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How to Capture Polymarket Market Data Before Building a Trading Bot

Capture market metadata, outcome token IDs, and each outcome’s timestamped book before adding trading logic. Keep raw data and parsed values together.

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Before adding trading logic, save a timestamped snapshot of the market your client actually observed: its identity and resolution criteria, the outcome token IDs, and the bids and asks for each outcome. Use Gamma to find and describe the market, CLOB interfaces to identify outcome books and obtain pricing data, and Polymarket’s real-time market stream for ongoing changes. Keep discovery, market data, and order execution distinct; a displayed quote is not a promise that an order will fill there.

Confirm which Polymarket platform you are targeting

Start by establishing whether your integration is for Polymarket’s decentralized platform or its US platform. Polymarket’s researcher guide says the platforms use separate APIs and keep their data separate. Do not assume that an endpoint or identifier documented for one works on the other.

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The workflow below follows the decentralized-platform documentation. API schemas and market state can change, so check the current official documentation and endpoint data when implementing the client.

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Use the interface that matches the job

Interface Best suited to Identifier to keep in view Time behavior
Gamma Discovering markets and events; reading market metadata, grouping, implied probability, categories, and resolution details. Market and event identifiers. Query market records and metadata.
CLOB Working with outcome-specific books and pricing; execution interfaces are separate from discovery. The outcome token ID, identified in the guide as token_id or clobTokenId. Request current pricing or book data; use the relevant interface for execution.
Data API User-level activity and related data described in the researcher guide. A wallet address for user-level lookups. Queried records or history, rather than a market event stream.
Real-time market stream Following book, price, last-trade, and tick-size changes. Outcome token IDs for market subscriptions. Delivers event updates as market data changes.

These roles and identifier distinctions are described in Polymarket’s researcher guide, CLOB documentation, and real-time market documentation. Discovery tells you what a market is; it does not replace the outcome-specific identifiers needed to request or subscribe to its books.

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Build a snapshot in a deliberate order

  1. Find the market in Gamma. Capture the question or title, description, resolution criteria and source, end date, outcomes, status, and available market and event identifiers. Record whether the market is active, closed, or accepting orders when that information is available. Gamma is documented for market discovery and metadata, including resolution details; see the researcher guide.
  2. Map each outcome to its token ID. Save the condition ID and the outcome labels with their corresponding token IDs. A readable slug or market identifier is not a substitute for the Yes or No outcome token ID: CLOB requests use the specific token ID for the outcome. See the CLOB documentation.
  3. Fetch and record each outcome’s book. For every outcome token, preserve bids and asks separately, along with the observation time. Include available context such as tick size, minimum order size, negative-risk flag, last-trade price, and book hash. The market-channel documentation describes book events with bids and asks and allows several of these contextual fields.
  4. Keep the raw observation beside parsed fields. Store the original response or event, parsed values, retrieval time in UTC, platform, identifiers, and resolution text. This is a practical recordkeeping recommendation based on fields exposed by the interfaces, not a format Polymarket requires.
  5. Only then add trading logic. Treat the snapshot as an observation of market state, not evidence that an order would have filled at a displayed price. Depth, spread, and subsequent participant orders affect what may be executable; the book can change after collection. Polymarket’s FAQ explains that share prices reflect participants’ willingness to buy and sell.

What to preserve for each observation

  • Scope: platform and UTC retrieval timestamp.
  • Market identity: question or title, description, resolution criteria and source, end date, event and market identifiers, and available status.
  • Outcome mapping: outcome labels, condition ID, and the token ID used for each book request or subscription.
  • Book state: bids and asks for each outcome, timestamp, and any available tick size, minimum order size, last-trade price, hash, or risk metadata.
  • Interpretive parameters: current applicable fees, tick sizes, spreads, and market-specific status, fetched from current documentation or endpoint data rather than copied from a stale example. The researcher guide points to documentation for fees, tick sizes, and spreads.
  • Provenance: raw payload or event alongside parsed values, so later users can distinguish observed data from calculations derived from it.

Use the stream for changes, not repeated snapshots alone

For ongoing public market data, Polymarket documents real-time feeds for book, price-change, last-trade-price, and tick-size-change events. Its real-time market documentation describes using feeds to react as market conditions and related data change. A stream can keep a client current without repeatedly polling for every update; retain event timestamps and enough context to associate updates with the correct outcome token.

A snapshot and a stream serve different purposes: the snapshot is a timestamped record of what was observed, while stream events let the client follow later changes. The cited documentation describes current books and streaming updates, but does not establish that these interfaces provide a complete historical order-book depth archive.

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Read prices as market signals, not guarantees

Polymarket’s FAQ says outcome shares are priced from 0.00 to 1.00 USDC and explains that prices represent the market’s current probability view, shaped by participants’ willingness to buy and sell. That price is neither certainty about the eventual outcome nor a guaranteed execution price.

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Keep bid and ask values distinct. A single displayed price or midpoint omits the difference between buying interest and selling interest, as well as available depth. The book is the more useful record for assessing the conditions visible to the client at the time of capture.

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Keep discovery, data, and execution separate

A reliable bot starts with an unambiguous mapping: Gamma market metadata identifies what you found; outcome token IDs identify which CLOB books correspond to the outcomes; market-stream events describe subsequent changes. Execution logic comes after those inputs are correctly identified and timestamped. This separation makes it easier to investigate whether a later decision came from market selection, identifier mapping, a stale observation, or a changed book.

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