开放数据 / 回测OPEN DATA / BACKTESTING
Polymarket BTC 5分钟 / 15分钟盘口数据Polymarket BTC 5m / 15m Order Book Data
面向研究和回测的 Bitcoin 涨跌市场历史 CLOB 盘口数据，保留报价、深度、时间和结算信息。Historical CLOB order-book data for Bitcoin Up/Down markets, built for market microstructure research, execution-model testing, and reproducible backtests.
独立整理 Polymarket BTC 5分钟与15分钟涨跌市场数据，覆盖 best quote、盘口深度、市场元数据和结算结果。频道：@polymarketbookdataIndependently collected Polymarket BTC 5-minute and 15-minute market data, including best quotes, depth, market metadata, and resolved outcomes. Channel: @polymarketbookdata
独立项目，与 Polymarket 没有隶属或背书关系。Independent project. Not affiliated with or endorsed by Polymarket.
这是什么WHAT THIS IS
一份把市场机制保留下来的研究数据集。A research dataset with the market mechanics left visible.
采集器监听 CLOB 盘口更新，维护本地 order book，同时写入最佳报价变化和盘口深度快照。它适合用来研究价差、流动性、盘口失衡、时间和假设成交。The collector listens to CLOB order-book updates, keeps a local order book, and writes both top-of-book changes and depth snapshots. This makes the data useful for questions about spread, liquidity, imbalance, timing, and hypothetical execution.
本站记录数据结构和使用边界：报价不是成交，展示数量也不等于一定能成交。The site documents the data model and its limits. It does not turn a quote into a trade, or a displayed size into a guaranteed fill.
阅读回测假设Read the backtesting assumptions从这里开始START HERE
使用数据前，需要先看完的几页说明。Everything you need to inspect the data before using it.
数据集概览Dataset overview
覆盖范围、文件、市场主键和采集流程。Coverage, files, market keys, and the collection pipeline.
↗02字段说明Schema reference
ticks、depth、outcomes 和市场元数据的字段含义。Field names for ticks, depth, outcomes, and market metadata.
↗03下载归档Download archive
在 Telegram 频道查找每日 ZIP 包和更新说明。Find daily ZIP packages and the latest release notes on Telegram.
↗04AI 建立回测项目AI backtest starter
一键复制完整 Markdown，让 Codex 或 Claude 快速理解数据。Copy the full Markdown prompt so Codex or Claude can understand the data quickly.
↗