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Co-authored-by: SII-WANGZJ <SII-WANGZJ@users.noreply.huggingface.co>

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README.md ADDED
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+ <div align="center">
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+
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+ <h1>Polymarket Data</h1>
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+
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+ <h3>Complete Data Infrastructure for Polymarket — Fetch, Process, Analyze</h3>
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+
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+ <p style="max-width: 750px; margin: 0 auto;">
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+ A comprehensive dataset of 1.9 billion trading records from Polymarket, processed into multiple analysis-ready formats. Features cleaned data, unified token perspectives, and user-level transformations — ready for market research, behavioral studies, and quantitative analysis.
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+ </p>
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+
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+ <p>
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+ <b>Zhengjie Wang</b><sup>1,2</sup>, <b>Leiyu Chao</b><sup>1,3</sup>, <b>Yu Bao</b><sup>1,4</sup>, <b>Lian Cheng</b><sup>1,3</sup>, <b>Jianhan Liao</b><sup>1,5</sup>, <b>Yikang Li</b><sup>1,†</sup>
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+ </p>
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+
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+ <p>
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+ <sup>1</sup>Shanghai Innovation Institute &nbsp;&nbsp; <sup>2</sup>Westlake University &nbsp;&nbsp; <sup>3</sup>Shanghai Jiao Tong University
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+ <br>
18
+ <sup>4</sup>Harbin Institute of Technology &nbsp;&nbsp; <sup>5</sup>Fudan University
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+ </p>
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+
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+ <p>
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+ <sup>†</sup>Corresponding author
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+ </p>
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+
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+ </div>
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+
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+ <p align="center">
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+ <a href="https://huggingface.co/datasets/SII-WANGZJ/Polymarket_data">
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+ <img src="https://img.shields.io/badge/Hugging%20Face-Dataset-yellow.svg" alt="HuggingFace Dataset"/>
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+ </a>
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+ <a href="https://github.com/SII-WANGZJ/Polymarket_data">
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+ <img src="https://img.shields.io/badge/GitHub-Code-black.svg?logo=github" alt="GitHub Repository"/>
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+ </a>
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+ <a href="https://github.com/SII-WANGZJ/Polymarket_data/blob/main/LICENSE">
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+ <img src="https://img.shields.io/badge/License-MIT-blue.svg" alt="License"/>
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+ </a>
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+ <a href="#data-quality">
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+ <img src="https://img.shields.io/badge/Data-Verified-green.svg" alt="Data Quality"/>
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+ </a>
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+ </p>
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+
42
+ ---
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+
44
+ ## TL;DR
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+
46
+ We provide **163GB of historical on-chain trading data** from Polymarket, containing **1.9 billion records** across 538K+ markets. The dataset is directly fetched from Polygon blockchain, fully verified, and ready for analysis. Perfect for market research, behavioral studies, data science projects, and academic research.
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+
48
+ ## Highlights
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+
50
+ - **Complete Blockchain History**: All OrderFilled events from Polymarket's two exchange contracts, with no missing blocks or gaps. Every single trade from the platform's inception is included.
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+
52
+ - **Multiple Analysis Perspectives**: 5 structured datasets at different abstraction levels — raw blockchain events, processed trades with market linkage, market metadata, and derived quantitative views — serving diverse research needs.
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+
54
+ - **Production Ready**: Clean, validated data with proper schema documentation. All trades are verified against blockchain RPC, with market metadata linked and ready to use.
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+
56
+ - **Open Source Pipeline**: Fully reproducible data collection process. Our open-source tools allow you to verify, update, or extend the dataset independently.
