krish301/polymarket-crypto-trades-v1

Polymarket Crypto Up/Down Market — Trade History (v1 era)

Raw OrderFilled events for every crypto up/down market on Polymarket during the v1 era (2026-03-01 through 2026-04-28 11:05 UTC), for BTC, ETH, and SOL on the 5-minute and 15-minute timeframes.

v2 era (post 2026-04-28 11:05 UTC): the v1 CTF Exchange (0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E) was replaced by the v2 CTF Exchange (0xE111180000d2663C0091e4f400237545B87B996B) with a redesigned OrderFilled event. This repo covers the v1 era only. A separate dataset covers the v2 era.

TL;DR

	btc/5m	btc/15m
Date range (UTC)	2026-03-01 00:00 → 2026-04-28 11:00	2026-03-01 00:00 → 2026-04-28 11:00
Days covered	58.5	58.5
Windows in range	16,838	5,613
Windows in this dataset	16,837 (99.99%)	5,613 (100%)
On-chain fills	201,539,008	49,996,949
Total compressed size	119.6 GB (uncompressed ~7.5x)	30.0 GB (uncompressed ~7.5x)
Gzipped per window (5m median)	~7.2 MB	~5.5 MB
Windows with priceToBeat	26,612 / 27,068 (98.3%)	8,879 / 9,025 (98.4%)
Windows with finalPrice	20,717 / 27,068 (76.5%)	6,911 / 9,025 (76.6%)
Integrity (1000-window spot check)	1000/1000 OK	1000/1000 OK

ETH and SOL series are also in this dataset (same schema, same shape, same v1 era). Only BTC numbers are shown above; see the Coverage matrix section below for the full picture.

What is in this dataset

Every OrderFilled event emitted on the v1 Polymarket CTF Exchange (0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E) and the v1 NegRisk adapter (0xC5d563A36AE78145C45a50134d48A1215220f80a) for the listed markets, sliced into 5-minute and 15-minute windows aligned to UTC boundaries.

The markets are the Crypto Up/Down binary outcome markets on Polymarket that resolve based on the Chainlink BTC/USD (or ETH/USD, SOL/USD) data stream. Each window has two tokens (Up and Down) that pay $1 if the asset's price at the window close is >= its price at the window open, and $0 otherwise.

For every window we ship:

• Every OrderFilled event (raw, no projection, no normalization) for both the Up token and the Down token.
• The full Gamma API market metadata (tokenIds, conditionId, volume, liquidity, fees, description, tags, series).
• The eventMetadata block from Gamma (when present) including the priceToBeat (Chainlink price at window open) and finalPrice (Chainlink price at window close).

Directory structure

data/
  raw/
    trades/
      <asset>/                    # btc, eth, sol
        <timeframe>/              # 5m, 15m
          _manifest.json          # series-level manifest (one per asset/timeframe)
          _index/                 # cross-series index (in repo)
          <DD-MM-YYYY>/           # UTC day folder
            <HH-MM-SS-UTC>/       # UTC time folder = window start
              fills.jsonl.gz      # one gzipped JSONL file per window
                                  # (NO .sha256 sidecar; integrity is
                                  #  re-checked by hf_hub_download etag)
      _index/
        trades_by_window.jsonl    # one row per window across all series
    metadata/
      <asset>/<timeframe>/...     # same layout, but holds metadata.json
      coverage.json               # series-level coverage summary

The <DD-MM-YYYY>/<HH-MM-SS-UTC>/ path encoding matches the UTC window start exactly. For example, the 5m window that started at 2026-03-05 00:00:00 UTC lives at: data/raw/trades/btc/5m/05-03-2026/00-00-00-UTC/fills.jsonl.gz with the slug btc-updown-5m-1772668800 and window [1772668800, 1772669100).

Per-row schema (v1 OrderFilled)

Each line in fills.jsonl.gz is one raw OrderFilled event from the v1 Goldsky subgraph, with all 11 schema fields preserved (no projection, no normalization). See Goldsky v1 schema docs for the canonical field definitions.

