Polymarket

crates/vike-backfill/src/caps.rs is unambiguous about this venue: verified rather than assumed, the bridge implements no price-history endpoint — no /prices-history, no fidelity parameter — and no L2 book history exists to fetch, so the venue row is empty across every kind. Every Polymarket fill comes from an archive or a capture. Two collectors do that; two research bins read the same sources in place, with no import step at all.

pmxt_backfill — the pmxt archive

The data source is the pmxt Polymarket order-book archive, licensed CC BY 4.0, published as Parquet by pmxt (r2v2.pmxt.dev), which is not affiliated with this project — the attribution the module carries in its own header (crates/vike-backfill/src/pmxt/mod.rs). The bin is a default target: no feature is needed.

pmxt_backfill --from YYYY-MM-DDTHH --to YYYY-MM-DDTHH [--tokens T1,T2,...] [--tokens-file PATH]
              [--store DIR] [--dry-run] [--rate-ms N]
              [--clickhouse [--ch-bin BIN] [--min-local-ts MS] [--max-local-ts MS]]

From the bin header (crates/vike-backfill/src/bin/pmxt_backfill.rs): it iterates every UTC hour in the inclusive range; for each it downloads that hour's Parquet part (a 404 means pmxt has not published it — logged and skipped), decodes it a row group at a time (parts run 130–400 MB, so the memory bound is the point), and appends the book, trade and quote events to the store. One bad hour never aborts the range. --tokens and --tokens-file (one id per line, # comments allowed) union into a filter — a real run's ~78k ids exceed the argv limit, hence the file. --dry-run prints the hour range, the store root and each archive URL and touches nothing. The destination is visible in crates/vike-backfill/src/pmxt/ingest.rs's ingest_file, which appends under venue=polymarket with the token id as the symbol: kind=book (snapshots plus deltas), kind=trade and kind=quote (the venue's own best_bid/best_ask carried on price_change rows — prices only, and per crates/vike-backfill/src/pmxt/map.rs's l1_from_row the archive's only complete record of the top of book, without which a delta replay is measurably wrong), the same series shape the live feed writes, each under a pmxt:{kind}:{asset}:{hour} commit key — so its doc can say re-runs of the same hour are a no-op. The pure mapper (crates/vike-backfill/src/pmxt/map.rs) folds book rows to snapshots, price_change to single-level deltas and last_trade_price to trades; tick_size_change updates per-asset state that rides on the next book update, defaulting to 0.01 until one is seen.

poly_reparse — your own raw frames

The bridge owns a raw-frame tap: RawTap/TappedStream tee verbatim WS frames plus the local receive time to gzip files (Feeds::with_raw_capture, opt-in). crates/bridges/polymarket/src/raw_tap.rs's header states its disposition — raw capture is strictly insurance, losing a frame is acceptable and affecting the live feed is not — and poly_reparse is what re-parses that perishable capture back into the store. crates/vike-backfill/src/reparse.rs's GzFileStream replays those files as a vike_polymarket::MarketStream, so run_session re-decodes them through the same pump as a live session, and the captured receive time is restored as local_ts. The layout mirrors the writer: <root>/polymarket/<token>/date=YYYY-MM-DD/frames-*.jsonl.gz (gz_files_for).

poly_reparse --raw-dir DIR --store DIR --token ID --from YYYY-MM-DD --to YYYY-MM-DD \
             --mode book|quotes|trades --tick-size F

--tick-size must match the value the live session used, or the book quantizes on a different grid; the operator supplies it, because this offline tool makes no REST fetch (bin header). The bin is built under the poly-reparse feature, which enables vike-polymarket/feeds (crates/vike-backfill/Cargo.toml).

archive_store.rs notes the convention for whoever reconciles this store with another: it scopes a range by ts, the venue clock, exactly as DataFusionHist does.

The archive download itself, and the events API, are on the Data API page. Running the venue live is Polymarket operations; the queue models are under backtesting and the maker models under market making.