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+
58
+ ## Dataset Overview
59
+
60
+ | File | Size | Records | Description |
61
+ |------|------|---------|-------------|
62
+ | `trades.parquet` | 28GB | 418.3M | **Recommended.** Processed trades with market metadata linkage |
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+ | `orderfilled.parquet` | 84GB | 689.0M | Raw blockchain events from OrderFilled logs |
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+ | `markets.parquet` | 85MB | 538,587 | Market information and metadata |
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+ | `quant.parquet` | 28GB | 418.2M | Derived: unified YES perspective (for quant research) |
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+ | `users.parquet` | 23GB | 340.6M | Derived: user-level split by maker/taker (for quant research) |
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+
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+ **Total**: 163GB, 1.9 billion records
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+
70
+ ## Use Cases
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+
72
+ ### Market Research & Analysis
73
+ - Study prediction market dynamics and price discovery mechanisms
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+ - Analyze market efficiency and information aggregation
75
+ - Research crowd wisdom and forecasting accuracy
76
+
77
+ ### Behavioral Studies
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+ - Track individual user trading patterns and decision-making
79
+ - Study market participant behavior under different conditions
80
+ - Analyze risk preferences and trading strategies
81
+
82
+ ### Data Science & Machine Learning
83
+ - Train models for price prediction and market forecasting
84
+ - Feature engineering for time-series analysis
85
+ - Develop algorithms for market analysis
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+
87
+ ### Academic Research
88
+ - Economics and finance research on prediction markets
89
+ - Social science studies on collective intelligence
90
+ - Computer science research on blockchain data analysis
91
+
92
+ ## Quick Start
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+
94
+ ### Installation
95
+
96
+ ```bash
97
+ # Using pip
98
+ pip install pandas pyarrow
99
+
100
+ # Optional: for faster parquet reading
101
+ pip install fastparquet
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+ ```
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+
104
+ ### Load Data with Pandas
105
+
106
+ ```python
107
+ import pandas as pd
108
+
109
+ # Load trades (recommended for most users)
110
+ df = pd.read_parquet('trades.parquet')
111
+ print(f"Total trades: {len(df):,}")
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+
113
+ # Load market metadata
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+ markets = pd.read_parquet('markets.parquet')
115
+ print(f"Total markets: {len(markets):,}")
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+ ```
117
+
118
+ ### Load from HuggingFace Datasets
119
+
120
+ ```python
121
+ from datasets import load_dataset
122
+
123
+ # Load trades
124
+ dataset = load_dataset(
125
+ "SII-WANGZJ/Polymarket_data",
126
+ data_files="trades.parquet"
127
+ )
128
+
129
+ # Load multiple files
130
+ dataset = load_dataset(
131
+ "SII-WANGZJ/Polymarket_data",
132
+ data_files=["trades.parquet", "markets.parquet"]
133
+ )
134
+ ```
135
+
136
+ ### Download Specific Files
137
+
138
+ ```bash
139
+ # Download using HuggingFace CLI
140
+ pip install huggingface_hub
141
+
142
+ # Download a specific file
143
+ hf download SII-WANGZJ/Polymarket_data quant.parquet --repo-type dataset
144
+
145
+ # Download all files
146
+ hf download SII-WANGZJ/Polymarket_data --repo-type dataset
147
+ ```
148
+
149
+ ## File Selection Guide
150
+
151
+ > **We recommend `trades.parquet` as the primary dataset for most use cases.** It preserves all original trade semantics with market metadata linked, requiring no assumptions about token normalization.
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+
153
+ `quant.parquet` and `users.parquet` are derived datasets designed for our internal quantitative research. They apply specific transformations — normalizing all trades to the YES (token1) perspective — which may not be suitable for every analysis scenario. Detailed transformation logic is documented below.
154
+
155
+ ## Data Structure
156
+
157
+ ### trades.parquet - Processed Trades (Recommended)
158
+
159
+ Complete trade records with market metadata linkage. Preserves all original blockchain semantics — no normalization or filtering applied.
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+
161
+ **Best for:** General-purpose analysis, custom research, building your own pipelines.
