DepthFeed: what it does, what it costs, where it stops

What it does

Endpoints cover markets, order book snapshots, tick data (every book change), Binance spot and futures depth as the underlying reference, OHLCV price bars for US equities and crypto, Kalshi and Limitless books, a cross-venue screener, batch requests, sports (Polymarket and Kalshi books plus sportsbook odds, scores and injuries) and a WebSocket stream. Base URL is api.depthfeed.com/v3.

The platform adds a Backtest Lab that runs a strategy in the browser against the recorded book, and Paper Trading that marks virtual positions off live books on a roughly 90-second cadence. The docs call paper trading a forward-testing tracker, not an execution venue.

• Polymarket capture: CLOB websocket, every book and price-change event, windows 5m, 15m, 1h, 4h, 24h.
• Kalshi capture: paced REST polling of the full ladder up to 100 levels per side, windows 15m, 1h, 24h, 1w.
• Limitless capture: socket.io order book updates for 5m and 15m markets on Base.
• Polymarket archive floor is January 3, 2026 with continuous daily coverage from February 12, 2026; earliest Kalshi ladder is January 8, 2026.

Pricing

Explorer: $0, 1 request per second, 7 days of history, REST only. Quant: $29 per month, 25 requests per second, 1,000 per minute, 30 days. Research: $99 per month, 50 per second, 3,000 per minute, 90 days. Desk: $249 per month, 100 per second, 6,000 per minute, full archive, two parallel historical queries and the only plan with tick data.

Every plan reaches every coin, every venue and the full ladder; upgrades buy history, throughput and live-book concurrency. The docs state there are no Polymarket or Kalshi add-ons.

Venues and data

Three venues and seven assets, all crypto up/down contracts, plus sports on every plan. Timestamps are epoch milliseconds with separate exchange and receive times so capture latency is measurable. A unified underlying price series joins Binance and Chainlink marks to any snapshot.

The site describes itself as an independent project not affiliated with Polymarket, Kalshi, Binance, Chainlink or Limitless. A community Go client (tigusigalpa/depthfeed-go, 9 stars, MIT) wraps the v3 API.

Where it falls short

Coverage is narrow by design: no election, macro or entertainment markets, and history starts in January 2026. The docs warn that early Kalshi capture is sparse, with some spring 2026 days holding only a handful of observations per contract.

There is no bulk export; the docs state bulk files, offline archive delivery and database replication are not included. It finds the spread and shows the depth. Executing on both venues means opening Polymarket and Kalshi separately, or a cross-venue terminal such as Kairos.

Who should use it

Quants trading the 5-minute and 15-minute crypto binaries who need real depth to model fills, and anyone comparing Polymarket, Kalshi and Limitless books on the same asset at the same millisecond.

Researchers working on political markets or pre-2026 history should look at the free on-chain datasets or polymarketdata.co.