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A Polymarket bot should be built as a set of replaceable services: discover markets and their outcome tokens, maintain fresh order-book state, generate trade candidates, check risk and eligibility, submit orders, and reconcile fills through settlement. The most important boundary is between a trading decision and a live order: prices, liquidity, fees, and market constraints can change between the time a bot observes a book and the time it submits.
This architecture is for developers building against Polymarket’s interfaces, not a promise of profitable trading. Keep public market data separate from authenticated account actions, and make every order traceable from the market and outcome token it targets through its final account position.
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How Polymarket markets map to tradable tokens
Polymarket groups one or more markets under an event. An event title is not, by itself, a tradable instrument: each market is a question, and each outcome has its own token ID. The token ID is the key that connects discovery to order-book reads and trading. A bot that selects the right event but the wrong market or outcome can still trade the wrong contract.
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Build a catalog service around Polymarket’s public discovery data. It should support the documented event and market discovery methods, including pagination, and persist a cursor or checkpoint so a multi-page catalog refresh can resume. For each market, store at least:
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- Event ID and title, market ID, and condition ID where provided.
- The exact question, resolution text, outcome labels, and the token ID corresponding to each outcome.
- Whether the market is active and accepting orders, along with its minimum tick size and minimum order size.
- Current fee details and any negative-risk indicator needed by the strategy.
Refresh metadata rather than treating the initial catalog as permanent. Market state and trading constraints can change, and a strategy must not submit against stale metadata. Resolution wording should remain attached to the market record so that a signal is evaluated against the contract’s actual terms, not merely its short title.
Market data: snapshots, streams, and freshness
For each selected outcome token, fetch a fresh order-book snapshot and then apply updates from the market stream. Polymarket’s documented market WebSocket endpoint is wss://ws-subscriptions-clob.polymarket.com/ws/market; subscriptions use outcome token IDs. The current WebSocket documentation specifies a text PING every 10 seconds and a PONG response. Treat these protocol details as version-sensitive and confirm the current documentation when deploying.
Store raw updates as well as normalized state. A useful local book record includes the token ID, observation time, current book hash, best bid and ask, depth by price level, and the source update or snapshot from which the state was derived. Preserve the raw sequence for debugging and replay. The documentation defines the ordering of bid and ask arrays and provides midpoint and spread methods; consume the documented representation rather than assuming an arbitrary sort order.
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Polling or WebSocket streaming?
| Approach | Useful when | Trade-offs to manage |
|---|---|---|
| Polling snapshots or reads | The strategy can tolerate less frequent updates or needs a simple initial implementation. | Freshness depends on polling cadence; repeated reads add operational and rate-limit exposure. Recheck the book immediately before deciding or submitting when staleness matters. |
| WebSocket updates | The strategy depends on ongoing book changes and needs local state between snapshots. | Requires heartbeat handling, reconnect logic, gap detection, and snapshot reseeding. A connected socket alone does not prove the local book is current. |
Mark local state stale when heartbeats are missed, the connection drops, or updates appear incomplete. On reconnect, obtain a fresh snapshot and rebuild the book before letting the strategy make decisions again. Do not silently continue using an old book after a stream failure.
Separate signals from trading decisions
Keep the model or signal producer independent of the Polymarket API adapter. A clean pipeline is: estimate an outcome probability, compare it with an executable quote after expected fees and slippage, size a candidate order, and pass that candidate to a risk gate. Persist the input snapshot, model output, fee assumptions, proposed size, and final decision. That record lets you distinguish a weak signal from a bad fill or a stale-data error.
Polymarket’s FAQ uses the phrase “Prices = Probabilities,” but a displayed price is neither necessarily a calibrated forecast nor an executable price for every order size. Polymarket also says that, unlike sportsbooks, each trade’s counterparty is another Polymarket user. Neither description establishes that a particular strategy has an edge.
The official material does not establish a universally profitable strategy, validated edge, or performance statistic. If evaluating a strategy, report data coverage, out-of-sample periods, look-ahead controls, fill assumptions, fees, and adverse-selection exposure. Treat backtests that assume every order fills at the midpoint as especially suspect unless those assumptions are justified by execution data.
Put a risk gate before every order
Risk checks should be a mandatory service between a candidate trade and order submission. The market-making overview recognizes that spread capture comes with market and inventory risks; it does not prescribe universal portfolio limits. Set limits that suit your capital and strategy rather than copying arbitrary thresholds.
- Maximum order notional and per-market position exposure.
- Maximum correlated exposure across markets tied to the same event or underlying outcome.
- Maximum acceptable spread, expected slippage, and minimum depth for the order size.
- Loss or drawdown stop, plus a kill switch for stale market data, failed reconciliation, or unavailable account reads.
- Checks that the market is accepting orders and the proposed price, size, and expiration satisfy current market constraints.
- Runtime geographic eligibility check; reject trading if the live endpoint reports orders blocked or close-only.
Geographic restrictions are described by Polymarket as regulatory and sanctions controls, and frontend eligibility can differ from API eligibility. Do not embed a jurisdiction list as a permanent rule: query the live geoblock endpoint before trading and fail closed if eligibility cannot be established.
Negative-risk events need event-level accounting
Polymarket documents a conversion relationship among outcomes in negative-risk markets and distinguishes their contract addresses from standard markets. If a bot trades more than one outcome in such an event, its exposure model must account for that relationship. Do not assume each YES or NO position is economically independent simply because it has a separate token ID.