162
+
163
+ **Schema:**
164
+ | Column | Type | Description |
165
+ |--------|------|-------------|
166
+ | `timestamp` | uint64 | Unix timestamp (seconds) |
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+ | `block_number` | uint64 | Polygon block number |
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+ | `transaction_hash` | string | Blockchain transaction hash |
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+ | `log_index` | uint32 | Log index within the transaction |
170
+ | `contract` | string | Exchange contract address |
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+ | `market_id` | string | Polymarket market identifier |
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+ | `condition_id` | string | CTF condition ID |
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+ | `event_id` | string | Event group identifier |
174
+ | `maker` | string | Maker wallet address |
175
+ | `taker` | string | Taker wallet address |
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+ | `price` | float64 | Trade price (0–1) |
177
+ | `usd_amount` | float64 | USD (USDC) value of the trade |
178
+ | `token_amount` | float64 | Number of outcome tokens traded |
179
+ | `maker_direction` | string | Maker's direction: `BUY` or `SELL` |
180
+ | `taker_direction` | string | Taker's direction: `BUY` or `SELL` |
181
+ | `nonusdc_side` | string | Which outcome token was traded: `token1` (YES) or `token2` (NO) |
182
+ | `asset_id` | string | The non-USDC token's asset ID |
183
+
184
+ ### orderfilled.parquet - Raw Blockchain Events
185
+
186
+ Unprocessed `OrderFilled` events directly from Polygon blockchain logs. No decoding, no market linkage — pure on-chain data.
187
+
188
+ **Best for:** Blockchain research, data verification, building custom processing pipelines from scratch.
189
+
190
+ **Schema:**
191
+ | Column | Type | Description |
192
+ |--------|------|-------------|
193
+ | `timestamp` | uint64 | Unix timestamp (seconds) |
194
+ | `block_number` | uint64 | Polygon block number |
195
+ | `transaction_hash` | string | Blockchain transaction hash |
196
+ | `log_index` | uint32 | Log index within the transaction |
197
+ | `contract` | string | Exchange contract address |
198
+ | `order_hash` | string | Unique order hash |
199
+ | `maker` | string | Maker wallet address |
200
+ | `taker` | string | Taker wallet address |
201
+ | `maker_asset_id` | string | Asset ID of maker's token |
202
+ | `taker_asset_id` | string | Asset ID of taker's token |
203
+ | `maker_amount_filled` | string | Amount filled for maker (wei, uint256 as string) |
204
+ | `taker_amount_filled` | string | Amount filled for taker (wei, uint256 as string) |
205
+ | `maker_fee` | string | Maker fee (wei, uint256 as string) |
206
+ | `taker_fee` | string | Taker fee (wei, uint256 as string) |
207
+ | `protocol_fee` | string | Protocol fee (wei, uint256 as string) |
208
+
209
+ > Note: Amount and fee fields are stored as strings because they are uint256 values from the blockchain that exceed standard integer range.
210
+
211
+ ### markets.parquet - Market Metadata
212
+
213
+ Market information, outcome token details, and event grouping.
214
+
215
+ **Best for:** Linking trades to market context, filtering by market attributes, understanding market outcomes.
