PolyDepth Order Book Intelligence Subscribe $99/mo
API access for agentic analysis of 5-minute up/down trading

Build trading agents with order book logic.

PolyDepth gives you direct API access to the decision layer behind 5-minute up/down trades and 15-minute structure. Format raw depth data seamlessly for Codex, Claude, and OpenAI to backtest LLM-driven strategies and train machine learning models.

Get API access - $99/mo Explore the feature map

Checkout is handled with Stripe. After payment, we provision your dedicated server and send direct access details to the email used during checkout.

0 minute up/down flow
0 minute trend context
0 horizons, one signal stack
Order book depth Liquidity imbalance Absorption + sweeps Dedicated server delivery Direct API workflows

Machine learning ready

Optimized data payloads for LLM context windows.

PolyDepth is not another crowded dashboard. It is a structured data pipeline that compresses complexity into agent-ready context: feed liquidity states, hidden pressure, and structural trends directly into Claude or Codex to build autonomous analysis logic.

01

LLM-Native Structures

Receive cleanly formatted JSON payloads of the order book designed specifically to reduce token bloat for autonomous agents.

02

Automate 5m Up/Down

Train your agents to identify absorption, intent, and aggression across the critical 5-minute up or down trading windows.

03

Backtest with LLMs

Pipe historical 15-minute depth data through Codex or Claude to backtest algorithmic logic against past liquidity events.

Multi-horizon Datasets

Structure historical and live tick data for algorithmic intake.

5-minute market

Tactical execution layer

Read immediate aggression and execution quality in the moment. Ideal for entries, exits, sweep confirmation, spread stress, and short-term imbalance windows.

  • Micro-imbalance pulses
  • Liquidity grabs and sweep velocity
  • Fast alerting around pressure shifts
  • Execution timing against local structure
15-minute market

Structural context layer

Surface the slower forces shaping the session: persistent absorption, structural liquidity shelves, rotational behavior, and bias stability.

  • Higher-order liquidity mapping
  • Absorption persistence and failure
  • Regime shifts, drift, and rotation
  • Context filters for tactical setups
Fusion view

Cross-horizon confirmation

Merge the fast and slow layers into a single decision frame so traders can act only when timing and structure point in the same direction.

  • Reduce false positives
  • Prioritize cleaner sessions
  • Align trigger quality with structural bias
  • Explain why a move should continue or fail

LLM Feature Set

Raw market truth formatted for machine learning models.

Our infrastructure turns raw depth and execution behavior into data structures tailored for autonomous agent consumption and prompt-level analysis.

Depth imbalance engine

Map bid/ask asymmetry, hidden pressure, and local shelf strength in real time.

Absorption + sweep detection

Spot failed pushes, aggressive sweeps, and passive defense before price confirms.

Ladder replay

Reconstruct the sequence behind important moves and review what actually changed.

Regime classification

Understand whether the market is expanding, rotating, stalling, or transitioning.

Alert composer

Trigger on multi-condition order flow events instead of brittle single-variable rules.

Direct API access

Pull structured order book data into your own models, reports, or downstream systems.

Product experience

A workflow that feels less like software and more like situational awareness.

01 · Investigate Scan depth, liquidity, and pressure
02 · Confirm Match 5m timing with 15m context
5m Aggressive continuation Buy-side lift + localized bid support
15m Structural bias intact Offer absorption persists below breakout shelf
03 · Automate Alert, replay, export
Alert rules Multi-condition triggers
Replay Sequence-level review
Export Research / API / reporting

Who it is for

Built for AI engineers, not discretionary screen watchers.

AI Engineers

Build trading agents with real contextual flow data, abandoning lagging price indicators for high-fidelity order book truth.

Machine Learning Researchers

Train custom predictive models using dense, structured sequence data from 5-minute up or down pricing shifts.

Algorithmic Developers

Backtest autonomous strategies by utilizing LLMs like Claude or Codex to read complex historical market pressure.

Direct subscription access

Start your $99/month order book data subscription.

Subscribe through Stripe to unlock direct access to the PolyDepth order book data layer. Once payment clears, we provision a dedicated server for your environment and send API access details to the email address used at checkout within a few hours.

Monthly recurring subscription Dedicated server provisioning Email delivery within a few hours

PolyDepth API

$99 per month

Direct order book data access optimized for LLM agents to analyze 5-minute up/down trading flows.

  • OpenAI, Claude, and Codex ready JSON payloads
  • Dedicated server prepared for programmatic access
  • API credentials sent to your checkout email
Start subscription See the workflow