# PolyQuantLab Docs

> Sub-second Polymarket orderbook data, walk-the-book backtests, paper trading, and the live arb audit — same engine, fully accessible over HTTP.

## Docs

- [Get Arb Audit Aggregate](https://polyquantlab.com/docs/api-reference/arb/audit-aggregate.md)
- [Get Arb Live](https://polyquantlab.com/docs/api-reference/arb/live.md): Real-time arbitrage opportunities between Polymarket binary markets and Binance spot.
- [Get Backtest Job](https://polyquantlab.com/docs/api-reference/backtest/get-job.md): Fetch the state (and result, if completed) of a backtest job.
- [List Backtest Jobs](https://polyquantlab.com/docs/api-reference/backtest/list.md): List this API key's recent backtest jobs, newest first.
- [Post Backtest](https://polyquantlab.com/docs/api-reference/backtest/run.md): Submit a backtest job.
- [Post Backtest Sweep](https://polyquantlab.com/docs/api-reference/backtest/sweep.md): Submit a parameter-sweep job. Same async pattern as /v1/backtest — returns 202 + job_id, client polls GET /v1/backtest/{job_id}.
- [Get Binance Depth](https://polyquantlab.com/docs/api-reference/depth/binance-depth.md): Binance spot L2 (top-20) order-book snapshots.
- [Get Bybit Depth](https://polyquantlab.com/docs/api-reference/depth/bybit-depth.md): Bybit linear (USDT-perp) L2 (top-50) order-book snapshots.
- [Get Market](https://polyquantlab.com/docs/api-reference/markets/get-market.md): Metadata for one market. Matches the schema PolyBackTest advertises: market_id, event_id, slug, market_type, start_time, end_time, {ticker}_price_start, {ticker}_price_end, winner, final_volume, final_liquidity, resolved_at.
- [Get Resolved Markets](https://polyquantlab.com/docs/api-reference/markets/list-resolved.md)
- [Get Market Orderbook](https://polyquantlab.com/docs/api-reference/markets/orderbook.md): Single-snapshot orderbook for the requested market. Matches PolyBackTest's `orderbook_up` / `orderbook_down` schema.
- [Get Market Timeseries](https://polyquantlab.com/docs/api-reference/markets/timeseries.md): Paginated mid-price time series. Matches PolyBackTest's timeseries schema: each point has id, time, {ticker}_price, price_up, price_down.
- [Get Market Volume](https://polyquantlab.com/docs/api-reference/markets/volume.md): Volume + trade-count aggregation for a market, with an optional rolling window (1h / 24h / 7d / all).
- [Create Strategy](https://polyquantlab.com/docs/api-reference/paper/create-strategy.md)
- [Delete Strategy](https://polyquantlab.com/docs/api-reference/paper/delete-strategy.md)
- [Equity Curve](https://polyquantlab.com/docs/api-reference/paper/equity-curve.md): Cumulative net P&L over time, derived from closed positions.
- [Get Strategy](https://polyquantlab.com/docs/api-reference/paper/get-strategy.md)
- [List Positions](https://polyquantlab.com/docs/api-reference/paper/list-positions.md)
- [List Strategies](https://polyquantlab.com/docs/api-reference/paper/list-strategies.md)
- [Pause Strategy](https://polyquantlab.com/docs/api-reference/paper/pause-strategy.md)
- [Resume Strategy](https://polyquantlab.com/docs/api-reference/paper/resume-strategy.md)
- [Get Polymarket Live Board](https://polyquantlab.com/docs/api-reference/polymarket/live-board.md): Single-shot dashboard payload for the Live Terminal page.
- [Get Polymarket Recent Trades](https://polyquantlab.com/docs/api-reference/polymarket/recent-trades.md): Most recent N Polymarket trades for a ticker, joined with market metadata. Powers the Live Terminal "Recent Trades" panel.
- [Get Candles](https://polyquantlab.com/docs/api-reference/snapshots/candles.md): OHLC candles for one market at the requested timeframe.
