Data / API - early access

Whale flow data API

Programmatic access to the same signals and lifecycle events behind the Telegram channel. For research desks, trading teams, and analytics teams that want the raw feed and the historical dataset. Early access. Same definitions as the public methodology.

Surfaces in scope

Four product surfaces, one consistent definition.

Each surface is timestamped, reproducible, and outcome-labelled where the underlying market has resolved. Independent project, not affiliated with Polymarket.

Real-time signal feed

Streamed signals as emitted, with wallet, market, side, detected size, entry price, rule.

  • Streaming endpoint or webhook delivery
  • Signal emission timestamp in UTC
  • Cohort tags attached at emission
  • For trading teams that want low-latency access

Historical signal dataset

Full signal history with resolved outcome labels and cohort tags. CSV / Parquet.

  • One row per original signal
  • Resolution status: won / lost / unresolved
  • For research desks and analytics teams
  • Reproducible: same definitions, same timestamps every period

Wallet lifecycle event stream

Post-signal events per wallet/market with type and timestamp, separate from accuracy.

  • Event types: added conviction, partial / full exit, take-profit, stop-loss, hedge, reversal
  • Always linked to the original signal id
  • Never collapsed into the accuracy number

Resolved outcome labels

Per-signal market resolution truth (won, lost, unresolved) for backtesting.

  • Original signal direction recorded at emission
  • Market closure outcome recorded after resolution
  • Unresolved markets stay flagged until they close

Schema preview

Stable, documented JSON

Field names match the methodology terminology. Types are stable across surfaces. Final field set will be locked when early access opens.

Signal object

{
  "signal_id": "sg_2026_05_05_14_07_00_a1b2",
  "emitted_at_utc": "2026-05-05T14:07:00Z",
  "market": {
    "condition_id": "0xExAmPlE...",
    "slug": "example-event-q3-2026",
    "title": "Will [Example Event] happen by Q3 2026?"
  },
  "wallet": "0xExAmPlE...a1b2",
  "side": "BUY_YES",
  "detected_size_usd": 18400,
  "entry_price": 0.41,
  "rule": "whale_accumulation",
  "cohort_tags": ["all", "gt_5k", "gt_10k"],
  "resolution": {
    "status": "won",
    "resolved_at_utc": "2026-05-09T22:00:00Z",
    "market_outcome": "YES"
  }
}

Lifecycle event object

{
  "event_id": "ev_2026_05_05_18_42_00_a1b2",
  "signal_id": "sg_2026_05_05_14_07_00_a1b2",
  "observed_at_utc": "2026-05-05T18:42:00Z",
  "event_type": "added_conviction",
  "side": "BUY_YES",
  "delta_size_usd": 9100,
  "price_at_event": 0.46,
  // inferred labels: take_profit | stop_loss | hedge | reversal | partial_exit | full_exit
  "inference_basis": "price_vs_entry"
}

Use cases

  • Research desks - reproducible backtests against the historical dataset, with resolved outcome labels and fixed cohorts.
  • Trading teams - low-latency real-time feed plus the lifecycle stream, used as a research input not as execution advice.
  • Analytics teams - dashboards on whale wallet behavior, exits, hedges, reversals, separate from signal accuracy.

Access

Early access is allocated by request. Pricing depends on surface and refresh cadence. Same data definitions as the public methodology and Telegram record.

Request early access

Data products are research inputs. They are not investment advice. We do not provide execution, custody, or recommendations.