Field	Type	Description
id	string	Composite <txHash>_<orderHash> (unique per order match)
timestamp	string	Unix seconds (when the match was mined)
transactionHash	string	Polygon tx hash
orderHash	string	EIP-712 order hash
maker	string	Lowercase 0x address
taker	string	Lowercase 0x address (often the CTF Exchange contract)
makerAssetId	string	Decimal string; "0" = USDC, else CTF tokenId
takerAssetId	string	Decimal string; "0" = USDC, else CTF tokenId
makerAmountFilled	string	BigInt, 6-decimal units (USDC or shares)
takerAmountFilled	string	BigInt, 6-decimal units (USDC or shares)
fee	string	BigInt, 6-decimal USDC, paid by maker (v1 model)

All integers are encoded as decimal strings because Goldsky's GraphQL endpoint returns them as strings (some exceed JS 2^53). USDC amounts use 6 decimals. CTF token amounts also use 6 decimals (1 share = 1_000_000 raw units).

Side interpretation: a fill is a BUY for maker if makerAssetId == "0" (maker paid USDC). A fill is a SELL for maker if takerAssetId == "0" (maker paid shares, received USDC). The v1 event does not carry an explicit side field; it must be derived from the assetId pair.

Fee semantics (v1): the fee is paid by the maker, denominated in USDC, max 1000 bps (10%).

Slug convention

{asset}-updown-{timeframe}-{window_start_epoch} where window_start = (unix_ts // duration_seconds) * duration_seconds. The window is [T, T+duration) and the slug encodes the start, not the close.

Timeframe	duration_seconds	Example slug	Window
5m	300	btc-updown-5m-1772668800	[1772668800, 1772669100)
15m	900	btc-updown-15m-1772668800	[1772668800, 1772669700)

To look up a market that closed at UTC time T: window_start = ((T - 1) // duration_seconds) * duration_seconds.

Coverage matrix

Status codes:

• fetched — fills.jsonl.gz exists and passed all sanity checks (timestamps in window, assetIds match expected tokens, JSONL parses, gzip decompresses, no duplicates by id).
• no_trades — window is within range, metadata is on disk, but the v1 subgraph returned 0 fills for this window. The 5m/15m window is real but the order book had no activity on-chain during it.
• missing_metadata — window is within range but the Gamma API returned no event (market was created and removed without a slug being recorded). Trades cannot be attributed to a conditionId.
• skipped — window is outside the requested date range or was explicitly excluded.

Asset	TF	Fetched	No trades	Missing metadata	Skipped	Total
btc	5m	16,579	28	4	226	16,837
btc	15m	5,585	7	0	21	5,613

ETH and SOL series are also in this dataset (same schema, same shape, same v1 era). The exact counts for those series are in data/raw/metadata/coverage.json and the per-series _manifest.json files.

The 4 missing_metadata 5m windows are: 1776254700, 1776255000, 1776380100, 1776382500 (all on 2026-04-15 / 2026-04-16). These windows have no corresponding event in the Gamma API — they were either created and removed without a slug being recorded, or the slug/conditionId was rotated.

Known data quirks

1. May 22, 2026 resolution outage (no impact on v1 trades). On 2026-05-22, 452 markets (across all assets and timeframes) had their eventMetadata block empty in the Gamma API response. The closed flag is set to true for these markets, but neither priceToBeat nor finalPrice was ever recorded. This appears to be a server-side resolution outage. The actual on-chain resolution for these markets is recoverable from the trade data itself (the maker/taker/amounts encode it) and from re-fetching the CLOB /markets/{condition_id} endpoint (which still returns the resolved outcome and winner flag for the tokens[]). This is the source of the ~23% of metadata files without eventMetadata.

2. V1 era cutover (2026-04-28 ~11:05 UTC). The v1 CTF Exchange emitted its last OrderFilled events on block 84,902,352. The v2 CTF Exchange at 0xE111180000d2663C0091e4f400237545B87B996B started emitting OrderFilled events on block 84,902,353 (and the event signature changed — see v2 era dataset). This dataset ends at the v1 cutover. A small number of fills.jsonl.gz files in the last 1-2 hours of the v1 era may be empty (no v1 fills) because those windows were already on the v2 contract.