216
+
217
+ **Schema:**
218
+ | Column | Type | Description |
219
+ |--------|------|-------------|
220
+ | `id` | string | Market identifier (join key with `market_id` in other tables) |
221
+ | `question` | string | Market question text |
222
+ | `slug` | string | URL slug |
223
+ | `condition_id` | string | CTF condition ID |
224
+ | `token1` | string | Asset ID of outcome token 1 (YES) |
225
+ | `token2` | string | Asset ID of outcome token 2 (NO) |
226
+ | `answer1` | string | Label for token1 outcome (e.g., "Yes") |
227
+ | `answer2` | string | Label for token2 outcome (e.g., "No") |
228
+ | `closed` | uint8 | 0 = active, 1 = settled |
229
+ | `active` | uint8 | Whether the market is currently active |
230
+ | `archived` | uint8 | Whether the market is archived |
231
+ | `outcome_prices` | string | JSON array of final prices, e.g. `["0.99", "0.01"]` means answer1 won |
232
+ | `volume` | float64 | Total traded volume (USD) |
233
+ | `event_id` | string | Parent event identifier |
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+ | `event_slug` | string | Parent event URL slug |
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+ | `event_title` | string | Parent event title |
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+ | `created_at` | datetime | Market creation time |
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+ | `end_date` | datetime | Market end / resolution time |
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+ | `updated_at` | datetime | Last metadata update time |
239
+
240
+ ### quant.parquet - Unified YES Perspective (For Quantitative Research)
241
+
242
+ > **Note:** This is a derived dataset built for our own quantitative research. It normalizes all trades to the YES (token1) perspective: for trades originally on token2 (NO), the price is converted to `1 - price`, and the buy/sell direction is flipped. Contract-address trades are filtered out, keeping only real user trades. **If you need the original trade semantics, use `trades.parquet` instead.**
243
+
244
+ **Schema:**
245
+ | Column | Type | Description |
246
+ |--------|------|-------------|
247
+ | `timestamp` | uint64 | Unix timestamp (seconds) |
248
+ | `block_number` | uint64 | Polygon block number |
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+ | `transaction_hash` | string | Blockchain transaction hash |
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+ | `log_index` | uint32 | Log index within the transaction |
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+ | `market_id` | string | Market identifier |
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+ | `condition_id` | string | CTF condition ID |
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+ | `event_id` | string | Event group identifier |
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+ | `price` | float64 | YES token price (0–1). For original token2 trades: `1 - original_price` |
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+ | `usd_amount` | float64 | USD value |
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+ | `token_amount` | float64 | Token amount |
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+ | `side` | string | `BUY` or `SELL` (from YES token perspective). For original token2 trades: direction is flipped |
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+ | `maker` | string | Maker wallet address |
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+ | `taker` | string | Taker wallet address |
260
+
261
+ ### users.parquet - User-Level Behavior Data (For Quantitative Research)
262
+
263
+ > **Note:** This is a derived dataset built for our own research. Each trade is split into two records (one for maker, one for taker), with the same token1 normalization as `quant.parquet`. All records are converted to a unified BUY direction — negative `token_amount` indicates selling. **If you need the original trade semantics, use `trades.parquet` instead.**
264
+
265
+ **Schema:**
