Guides / Backtesting

Building a Market Replay Tool From Prediction Market History

A replay tool steps through historical orderbook and trade events in the order they actually happened, feeding each one to your strategy logic as if it were live — useful for debugging execution logic in a way a vectorized backtest doesn't surface, since it forces the same event-by-event interface your live bot would use.

Where the data comes from

ProbSights' historical API returns timestamped, sequential orderbook and trade snapshots across Kalshi and Polymarket — the raw event stream a replay loop iterates over. ProbSights doesn't ship a replay runtime itself; this is the data feed for one you build.

Related

Related guides

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