- [Get Snapshots](https://polyquantlab.com/docs/api-reference/snapshots/list-snapshots.md)
- [Get Snapshot At](https://polyquantlab.com/docs/api-reference/snapshots/snapshot-at.md): Point-in-time orderbook lookup — returns the snapshot whose ts is the greatest value ≤ requested ts. Equivalent to the /v1/snapshot-at/{ts} endpoint listed on the PolyBackTest landing page.
- [Market Calibration](https://polyquantlab.com/docs/api-reference/stats/calibration.md): Calibration analysis across resolved markets.
- [Health](https://polyquantlab.com/docs/api-reference/system/health.md)
- [Get Spot Trades](https://polyquantlab.com/docs/api-reference/underlying/spot-trades.md): Paginated 1-minute OHLC + aggressive flow imbalance from Binance spot aggTrades.
- [Get Spot Trades Latest](https://polyquantlab.com/docs/api-reference/underlying/spot-trades-latest.md): The most recent completed 1-minute OHLC bucket for one ticker. PolyBackTest schema reference: /v3/{coin}/spot/trades/latest.
- [Get Underlying](https://polyquantlab.com/docs/api-reference/underlying/underlying.md): Binance spot/futures price history for one ticker.
- [Authentication](https://polyquantlab.com/docs/authentication.md): Bearer-token API keys. Mint, label, rotate, revoke from the dashboard.
- [Arb signals & audit](https://polyquantlab.com/docs/concepts/arb-audit.md): The four signal tiers our engine surfaces, and how we publicly reconcile each one against resolution.
- [Markets and tokens](https://polyquantlab.com/docs/concepts/markets-and-tokens.md): How Polymarket Up/Down binary markets map to YES / NO tokens, strike prices, and resolution outcomes.
- [Orderbook schema](https://polyquantlab.com/docs/concepts/orderbook-schema.md): The shape of a Polymarket L2 snapshot and the convenience columns we precompute.
- [Strategy spec](https://polyquantlab.com/docs/concepts/strategy-spec.md): The typed condition tree the backtest + paper-trading engines consume.
- [Walk the book](https://polyquantlab.com/docs/concepts/walk-the-book.md): Realistic partial fills against L2 depth — the slippage model the backtest engine uses.
- [Errors](https://polyquantlab.com/docs/errors.md): Standard HTTP status codes, predictable JSON body shape.
- [WebSocket — push actionable arb signals](https://polyquantlab.com/docs/guides/arb-websocket.md): Subscribe to /v1/arb/ws and receive logical + endgame opportunities the moment the engine detects them. No polling, no quota burn.
- [Auto-trade logical arbs](https://polyquantlab.com/docs/guides/auto-trade-logical-arbs.md): A 30-line Python loop that polls /v1/arb/live, filters to math-guaranteed setups, and submits Polymarket orders.
- [Introduction](https://polyquantlab.com/docs/introduction.md): Sub-second Polymarket data, walk-the-book backtests, paper trading, and the live arb audit — over a single Bearer-token JSON API.
- [Quickstart](https://polyquantlab.com/docs/quickstart.md): Mint a key, list resolved markets, pull orderbook history. Under two minutes.
- [Rate limits](https://polyquantlab.com/docs/rate-limits.md): Per-tier rps + rpm caps, headers, what 429 means in practice.
- [Webhook alerts](https://polyquantlab.com/docs/webhooks.md): Receive arb signals as soon as they fire — POST'd to your HTTPS URL with an HMAC-SHA256 signature for authenticity.
- [WebSocket — live snapshots](https://polyquantlab.com/docs/websocket.md): Subscribe to sub-second Polymarket orderbook updates over a single persistent connection.

## OpenAPI Specs

- [openapi](https://polyquantlab.com/docs/api-reference/openapi.json)

## Optional

- [Dashboard](https://polyquantlab.com/dashboard)
- [Public audit](https://polyquantlab.com/audit)