Load Polymarket Gamma data to DuckDB

Polymarket Gamma API provides market discovery, event metadata, and trading data for the Polymarket platform. Everything needed to build a working Polymarket Gamma → DuckDB pipeline is on this page: the API's base URL, authentication, endpoints, pagination and incremental field — plus a prompt that hands the whole job to your coding agent.

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Build your Polymarket Gamma to DuckDB pipeline

Paste this prompt into Claude, Codex, or Cursor. The agent does the rest.

PromptCopy prompt
Run uvx dlthub-init@latest to build a pipeline from Polymarket Gamma to DuckDB and run it on dltHub

That scaffolds a dltHub workspace and installs the dltHub AI harness — the project rules, the secrets-management skill, and the dlt MCP server your agent needs to work safely. From there it reads the Polymarket Gamma API, proposes the endpoints to load, then writes, runs and validates the pipeline while you review rather than type. Credentials are inspected through MCP tools, so your agent never reads secrets.toml itself. How the LLM-native workflow works →

Prefer to write it yourself? Every fact the agent uses is below.

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Polymarket Gamma API at a glance

These values come from the Polymarket Gamma API documentation. Check them against the vendor's current reference before relying on them in production.

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How do I authenticate with the Polymarket Gamma API?

Requests require custom headers (POLY_ADDRESS, POLY_SIGNATURE, POLY_TIMESTAMP, POLY_API_KEY, POLY_PASSPHRASE). The signature is an HMAC-SHA256 hash of the timestamp, HTTP method, path, and request body.

1. Get your credentials

The Gamma API itself is for public market metadata and does not require credentials. For trading operations (CLOB API), you must generate L2 credentials (apiKey, secret, passphrase) using an L1 authentication flow. This involves using your wallet to sign an EIP-712 message (using the 'ClobAuth' domain) to either create or derive the API credentials. Most developers use the official Polymarket SDKs (e.g., Python or TypeScript) to handle this process automatically via methods like create_or_derive_api_key. If implementing the REST API manually, you must send a POST request to https://clob.polymarket.com/auth/api-key with headers containing your address, signature, timestamp, and nonce to receive the credentials in the JSON response.

2. Add them to .dlt/secrets.toml

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[sources.polymarket_gamma_source]
POLY_API_KEY = "your_api_key_here"
POLY_API_SECRET = "your_api_secret_here"
POLY_API_PASSPHRASE = "your_api_passphrase_here"

dlt reads this file automatically at runtime. With the harness, the setup-secrets skill prompts you for the values and never handles the raw credential in chat. For production, see setting up credentials with dlt.

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What Polymarket Gamma data can I load into DuckDB?

These are the Polymarket Gamma endpoints dlt can load into DuckDB:

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How do I load only new Polymarket Gamma records?

Polymarket Gamma exposes after_cursor on events/keyset, so dlt can request only the records that changed since the last run. Set it as the cursor_path and dlt tracks the high-water mark for you between runs.

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{"name": "events", "endpoint": {
    "path": "events/keyset",
    "data_selector": "data",
    "incremental": {"cursor_path": "after_cursor", "initial_value": "2024-01-01T00:00:00Z"},
}}

On the first run dlt loads everything from initial_value; on every run after that it requests only what changed and appends with write_disposition="merge" if you set a primary key. See incremental loading.

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What does the generated Polymarket Gamma pipeline look like?

A standard dlt REST API pipeline — the same code you would write by hand, loading /events and /markets from the Polymarket Gamma API into DuckDB:

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import dlt
from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources

@dlt.source
def polymarket_gamma_source(api_key=dlt.secrets.value):
    config: RESTAPIConfig = {
        "client": {
            "base_url": "https://gamma-api.polymarket.com",
            "auth": {"type": "api_key", "api_key": api_key, "name": "POLY_API_KEY"},
        },
        "resources": [
            {"name": "events", "endpoint": {"path": "events/keyset", "data_selector": "data"}},
            {"name": "markets", "endpoint": {"path": "markets/keyset", "data_selector": "data"}}
        ],
    }
    yield from rest_api_resources(config)


def load_polymarket_gamma_to_duckdb() -> None:
    pipeline = dlt.pipeline(
        pipeline_name="polymarket_gamma_pipeline",
        destination="duckdb",
        dataset_name="polymarket_gamma_data",
    )
    load_info = pipeline.run(polymarket_gamma_source())
    print(load_info)


if __name__ == "__main__":
    load_polymarket_gamma_to_duckdb()

Run it with python polymarket_gamma_pipeline.py. The agent iterates on this until it loads cleanly — you review and approve, rather than write it from scratch.

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How do I query Polymarket Gamma data in DuckDB?

dlt creates one table per resource. Query the loaded data with Python or SQL — or ask your agent to, through the MCP server's execute_sql_query tool.

Python (pandas DataFrame):

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import dlt

data = dlt.pipeline("polymarket_gamma_pipeline").dataset()
df = data.markets.df()
print(df.head())

SQL:

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SELECT * FROM polymarket_gamma_data.markets LIMIT 10;

See querying your data with dataset and exploring it in marimo notebooks.

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How do I deploy the Polymarket Gamma to DuckDB pipeline in production?

The pipeline runs locally, which is ideal for prototyping and one-off analysis. When you need it on a schedule, monitored on every load, and shared with your team, deploy the same dlt code on the dltHub platform — no infrastructure to maintain. The prompt above already ends with "run it on dltHub", so your agent can take it there directly.

• Deploy & schedule — run the pipeline as a managed job with automatic retries.
• Monitor — observable job queues, alerting, and load metrics for every run.
• Transform — promote raw Polymarket Gamma loads into governed, documented models.
• Visualize & share — explore data in notebooks and publish live dashboards instead of static screenshots.

Book a demo →

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What other destinations can I load Polymarket Gamma data to?

dlt loads into any of these — only the destination argument changes:

Set dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. On the dltHub platform the same pipeline runs against a managed Iceberg lakehouse. See the full destinations list.

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Next steps

• Ready for production? Book a demo of the dltHub platform →
• dlt LLM-native workflow docs
• REST API source reference
• Join the dlt community on Slack