3. finalPrice populated ~7 min after window close (live-verified). Polymarket does not populate eventMetadata.priceToBeat at window start. Both fields are written after the window closes, but priceToBeat is written first (≈ +2 min after close) and finalPrice follows ≈ 5 min later (≈ +7 min after close). The intermediate state closed=true, em={priceToBeat only}, no finalPrice is real and observable. If your downstream task needs finalPrice, wait at least 10 min after window close before reading. The outcomePrices field reaches the resolution value [1, 0] or [0, 1] at the +2 min mark, so the binary Up/Down label is available much earlier.

4. fee is sometimes 0. A non-trivial fraction of v1 fills (especially in the early March 2026 data) have fee = "0". This is real on-chain data — not a collector bug. The fee model in v1 was sometimes waived for certain order types or for market makers below a threshold.

5. No cancellation events. This dataset captures only OrderFilled events, not OrderCancelled or OrderCreated events. The historical order book state is not recoverable from this dataset alone. For order book state, see the v2 live WS feed.

Loading

import gzip, json, os
from huggingface_hub import snapshot_download

path = snapshot_download(
    repo_id="krish301/polymarket-crypto-trades-v1",
    repo_type="dataset",
)
# Iterate all windows
trades_root = os.path.join(path, "data", "raw", "trades")
for root, _, files in os.walk(trades_root):
    for f in files:
        if f == "fills.jsonl.gz":
            fp = os.path.join(root, f)
            with gzip.open(fp, "rt") as gz:
                for line in gz:
                    fill = json.loads(line)
                    # fill["id"], fill["timestamp"], fill["maker"], ...
                    # assetId: "0" = USDC, else CTF tokenId
                    # amounts: BigInt as decimal string, 6 decimals

# Or jump straight to a specific window
slug = "btc-updown-5m-1772668800"
# 5m slug -> "05-03-2026/00-00-00-UTC"
date, time = "05-03-2026", "00-00-00-UTC"
fp = os.path.join(trades_root, "btc", "5m", date, time, "fills.jsonl.gz")

Integrity guarantees

Every fills.jsonl.gz file in this dataset has been verified to:

1. Decompress as a valid gzip stream.
2. Parse as JSONL with the 11 fields above.
3. Contain fills only for that window's two tokenIds (the Up and Down tokens from the window's metadata.json).
4. Have all timestamps within [window_start, window_start + duration).
5. Have unique id values (no duplicate fills).
6. Have non-empty maker/taker/amount fields for every row.

The 1000-window spot check on the latest release of this dataset (2026-06-05) returned 1000/1000 OK, 0 SHA mismatches, 0 corrupt, 0 token mismatches, 0 out-of-window timestamps, 0 missing metadata, 0 empty for both btc/5m and btc/15m. Per-window SHA256 sidecars are computed on the local file system (see data/raw/trades/<asset>/<timeframe>/<slug>/fills.jsonl.gz.sha256) but are not shipped to HF — integrity is re-verifiable from the file etags after re-download.

Provenance

Pulled from the public Goldsky v1 GraphQL endpoint: https://api.goldsky.com/api/public/project_cl6mb8i9h0003e201j6li0diw/subgraphs/orderbook-subgraph/0.0.1/gn

For each window, two paginated queries (taker-side + maker-side) are merged and deduped by id. Skip-pagination only (sticky-cursor id_gt is broken on this endpoint — the id is a composite string that the cursor doesn't compare correctly).

Market metadata was pulled from the Gamma API: https://gamma-api.polymarket.com/events?slug={slug}

For the v2 era (post 2026-04-28 11:05 UTC), see the polymarket-crypto-trades-v2 dataset, which uses eth_getLogs against the V2 CTF Exchange contract on Polygon via Goldsky Edge RPC.

Generation

Generated by:

• polymarket_bot.data_collection.collect_metadata (Gamma → metadata)
• polymarket_bot.data_collection.collect_trades_v1 (Goldsky → fills)
• polymarket_bot.data_collection.upload_trades_to_hf (HF upload)
• polymarket_bot.data_collection.integrity_check (sanity checks)

Schema, endpoint, and pagination quirks are documented in polymarket_bot.data_collection.goldsky_v1.py.