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Validate the market’s current tick size and minimum order size before constructing an order. Fees and constraints belong to the market metadata used by the decision, not to a hard-coded universal setting. The order type should reflect whether execution urgency or price control matters more:
| Order choice | Behavior | Key consideration |
|---|---|---|
| Market order | Trades against available liquidity; the official walkthrough says any unfilled amount is canceled. | Useful when immediate access matters, but fill price depends on available book depth and the residual may not remain open. |
| Limit order | Sets a price and may rest on the book, subject to market rules. | Provides price control, not guaranteed execution. A resting order can be filled later under changed conditions. |
| GTC limit | Remains open until filled or canceled. | Use only when the strategy is prepared to own the exposure for an open-ended period and actively monitor it. |
| GTD limit | Expires at a specified time, subject to documented expiration requirements and safety thresholds. | Useful when an order should not remain live beyond a known event or decision window; validate the allowed expiry before submission. |
Market-order execution is not simply “buy at the displayed price.” Estimate the impact of consuming multiple book levels for the intended size, include taker fees where applicable, and reject orders that exceed the strategy’s slippage or price limits.
Fees and market-making economics
Polymarket documents the fee formula fee = C × feeRate × p × (1 − p), where C is share quantity and p is share price. The listed trading fee applies to takers; makers are not charged that fee. The official fee documentation accessed in 2026 lists these category fee rates, which are protocol settings and can change:
| Category | Documented taker feeRate |
|---|---|
| Crypto | 0.07 |
| Sports | 0.05 |
| Finance, politics, mentions, and tech | 0.04 |
| Economics, culture, weather, and other/general | 0.05 |
| Geopolitics | 0 |
Read fee parameters from the current market details rather than treating category figures as immutable constants. For a market-making strategy, evaluate net spread after fees, book depth and likely fill probability, adverse selection, inventory risk, and any current rebate or liquidity-reward eligibility. Polymarket describes maker rebates and liquidity rewards as separate programs with distinct qualification and payment rules; do not count either as guaranteed return.
Authentication and credential boundaries
Keep public discovery and market-data processes separate from authenticated account actions. The wallet documentation distinguishes the signer from the account wallet and lists Deposit Wallet, legacy Proxy Wallet, and Safe Wallet types. It says Deposit Wallet is the default for account wallets deployed on or after May 4, 2026. Confirm the actual wallet type before choosing an SDK or authentication flow; support and credential requirements are not interchangeable by assumption.
Deposit Wallet owners can grant a separate signer scoped, time-limited trading access through session keys, according to the wallet documentation. Where supported for the account, scoped access can reduce the authority exposed to a trading worker compared with placing broad signer control in every service. Verify current support and scope for the exact account before implementation.
- Keep private keys, API secrets, passphrases, and signing material out of source control, logs, client-side code, and broadly accessible workers.
- Use managed secret storage and narrow process permissions; give data-ingestion services no signing authority.
- Separate order construction and risk evaluation from the component authorized to sign and submit.
- Rotate or revoke credentials through the supported account mechanism if exposure is suspected, and stop order submission until access is confirmed safe.
An example that reads a private key from an environment variable demonstrates an input mechanism, not a complete production secret-management design.
Execution is a state machine, not a single API call
Order acceptance, matching, trade processing, and settlement are distinct stages. An acknowledged order is not necessarily a filled order, and a matched trade is not necessarily a settled account position. Model the lifecycle explicitly and persist the returned order ID alongside the bot’s internal intent.
- Create an intent: record the market, outcome token, side, price limit, size, order type, expiry if applicable, and decision snapshot.
- Run pre-trade checks: confirm fresh book state, current market constraints, fee assumptions, risk limits, and geographic eligibility.
- Submit once through the authorized execution service: save the request and response, including the order ID and any rejection details.
- Process subsequent events: consume authenticated order and trade updates and account for live, matched, delayed, partially filled, rejected, and canceled states as represented by current responses.
- Reconcile periodically: compare locally recorded orders and trades with authenticated account reads, open orders, and positions; investigate mismatches instead of silently overwriting local state.
- Confirm settlement before treating exposure as final: the official walkthrough waits for asynchronous trade settlement before checking the position.
Use explicit cancel/replace handling and idempotent internal order intents. If a submission times out, query or reconcile its state before retrying; blindly resubmitting can create duplicate exposure. This is a defensive design recommendation, not a claim that the API guarantees submission idempotency.
Settlement and payout wording also requires care. Polymarket’s FAQ describes correct final-outcome shares as paying one USDC each, while the current quickstart describes an example balance in pUSD. Verify the live market’s collateral asset and applicable resolution mechanics before encoding either denomination as a universal rule.
Operational checks before going live
Start with read-only catalog and book handling, then add simulated decisions, authenticated reads, and finally tightly limited order submission. Before enabling live execution, confirm that the failure path is at least as deliberate as the success path:
- Catalog pagination resumes correctly and refreshes active-market metadata.
- Every market outcome maps to the intended token ID, and book state is reseeded after reconnect.
- Heartbeat failure, data gaps, stale timestamps, or unexpected book hashes stop new decisions.
- Orders that violate tick, size, fee, exposure, or geographic checks are rejected locally.
- Timeouts trigger state lookup before any retry; cancel and replace operations are tracked separately.
- Authenticated events and account reads eventually reconcile to the bot’s internal order and position ledger.
- Logs retain enough decision and state context for an audit without exposing credentials or signing material.
Polymarket’s API pages are primary evidence for its own interfaces and program terms, not independent evidence of strategy profitability, execution quality, or regulatory advice. Market schemas, wallet defaults, fees, geographic rules, and incentive terms can change, so verify them against current official documentation and live market data before deployment.
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