> ## Documentation Index > Fetch the complete documentation index at: https://docs.delphimarkets.com/llms.txt > Use this file to discover all available pages before exploring further. # Get Polymarket Raw Orderbook Deltas > Retrieve raw orderbook delta data for a Polymarket market. Each row represents either a single orderbook change event (delta) or a full orderbook snapshot, identified by the `payload_type` field. ## What you get - For deltas: price, size delta, and side of the change - For snapshots: full bid and ask price/size arrays - Outcome label resolved from the token ID - Server and ingest timestamps ## Use cases - Reconstruct full orderbook history tick-by-tick - Analyze order flow and liquidity dynamics - Build high-frequency trading signals - Study market microstructure ## Example - Request: `GET /api/v1/poly/0xb09a659b55f0eab385d75ef14d180e9a6b2f02290a427504e38bf803e35d25d6/raw_deltas?limit=10` - Header: `X-API-Key: YOUR_API_KEY` ## OpenAPI ````yaml /openapi.json get /api/v1/poly/{poly_id}/raw_deltas openapi: 3.0.3 info: title: Delphi Markets API description: >- Welcome to Delphi Markets API The Delphi Markets API provides unified access to prediction market data from **Kalshi (KLSI)** and **Polymarket (POLY)** exchanges. Quick Start: 1. **Get a test API key** - Click on `POST /api/v1/test-key` below and hit 'Try it' 2. **Copy your key** - Save the `api_key` from the response 3. **Authorize** - Click 'Authorize' in the sidebar and paste your key 4. **Start exploring** - Try any endpoint! What You Can Build: - **Trading Bots**: Access real-time orderbook data and trade history - **Market Analytics**: Analyze market movements, spreads, and liquidity - **Research Tools**: Search and filter across thousands of prediction markets - **Price Feeds**: Get live pricing data for any market --- Authentication: All API requests require an API key passed in the `X-API-Key` header: Example request: GET `/api/v1/klsi/markets` Header: X-API-Key: dphi_live_your_key_here Getting an API Key: | Type | Duration | Rate Limit | How to Get | |------|----------|------------|------------| | Test Key | 10 minutes | 60 req/min | `POST /api/v1/test-key` | | Production Key | Permanent | 300 req/min | Contact us | --- Rate Limits: Requests are rate-limited per API key: - **Test keys**: 60 requests per minute - **Production keys**: 300 requests per minute When you exceed the limit, you'll receive a `429 Too Many Requests` response. Wait and retry. --- Error Codes: | Code | Meaning | |------|---------------| | 400 | Bad Request - Invalid parameters | | 401 | Unauthorized - Missing or invalid API key | | 404 | Not Found - Resource doesn't exist | | 429 | Too Many Requests - Rate limit exceeded | | 500 | Server Error - Something went wrong | All errors return JSON with an `error` field: {"error": "invalid api key format"} --- Support: For production API keys or support, visit [delphimarkets.com](delphimarkets.com). version: 1.0.0 contact: name: Delphi Markets url: https://delphimarkets.com x-logo: url: https://delphimarkets.com/logo.png servers: - url: https://api.delphiterminal.co description: Delphi Markets API security: - ApiKeyAuth: [] tags: - name: Getting Started description: >- Start here to get a test API key and begin experimenting with the API. Test keys are valid for 10 minutes. - name: Health description: Health check endpoint to verify the API is operational. - name: Auth description: >- User authentication endpoints for creating accounts and managing sessions. Note: These are separate from API key authentication. - name: Search description: >- Search across all markets and events. Includes autocomplete suggestions for building search interfaces. - name: Delphi description: >- Cross-exchange market matching via Delphi IDs. Look up cluster metadata and find equivalent markets across all supported exchanges. - name: Clusters description: >- Cross-exchange market matching. Markets asking the same question across Kalshi, Polymarket, Limitless, and PFun are grouped into clusters. Use these endpoints to discover equivalent markets for arbitrage, hedging, and cross-exchange analytics. - name: KLSI description: >- Access Kalshi (KLSI) prediction market data including market details, orderbooks, trade history, and analytics. Kalshi is a US-regulated prediction market exchange. - name: Polymarket description: >- Access Polymarket (POLY) prediction market data including market details, orderbooks, and trade history. Polymarket is a decentralized prediction market platform. - name: Limitless description: >- Access Limitless exchange prediction market data including orderbooks. Limitless is a prediction market platform. - name: Predict.fun description: >- Access Predict.fun exchange prediction market data including price history. - name: Opinion Labs description: >- Access Opinion Labs prediction market data including market details, orderbooks, price history, and trade history. - name: Gemini description: >- Access Gemini prediction market data including market details, orderbooks, price history, and trade history. - name: Manifold description: >- Access Manifold prediction market data including market details, orderbooks, price history, and trade history. - name: ForecastEx description: >- Access ForecastEx prediction market data including market details and trade history. - name: