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supagamma®
Developer Reference

SupaGamma for Developers

What is SupaGamma?

SupaGamma is a derivatives data marketplace. We continuously archive prediction markets (Polymarket, Kalshi) and crypto options (Deribit, Lyra) plus Deribit futures and perpetuals — with more venues (OKX, Aevo, Delta, Binance) coming soon. Every fill, every snapshot, every greek, billed by the compressed megabyte. Access it all through a single REST API.

Available Data

  • Trades— Every fill indexed at the venue's API or the underlying chain. Price, size, side, instrument, maker/taker. Polymarket goes back to 2024-02-01.
  • Orderbook L2 — Full bid/ask ladder per snapshot. Polymarket on a tiered cadence, as often as every 5s near expiry; crypto venues every 5 minutes, top-100 instruments by liquidity.
  • Snapshots — L1 ticker + venue greeks (Lyra), per-market stats (Polymarket Gamma), L2 yes/no depth (Kalshi), price-history bins, cross-platform event matches, wallet analytics.
  • OHLCV Candles — Pre-aggregated candles in 1m, 1h, 1d timeframes. Polymarket candles cover all markets since 2024-02-01 (9.1M+ 1h bars, 1.6M+ 1d bars).
  • Greeks— Black-76 delta, gamma, vega, theta, rho computed per options trade using the venue's reported IV at trade time.
  • Series catalogue — One GET /v1/series call returns every buyable series with coverage, cost rate, and row estimates.

Getting Started

  1. Sign up at supagamma.com/signup
  2. Create an API key in your dashboard
  3. Make requests with your key in the X-API-Key header

Pricing

Per data type, per compressed megabyte: Trades $3, Orderbook $5, Snapshots $8, Greeks $12, OHLCV $20. $10 minimum order, no subscriptions or commitments. Estimate the cost of any download before paying with POST /v1/series/{id}/estimate.

API Overview

Data over the APIsoon

Data isn't available over the API yet. The endpoints and code samples below are a preview of what's coming — downloads are through the dashboard for now (Markets → Cart → Checkout → Downloads).

Base URL: https://api.supagamma.com/v1

MethodEndpointDescription
GET/seriesCatalogue every buyable series
POST/series/{id}/estimatePrice preview for a date range
GET/marketsList Polymarket markets
GET/tradesQuery trade history
GET/trades/ohlcvOHLCV candlestick data
GET/download/tradesPolymarket per-market trades
GET/download/ohlcvPolymarket per-market OHLCV
GET/download/optionsDeribit/Lyra options + futures + L2
GET/download/seriesKalshi + Polymarket-extras (single-bucket)

Example: Python

import requests

API_KEY = "sg_your_key_here"
BASE = "https://api.supagamma.com/v1"
H = {"X-API-Key": API_KEY}

# 1. Browse the catalogue
series = requests.get(f"{BASE}/series", headers=H).json()
print([s["series_id"] for s in series if not s["coming_soon"]])

# 2. Price a Deribit BTC options range before paying
est = requests.post(
    f"{BASE}/series/deribit:btc-options/estimate",
    headers=H,
    json={"data_type": "trades", "start": "2026-01-01", "end": "2026-02-01"},
).json()
print(f"$${est['estimated_cost_usd']:.2f} for {est['estimated_rows']:,} trades")

# 3. Download a Polymarket OHLCV day as Parquet
resp = requests.get(
    f"{BASE}/download/series",
    headers=H,
    params={
        "series_id": "polymarket:ohlcv-1h",
        "start": "2026-03-15",
        "end": "2026-03-16",
        "format": "parquet",
    },
)
with open("polymarket_ohlcv_1h.parquet", "wb") as f:
    f.write(resp.content)

Example: curl

# List series
curl -H "X-API-Key: sg_your_key_here" "https://api.supagamma.com/v1/series"

# Estimate the cost of a Kalshi-trades date range
curl -H "X-API-Key: sg_your_key_here" \
  -H "Content-Type: application/json" \
  -d '{"data_type":"trades","start":"2026-04-01","end":"2026-05-01"}' \
  "https://api.supagamma.com/v1/series/kalshi:all-trades/estimate"

# Download a Deribit BTC options day
curl -H "X-API-Key: sg_your_key_here" \
  -o deribit_btc_options.parquet \
  "https://api.supagamma.com/v1/download/options?series_id=deribit:btc-options&start=2026-04-01&end=2026-04-02&format=parquet"

Resources