Market Data

curl -X GET "https://api.preprod.polymarketexchange.com/v1/orderbook/{symbol}/bbo" \
  -H "Authorization: Bearer YOUR_ACCESS_TOKEN"

{
  "symbol": "aec-nfl-buf-nyj-2025-01-15",
  "bestBid": {
    "px": "650",
    "qty": "1000"
  },
  "bestOffer": {
    "px": "670",
    "qty": "500"
  },
  "spread": "20",
  "midPrice": "660",
  "state": "INSTRUMENT_STATE_OPEN",
  "transactTime": "2025-01-15T10:30:00Z"
}

curl -X GET "https://api.preprod.polymarketexchange.com/v1/orderbook/{symbol}" \
  -H "Authorization: Bearer YOUR_ACCESS_TOKEN"

{
  "symbol": "aec-nfl-buf-nyj-2025-01-15",
  "bids": [
    {"px": "650", "qty": "1000"},
    {"px": "640", "qty": "2000"},
    {"px": "630", "qty": "1500"}
  ],
  "offers": [
    {"px": "670", "qty": "500"},
    {"px": "680", "qty": "800"},
    {"px": "690", "qty": "1200"}
  ],
  "state": "INSTRUMENT_STATE_OPEN",
  "transactTime": "2025-01-15T10:30:00Z"
}

import grpc
from polymarket_pb2 import MarketDataRequest
from polymarket_pb2_grpc import MarketDataServiceStub

# Create channel with credentials
channel = grpc.secure_channel(
    'grpc.preprod.polymarketexchange.com:443',
    grpc.ssl_channel_credentials()
)

stub = MarketDataServiceStub(channel)

# Subscribe to symbols
request = MarketDataRequest(
    symbols=["aec-nfl-buf-nyj-2025-01-15", "aec-nba-bos-lal-2025-01-20"]
)

# Stream updates
for update in stub.Subscribe(request, metadata=[('authorization', f'Bearer {token}')]):
    print(f"Symbol: {update.symbol}, Bid: {update.bid}, Ask: {update.ask}")