--- license: mit tags: - polymarket - prediction-markets - orderbook - quantitative-trading - market-making - high-frequency-trading - crypto - parquet pretty_name: PolyPulse Polymarket Empirical Order Book Dataset (1Hz & 4Hz Sample) size_categories: - n<1K task_categories: - time-series-forecasting --- # PolyPulse — Empirical Polymarket Order Book Dataset Empirical, isochronous discrete snapshot matrix combining **Polymarket CLOB Best Bid/Ask (BBO)**, **Binance Spot Ticks**, and **Chainlink RTDS Oracle feeds**. > **Live Hub**: [https://ogs.biz.id/polypulse](https://ogs.biz.id/polypulse) > **Open-Source Python Arbitrage Backtest**: [GitHub Gist](https://gist.github.com/OmGoStudio/562f0b521245255964a4026ca18e8c1b) > **Instant 24-Hour Flash Pass ($2.49 with ALPHA50)**: [Gumroad Checkout](https://ogshub.gumroad.com/l/polypulse-24h-flash/ALPHA50) --- ## Dataset Description PolyPulse eliminates survivorship bias and polling jitter in prediction market research. While standard public API endpoints suffer from rate limits and variable network latency, this dataset aligns three synchronized liquidity venues onto strict **1.0-second (1Hz)** and **0.25-second (4Hz Vilnius Node)** grids: 1. **Polymarket Central Limit Order Book (CLOB)**: Microsecond-stamped Bid/Ask depth for UP/DOWN binary contracts. 2. **Binance Spot Anchor Feed**: Underlying reference asset spot price. 3. **Chainlink Real-Time Data Streams (RTDS)**: Decentralized oracle TWAP and benchmark index prices. --- ## Schema & Column Reference | Column | Type | Description | | :--- | :--- | :--- | | `sec` | float | Elapsed seconds within continuous observation candle | | `timestamp_utc` | string | ISO 8601 UTC timestamp synchronized across feeds | | `bnb_price` | float | Underlying reference spot price (Binance) | | `pm_token_up_bid` | float | Polymarket Best Bid for YES/UP contract ($) | | `pm_token_up_ask` | float | Polymarket Best Ask for YES/UP contract ($) | | `pm_token_down_bid`| float | Polymarket Best Bid for NO/DOWN contract ($) | | `pm_token_down_ask`| float | Polymarket Best Ask for NO/DOWN contract ($) | | `cl_twap` | float | Chainlink Oracle TWAP benchmark | | `parity_edge` | float | Empirical sum arbitrage deviation ($1.00 - (Bid_Up + Bid_Down)) | | `parity_edge_bps` | float | Parity mispricing expressed in Basis Points (bps) | | `maker_pair_cost` | float | Combined cost to acquire full outcome set at Bid ($) | | `taker_pair_cost` | float | Combined cost to acquire full outcome set at Ask ($) | | `trade_count` | int | Aggregated trade execution events in the 1-second slice | --- ## Quickstart in Python ### Using Apache Parquet (Recommended) ```python import pandas as pd # Load Apache Parquet directly df = pd.read_parquet("https://huggingface.co/datasets/OmGoStudio/polypulse-polymarket-sample/resolve/main/polypulse_sample_preview.parquet") print(f"Loaded {len(df)} discrete snapshot ticks.") print(df[["timestamp_utc", "pm_token_up_bid", "pm_token_down_bid", "parity_edge_bps"]].head()) ``` ### Full Arbitrage Execution Backtest Check out the complete runnable open-source arbitrage backtest script on GitHub Gist: 👉 **[polymarket_4hz_arbitrage_backtest.py](https://gist.github.com/OmGoStudio/562f0b521245255964a4026ca18e8c1b)** --- ## Instant Commercial Feeds & Flash Passes Use coupon code **`ALPHA50`** for 50% off all packages: | Package | Granularity | Rows | Price (with ALPHA50) | Checkout | | :--- | :--- | :--- | :--- | :--- | | **24-Hour Flash Backtest Pass** | 4Hz (0.25s) Vilnius Feed | 345,600 | **$2.49** | [Instant Access](https://ogshub.gumroad.com/l/polypulse-24h-flash/ALPHA50) | | **3 Days Standard** | 1Hz (1.0s) | 259,200 | **$9.00** | [Instant Access](https://ogshub.gumroad.com/l/ywiqa/ALPHA50) | | **3 Days Vilnius Feed** | 4Hz (0.25s) | 1,036,800 | **$24.00** | [Instant Access](https://ogshub.gumroad.com/l/bcppkw/ALPHA50) | | **1 Week Institutional Bundle** | 1Hz & 4Hz | 3,024,000+ | **$49.50** | [Instant Access](https://ogshub.gumroad.com/l/axwvl) | | **1 Month Full Archive** | Master Grid | 10,000,000+ | **$124.50** | [Instant Access](https://ogshub.gumroad.com/l/ogswmh) | Crypto payments (USDC / USDT on Polygon POS) are also supported natively on our web terminal: 🌐 **[https://ogs.biz.id/polypulse](https://ogs.biz.id/polypulse)** --- *Maintained by OmGoStudio (OGS) Quant Research Division.*