US platform use separate APIs and manage their data separately, according to the researcher guide. Confirm which platform your project targets before collecting data; do not assume that an endpoint or identifier from one platform works on the other. The workflow below concerns the decentralized platform covered by the cited developer documentation.
Use each interface for the job it documents
| Interface | Best fit in a snapshot workflow | Identifier to keep in view | Time behavior |
|---|---|---|---|
| Gamma | Market and event discovery, grouping, and metadata such as questions, resolution details, categories, and status | Market and event identifiers | Query market records and metadata |
| CLOB | Outcome-specific pricing and order-book access; also the interface used for trading | The outcome’s token ID | Requests reflect data observed when queried |
| Data API | User-level activity and data associated with a wallet | Wallet address | Query user-related records or history |
| Real-time market stream | Ongoing book, price, last-trade, and tick-size updates | Market or outcome identifiers required by the subscription | Delivers events as market data changes |
The researcher guide describes Gamma, CLOB, and Data API roles. The real-time market documentation describes the market stream. These interfaces answer different questions: discovery tells you which market you found, a CLOB book tells you what was visible for an outcome, and a stream helps you observe subsequent changes.
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- Find and identify the market. Use Gamma to locate the event and market. Save the question, description, resolution criteria and source, end date, outcomes, identifiers, and the available status or accepting-orders state. Gamma is documented for market existence, grouping, implied probability, categories, and resolution details in the researcher guide.
- Map each outcome to its token ID. Record the condition ID and the Yes/No outcome token IDs. The guide refers to outcome identifiers as
token_idorclobTokenId; CLOB requests need the specific token ID for the outcome. A readable market slug or a general market identifier is not a substitute. See the researcher guide and CLOB documentation. - Capture a book for every outcome. Request the book using that outcome’s token ID. Preserve bids and asks as separate sides, together with the observation time and any available tick size, minimum order size, last-trade price, hash, or negative-risk metadata. The market-channel documentation describes book data and these available fields.
- Save source data and context together. Store the raw response or event alongside parsed values, the retrieval time in UTC, platform, market identifiers, and resolution text. Keeping both forms is a reproducibility recommendation: it lets a later reader distinguish what the interface returned from calculations your code derived. It is not a documented platform storage requirement.
- Attach current parameters, not stale assumptions. Record fees, tick sizes, spreads, or market-specific status only when you have fetched them from current documentation or endpoint data. The researcher guide points developers to documentation for fees, tick sizes, and spreads; values can vary or change.
What to store for each market
- Platform and UTC retrieval timestamp.
- Market question or title, description, resolution criteria and source, event and market identifiers, and status where available.
- Outcome labels and the matching outcome token IDs used for book requests or subscriptions.
- A separate book for each outcome, with bids, asks, observation time, and any returned tick size, minimum order size, last-trade price, hash, or risk metadata.
- Current market parameters that affect interpretation, such as fees or status, with their source.
- The raw payload or event plus parsed values, so derived fields remain distinguishable from observed data.
Read prices as market signals, not promises
Polymarket’s FAQ says outcome shares are priced from 0.00 to 1.00 USDC and that prices reflect participants’ willingness to buy and sell—the market’s current probability view. That price is neither certainty about the eventual outcome nor a guarantee that an order will fill at that level. Retain bid and ask prices separately rather than treating a displayed price or midpoint as the entire book. Depth and spread matter when assessing what may be executable, and participants can change their orders after a snapshot is taken; the market-channel documentation describes the changing book and price events.
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Use a stream for changes after the snapshot
A snapshot is a point-in-time record. For ongoing public market data, Polymarket documents real-time feeds for book, price-change, last-trade-price, and tick-size-change events. Its documentation says those feeds can keep public market data current without repeated polling. Subscribe to the appropriate market data and apply incoming events to your local state according to the documented event semantics; retain event times and receipt times if you need to distinguish when a change was reported from when your client received it. See Real-Time Data: Market Channel.
Do not infer from these current-book and streaming interfaces that they provide a complete historical archive of order-book depth. The cited documentation describes current books and live updates, but does not establish that historical-depth capability.
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Separate data collection from order execution
A recorded book explains what your client observed at a particular time; it does not establish that a later order would have filled at the displayed price. Build and validate the collection layer first: market selection, resolution interpretation, token mapping, timestamping, and book updates. Only then make trading decisions, accounting for the actual order parameters and market conditions at the time of execution. CLOB’s role in pricing and execution is described in the CLOB documentation.
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