A Polymarket bot needs more than a CLOB connection: use Gamma to discover markets, the CLOB API to read books and submit orders, and the Data API or WebSockets to monitor activity. Private requests require authentication, and an accepted order is not proof that a trade has settled or that your position matches your intent. Build in order and position reconciliation, cancellation of stale orders, and current fee checks before letting a bot trade.
Choose the right API for each job
Polymarket documents several APIs and live-update channels, rather than one interface for every part of a bot. Public market data can be accessed without credentials; private account reads and order operations require authentication. The official API guide describes the APIs as providing programmatic access to the platform and recommends its SDKs for a typed interface and common integration handling such as pagination, errors, and wallet setup. See the Polymarket API overview.
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| Surface | Useful for | Bot role |
|---|---|---|
| Gamma API | Events and market metadata | Find markets and resolve their current details before trading. |
| CLOB API | Prices, order books, and order operations | Read liquidity and manage orders. |
| Data API | Positions and activity | Check account-level results and reconcile what the bot believes it holds. |
| WebSockets | Live market updates and authenticated user updates | Receive changes without relying only on repeated polling. |
For most projects, start with a supported SDK if it covers the operations you need: its typed interface and handling of common integration concerns can reduce code you must maintain. Direct REST or WebSocket integration gives you more control over transport and request handling, but you take responsibility for details such as signing, retries, and error handling. Confirm current SDK coverage and API behavior in the official documentation before choosing.
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CLOB authentication involves separate signatures for wallet control and private API requests. A wallet EIP-712 signature establishes control of the wallet and is used to create or derive API credentials. Those credentials then sign private requests with HMAC-SHA256. An order also carries a wallet signature authorizing that order. Treating these as interchangeable will lead to an incomplete authentication flow; consult the API guide for the documented layers.
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- Prepare the wallet-signing capability. Use the wallet identity and signing method supported by the current SDK or API flow.
- Create or derive API credentials. Sign the required wallet message using EIP-712 as documented; use the resulting API credentials for private-request authentication.
- Keep secrets out of source control. The official quickstart reads a private key and wallet address from environment variables. That shows how its example receives configuration; it is not a complete security specification. Do not commit private keys or API secrets, and limit access to the runtime environment that needs them.
- Sign orders separately. Ensure the order-creation flow applies the required wallet signature as well as the API credential signature on private requests.
Before using real funds, test authentication and error handling in the way supported by the current documentation. Do not log private keys, credential secrets, or signed request material that could expose account authority.
Resolve a live market and its outcome token
A market’s human-readable name or slug is not the identifier an order needs. The quickstart lifecycle fetches a market and then selects the outcome token ID to place an order against. A bot should resolve this information from current market metadata each time it selects a market, rather than relying on a sample slug or hard-coded token ID from a tutorial. The first-order guide demonstrates the fetch-market, choose-token, submit-order sequence.
- Use Gamma or the documented market lookup flow to identify the intended event and market.
- Check the market details and outcome mapping before selecting the token ID.
- Read current order-book prices and liquidity from the CLOB before deciding whether an order is still appropriate.
- Reject stale or ambiguous market data instead of submitting against a token the strategy did not intend to trade.
Choose how the order should behave
Order type changes what the bot must manage after submission. A market order seeks execution against available liquidity rather than specifying a resting price; a limit order specifies price control, but may remain unfilled on the book. These are strategy and operational trade-offs, not guarantees of execution quality.
| Choice | What it favors | What the bot must handle |
|---|---|---|
| Market order | Seeking execution against available liquidity | Check the available book and verify what actually filled. The quickstart says any unfilled portion of its market order is canceled rather than left resting. |
| Resting limit order | Price control | Track open status and partial or absent fills, then cancel liquidity that is no longer wanted. |
The quickstart recommends having at least 10 pUSD available for its walkthrough; that is the page’s recommendation for its example, not a universal account minimum. Its example demonstrates the documented order lifecycle, not a tested profitable strategy or a guarantee that an order will fill. Read the current order documentation for supported order types and behavior before implementing execution logic.
Submit, then reconcile orders and positions
Order submission is only the start of execution management. The official quickstart warns that a matched order’s trade settles on-chain asynchronously, so a bot must not assume its position is final merely because submission succeeded or a match was reported. Check order state, account for resulting trades, and compare the observed position with the strategy’s expected state. The quickstart and order-management guide cover this lifecycle.
- Record the intent. Persist enough information to identify the market, outcome token, requested side and size, and the order the bot attempted to create.
- Read back the order. Use authenticated order reads to determine whether it is open, matched, canceled, or otherwise changed.
- Reconcile trades and positions. Account for asynchronous settlement and compare the resulting trades and position with the bot’s expected state before making dependent decisions.
- Cancel unwanted resting orders. If the strategy changes, an order becomes stale, or remaining liquidity is no longer intended, cancel it and verify the resulting state.
- Recover from uncertainty conservatively. If a request times out or the bot restarts before it knows whether an order was accepted, inspect existing orders and trades before submitting a replacement. Otherwise, a retry can create unintended duplicate exposure.
WebSocket user updates can support timely monitoring, while authenticated reads provide a way to reconcile current state. A session-key client sees only orders and trades associated with those keys, so do not treat its view as a complete account-wide history unless the key scope matches that requirement; see Manage Orders.
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Include fees in the strategy loop
Do not model one universal fee rate. Polymarket’s fee documentation lists taker fee rates by category, lists maker fees as zero, and identifies geopolitics as fee-free. The table below reproduces the documented category rates observed on 2026-10-04; the page does not state a publication year, and rates or market categories can change. Read the current market parameters before a trade. Source: Polymarket Fees.
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|---|---|---|
| Crypto | 0.07 | 0 |
| Sports | 0.05 | 0 |
| Finance and politics | 0.04 | 0 |
| Economics, culture, weather, and other | 0.05 | 0 |
| Mentions and tech | 0.04 | 0 |
| Geopolitics | 0 | 0 |
The published formula is fee = C × feeRate × p × (1 - p), where C is shares, p is share price, and feeRate is the rate for the applicable market category. The fee in USDC is symmetric around a 50% probability. For example, the fee page’s table gives a fee of $1.75 USDC for 100 crypto shares at 50¢; this is an example using its documented parameters, not a universal charge. The page says fees are rounded to five decimal places and the smallest charged fee is 0.00001 USDC. See the fee formula and examples.
Make fees part of the same decision that evaluates price and execution: account for whether the expected fill is maker or taker, apply the rate for the current market, and re-check fee parameters when they may have changed. An estimate that omits execution fees can misstate the trade’s expected economics.
Know what the API documentation does not establish
The API and trading guides explain integration and order mechanics; they do not establish that a strategy will be profitable, that any particular user is eligible to trade in every jurisdiction, or the current eligibility or compensation terms of the Builder Program listed in the API guide. Verify location rules and program terms through current official information before relying on them. API behavior and fees can also change, so re-check the linked documentation before deploying a bot that trades.
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