API changelog

Polymarket's open crypto price markets by event, as the /crypto dashboard lists them: up-or-down rounds from 5 minutes to 4 hours, daily to yearly above/below and price-range ladders, and hit-price targets, with every open market's outcome prices as 0..1 probabilities and its strikes in strikeLowUsd / strikeHighUsd. Filter by asset (id or symbol), window, type and q, sort by volume or endsAt, and page with the cursor. meta.assets lists the catalogue's assets; meta.stale marks the last good copy, served while Polymarket does not answer (503 temporarily_unavailable before any copy exists).

• GET /v2/crypto/markets

Runs carrying modelVersion btc-forecast/1.1.0 use a revised fit that puts markets expiring on different days within a horizon on a common time scale, and markets priced as near-certain either way are left out of the fit, so they no longer appear in the forecast's markets. A market's spread is now measured against the cheaper side of the book, so it reads the same whichever outcome is Yes, and the platform prior is recalibrated. These runs carry the insight type lean (the featured horizon's implied chance that Bitcoin ends above spot) in place of skew, which only appears in runs stored before 1.1.0; delta now compares with the run about 24 hours earlier. Segment backtests by modelVersion. The full specification and version history are in the Developer portal for Quant subscribers: polywhaler.com/developer/methodology#bitcoin-forecast.

• GET /v2/forecasts/btc
• GET /v2/forecasts/btc/history
• GET /v2/forecasts/btc/markets

/v1/btc-forecast serves the same runs as v2, so new runs carry modelVersion btc-forecast/1.1.0 and the insight type lean (the featured horizon's implied chance that Bitcoin ends above spot) in place of skew; runs stored before 1.1.0 keep skew. Near-certain markets no longer appear in /v1/btc-forecast/markets, and spreadPct is measured against the cheaper side of the book. delta now compares with the run about 24 hours earlier rather than the previous hourly run. The v1 btc_forecast.updated webhook carries the same model version and insight types, so its payloads switch to lean too. A client or webhook consumer that switches on the insight type should accept both. The response shape is unchanged.

• GET /v1/btc-forecast
• GET /v1/btc-forecast/history
• GET /v1/btc-forecast/markets

One envelope ({data, meta, pagination}) and one error shape with a request id on every response; camelCase parameters, strictly validated; opaque cursor pagination that never skips trades sharing a second; rates as 0..1 fractions, money in *Usd and times as ISO-8601; RateLimit headers on every response, an exact daily quota shared with v1, ETags and 304s; key scopes; Idempotency-Key on creating POSTs; smart-money leaderboard, cohort trades and flow with the methodology version in meta; a public OpenAPI 3.1 document. v1 is frozen and will be retired six months after this date.