Polymarket Depth Data for Execution Simulation
Use Polymarket depth data to simulate realistic execution, slippage, partial fills, and strategy PnL on historical markets.
Polymarket depth data for execution simulation is what turns a price-based backtest into a trading backtest. Depth data lets you model where an order would have filled and how much slippage it would have paid.
Execution Features
- Market order walk through the ask or bid ladder
- Partial fill modeling
- Slippage by position size
- Spread-aware entry and exit rules
- Liquidity constraints before market close
Why It Matters
A strategy can be profitable on midpoint prices and fail when it consumes the actual order book. Execution simulation helps catch that gap before live trading.