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You trade on the venues directly. Predexon gives you the data edge: faster feeds than the venues themselves publish, signals nobody else computes, and the tick-level history to prove a strategy before you risk capital. The loop:
Execution stays wherever you already trade — the venue’s own API or UI. Everything before and after the order is what this guide covers.

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1. Discover

Find the markets you care about. Common entry points:

By volume

GET /v2/polymarket/markets?sort=volumeTrending markets, ranked.

By search

GET /v2/polymarket/search?q=...Cross-surface search over markets, events, and tags.

By taxonomy

GET /v2/polymarket/categoriesBrowse by category, tag, and series.

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2. Signal

Find a reason to trade. The signals Predexon gives you out of the box: For a live edge, subscribe to the WebSocket and react in code — the pending-trades channel shows flow before it lands on-chain, up to 5 seconds ahead of Polymarket’s RTDS.

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3. Backtest

Before sizing anything, validate the edge against history:
  • Orderbook replay: reconstruct the book at any timestamp from tick history — what depth would your order actually have hit? See Orderbook replay.
  • Signal validation: pull candles and the trade tape, then test entries against them — see Signal backtesting.
  • Queue position & fill probability: the raw tick stream captures every placement, update, and cancel — the only dataset that answers “would I have been filled?”
Tick downloads are priced per GiB with a free quote first — how data credits work →

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4. Size

Sizing decisions are yours. The data you’ll usually want before pulling the trigger: Then place the order on your venue of choice, through the venue’s own API or UI.

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5. Monitor

Once you have positions, you watch two things: fills and mark-to-market. Your venue wallet address plugs straight into any Data API wallet endpoint — the P&L you see is indexed from the chain, accurate to the block.

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Putting it together

Strategies people run on this loop:
  • Smart-money following — smart-money endpoint or top-holders for entry signals, WebSocket trades to monitor the wallets you’re shadowing.
  • Mempool-signal trading — pending-trades WebSocket as a leading indicator; you see large fills up to 5 seconds before the rest of the market.
  • Market-making research — tick history to model queue dynamics and spread capture, orderbook WebSocket for live depth.
  • Event-driven strategies — lifecycle and oracle WebSocket channels to catch creations and resolutions the moment they happen.

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Next

Data & Signals overview

Full map of every endpoint, organized by utility.

Orderbook tick history

The most granular dataset in prediction markets — quote it, download it, replay it.