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What a position-size cap should control
A cap is an operator-defined risk limit, not a number prescribed by Polymarket. The official materials cited here do not establish an optimal bankroll percentage, a validated Kelly fraction, or an expected return for a bot strategy. Choose limits as part of your own risk policy rather than treating them as an exchange recommendation or evidence of profitability.
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In practice, keep two quantities separate: the exposure already held and the exposure that could still result from live orders. An order that has been submitted may rest without filling, fill partially, or execute after a delay on configured markets. Counting only completed trades can therefore make the bot believe it has more room than it does.
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Choose a cap policy before translating it into an order
Decide what the cap measures and what scope it covers. These are risk-policy choices; the cited platform materials do not prescribe a superior approach or a correlation model.
| Policy choice | What it controls | Question to resolve |
|---|---|---|
| Fixed-dollar cap | A set maximum exposure in dollars. | Should the cap stay constant when the account balance changes? |
| Bankroll-relative cap | A maximum tied to a chosen share of account value. | How and when will the bot refresh the balance used in the calculation? |
| Per-market cap | Exposure within an individual market. | Could several individually acceptable positions create excessive combined exposure? |
| Portfolio cap | Total exposure across the bot’s positions and pending orders. | How will the operator account for positions that may be correlated? |
Whichever policy you select, define whether pending orders count against it, how inventory is treated, and when the bot must refuse a new order. A practical implementation should not silently change the policy when the balance, market, or order state changes.
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Calculate an order amount from current state
- Load current account and market state. Read the available balance, current inventory, live orders, and the market’s current tick and size constraints before calculating an order. Do not assume that a value from a prior request remains valid.
- Reserve outstanding commitments. Reduce the funds or exposure available for new buys by the amounts committed to unfilled orders. Keep partial-fill remainders reserved until the order is canceled or its final state is confirmed.
- Apply the policy cap. Determine how much additional exposure is permitted after accounting for held positions and reserved orders. Convert that allowance to a buy amount or share count using the intended order price and the account’s current inventory.
- Validate against the live market. Check the current tick and minimum-size constraints before submitting. The official order-patterns guide describes rejection conditions including minimum size and tick rules; these should not be hard-coded as though one value applied to every market.
- Submit only if the inputs remain usable. If account data is stale, positions cannot be reconciled, or a risk limit has been exceeded, stop or reduce new order activity rather than sizing from uncertain state.
- Reconcile the result. Update the ledger from order and trade states, not merely from the requested quantity. Recompute capacity after fills, partial fills, cancellations, and other state changes.
Orders can fail for reasons beyond sizing, including inadequate funds, missing allowances, or a price that violates tick rules. Treat a rejection as a signal to refresh and validate state, not as a reason to retry the same order indefinitely.
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Account for how orders execute
| Order behavior | Position-sizing implication |
|---|---|
| Resting limit order | It may remain open without filling, so its unfilled commitment continues to reduce capacity for additional orders. |
| Partial fill | Only the filled portion becomes acquired position; the remaining live quantity still needs to be tracked and reserved. |
| Marketable order | A marketable order may be delayed in configured markets. A price limit described in the order-patterns guide is a worst-price bound, not a guarantee that the order will execute at that price. |
Do not equate “submitted” with “filled,” and do not assume that a marketable order guarantees an immediate execution. The order lifecycle documentation describes order states and execution behavior; the order-patterns guide covers order handling and price limits.
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Put execution safeguards beside the size cap
A size limit is only one part of a bot’s controls. The Polymarket US Rulebook requires users of automated trading systems within its scope to implement pre-trade controls including order throttles, price collars, and kill switches, and to maintain an electronic audit trail.
- Order throttle: Limit how quickly the bot can submit orders so a loop or repeated signal cannot flood the market.
- Price collar: Reject orders outside operator-defined price bounds instead of allowing an unexpected input to submit an extreme price.
- Kill switch: Provide a reliable way to stop new automated orders when the system behaves unexpectedly.
- Audit trail: Record enough order, state, and decision information to reconstruct what the bot attempted and what happened.
- Fail-safe behavior: Halt or reduce new orders if data is stale, reconciliation fails, or a limit is breached. This is prudent implementation advice, not a claim that the rulebook specifies those exact triggers.
The rulebook is a US-context source; its requirements should not be presented as universal rules for every jurisdiction, market, or Polymarket interface.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Keep contract terms in their proper scope
A March 26, 2026 CFTC filing for specified Polymarket US cryptocurrency price contracts states a notional value of $1 per contract, a minimum tick range of 0.001 to 0.01, a $25,000 position accountability level, and margin of 100% of the at-risk amount. Those figures apply to the specified filed contracts; they are not a platform-wide position limit, a general sizing formula, or terms for every market.
Polymarket’s Trading Help Center groups separate material on fees, limits, liquidity, rewards, and order types. The collection page does not establish a universal fee or minimum order size. Check the current market and applicable official documentation before deployment.
Quick Recap
Common sizing failures to prevent
- Ignoring live orders: A bot can exceed its intended exposure if it sizes each new order from balance alone. Include unfilled commitments in the exposure calculation.
- Counting requested quantity as acquired position: A request may be resting, delayed, or partially filled. Use confirmed order and trade state.
- Hard-coding market constraints: Tick sizes are market-specific, and minimum-size checks can reject orders. Validate current constraints for the selected market.
- Retrying rejected orders blindly: Investigate whether the cause is funds, allowance, size, or price validation, then refresh the relevant state.
- Treating a cap as a strategy: A risk limit constrains exposure; it does not establish that a trade has positive expected value or that the bot will be profitable.
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