266
+ | Column | Type | Description |
267
+ |--------|------|-------------|
268
+ | `timestamp` | uint64 | Unix timestamp (seconds) |
269
+ | `block_number` | uint64 | Polygon block number |
270
+ | `transaction_hash` | string | Blockchain transaction hash |
271
+ | `log_index` | uint32 | Log index within the transaction |
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+ | `market_id` | string | Market identifier |
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+ | `condition_id` | string | CTF condition ID |
274
+ | `event_id` | string | Event group identifier |
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+ | `user` | string | User wallet address |
276
+ | `role` | string | `maker` or `taker` |
277
+ | `price` | float64 | YES token price (normalized, same as quant) |
278
+ | `usd_amount` | float64 | USD value |
279
+ | `token_amount` | float64 | Signed amount: positive = buy, negative = sell |
280
+
281
+ ## Example Analysis
282
+
283
+ ### 1. Calculate Market Statistics
284
+
285
+ ```python
286
+ import pandas as pd
287
+
288
+ df = pd.read_parquet('trades.parquet')
289
+
290
+ # Market-level statistics
291
+ market_stats = df.groupby('market_id').agg({
292
+ 'usd_amount': ['sum', 'mean'], # Total volume and average trade size
293
+ 'price': ['mean', 'std', 'min', 'max'], # Price statistics
294
+ 'transaction_hash': 'count' # Number of trades
295
+ }).round(4)
296
+
297
+ print(market_stats.head())
298
+ ```
299
+
300
+ ### 2. Track Price Evolution
301
+
302
+ ```python
303
+ import pandas as pd
304
+ import matplotlib.pyplot as plt
305
+
306
+ df = pd.read_parquet('trades.parquet')
307
+ df['datetime'] = pd.to_datetime(df['timestamp'], unit='s')
308
+
309
+ # Select a specific market
310
+ market_id = 'your-market-id'
311
+ market_data = df[df['market_id'] == market_id].sort_values('timestamp')
312
+
313
+ # Plot price over time
314
+ plt.figure(figsize=(12, 6))
315
+ plt.plot(market_data['datetime'], market_data['price'])
316
+ plt.title(f'Price Evolution - Market {market_id}')
317
+ plt.xlabel('Date')
318
+ plt.ylabel('Price')
319
+ plt.show()
320
+ ```
321
+
322
+ ### 3. Market Volume Analysis
323
+
324
+ ```python
325
+ import pandas as pd
326
+
327
+ df = pd.read_parquet('trades.parquet')
328
+ markets = pd.read_parquet('markets.parquet')
329
+
330
+ # Join with market metadata (markets uses 'id', trades uses 'market_id')
331
+ df = df.merge(markets[['id', 'question']], left_on='market_id', right_on='id', how='left')
332
+
333
+ # Top markets by volume
334
+ top_markets = df.groupby(['market_id', 'question']).agg({
335
+ 'usd_amount': 'sum'
336
+ }).sort_values('usd_amount', ascending=False).head(20)
337
+
338
+ print(top_markets)
339
+ ```
340
+
341
+ ### 4. Analyze by Token Side
342
+
343
+ ```python
344
+ import pandas as pd
345
+
346
+ df = pd.read_parquet('trades.parquet')
347
+
348
+ # Compare YES vs NO token trading activity
349
+ side_stats = df.groupby('nonusdc_side').agg({
350
+ 'usd_amount': ['sum', 'mean'],
351
+ 'transaction_hash': 'count'
352
+ })
353
+ print(side_stats)
354
+
355
+ # Filter for only YES token trades on a specific market
356
+ market_id = 'your-market-id'
357
+ yes_trades = df[(df['market_id'] == market_id) & (df['nonusdc_side'] == 'token1')]
358
+ print(f"YES trades: {len(yes_trades):,}")
359
+ ```
360
+
361
+ ## Data Processing Pipeline
362
+
363
+ ```
364
+ Polygon Blockchain (RPC)
365
+
366
+ orderfilled.parquet (Raw events)
367
+
368
+ trades.parquet (+ Market linkage)
369
+
370
+ ├─→ quant.parquet (Trade-level, unified YES perspective)
371
+ │ └─→ Filter contracts + Normalize tokens
372
+
373
+ └─→ users.parquet (User-level, split maker/taker)
374
+ └─→ Split records + Unified BUY direction
375
+ ```
376
+
377
+ **Key Transformations:**
378
+
379
+ 1. **quant.parquet**:
380
+ - Filter out contract trades (keep only user trades)
381
+ - Normalize all trades to YES token perspective
382
+ - Preserve maker/taker information
383
