PolymarketDocumentation/docs/developers/market-makers/data-feeds.md

Documentation Index

Fetch the complete documentation index at: https://docs.polymarket.com/llms.txt Use this file to discover all available pages before exploring further.

Data Feeds

Real-time and historical data sources for market makers

Overview

Market makers need fast, reliable data to price markets and manage inventory. Polymarket provides several data feeds at different latency and detail levels.

Feed	Latency	Use Case	Access
WebSocket	~100ms	Standard MM operations	Public
Gamma API	~1s	Market metadata, indexing	Public
Onchain	Block time	Settlement, resolution	Public

WebSocket Feeds

The WebSocket API provides real-time market data with low latency. This is sufficient for most market making strategies.

Connecting

const ws = new WebSocket("wss://ws-subscriptions-clob.polymarket.com/ws/market");

ws.onopen = () => {
  // Subscribe to orderbook updates
  ws.send(JSON.stringify({
    type: "market",
    assets_ids: [tokenId]
  }));
};

ws.onmessage = (event) => {
  const data = JSON.parse(event.data);
  // Handle orderbook update
};

Available Channels

Channel	Message Types	Documentation
market	book, price_change, last_trade_price	Market Channel
user	Order fills, cancellations	User Channel

User Channel (Authenticated)

Monitor your order activity in real-time:

// Requires authentication
const userWs = new WebSocket("wss://ws-subscriptions-clob.polymarket.com/ws/user");

userWs.onopen = () => {
  userWs.send(JSON.stringify({
    type: "user",
    auth: {
      apiKey: "your-api-key",
      secret: "your-secret",
      passphrase: "your-passphrase"
    },
    markets: [conditionId] // Optional: filter to specific markets
  }));
};

userWs.onmessage = (event) => {
  const data = JSON.parse(event.data);
  // Handle order fills, cancellations, etc.
};

See WebSocket Authentication for auth details.

Best Practices

1. Reconnection logic - Implement automatic reconnection with exponential backoff
2. Heartbeats - Respond to ping messages to maintain connection
3. Local orderbook - Maintain a local copy and apply incremental updates
4. Sequence numbers - Track sequence to detect missed messages

See WebSocket Overview for complete documentation.

Gamma API

The Gamma API provides market metadata and indexing. Use it for:

• Market titles, slugs, categories
• Event/condition mapping
• Volume and liquidity data
• Outcome token metadata

Get Markets

const response = await fetch(
  "https://gamma-api.polymarket.com/markets?active=true"
);
const markets = await response.json();

Get Events

const response = await fetch(
  "https://gamma-api.polymarket.com/events?slug=us-presidential-election"
);
const event = await response.json();

Key Fields for MMs

Field	Description
conditionId	Unique market identifier
clobTokenIds	Outcome token IDs
outcomes	Outcome names
outcomePrices	Current outcome prices
volume	Trading volume
liquidity	Current liquidity

See Gamma API Overview for complete documentation.

Onchain Data

For settlement, resolution, and position tracking, market makers may query onchain data directly.

Data Sources

Data	Source	Use Case
Token balances	ERC1155 balanceOf	Position tracking
Resolution	UMA Oracle events	Pre-resolution risk modeling
Condition resolution	CTF contract	Post-resolution redemption

RPC Providers

Common providers for Polygon:

• Alchemy
• QuickNode
• Infura

UMA Oracle

Markets are resolved via UMA's Optimistic Oracle. Monitor resolution events for risk management.

See Resolution for details on the resolution process.

Related Documentation

Complete WebSocket documentation Market metadata and indexing UMA Oracle resolution process