Overview

Getting Started

Marketlens provides historical order book data, trades, and derived signals for prediction markets. Access via the Python SDK or the REST API.

Installation

bash

$ pip install marketlens

Authentication

Create an API key from the Console. Pass it via environment variable or Authorization header. All requests go to https://api.marketlens.trade/v1.

bash

$ export MARKETLENS_API_KEY=mk_...

First Request

Search for markets and print their current prices.

from marketlens import MarketLens

client = MarketLens()
markets = client.markets.list(
    q="bitcoin", status="active",
    sort="-liquidity", take=5,
)
for m in markets:
    print(m.question, m.outcomes[0].last_price)

Output

Bitcoin between $82,000 and $84,000 on March 14?  0.3150
Bitcoin Up or Down — Mar 14, 2:15–2:20PM ET  0.5840
Will the price of Bitcoin be above $90,000 on March 14?  0.0430

What's Next

Data

Markets · discover and filter prediction markets
Events & Series · navigate the market hierarchy
Order Book · reconstruct and replay L2 depth
Trades & Candles · executed trades and OHLCV aggregations
Signals & Surfaces · fitted implied probability surfaces
Exports · download raw data as Parquet files
Reference Prices · spot candles for underlying assets

Backtesting

Strategy Guide · define and run strategies against historical state
Examples · complete strategy implementations

Reference

Pagination · cursor-based pagination and auto-pagination
Errors & Rate Limits · error handling and retry behavior