Polymarket Substreams

A high-performance Substreams package for extracting and processing events from Polymarket contracts on Polygon. This package provides real-time data streaming for prediction market activities, trading events, and market maker operations.

Overview

Polymarket is a decentralized prediction market platform built on Ethereum and Polygon. This Substreams package indexes key events from Polymarket's smart contracts to provide:

• Trading Events: Order fills, matches, and cancellations
• Market Data: Condition preparation and resolution
• Liquidity Events: Market maker funding and removal
• User Activity: Trading patterns and volume metrics

Contracts Indexed

CTF Exchange Contract

• Address: 0x4bfb41d5b3570defd03c39a9a4d8de6bd8b8982e
• Events: OrderFilled, OrdersMatched, OrderCancelled, TokenRegistered

Conditional Tokens Framework

• Address: 0x4D97DCd97eC945f40cF65F87097ACe5EA0476045
• Events: ConditionPreparation, ConditionResolution, PositionSplit, PositionMerge, PositionRedeem

USDC Collateral Token

• Address: 0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174
• Events: Transfer, Approval

Modules

map_ctf_exchange_events

Extracts and processes events from the CTF Exchange contract, including:

• Order fills with maker/taker information
• Order matches with asset details
• Fee charging events
• Token registration events

map_ctf_events

Processes Conditional Tokens Framework events:

• Condition preparation and resolution
• Position splits, merges, and redemptions
• Oracle and question ID tracking

map_usdc_events

Tracks USDC token transfers and approvals for collateral management.

map_trading_data

Combines data from all modules to create enriched trading information:

• Trade events with calculated metrics
• Market data aggregation
• User activity tracking
• Volume and fee calculations

Quick Start

Prerequisites

1. Install the Substreams CLI
2. Get authentication token from The Graph Market

Installation

1. Clone this repository:

git clone https://github.com/Polymarket/polymarket-substreams.git
cd polymarket-substreams

1. Build the Substreams:

substreams build

1. Authenticate with The Graph:

substreams auth

1. Run the Substreams:

# Run CTF Exchange events
substreams gui substreams.yaml map_ctf_exchange_events

# Run trading data aggregation
substreams gui substreams.yaml map_trading_data

Usage Examples

Extract Order Fills

substreams run -e polygon.streamingfast.io:443 substreams.yaml map_ctf_exchange_events --start-block 50000000 --stop-block 50000100

Monitor Trading Activity

substreams gui substreams.yaml map_trading_data --start-block -1000

Data Schema

Trade Event

message Trade {
    string transaction_hash = 1;
    uint32 log_index = 2;
    google.protobuf.Timestamp timestamp = 3;
    uint64 block_number = 4;
    string trader = 5;
    string market_id = 6;
    string outcome_token = 7;
    string amount = 8;
    string price = 9;
    string fee = 10;
    string trade_type = 11; // "buy" or "sell"
}

Market Event

message Market {
    string market_id = 1;
    string condition_id = 2;
    string question_id = 3;
    string oracle = 4;
    uint32 outcome_slot_count = 5;
    google.protobuf.Timestamp creation_timestamp = 6;
    string status = 7; // "open", "closed", "resolved"
}

Performance Benefits

This Substreams implementation provides significant performance improvements over traditional subgraphs:

• 100x Faster Syncing: Parallel processing of blockchain data
• Real-time Streaming: Continuous data flow instead of batch processing
• Efficient Resource Usage: Optimized memory and CPU utilization
• Scalable Architecture: Handles high-volume trading activity

Development

Adding New Contracts

To add support for additional Polymarket contracts:

1. Add contract address to src/lib.rs
2. Update substreams.yaml with new module
3. Add corresponding protobuf messages
4. Implement event extraction logic

Custom Transformations

The map_trading_data module can be extended to include:

• Price calculations
• Volume aggregations
• User behavior analysis
• Market sentiment metrics

Publishing

To publish this Substreams package:

1. Package the Substreams:

substreams pack

1. Publish to the registry:

substreams registry login
substreams registry publish polymarket-v0.1.0.spkg

Contributing

Contributions are welcome! Please see our Contributing Guidelines for details.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Support

• Documentation: Substreams Docs
• Community: The Graph Discord
• Issues: GitHub Issues

Acknowledgments

• Built with Substreams by StreamingFast
• Powered by The Graph
• Data from Polymarket