Skip to main content
supagamma®
Documentation

SupaGamma Documentation

Access historical derivatives data — trades, L2 orderbook snapshots, OHLCV candles, and options greeks across Polymarket, Kalshi, Deribit, and Lyra — through a simple REST API. Built for quant researchers, traders, and data scientists.

Quick Start Guide

Create an account, get an API key, and make your first request

API Reference

All endpoints, authentication, rate limits, and response formats

What is SupaGamma?

SupaGamma is a derivatives data marketplace: institutional-grade historical data across prediction markets (Polymarket, Kalshi) and crypto derivatives (Deribit options and futures, Lyra on-chain options). For Polymarket — our deepest prediction-market archive — we continuously collect two core datasets:

Orderbook L2 Snapshots

Level 2 (L2) depth-of-book snapshots captured on a tiered cadence — as often as every 5 seconds for markets near expiry — across all active markets we're tracking. Each row contains the full bid and ask ladder — every price level, every size — not just the top of book.

Per-row schema:

{
  timestamp,
  bids:  [[price, size], [price, size], …],   // every level
  asks:  [[price, size], [price, size], …],   // every level
  best_bid, best_ask, mid_price, spread,      // derived
  bid_depth, ask_depth                        // sum of size × price
}
  • Captured from the Polymarket CLOB API
  • Tiered intervals by time-to-expiry — from every 5 seconds near expiry down to every 15 minutes for far-dated markets — 24/7
  • Tiered collection priority (fast for hot markets, slow for cold)
  • Stored as Parquet in Cloudflare R2, one file per market per day

On-Chain Trade History

Every trade execution indexed directly from the Polygon blockchain. This is verifiable, on-chain data — not API-reported fills. Continuously backfilled and updated in real time.

  • Indexed from Polygon CTF Exchange smart contracts
  • Both USDC and CTF token amounts with 6-decimal precision
  • Includes maker, taker, side, price, size, and block timestamp
  • Continuous backfill expanding historical coverage

How It Works

  1. Create an account
  2. Generate an API key from your dashboard
  3. Query the REST API — use curl, Python requests, or any HTTP client
  4. Download data as CSV, JSON, or Parquet

Pricing

Simple pay-as-you-go, priced per data type: Trades $3/MB, Orderbook $5/MB, Snapshots $8/MB, Greeks $12/MB, OHLCV $20/MB. $10 minimum order. No subscriptions, no commitments — you only pay for what you download.

Quick Example

# List available markets
$ curl -H "X-API-Key: YOUR_API_KEY" \
    https://api.supagamma.com/v1/markets

# Get trades for a specific market
$ curl -H "X-API-Key: YOUR_API_KEY" \
    "https://api.supagamma.com/v1/trades?market_id=MARKET_ID&limit=100"

# Python example
import requests

headers = {"X-API-Key": "YOUR_API_KEY"}
resp = requests.get(
    "https://api.supagamma.com/v1/markets",
    headers=headers
)
markets = resp.json()
print(f"Found {len(markets)} markets")

Ready to get started?

Create your account and start querying historical derivatives data.

Quick StartGet Started