Question 1

What data does MarketLens provide?

Accepted Answer

MarketLens provides tick-level Polymarket order book snapshots and deltas, executed trades, OHLCV candles, reference prices, and derived signals such as implied probability surfaces across multi-outcome markets. Data is accessed through a Python SDK or a REST API at api.marketlens.trade.

Question 2

How is this different from Polymarket's own CLOB API?

Accepted Answer

Polymarket's CLOB API serves current state and trade streams. MarketLens stores full historical order book snapshots and deltas, lets you replay books at millisecond resolution, and exposes derived analytics and a backtesting harness — none of which the upstream CLOB API provides.

Question 3

Can I backtest strategies with realistic fills?

Accepted Answer

Yes. The MarketLens backtest harness replays historical order books with real queue priority, configurable latency, and slippage modeling, so fills reflect what your orders would have actually gotten rather than mid-price assumptions.

Question 4

What does MarketLens cost?

Accepted Answer

Free tier includes 60 requests/minute and 2,000 requests/day with one API key. Pro is $39/month for 720 req/min and 100,000 req/day across 5 keys. Enterprise is $199/month for 1,800 req/min and 500,000 req/day across 25 keys. All tiers access the same endpoints.

Question 5

How do I get started?

Accepted Answer

Install the Python SDK with `pip install marketlens`, grab a free API key from the console, and you can list markets, fetch order books, and run a backtest in under a minute. See the Getting Started docs at marketlens.trade/docs.

Question 6

Where can I get Polymarket historical order book data?

Accepted Answer

MarketLens publishes Polymarket order book historical data as tick-level L2 snapshots and deltas at millisecond resolution. Access it via the Python SDK, REST API at api.marketlens.trade/v1, or bulk CSV/Parquet exports at marketlens.trade/docs/exports.

Question 7

Does MarketLens provide a Polymarket orderbook API?

Accepted Answer

Yes. The MarketLens orderbook API returns full-depth L2 snapshots, lets you walk historical books tick-by-tick, and computes spread, midpoint, and depth metrics. See marketlens.trade/docs/orderbook.

Question 8

Can I replay Polymarket order books historically?

Accepted Answer

Yes. The orderbook.walk() endpoint replays Polymarket order books tick-by-tick over any time range, reconstructing book state from stored snapshots and deltas. It powers the backtesting harness and can be used directly for research.

Question 9

Where can I download Polymarket trades history and price data?

Accepted Answer

Polymarket executed trades and OHLCV candles are available via the /trades and /candles endpoints, or as bulk CSV/Parquet exports. Reference prices and midpoints are available at marketlens.trade/docs/reference-prices.

Question 10

Is there a Python SDK for Polymarket market data?

Accepted Answer

Yes — `pip install marketlens`. The SDK wraps markets, orderbook, trades, candles, exports, reference prices, and a backtesting harness. Source: github.com/pawelsibyl/marketlens-python.

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