OpenMarket: A Synchronized Polymarket–Binance Dataset for High-Frequency Prediction-Market Research
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摘要
OpenMarket releases the first public millisecond-level Polymarket BTC/Binance BTC-USDT paired corpus with explicit pairing metadata and reproducible tooling, totaling 727,098,247 deduplicated rows and 2,936,031 lead–lag pairs across 54 Polymarket days and 57 Binance days, plus a Rust-based pipeline for collection, pairing, Parquet export, and walk-forward calibration [page::0]. Central empirical findings are narrowly scoped and include that BTC 15-minute top-of-book spreads are usually one tick wide, source-clock lead–lag has a compact median with heavy tails, Polymarket quotes respond to large Binance moves after several hundred milliseconds on the collector clock, lead–lag timing is stable across disagreement regimes, and multivariate features underperform the naive market mid-prior out-of-sample; the work emphasizes reproducibility and data/methods rather than trading alpha [page::0].