PredictIt description: >- Access PredictIt prediction market data including market details and price history. - name: Events description: >- Events group related markets together. Use these endpoints to browse events by category or find all markets within an event. - name: Candles description: >- OHLCV (Open, High, Low, Close, Volume) candle data across exchanges. Supports multiple time intervals: 1s, 1m, 5m, 10m, 1h, 1d. Currently available for Kalshi (KLSI) with more exchanges coming soon. - name: Advanced Analytics description: >- Advanced orderbook analytics and price data. These endpoints provide deeper market insights including historical spreads, liquidity metrics, and best quote time series. - name: Trading description: >- Place, query, and cancel orders across all supported prediction-market exchanges (Polymarket, Kalshi, Opinion Labs, Gemini, Limitless, Predict.fun). **Important — client-side signing required for on-chain exchanges.** Polymarket, Opinion Labs, Limitless, and Predict.fun use EIP-712 signed orders. The signature must be produced on your machine using your private key — the Delphi server never has access to it. Use the `@delphimarkets/sdk` `build*Order()` helpers to construct a valid `signed_order` payload. Raw HTTP calls to `POST /orders` will be rejected by the exchange unless `signed_order` contains a valid signature. - name: Credentials description: >- Register and inspect your stored exchange credentials. Each user has at most one credential set per exchange. Credentials are encrypted at rest and used by the server when forwarding orders to centralized exchanges (Kalshi, Gemini) or for credential-derivation flows (Polymarket). - name: Polymarket Onboarding description: >- One-time helpers for Polymarket: derive CLOB HMAC credentials from an EOA private key, verify stored credentials are still valid, and look up the Gnosis Safe (proxy) address for an EOA. Use these once per user before placing your first Polymarket order. paths: /api/v1/poly/{poly_id}/raw_deltas: get: tags: - Polymarket summary: Get Polymarket Raw Orderbook Deltas description: >- Retrieve raw orderbook delta data for a Polymarket market. Each row represents either a single orderbook change event (delta) or a full orderbook snapshot, identified by the `payload_type` field. ## What you get - For deltas: price, size delta, and side of the change - For snapshots: full bid and ask price/size arrays - Outcome label resolved from the token ID - Server and ingest timestamps ## Use cases - Reconstruct full orderbook history tick-by-tick - Analyze order flow and liquidity dynamics - Build high-frequency trading signals - Study market microstructure ## Example - Request: `GET /api/v1/poly/0xb09a659b55f0eab385d75ef14d180e9a6b2f02290a427504e38bf803e35d25d6/raw_deltas?limit=10` - Header: `X-API-Key: YOUR_API_KEY` parameters: - name: poly_id in: path required: true schema: type: string description: Polymarket condition ID example: '0xb09a659b55f0eab385d75ef14d180e9a6b2f02290a427504e38bf803e35d25d6' - $ref: '#/components/parameters/limit' responses: '200': description: Raw orderbook delta data content: application/json: schema: type: array items: $ref: '#/components/schemas/RawDeltaPoly' '404': $ref: '#/components/responses/NotFound' components: parameters: limit: name: limit in: query required: false schema: type: integer default: 10 description: >- Maximum number of rows to return (default: 10 in docs, max: 10000). Use a higher limit in your code. schemas: RawDeltaPoly: type: object description: >- Raw orderbook delta or snapshot from Polymarket. The payload_type field indicates whether this is a delta (single change) or a snapshot (full orderbook state). properties: venue: type: string description: Venue identifier venue_token_id: type: string description: Venue-specific token identifier venue_market_id: type: string description: Venue-specific market identifier (condition_id) outcome: type: string description: Outcome label for this token (e.g., Yes, No, or a named outcome) server_time: type: integer format: int64 description: Server timestamp (nanoseconds) ingest_time: type: integer format: int64 description: Ingest timestamp (nanoseconds) payload_type: type: string description: 'Type of payload: delta (single change) or snapshot (full state)' delta_price: type: number nullable: true description: Price level of the delta (null for snapshots) delta_delta: type: number nullable: true description: Size change at this price level (null for snapshots) delta_side: type: string nullable: true description: 'Side of the delta: bid or ask (null for snapshots)' snapshot_bid_prices: type: array items: type: number description: Bid price levels (for snapshots) snapshot_bid_sizes: type: array items: type: number description: Bid sizes at each price level (for snapshots) snapshot_ask_prices: type: array items: type: number description: Ask price levels (for snapshots) snapshot_ask_sizes: type: array items: type: number description: Ask sizes at each price level (for snapshots) Error: type: object properties: error: type: string responses: NotFound: description: Not found content: application/json: schema: $ref: '#/components/schemas/Error' securitySchemes: ApiKeyAuth: type: apiKey in: header name: X-API-Key description: Your API key (get one from the test-key endpoint above) ````