Price Candles

GET /v1/markets/{condition_id}/candles

Returns OHLCV candlesticks. The price ticks come from Polymarket’s CLOB /prices-history endpoint — those arrive as {t, p} (single price per tick, not OHLC), so PolySimulator buckets them server-side into the requested interval and aggregates open (first tick), high (max), low (min), close (last tick) per bucket. Volume is sourced from your internal fills on PolySimulator, not Polymarket’s chain volume.

Each bucket aggregates every tick that falls within it, so candles show proper OHLC variation whenever the underlying tick stream has it. A bucket with a single tick reports O = H = L = C — see the note under Response.

Query Parameters

Parameter	Type	Default	Description
`outcome`	string	first available outcome	Outcome label (e.g. `Yes`, `No`, `Up`, `Down`)
`interval`	string	`1h`	Bucket interval — see table below

Available Intervals

Interval	Bucket size
`1h`	1 hour (default)
`6h`	6 hours
`1d`	1 day
`1w`	1 week
`max`	Treated as `1d` for bucketing — gives the longest meaningful intra-day signal

Only 1h, 6h, 1d, 1w, and max are supported. Sub-hour intervals (1m, 5m, 15m) and any other unrecognised value return HTTP 400 with {"error": "INVALID_INTERVAL", "message": "...", "supported_intervals": ["1h", "6h", "1d", "1w", "max"]}. There is no silent fall-back to 1h — the request fails loudly so you don’t render an empty or mis-bucketed chart.Sub-hour granularity is unavailable because the upstream Polymarket CLOB /prices-history feed is hourly-granular — we can’t reconstruct 5-minute buckets from 1-hour samples. (Polymarket’s own /prices-history enum does include 1m and all, which PolySimulator does not support.)

Example

curl -H "X-API-Key: $API_KEY" \
  "https://api.polysimulator.com/v1/markets/0x0f49db97f71c68b1e42a6d16e3de93d85dbf7d4148e3f018eb79e88554be9f75/candles?outcome=Yes&interval=1d"

Response

[
  {
    "t": 1777939200,
    "o": "0.2615",
    "h": "0.2680",
    "l": "0.2595",
    "c": "0.2625",
    "v": "98.0000"
  },
  {
    "t": 1778025600,
    "o": "0.2605",
    "h": "0.2605",
    "l": "0.2475",
    "c": "0.2475",
    "v": "3.0000"
  }
]

Field	Type	Description
`t`	integer	Unix-second timestamp of the start of the bucket. For `1h` every value is a multiple of 3600.
`o`	string	Open — first tick price in the bucket
`h`	string	High — max tick price
`l`	string	Low — min tick price
`c`	string	Close — last tick price
`v`	string	Volume — sum of share-quantity from your internal FILLED orders within the bucket. `"0"` when no internal fills. Polymarket’s chain volume is not included.

The v field reflects your own simulated trade flow only. To measure Polymarket-wide volume on a market, query the underlying tokens via the Polymarket Gamma API directly. PolySimulator’s volume is meant for “did my own backtest fill?” sanity, not for liquidity proxies.

If a bucket has only a single tick, o == h == l == c — that’s correct behaviour for a slow-moving market, not a bug.

Backtesting Example

import requests
from decimal import Decimal

BASE = "https://api.polysimulator.com"
headers = {"X-API-Key": "YOUR_API_KEY"}

# Fetch hourly candles for the past day. Pass outcome explicitly when
# you want a specific side; default is the first outcome.
candles = requests.get(
    f"{BASE}/v1/markets/0x0f49.../candles",
    headers=headers,
    params={"interval": "1h", "outcome": "Yes"},
).json()

# Simple moving average crossover (close prices)
prices = [Decimal(c["c"]) for c in candles]
if len(prices) >= 48:
    sma_short = sum(prices[-12:]) / 12   # last 12 hours
    sma_long  = sum(prices[-48:]) / 48   # last 48 hours
    if sma_short > sma_long:
        print("Bullish crossover — consider BUY")
    else:
        print("Bearish crossover — consider SELL")

Migrating from Polymarket

Polymarket’s CLOB /prices-history returns the raw {t, p} tick stream without bucketing. If you’re porting a bot that does its own bucketing client-side, you can either:

Trust ours — drop your bucketing code and use the t/o/h/l/c/v shape directly. The interval parameter behaves identically to a pandas resample("1H").agg({"o": "first", "h": "max", ...}).
Keep yours — fetch raw ticks via Polymarket’s Gamma API, since PolySimulator does not (yet) expose the un-bucketed feed. Cross-host strategies that compare the two should bucket identically client-side.

Next Steps

Batch Prices — Multi-market price lookup
Order Book — L2 depth for fill-price modelling
Equity Curve — Track your portfolio over time

Getting Started

Core Concepts

Trading Guide

Market Data

Account & Portfolio

WebSocket Feeds

Bot Development

Going Live

Price Candles

Price Candles

Query Parameters

Available Intervals

Example

Response

Backtesting Example

Migrating from Polymarket

Next Steps

​Price Candles

​Query Parameters

​Available Intervals

​Example

​Response

​Backtesting Example

​Migrating from Polymarket

​Next Steps

Price Candles

Query Parameters

Available Intervals

Example

Response

Backtesting Example

Migrating from Polymarket

Next Steps