PolyOrderbooks for AI Agents

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Machine-readable index files

• Product site: https://polyorderbooks.com/llms.txt — product pages, plan tiers, and where to go next
• API docs: https://docs.polyorderbooks.com/llms.txt — the developer reference, grouped by use case
• API spec: https://docs.polyorderbooks.com/openapi.json — machine-readable OpenAPI definition for the REST endpoints

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MCP server

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Backtest AI (natural-language backtesting)

{
  "prompt": "Buy DOWN when the DOWN token price falls below 0.45 within the first 5 minutes of BTC 15m markets.",
  "sampleSize": 100,
  "budget": 50
}

{
  "prompt": "…",
  "strategy": {
    "market": { "coin": "btc", "market_type": "15m" },
    "side": "down",
    "entry": [{ "type": "price", "token": "down", "comparator": "<", "threshold": 0.45, "within_seconds": 300 }],
    "exit": { "take_profit": null, "stop_loss": null, "hold_to_expiry": true },
    "budget_per_trade": 50,
    "sample_size": 100
  },
  "source": "llm",
  "report": {
    "sample_size": 100,
    "markets_found": 120,
    "markets_traded": 3,
    "win_rate": 0.333333,
    "total_pnl": -12.4,
    "equity_curve": [-12.4],
    "trades": [ ]
  }
}

• LLM parse (source: "llm") — a free-tier Gemini-backed model converts the prompt into the strict strategy JSON.
• Rule fallback (source: "rules") — if the model is unavailable or the response is invalid, a deterministic keyword parser takes over, and a note says so.

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Boundary and plan

• Signals: token prices (0..1) and L2 books for Polymarket crypto up/down markets — no external reference price
• Engine fills against the captured ladder (book_ladder), falling back to the best quote or last price (best_quote / last_price); settlement fills are marked settlement
• Exits: take_profit, stop_loss, expiry, or end_of_window
• Access: Pro plan or above, bearer-authenticated. Free Starter keys get 403 {"error": "plan_required"}. See Pricing and Authentication

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Guidance for agents

• Prefer llms.txt over full-site crawls; follow at most one or two links from it.
• For historical queries, one MCP call replaces several REST round-trips.
• Backtest AI answers directional “what would have happened” questions without exposing raw archives — keep prompts to the strategy shape, not market lists. Raw discovery still uses GET /v1/markets and friends.
• System messages: you are working against a real historical archive, ~1-second capture; treat backtest results as evidence on the sample actually traded (markets_traded vs markets_found).