TWAP-Settled Crypto Order Books

TWAP-Settled Crypto Order Books gives you Polymarket crypto Up/Down order books at full depth, one row per second — repriced under the 60-second TWAP settlement rule the 5-minute and 15-minute markets now resolve on.

The dataset spans February to August 2026 (27 weeks) across BTC, ETH, SOL, XRP, BNB, and DOGE. History before 2026-08-13 is simulated from live captures with prices shifted to reflect TWAP settlement; books from 2026-08-13 onward are real captures. Every row includes a price_shift field for reconstructing the original book, and each cycle carries dual winner labels under both the old closing-snapshot rule and the new TWAP rule.

Manifest files record the simulated/real split by date and cycle, making the two eras directly comparable. Buy as little as one week at a time, with free samples available before purchase.