Marketlens Polymarket historical data and backtesting in Python. Marketlens records every order book update on Polymarket, tick by tick, and serves the history as L2 snapshots and deltas, trades, and candles, then replays it through an execution-realistic backtesting engine and hands you the results as metrics and DataFrames. Write a Strategy, point it at a market or series, and know whether it makes money. PyPI · Documentation · Changelog Python 3.10+. Get a free API key at marketlens.trade and export it as MARKETLENSAPIKEY. Order book history starts 2026-03-01; a free key reads markets open in the last 7 days, with 2M data rows once. Quickstart Two engines client.backtest() runs one of two engines, chosen by your strategy's base class: - Execution (Strategy): replays the full L2 book tick by tick and simulates how your orders actually fill: latency, limit orders, CLOB queue position, fees, settlement. Use it when the edge lives in how you trade. - Alpha (AlphaStrategy): one bar per market per resolution, built from order book metrics or trade candles. You declare a target exposure

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)