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SupaGamma Documentation

Access the raw, event-granular L2 order-book delta tape — every book change as it happened, captured live from the venue feed since June 2026 and not reconstructable after the fact — plus trades, reconstructed L2 snapshots and OHLCV candles across Polymarket, Hyperliquid, Limitless and Polymarket US — through a simple REST API. A retained crypto-options archive (Deribit, Lyra) with greeks sits alongside. Built for quant researchers, traders, and data scientists.

What is SupaGamma?

SupaGamma is an institutional-grade historical and raw-data marketplace for prediction markets and event-contract venues (Polymarket global + US/QCX, Hyperliquid, Limitless) plus a retained multi-year crypto-derivatives archive (Deribit options and futures since 2016, Lyra/Derive on-chain options since 2024). Our edge is the raw, event-granular L2 order-book delta tape — the full book-change stream as it happened, captured live from the venue feed since June 2026 and not reconstructable after the fact. For Polymarket — our deepest archive — we continuously collect the core datasets below:

Raw L2 Order-Book Delta Tape & Reconstructed Snapshots

Our flagship dataset is the raw, event-granular L2 order-book delta tape — every individual book change (price-level add, update, and removal) recorded exactly as the venue emitted it, captured live from the venue feed since June 2026 and not reconstructable after the fact. On top of the tape we also publish reconstructed Level 2 (L2) depth-of-book snapshots — the full bid and ask ladder at a point in time (every price level, every size, not just the top of book), rebuilt as fast as every ~5 seconds near expiry for Polymarket and around every 5 minutes for other venues.

Per-row schema (reconstructed snapshot):

{
  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
}
  • Raw delta tape captured live from the Polymarket CLOB feed — event-granular, captured live, not reconstructable after the fact
  • Reconstructed snapshots on 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

We hold event-granular L2 delta history for Polymarket, Hyperliquid, Polymarket US and Limitless — captured fresh since June 2026 and growing daily. Polymarket trade history reaches back to February 2024, and the retained crypto-derivatives archive runs deeper still (Deribit options since 2016, Lyra/Derive since 2024).

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

A subscription, not a per-file bill. Professional $399/mo covers everything — trades, OHLCV, reconstructed snapshots and market stats, plus the raw, event-granular L2 order-book delta tape and a commercial licence. Pay annually for two months free and a deeper history window. Each plan is unlimited within its tier up to a monthly fair-use cap, and a free tier gives delayed daily candles and top-of-book for evaluation — see the pricing page.

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 prediction-market data.