+ - Result: 418.2M records (from 418.3M trades)
384
+
385
+ 2. **users.parquet**:
386
+ - Split each trade into 2 records (maker + taker)
387
+ - Convert all to BUY direction (signed amounts)
388
+ - Sort by user for easy querying
389
+ - Result: 340.6M records
390
+
391
+ ## Documentation
392
+
393
+ - **[DATA_DESCRIPTION.md](DATA_DESCRIPTION.md)** - Comprehensive documentation
394
+ - Detailed schema for all 5 files
395
+ - Data cleaning and transformation process
396
+ - Usage examples and best practices
397
+ - Comparison between different files
398
+
399
+ ## Data Quality
400
+
401
+ - **Complete History**: No missing blocks or gaps in blockchain data
402
+ - **Verified Sources**: All OrderFilled events from 2 official exchange contracts
403
+ - **Blockchain Verified**: Cross-checked against Polygon RPC nodes
404
+ - **Regular Updates**: Automated daily pipeline for fresh data
405
+ - **Open Source**: Fully reproducible collection process
406
+
407
+ **Contracts Tracked:**
408
+ - Exchange Contract 1: `0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E`
409
+ - Exchange Contract 2: `0xC5d563A36AE78145C45a50134d48A1215220f80a`
410
+
411
+ ## Collection Tools
412
+
413
+ Data collected using our open-source toolkit: [polymarket-data](https://github.com/SII-WANGZJ/Polymarket_data)
414
+
415
+ **Features:**
416
+ - Direct blockchain RPC integration
417
+ - Efficient batch processing
418
+ - Automatic retry and error handling
419
+ - Data validation and verification
420
+
421
+ ## Dataset Statistics
422
+
423
+ **Last Updated**: 2026-03-05
424
+
425
+ **Coverage**:
426
+ - Time Range: Polymarket inception to 2026-03-04
427
+ - Total Markets: 538,587
428
+ - Total Trades: 418.3 million (processed), 689.0 million (raw OrderFilled)
429
+ - Unique Users: [To be calculated]
430
+
431
+ **Data Freshness**: Updated periodically via automated pipeline
432
+
433
+ ## Contributing
434
+
435
+ We welcome contributions to improve the dataset and tools:
436
+
437
+ 1. **Report Issues**: Found data quality issues? [Open an issue](https://github.com/SII-WANGZJ/Polymarket_data/issues)
438
+ 2. **Suggest Features**: Ideas for new data transformations? Let us know!
439
+ 3. **Contribute Code**: Improve our collection pipeline via pull requests
440
+
441
+ ## License
442
+
443
+ MIT License - Free for commercial and research use.
444
+
445
+ See [LICENSE](LICENSE) file for details.
446
+
447
+ ## Contact & Support
448
+
449
+ - **Email**: [wangzhengjie@sii.edu.cn](mailto:wangzhengjie@sii.edu.cn)
450
+ - **Issues**: [GitHub Issues](https://github.com/SII-WANGZJ/Polymarket_data/issues)
451
+ - **Dataset**: [HuggingFace](https://huggingface.co/datasets/SII-WANGZJ/Polymarket_data)
452
+ - **Code**: [GitHub Repository](https://github.com/SII-WANGZJ/Polymarket_data)
453
+
454
+ ## Citation
455
+
456
+ If you use this dataset in your research, please cite:
457
+
458
+ ```bibtex
459
+ @misc{polymarket_data_2026,
460
+ title={Polymarket Data: Complete Data Infrastructure for Polymarket},
461
+ author={Wang, Zhengjie and Chao, Leiyu and Bao, Yu and Cheng, Lian and Liao, Jianhan and Li, Yikang},
462
+ year={2026},
463
+ howpublished={\url{https://huggingface.co/datasets/SII-WANGZJ/Polymarket_data}},
464
+ note={A comprehensive dataset and toolkit for Polymarket prediction markets}
465
+ }
466
+ ```
467
+
468
+ ## Acknowledgments
469
+
470
+ - **Polymarket** for building the leading prediction market platform
471
+ - **Polygon** for providing reliable blockchain infrastructure
472
+ - **HuggingFace** for hosting and distributing large datasets
473
+ - The open-source community for tools and libraries
474
+
475
+ ---
476
+
477
+ <div align="center">
478
+
479
+ **Built for the research and data science community**
480
+
481
+ [HuggingFace](https://huggingface.co/datasets/SII-WANGZJ/Polymarket_data) • [GitHub](https://github.com/SII-WANGZJ/Polymarket_data) • [Documentation](DATA_DESCRIPTION.md)
482
+
483
+ </div>
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