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Verified Polymarket examples

Recent on-chain fills

The checked-in query uses the current qualified table name and its partitioning timestamp. It returns both token and USDC amounts, fees, maker attribution and transaction context.

SELECT
    block_timestamp,
    transaction_hash,
    wallet,
    asset,
    side,
    amount_token,
    amount_usdc,
    fee,
    is_maker
FROM polymarket.polymarket_order_filled_v3
PREWHERE block_timestamp >= now() - INTERVAL 1 DAY
ORDER BY block_timestamp DESC, block_number DESC, log_index DESC
LIMIT 100

Source: examples/polymarket/recent_fills.sql.

Raw order-book captures

Set the archive directory URL privately:

POLYMARKET_ORDERBOOKS=https://captures.example.com/polymarket/

1. Scan the filesystem listing

python3 examples/orderbooks/polymarket.py scan

The scanner accepts local directories and HTTP directory listings. It keeps only .log and .log.zst captures from the configured origin and rejects an oversized listing.

2. Download one bounded capture

Choose a name returned by the scanner:

python3 examples/orderbooks/polymarket.py download \
  MARKET_CAPTURE.log.zst /tmp/market.log.zst

The downloader rejects path traversal and files larger than its configured 64 MiB safety limit.

3. Reconstruct one asset

python3 examples/orderbooks/polymarket.py reconstruct \
  /tmp/market.log.zst CLOB_TOKEN_ID

Each raw line is either JSON or capture_timestamp<TAB>JSON. A book event replaces both sides of the selected asset's book. Later price_change entries set a price level to the supplied size, or delete it when the size is zero. The command prints the final best bid, best ask and level counts.

The docs build performs a real scan of the configured archive and an end-to-end scan, download, decompression and replay against a deterministic capture. This tests the complete reconstruction path without making the build depend on the size of an arbitrary production file.

Strict 24-hour cross-venue build check

The Docker checker stage also computes UTC now - 24 hours, finds the nearest captured Bitcoin five-minute Up/Down event, and resolves its Up and Down CLOB token IDs by joining the event and market metadata. It then downloads the special capture named exactly after that market slug, reads its high-resolution best-bid/ask series, and independently replays both books to market close. The same five minutes are reconstructed from HyperLiquid raw files and rendered in the cross-venue example.

The same timestamp-bounded operation is available directly for an already downloaded capture:

python3 examples/orderbooks/polymarket.py reconstruct-at \
  /tmp/market.log.zst TARGET_UNIX_MILLISECONDS