#Data Sources

#Binance

  • REST — 1m and 5m klines for TA (RSI, MACD, VWAP, Heiken Ashi)
  • WebSocket — Last trade price for real-time spot
  • Use — Price discovery, volatility, session VWAP
  • BTC/USD aggregator — Settlement price for Polymarket markets
  • RPC or WebSocket — Depends on config
  • Use — "Price to beat" and current price for strike distance

#Polymarket

  • Gamma API — Market metadata, live events, tokens
  • CLOB API — Order book, best bid/ask, spread
  • WebSocket — Live Chainlink price feed (when available)
  • Use — UP/DOWN prices, liquidity, spread for edge and exec cost

#Data Freshness

  • Binance: ~1s
  • Chainlink: ~1–5s
  • Polymarket: ~1s (order book), WS for price when connected