Polymarket Market Depth Data API for Quant Traders
Use Polymarket market depth data for quant trading research, including full bid/ask ladders, spread history, imbalance, and slippage models.
Polymarket market depth data API is useful for quant traders who need more than last price. Market depth shows where liquidity sat, how wide spreads were, and how fills would have behaved under real order book conditions.
Quant Features
- Depth-weighted mid price
- Bid/ask imbalance
- Spread percentile
- Slippage by order size
- Liquidity decay before market close
Why It Matters
Prediction markets can have discontinuous liquidity and bounded prices. Full market depth helps quantify whether an apparent opportunity was actually executable.